A chance constraint estimation approach to optimizing resource management under uncertainty

Treesearch

Michael Bevers

2007-01-01

Chance-constrained optimization is an important method for managing risk arising from random variations in natural resource systems, but the probabilistic formulations often pose mathematical programming problems that cannot be solved with exact methods. A heuristic estimation method for these problems is presented that combines a formulation for order statistic...

Comparison of optimal design methods in inverse problems

NASA Astrophysics Data System (ADS)

Banks, H. T.; Holm, K.; Kappel, F.

2011-07-01

Typical optimal design methods for inverse or parameter estimation problems are designed to choose optimal sampling distributions through minimization of a specific cost function related to the resulting error in parameter estimates. It is hoped that the inverse problem will produce parameter estimates with increased accuracy using data collected according to the optimal sampling distribution. Here we formulate the classical optimal design problem in the context of general optimization problems over distributions of sampling times. We present a new Prohorov metric-based theoretical framework that permits one to treat succinctly and rigorously any optimal design criteria based on the Fisher information matrix. A fundamental approximation theory is also included in this framework. A new optimal design, SE-optimal design (standard error optimal design), is then introduced in the context of this framework. We compare this new design criterion with the more traditional D-optimal and E-optimal designs. The optimal sampling distributions from each design are used to compute and compare standard errors; the standard errors for parameters are computed using asymptotic theory or bootstrapping and the optimal mesh. We use three examples to illustrate ideas: the Verhulst-Pearl logistic population model (Banks H T and Tran H T 2009 Mathematical and Experimental Modeling of Physical and Biological Processes (Boca Raton, FL: Chapman and Hall/CRC)), the standard harmonic oscillator model (Banks H T and Tran H T 2009) and a popular glucose regulation model (Bergman R N, Ider Y Z, Bowden C R and Cobelli C 1979 Am. J. Physiol. 236 E667-77 De Gaetano A and Arino O 2000 J. Math. Biol. 40 136-68 Toffolo G, Bergman R N, Finegood D T, Bowden C R and Cobelli C 1980 Diabetes 29 979-90).

Post-Optimality Analysis In Aerospace Vehicle Design

NASA Technical Reports Server (NTRS)

Braun, Robert D.; Kroo, Ilan M.; Gage, Peter J.

1993-01-01

This analysis pertains to the applicability of optimal sensitivity information to aerospace vehicle design. An optimal sensitivity (or post-optimality) analysis refers to computations performed once the initial optimization problem is solved. These computations may be used to characterize the design space about the present solution and infer changes in this solution as a result of constraint or parameter variations, without reoptimizing the entire system. The present analysis demonstrates that post-optimality information generated through first-order computations can be used to accurately predict the effect of constraint and parameter perturbations on the optimal solution. This assessment is based on the solution of an aircraft design problem in which the post-optimality estimates are shown to be within a few percent of the true solution over the practical range of constraint and parameter variations. Through solution of a reusable, single-stage-to-orbit, launch vehicle design problem, this optimal sensitivity information is also shown to improve the efficiency of the design process, For a hierarchically decomposed problem, this computational efficiency is realized by estimating the main-problem objective gradient through optimal sep&ivity calculations, By reducing the need for finite differentiation of a re-optimized subproblem, a significant decrease in the number of objective function evaluations required to reach the optimal solution is obtained.

Inverse problems and optimal experiment design in unsteady heat transfer processes identification

NASA Technical Reports Server (NTRS)

Artyukhin, Eugene A.

1991-01-01

Experimental-computational methods for estimating characteristics of unsteady heat transfer processes are analyzed. The methods are based on the principles of distributed parameter system identification. The theoretical basis of such methods is the numerical solution of nonlinear ill-posed inverse heat transfer problems and optimal experiment design problems. Numerical techniques for solving problems are briefly reviewed. The results of the practical application of identification methods are demonstrated when estimating effective thermophysical characteristics of composite materials and thermal contact resistance in two-layer systems.

Divergent estimation error in portfolio optimization and in linear regression

NASA Astrophysics Data System (ADS)

Kondor, I.; Varga-Haszonits, I.

2008-08-01

The problem of estimation error in portfolio optimization is discussed, in the limit where the portfolio size N and the sample size T go to infinity such that their ratio is fixed. The estimation error strongly depends on the ratio N/T and diverges for a critical value of this parameter. This divergence is the manifestation of an algorithmic phase transition, it is accompanied by a number of critical phenomena, and displays universality. As the structure of a large number of multidimensional regression and modelling problems is very similar to portfolio optimization, the scope of the above observations extends far beyond finance, and covers a large number of problems in operations research, machine learning, bioinformatics, medical science, economics, and technology.

JuPOETs: a constrained multiobjective optimization approach to estimate biochemical model ensembles in the Julia programming language.

PubMed

Bassen, David M; Vilkhovoy, Michael; Minot, Mason; Butcher, Jonathan T; Varner, Jeffrey D

2017-01-25

Ensemble modeling is a promising approach for obtaining robust predictions and coarse grained population behavior in deterministic mathematical models. Ensemble approaches address model uncertainty by using parameter or model families instead of single best-fit parameters or fixed model structures. Parameter ensembles can be selected based upon simulation error, along with other criteria such as diversity or steady-state performance. Simulations using parameter ensembles can estimate confidence intervals on model variables, and robustly constrain model predictions, despite having many poorly constrained parameters. In this software note, we present a multiobjective based technique to estimate parameter or models ensembles, the Pareto Optimal Ensemble Technique in the Julia programming language (JuPOETs). JuPOETs integrates simulated annealing with Pareto optimality to estimate ensembles on or near the optimal tradeoff surface between competing training objectives. We demonstrate JuPOETs on a suite of multiobjective problems, including test functions with parameter bounds and system constraints as well as for the identification of a proof-of-concept biochemical model with four conflicting training objectives. JuPOETs identified optimal or near optimal solutions approximately six-fold faster than a corresponding implementation in Octave for the suite of test functions. For the proof-of-concept biochemical model, JuPOETs produced an ensemble of parameters that gave both the mean of the training data for conflicting data sets, while simultaneously estimating parameter sets that performed well on each of the individual objective functions. JuPOETs is a promising approach for the estimation of parameter and model ensembles using multiobjective optimization. JuPOETs can be adapted to solve many problem types, including mixed binary and continuous variable types, bilevel optimization problems and constrained problems without altering the base algorithm. JuPOETs is open source, available under an MIT license, and can be installed using the Julia package manager from the JuPOETs GitHub repository.

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.

Sequential ensemble-based optimal design for parameter estimation: SEQUENTIAL ENSEMBLE-BASED OPTIMAL DESIGN

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

Man, Jun; Zhang, Jiangjiang; Li, Weixuan

2016-10-01

The ensemble Kalman filter (EnKF) has been widely used in parameter estimation for hydrological models. The focus of most previous studies was to develop more efficient analysis (estimation) algorithms. On the other hand, it is intuitively understandable that a well-designed sampling (data-collection) strategy should provide more informative measurements and subsequently improve the parameter estimation. In this work, a Sequential Ensemble-based Optimal Design (SEOD) method, coupled with EnKF, information theory and sequential optimal design, is proposed to improve the performance of parameter estimation. Based on the first-order and second-order statistics, different information metrics including the Shannon entropy difference (SD), degrees ofmore » freedom for signal (DFS) and relative entropy (RE) are used to design the optimal sampling strategy, respectively. The effectiveness of the proposed method is illustrated by synthetic one-dimensional and two-dimensional unsaturated flow case studies. It is shown that the designed sampling strategies can provide more accurate parameter estimation and state prediction compared with conventional sampling strategies. Optimal sampling designs based on various information metrics perform similarly in our cases. The effect of ensemble size on the optimal design is also investigated. Overall, larger ensemble size improves the parameter estimation and convergence of optimal sampling strategy. Although the proposed method is applied to unsaturated flow problems in this study, it can be equally applied in any other hydrological problems.« less

Novel multireceiver communication systems configurations based on optimal estimation theory

NASA Technical Reports Server (NTRS)

Kumar, Rajendra

1992-01-01

A novel multireceiver configuration for carrier arraying and/or signal arraying is presented. The proposed configuration is obtained by formulating the carrier and/or signal arraying problem as an optimal estimation problem, and it consists of two stages. The first stage optimally estimates various phase processes received at different receivers with coupled phase-locked loops wherein the individual loops acquire and track their respective receivers' phase processes but are aided by each other in an optimal manner via LF error signals. The proposed configuration results in the minimization of the the effective radio loss at the combiner output, and thus maximization of energy per bit to noise power spectral density ratio is achieved. A novel adaptive algorithm for the estimator of the signal model parameters when these are not known a priori is also presented.

Models of resource allocation optimization when solving the control problems in organizational systems

NASA Astrophysics Data System (ADS)

Menshikh, V.; Samorokovskiy, A.; Avsentev, O.

2018-03-01

The mathematical model of optimizing the allocation of resources to reduce the time for management decisions and algorithms to solve the general problem of resource allocation. The optimization problem of choice of resources in organizational systems in order to reduce the total execution time of a job is solved. This problem is a complex three-level combinatorial problem, for the solving of which it is necessary to implement the solution to several specific problems: to estimate the duration of performing each action, depending on the number of performers within the group that performs this action; to estimate the total execution time of all actions depending on the quantitative composition of groups of performers; to find such a distribution of the existing resource of performers in groups to minimize the total execution time of all actions. In addition, algorithms to solve the general problem of resource allocation are proposed.

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.

Estimation for bilinear stochastic systems

NASA Technical Reports Server (NTRS)

Willsky, A. S.; Marcus, S. I.

1974-01-01

Three techniques for the solution of bilinear estimation problems are presented. First, finite dimensional optimal nonlinear estimators are presented for certain bilinear systems evolving on solvable and nilpotent lie groups. Then the use of harmonic analysis for estimation problems evolving on spheres and other compact manifolds is investigated. Finally, an approximate estimation technique utilizing cumulants is discussed.

Optimal control of nonlinear continuous-time systems in strict-feedback form.

PubMed

Zargarzadeh, Hassan; Dierks, Travis; Jagannathan, Sarangapani

2015-10-01

This paper proposes a novel optimal tracking control scheme for nonlinear continuous-time systems in strict-feedback form with uncertain dynamics. The optimal tracking problem is transformed into an equivalent optimal regulation problem through a feedforward adaptive control input that is generated by modifying the standard backstepping technique. Subsequently, a neural network-based optimal control scheme is introduced to estimate the cost, or value function, over an infinite horizon for the resulting nonlinear continuous-time systems in affine form when the internal dynamics are unknown. The estimated cost function is then used to obtain the optimal feedback control input; therefore, the overall optimal control input for the nonlinear continuous-time system in strict-feedback form includes the feedforward plus the optimal feedback terms. It is shown that the estimated cost function minimizes the Hamilton-Jacobi-Bellman estimation error in a forward-in-time manner without using any value or policy iterations. Finally, optimal output feedback control is introduced through the design of a suitable observer. Lyapunov theory is utilized to show the overall stability of the proposed schemes without requiring an initial admissible controller. Simulation examples are provided to validate the theoretical results.

Closed-Loop Optimal Control Implementations for Space Applications

DTIC Science & Technology

2016-12-01

analyses of a series of optimal control problems, several real- time optimal control algorithms are developed that continuously adapt to feedback on the...through the analyses of a series of optimal control problems, several real- time optimal control algorithms are developed that continuously adapt to...information is estimated to average 1 hour per response, including the time for reviewing instruction, searching existing data sources, gathering

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.

Metabolic flux estimation using particle swarm optimization with penalty function.

PubMed

Long, Hai-Xia; Xu, Wen-Bo; Sun, Jun

2009-01-01

Metabolic flux estimation through 13C trace experiment is crucial for quantifying the intracellular metabolic fluxes. In fact, it corresponds to a constrained optimization problem that minimizes a weighted distance between measured and simulated results. In this paper, we propose particle swarm optimization (PSO) with penalty function to solve 13C-based metabolic flux estimation problem. The stoichiometric constraints are transformed to an unconstrained one, by penalizing the constraints and building a single objective function, which in turn is minimized using PSO algorithm for flux quantification. The proposed algorithm is applied to estimate the central metabolic fluxes of Corynebacterium glutamicum. From simulation results, it is shown that the proposed algorithm has superior performance and fast convergence ability when compared to other existing algorithms.

Optimal parameter estimation with a fixed rate of abstention

NASA Astrophysics Data System (ADS)

Gendra, B.; Ronco-Bonvehi, E.; Calsamiglia, J.; Muñoz-Tapia, R.; Bagan, E.

2013-07-01

The problems of optimally estimating a phase, a direction, and the orientation of a Cartesian frame (or trihedron) with general pure states are addressed. Special emphasis is put on estimation schemes that allow for inconclusive answers or abstention. It is shown that such schemes enable drastic improvements, up to the extent of attaining the Heisenberg limit in some cases, and the required amount of abstention is quantified. A general mathematical framework to deal with the asymptotic limit of many qubits or large angular momentum is introduced and used to obtain analytical results for all the relevant cases under consideration. Parameter estimation with abstention is also formulated as a semidefinite programming problem, for which very efficient numerical optimization techniques exist.

Optimization-Based Sensor Fusion of GNSS and IMU Using a Moving Horizon Approach

PubMed Central

Girrbach, Fabian; Hol, Jeroen D.; Bellusci, Giovanni; Diehl, Moritz

2017-01-01

The rise of autonomous systems operating close to humans imposes new challenges in terms of robustness and precision on the estimation and control algorithms. Approaches based on nonlinear optimization, such as moving horizon estimation, have been shown to improve the accuracy of the estimated solution compared to traditional filter techniques. This paper introduces an optimization-based framework for multi-sensor fusion following a moving horizon scheme. The framework is applied to the often occurring estimation problem of motion tracking by fusing measurements of a global navigation satellite system receiver and an inertial measurement unit. The resulting algorithm is used to estimate position, velocity, and orientation of a maneuvering airplane and is evaluated against an accurate reference trajectory. A detailed study of the influence of the horizon length on the quality of the solution is presented and evaluated against filter-like and batch solutions of the problem. The versatile configuration possibilities of the framework are finally used to analyze the estimated solutions at different evaluation times exposing a nearly linear behavior of the sensor fusion problem. PMID:28534857

Optimization-Based Sensor Fusion of GNSS and IMU Using a Moving Horizon Approach.

PubMed

Girrbach, Fabian; Hol, Jeroen D; Bellusci, Giovanni; Diehl, Moritz

2017-05-19

The rise of autonomous systems operating close to humans imposes new challenges in terms of robustness and precision on the estimation and control algorithms. Approaches based on nonlinear optimization, such as moving horizon estimation, have been shown to improve the accuracy of the estimated solution compared to traditional filter techniques. This paper introduces an optimization-based framework for multi-sensor fusion following a moving horizon scheme. The framework is applied to the often occurring estimation problem of motion tracking by fusing measurements of a global navigation satellite system receiver and an inertial measurement unit. The resulting algorithm is used to estimate position, velocity, and orientation of a maneuvering airplane and is evaluated against an accurate reference trajectory. A detailed study of the influence of the horizon length on the quality of the solution is presented and evaluated against filter-like and batch solutions of the problem. The versatile configuration possibilities of the framework are finally used to analyze the estimated solutions at different evaluation times exposing a nearly linear behavior of the sensor fusion problem.

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

Finite element approximation of an optimal control problem for the von Karman equations

NASA Technical Reports Server (NTRS)

Hou, L. Steven; Turner, James C.

1994-01-01

This paper is concerned with optimal control problems for the von Karman equations with distributed controls. We first show that optimal solutions exist. We then show that Lagrange multipliers may be used to enforce the constraints and derive an optimality system from which optimal states and controls may be deduced. Finally we define finite element approximations of solutions for the optimality system and derive error estimates for the approximations.

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

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

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

2015-08-15

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

Invisibility problem in acoustics, electromagnetism and heat transfer. Inverse design method

NASA Astrophysics Data System (ADS)

Alekseev, G.; Tokhtina, A.; Soboleva, O.

2017-10-01

Two approaches (direct design and inverse design methods) for solving problems of designing devices providing invisibility of material bodies of detection using different physical fields - electromagnetic, acoustic and static are discussed. The second method is applied for solving problems of designing cloaking devices for the 3D stationary thermal scattering model. Based on this method the design problems under study are reduced to respective control problems. The material parameters (radial and tangential heat conductivities) of the inhomogeneous anisotropic medium filling the thermal cloak and the density of auxiliary heat sources play the role of controls. A unique solvability of direct thermal scattering problem in the Sobolev space is proved and the new estimates of solutions are established. Using these results, the solvability of control problem is proved and the optimality system is derived. Based on analysis of optimality system, the stability estimates of optimal solutions are established and numerical algorithms for solving particular thermal cloaking problem are proposed.

Finite dimensional approximation of a class of constrained nonlinear optimal control problems

NASA Technical Reports Server (NTRS)

Gunzburger, Max D.; Hou, L. S.

1994-01-01

An abstract framework for the analysis and approximation of a class of nonlinear optimal control and optimization problems is constructed. Nonlinearities occur in both the objective functional and in the constraints. The framework includes an abstract nonlinear optimization problem posed on infinite dimensional spaces, and approximate problem posed on finite dimensional spaces, together with a number of hypotheses concerning the two problems. The framework is used to show that optimal solutions exist, to show that Lagrange multipliers may be used to enforce the constraints, to derive an optimality system from which optimal states and controls may be deduced, and to derive existence results and error estimates for solutions of the approximate problem. The abstract framework and the results derived from that framework are then applied to three concrete control or optimization problems and their approximation by finite element methods. The first involves the von Karman plate equations of nonlinear elasticity, the second, the Ginzburg-Landau equations of superconductivity, and the third, the Navier-Stokes equations for incompressible, viscous flows.

Approximate approach for optimization space flights with a low thrust on the basis of sufficient optimality conditions

NASA Astrophysics Data System (ADS)

Salmin, Vadim V.

2017-01-01

Flight mechanics with a low-thrust is a new chapter of mechanics of space flight, considered plurality of all problems trajectory optimization and movement control laws and the design parameters of spacecraft. Thus tasks associated with taking into account the additional factors in mathematical models of the motion of spacecraft becomes increasingly important, as well as additional restrictions on the possibilities of the thrust vector control. The complication of the mathematical models of controlled motion leads to difficulties in solving optimization problems. Author proposed methods of finding approximate optimal control and evaluating their optimality based on analytical solutions. These methods are based on the principle of extending the class of admissible states and controls and sufficient conditions for the absolute minimum. Developed procedures of the estimation enabling to determine how close to the optimal founded solution, and indicate ways to improve them. Authors describes procedures of estimate for approximately optimal control laws for space flight mechanics problems, in particular for optimization flight low-thrust between the circular non-coplanar orbits, optimization the control angle and trajectory movement of the spacecraft during interorbital flights, optimization flights with low-thrust between arbitrary elliptical orbits Earth satellites.

Estimation of positive semidefinite correlation matrices by using convex quadratic semidefinite programming.

PubMed

Fushiki, Tadayoshi

2009-07-01

The correlation matrix is a fundamental statistic that is used in many fields. For example, GroupLens, a collaborative filtering system, uses the correlation between users for predictive purposes. Since the correlation is a natural similarity measure between users, the correlation matrix may be used in the Gram matrix in kernel methods. However, the estimated correlation matrix sometimes has a serious defect: although the correlation matrix is originally positive semidefinite, the estimated one may not be positive semidefinite when not all ratings are observed. To obtain a positive semidefinite correlation matrix, the nearest correlation matrix problem has recently been studied in the fields of numerical analysis and optimization. However, statistical properties are not explicitly used in such studies. To obtain a positive semidefinite correlation matrix, we assume the approximate model. By using the model, an estimate is obtained as the optimal point of an optimization problem formulated with information on the variances of the estimated correlation coefficients. The problem is solved by a convex quadratic semidefinite program. A penalized likelihood approach is also examined. The MovieLens data set is used to test our approach.

Cost component analysis.

PubMed

Lörincz, András; Póczos, Barnabás

2003-06-01

In optimizations the dimension of the problem may severely, sometimes exponentially increase optimization time. Parametric function approximatiors (FAPPs) have been suggested to overcome this problem. Here, a novel FAPP, cost component analysis (CCA) is described. In CCA, the search space is resampled according to the Boltzmann distribution generated by the energy landscape. That is, CCA converts the optimization problem to density estimation. Structure of the induced density is searched by independent component analysis (ICA). The advantage of CCA is that each independent ICA component can be optimized separately. In turn, (i) CCA intends to partition the original problem into subproblems and (ii) separating (partitioning) the original optimization problem into subproblems may serve interpretation. Most importantly, (iii) CCA may give rise to high gains in optimization time. Numerical simulations illustrate the working of the algorithm.

Analysis of parameter estimation and optimization application of ant colony algorithm in vehicle routing problem

NASA Astrophysics Data System (ADS)

Xu, Quan-Li; Cao, Yu-Wei; Yang, Kun

2018-03-01

Ant Colony Optimization (ACO) is the most widely used artificial intelligence algorithm at present. This study introduced the principle and mathematical model of ACO algorithm in solving Vehicle Routing Problem (VRP), and designed a vehicle routing optimization model based on ACO, then the vehicle routing optimization simulation system was developed by using c ++ programming language, and the sensitivity analyses, estimations and improvements of the three key parameters of ACO were carried out. The results indicated that the ACO algorithm designed in this paper can efficiently solve rational planning and optimization of VRP, and the different values of the key parameters have significant influence on the performance and optimization effects of the algorithm, and the improved algorithm is not easy to locally converge prematurely and has good robustness.

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

NASA Technical Reports Server (NTRS)

Joshi, S. M.

1976-01-01

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

An Integrated Method Based on PSO and EDA for the Max-Cut Problem.

PubMed

Lin, Geng; Guan, Jian

2016-01-01

The max-cut problem is NP-hard combinatorial optimization problem with many real world applications. In this paper, we propose an integrated method based on particle swarm optimization and estimation of distribution algorithm (PSO-EDA) for solving the max-cut problem. The integrated algorithm overcomes the shortcomings of particle swarm optimization and estimation of distribution algorithm. To enhance the performance of the PSO-EDA, a fast local search procedure is applied. In addition, a path relinking procedure is developed to intensify the search. To evaluate the performance of PSO-EDA, extensive experiments were carried out on two sets of benchmark instances with 800 to 20,000 vertices from the literature. Computational results and comparisons show that PSO-EDA significantly outperforms the existing PSO-based and EDA-based algorithms for the max-cut problem. Compared with other best performing algorithms, PSO-EDA is able to find very competitive results in terms of solution quality.

Search-based optimization

NASA Technical Reports Server (NTRS)

Wheeler, Ward C.

2003-01-01

The problem of determining the minimum cost hypothetical ancestral sequences for a given cladogram is known to be NP-complete (Wang and Jiang, 1994). Traditionally, point estimations of hypothetical ancestral sequences have been used to gain heuristic, upper bounds on cladogram cost. These include procedures with such diverse approaches as non-additive optimization of multiple sequence alignment, direct optimization (Wheeler, 1996), and fixed-state character optimization (Wheeler, 1999). A method is proposed here which, by extending fixed-state character optimization, replaces the estimation process with a search. This form of optimization examines a diversity of potential state solutions for cost-efficient hypothetical ancestral sequences and can result in greatly more parsimonious cladograms. Additionally, such an approach can be applied to other NP-complete phylogenetic optimization problems such as genomic break-point analysis. c2003 The Willi Hennig Society. Published by Elsevier Science (USA). All rights reserved.

Optimal estimation of parameters and states in stochastic time-varying systems with time delay

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-08-01

In this study estimation of parameters and states in stochastic linear and nonlinear delay differential systems with time-varying coefficients and constant delay is explored. The approach consists of first employing a continuous time approximation to approximate the stochastic delay differential equation with a set of stochastic ordinary differential equations. Then the problem of parameter estimation in the resulting stochastic differential system is represented as an optimal filtering problem using a state augmentation technique. By adapting the extended Kalman-Bucy filter to the resulting system, the unknown parameters of the time-delayed system are estimated from noise-corrupted, possibly incomplete measurements of the states.

The application of mean field theory to image motion estimation.

PubMed

Zhang, J; Hanauer, G G

1995-01-01

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

Spline approximations for nonlinear hereditary control systems

NASA Technical Reports Server (NTRS)

Daniel, P. L.

1982-01-01

A sline-based approximation scheme is discussed for optimal control problems governed by nonlinear nonautonomous delay differential equations. The approximating framework reduces the original control problem to a sequence of optimization problems governed by ordinary differential equations. Convergence proofs, which appeal directly to dissipative-type estimates for the underlying nonlinear operator, are given and numerical findings are summarized.

Non-Rigid Structure Estimation in Trajectory Space from Monocular Vision

PubMed Central

Wang, Yaming; Tong, Lingling; Jiang, Mingfeng; Zheng, Junbao

2015-01-01

In this paper, the problem of non-rigid structure estimation in trajectory space from monocular vision is investigated. Similar to the Point Trajectory Approach (PTA), based on characteristic points’ trajectories described by a predefined Discrete Cosine Transform (DCT) basis, the structure matrix was also calculated by using a factorization method. To further optimize the non-rigid structure estimation from monocular vision, the rank minimization problem about structure matrix is proposed to implement the non-rigid structure estimation by introducing the basic low-rank condition. Moreover, the Accelerated Proximal Gradient (APG) algorithm is proposed to solve the rank minimization problem, and the initial structure matrix calculated by the PTA method is optimized. The APG algorithm can converge to efficient solutions quickly and lessen the reconstruction error obviously. The reconstruction results of real image sequences indicate that the proposed approach runs reliably, and effectively improves the accuracy of non-rigid structure estimation from monocular vision. PMID:26473863

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

NASA Astrophysics Data System (ADS)

Godio, A.; Santilano, A.

2018-01-01

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

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.

Risk-Based Sampling: I Don't Want to Weight in Vain.

PubMed

Powell, Mark R

2015-12-01

Recently, there has been considerable interest in developing risk-based sampling for food safety and animal and plant health for efficient allocation of inspection and surveillance resources. The problem of risk-based sampling allocation presents a challenge similar to financial portfolio analysis. Markowitz (1952) laid the foundation for modern portfolio theory based on mean-variance optimization. However, a persistent challenge in implementing portfolio optimization is the problem of estimation error, leading to false "optimal" portfolios and unstable asset weights. In some cases, portfolio diversification based on simple heuristics (e.g., equal allocation) has better out-of-sample performance than complex portfolio optimization methods due to estimation uncertainty. Even for portfolios with a modest number of assets, the estimation window required for true optimization may imply an implausibly long stationary period. The implications for risk-based sampling are illustrated by a simple simulation model of lot inspection for a small, heterogeneous group of producers. © 2015 Society for Risk Analysis.

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

NASA Technical Reports Server (NTRS)

Geyser, L. C.; Lehtinen, B.

1975-01-01

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

Production scheduling with ant colony optimization

NASA Astrophysics Data System (ADS)

Chernigovskiy, A. S.; Kapulin, D. V.; Noskova, E. E.; Yamskikh, T. N.; Tsarev, R. Yu

2017-10-01

The optimum solution of the production scheduling problem for manufacturing processes at an enterprise is crucial as it allows one to obtain the required amount of production within a specified time frame. Optimum production schedule can be found using a variety of optimization algorithms or scheduling algorithms. Ant colony optimization is one of well-known techniques to solve the global multi-objective optimization problem. In the article, the authors present a solution of the production scheduling problem by means of an ant colony optimization algorithm. A case study of the algorithm efficiency estimated against some others production scheduling algorithms is presented. Advantages of the ant colony optimization algorithm and its beneficial effect on the manufacturing process are provided.

Application of Differential Evolutionary Optimization Methodology for Parameter Structure Identification in Groundwater Modeling

NASA Astrophysics Data System (ADS)

Chiu, Y.; Nishikawa, T.

2013-12-01

With the increasing complexity of parameter-structure identification (PSI) in groundwater modeling, there is a need for robust, fast, and accurate optimizers in the groundwater-hydrology field. For this work, PSI is defined as identifying parameter dimension, structure, and value. In this study, Voronoi tessellation and differential evolution (DE) are used to solve the optimal PSI problem. Voronoi tessellation is used for automatic parameterization, whereby stepwise regression and the error covariance matrix are used to determine the optimal parameter dimension. DE is a novel global optimizer that can be used to solve nonlinear, nondifferentiable, and multimodal optimization problems. It can be viewed as an improved version of genetic algorithms and employs a simple cycle of mutation, crossover, and selection operations. DE is used to estimate the optimal parameter structure and its associated values. A synthetic numerical experiment of continuous hydraulic conductivity distribution was conducted to demonstrate the proposed methodology. The results indicate that DE can identify the global optimum effectively and efficiently. A sensitivity analysis of the control parameters (i.e., the population size, mutation scaling factor, crossover rate, and mutation schemes) was performed to examine their influence on the objective function. The proposed DE was then applied to solve a complex parameter-estimation problem for a small desert groundwater basin in Southern California. Hydraulic conductivity, specific yield, specific storage, fault conductance, and recharge components were estimated simultaneously. Comparison of DE and a traditional gradient-based approach (PEST) shows DE to be more robust and efficient. The results of this work not only provide an alternative for PSI in groundwater models, but also extend DE applications towards solving complex, regional-scale water management optimization problems.

Estimating parameters with pre-specified accuracies in distributed parameter systems using optimal experiment design

NASA Astrophysics Data System (ADS)

Potters, M. G.; Bombois, X.; Mansoori, M.; Hof, Paul M. J. Van den

2016-08-01

Estimation of physical parameters in dynamical systems driven by linear partial differential equations is an important problem. In this paper, we introduce the least costly experiment design framework for these systems. It enables parameter estimation with an accuracy that is specified by the experimenter prior to the identification experiment, while at the same time minimising the cost of the experiment. We show how to adapt the classical framework for these systems and take into account scaling and stability issues. We also introduce a progressive subdivision algorithm that further generalises the experiment design framework in the sense that it returns the lowest cost by finding the optimal input signal, and optimal sensor and actuator locations. Our methodology is then applied to a relevant problem in heat transfer studies: estimation of conductivity and diffusivity parameters in front-face experiments. We find good correspondence between numerical and theoretical results.

Guaranteed estimation of solutions to Helmholtz transmission problems with uncertain data from their indirect noisy observations

NASA Astrophysics Data System (ADS)

Podlipenko, Yu. K.; Shestopalov, Yu. V.

2017-09-01

We investigate the guaranteed estimation problem of linear functionals from solutions to transmission problems for the Helmholtz equation with inexact data. The right-hand sides of equations entering the statements of transmission problems and the statistical characteristics of observation errors are supposed to be unknown and belonging to certain sets. It is shown that the optimal linear mean square estimates of the above mentioned functionals and estimation errors are expressed via solutions to the systems of transmission problems of the special type. The results and techniques can be applied in the analysis and estimation of solution to forward and inverse electromagnetic and acoustic problems with uncertain data that arise in mathematical models of the wave diffraction on transparent bodies.

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.

Application of evolutionary computation in ECAD problems

NASA Astrophysics Data System (ADS)

Lee, Dae-Hyun; Hwang, Seung H.

1998-10-01

Design of modern electronic system is a complicated task which demands the use of computer- aided design (CAD) tools. Since a lot of problems in ECAD are combinatorial optimization problems, evolutionary computations such as genetic algorithms and evolutionary programming have been widely employed to solve those problems. We have applied evolutionary computation techniques to solve ECAD problems such as technology mapping, microcode-bit optimization, data path ordering and peak power estimation, where their benefits are well observed. This paper presents experiences and discusses issues in those applications.

Implicit methods for efficient musculoskeletal simulation and optimal control

PubMed Central

van den Bogert, Antonie J.; Blana, Dimitra; Heinrich, Dieter

2011-01-01

The ordinary differential equations for musculoskeletal dynamics are often numerically stiff and highly nonlinear. Consequently, simulations require small time steps, and optimal control problems are slow to solve and have poor convergence. In this paper, we present an implicit formulation of musculoskeletal dynamics, which leads to new numerical methods for simulation and optimal control, with the expectation that we can mitigate some of these problems. A first order Rosenbrock method was developed for solving forward dynamic problems using the implicit formulation. It was used to perform real-time dynamic simulation of a complex shoulder arm system with extreme dynamic stiffness. Simulations had an RMS error of only 0.11 degrees in joint angles when running at real-time speed. For optimal control of musculoskeletal systems, a direct collocation method was developed for implicitly formulated models. The method was applied to predict gait with a prosthetic foot and ankle. Solutions were obtained in well under one hour of computation time and demonstrated how patients may adapt their gait to compensate for limitations of a specific prosthetic limb design. The optimal control method was also applied to a state estimation problem in sports biomechanics, where forces during skiing were estimated from noisy and incomplete kinematic data. Using a full musculoskeletal dynamics model for state estimation had the additional advantage that forward dynamic simulations, could be done with the same implicitly formulated model to simulate injuries and perturbation responses. While these methods are powerful and allow solution of previously intractable problems, there are still considerable numerical challenges, especially related to the convergence of gradient-based solvers. PMID:22102983

Joint Transmit and Receive Filter Optimization for Sub-Nyquist Delay-Doppler Estimation

NASA Astrophysics Data System (ADS)

Lenz, Andreas; Stein, Manuel S.; Swindlehurst, A. Lee

2018-05-01

In this article, a framework is presented for the joint optimization of the analog transmit and receive filter with respect to a parameter estimation problem. At the receiver, conventional signal processing systems restrict the two-sided bandwidth of the analog pre-filter $B$ to the rate of the analog-to-digital converter $f_s$ to comply with the well-known Nyquist-Shannon sampling theorem. In contrast, here we consider a transceiver that by design violates the common paradigm $B\\leq f_s$. To this end, at the receiver, we allow for a higher pre-filter bandwidth $B>f_s$ and study the achievable parameter estimation accuracy under a fixed sampling rate when the transmit and receive filter are jointly optimized with respect to the Bayesian Cram\\'{e}r-Rao lower bound. For the case of delay-Doppler estimation, we propose to approximate the required Fisher information matrix and solve the transceiver design problem by an alternating optimization algorithm. The presented approach allows us to explore the Pareto-optimal region spanned by transmit and receive filters which are favorable under a weighted mean squared error criterion. We also discuss the computational complexity of the obtained transceiver design by visualizing the resulting ambiguity function. Finally, we verify the performance of the optimized designs by Monte-Carlo simulations of a likelihood-based estimator.

Solving ill-posed control problems by stabilized finite element methods: an alternative to Tikhonov regularization

NASA Astrophysics Data System (ADS)

Burman, Erik; Hansbo, Peter; Larson, Mats G.

2018-03-01

Tikhonov regularization is one of the most commonly used methods for the regularization of ill-posed problems. In the setting of finite element solutions of elliptic partial differential control problems, Tikhonov regularization amounts to adding suitably weighted least squares terms of the control variable, or derivatives thereof, to the Lagrangian determining the optimality system. In this note we show that the stabilization methods for discretely ill-posed problems developed in the setting of convection-dominated convection-diffusion problems, can be highly suitable for stabilizing optimal control problems, and that Tikhonov regularization will lead to less accurate discrete solutions. We consider some inverse problems for Poisson’s equation as an illustration and derive new error estimates both for the reconstruction of the solution from the measured data and reconstruction of the source term from the measured data. These estimates include both the effect of the discretization error and error in the measurements.

Estimation of Saxophone Control Parameters by Convex Optimization.

PubMed

Wang, Cheng-I; Smyth, Tamara; Lipton, Zachary C

2014-12-01

In this work, an approach to jointly estimating the tone hole configuration (fingering) and reed model parameters of a saxophone is presented. The problem isn't one of merely estimating pitch as one applied fingering can be used to produce several different pitches by bugling or overblowing. Nor can a fingering be estimated solely by the spectral envelope of the produced sound (as it might for estimation of vocal tract shape in speech) since one fingering can produce markedly different spectral envelopes depending on the player's embouchure and control of the reed. The problem is therefore addressed by jointly estimating both the reed (source) parameters and the fingering (filter) of a saxophone model using convex optimization and 1) a bank of filter frequency responses derived from measurement of the saxophone configured with all possible fingerings and 2) sample recordings of notes produced using all possible fingerings, played with different overblowing, dynamics and timbre. The saxophone model couples one of several possible frequency response pairs (corresponding to the applied fingering), and a quasi-static reed model generating input pressure at the mouthpiece, with control parameters being blowing pressure and reed stiffness. Applied fingering and reed parameters are estimated for a given recording by formalizing a minimization problem, where the cost function is the error between the recording and the synthesized sound produced by the model having incremental parameter values for blowing pressure and reed stiffness. The minimization problem is nonlinear and not differentiable and is made solvable using convex optimization. The performance of the fingering identification is evaluated with better accuracy than previous reported value.

Variational estimate method for solving autonomous ordinary differential equations

NASA Astrophysics Data System (ADS)

Mungkasi, Sudi

2018-04-01

In this paper, we propose a method for solving first-order autonomous ordinary differential equation problems using a variational estimate formulation. The variational estimate is constructed with a Lagrange multiplier which is chosen optimally, so that the formulation leads to an accurate solution to the problem. The variational estimate is an integral form, which can be computed using a computer software. As the variational estimate is an explicit formula, the solution is easy to compute. This is a great advantage of the variational estimate formulation.

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

PubMed

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

2012-05-01

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

Framework to trade optimality for local processing in large-scale wavefront reconstruction problems.

PubMed

Haber, Aleksandar; Verhaegen, Michel

2016-11-15

We show that the minimum variance wavefront estimation problems permit localized approximate solutions, in the sense that the wavefront value at a point (excluding unobservable modes, such as the piston mode) can be approximated by a linear combination of the wavefront slope measurements in the point's neighborhood. This enables us to efficiently compute a wavefront estimate by performing a single sparse matrix-vector multiplication. Moreover, our results open the possibility for the development of wavefront estimators that can be easily implemented in a decentralized/distributed manner, and in which the estimate optimality can be easily traded for computational efficiency. We numerically validate our approach on Hudgin wavefront sensor geometries, and the results can be easily generalized to Fried geometries.

Mixed-norm estimates for the M/EEG inverse problem using accelerated gradient methods.

PubMed

Gramfort, Alexandre; Kowalski, Matthieu; Hämäläinen, Matti

2012-04-07

Magneto- and electroencephalography (M/EEG) measure the electromagnetic fields produced by the neural electrical currents. Given a conductor model for the head, and the distribution of source currents in the brain, Maxwell's equations allow one to compute the ensuing M/EEG signals. Given the actual M/EEG measurements and the solution of this forward problem, one can localize, in space and in time, the brain regions that have produced the recorded data. However, due to the physics of the problem, the limited number of sensors compared to the number of possible source locations, and measurement noise, this inverse problem is ill-posed. Consequently, additional constraints are needed. Classical inverse solvers, often called minimum norm estimates (MNE), promote source estimates with a small ℓ₂ norm. Here, we consider a more general class of priors based on mixed norms. Such norms have the ability to structure the prior in order to incorporate some additional assumptions about the sources. We refer to such solvers as mixed-norm estimates (MxNE). In the context of M/EEG, MxNE can promote spatially focal sources with smooth temporal estimates with a two-level ℓ₁/ℓ₂ mixed-norm, while a three-level mixed-norm can be used to promote spatially non-overlapping sources between different experimental conditions. In order to efficiently solve the optimization problems of MxNE, we introduce fast first-order iterative schemes that for the ℓ₁/ℓ₂ norm give solutions in a few seconds making such a prior as convenient as the simple MNE. Furthermore, thanks to the convexity of the optimization problem, we can provide optimality conditions that guarantee global convergence. The utility of the methods is demonstrated both with simulations and experimental MEG data.

Mixed-norm estimates for the M/EEG inverse problem using accelerated gradient methods

PubMed Central

Gramfort, Alexandre; Kowalski, Matthieu; Hämäläinen, Matti

2012-01-01

Magneto- and electroencephalography (M/EEG) measure the electromagnetic fields produced by the neural electrical currents. Given a conductor model for the head, and the distribution of source currents in the brain, Maxwell’s equations allow one to compute the ensuing M/EEG signals. Given the actual M/EEG measurements and the solution of this forward problem, one can localize, in space and in time, the brain regions than have produced the recorded data. However, due to the physics of the problem, the limited number of sensors compared to the number of possible source locations, and measurement noise, this inverse problem is ill-posed. Consequently, additional constraints are needed. Classical inverse solvers, often called Minimum Norm Estimates (MNE), promote source estimates with a small ℓ2 norm. Here, we consider a more general class of priors based on mixed-norms. Such norms have the ability to structure the prior in order to incorporate some additional assumptions about the sources. We refer to such solvers as Mixed-Norm Estimates (MxNE). In the context of M/EEG, MxNE can promote spatially focal sources with smooth temporal estimates with a two-level ℓ1/ℓ2 mixed-norm, while a three-level mixed-norm can be used to promote spatially non-overlapping sources between different experimental conditions. In order to efficiently solve the optimization problems of MxNE, we introduce fast first-order iterative schemes that for the ℓ1/ℓ2 norm give solutions in a few seconds making such a prior as convenient as the simple MNE. Furhermore, thanks to the convexity of the optimization problem, we can provide optimality conditions that guarantee global convergence. The utility of the methods is demonstrated both with simulations and experimental MEG data. PMID:22421459

Control optimization, stabilization and computer algorithms for aircraft applications

NASA Technical Reports Server (NTRS)

1975-01-01

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

Map synchronization in optical communication systems

NASA Technical Reports Server (NTRS)

Gagliardi, R. M.; Mohanty, N.

1973-01-01

The time synchronization problem in an optical communication system is approached as a problem of estimating the arrival time (delay variable) of a known transmitted field. Maximum aposteriori (MAP) estimation procedures are used to generate optimal estimators, with emphasis placed on their interpretation as a practical system device, Estimation variances are used to aid in the design of the transmitter signals for best synchronization. Extension is made to systems that perform separate acquisition and tracking operations during synchronization. The closely allied problem of maintaining timing during pulse position modulation is also considered. The results have obvious application to optical radar and ranging systems, as well as the time synchronization problem.

Robust Maneuvering Envelope Estimation Based on Reachability Analysis in an Optimal Control Formulation

NASA Technical Reports Server (NTRS)

Lombaerts, Thomas; Schuet, Stefan R.; Wheeler, Kevin; Acosta, Diana; Kaneshige, John

2013-01-01

This paper discusses an algorithm for estimating the safe maneuvering envelope of damaged aircraft. The algorithm performs a robust reachability analysis through an optimal control formulation while making use of time scale separation and taking into account uncertainties in the aerodynamic derivatives. Starting with an optimal control formulation, the optimization problem can be rewritten as a Hamilton- Jacobi-Bellman equation. This equation can be solved by level set methods. This approach has been applied on an aircraft example involving structural airframe damage. Monte Carlo validation tests have confirmed that this approach is successful in estimating the safe maneuvering envelope for damaged aircraft.

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

PubMed Central

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

2013-01-01

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

Inertial sensor-based smoother for gait analysis.

PubMed

Suh, Young Soo

2014-12-17

An off-line smoother algorithm is proposed to estimate foot motion using an inertial sensor unit (three-axis gyroscopes and accelerometers) attached to a shoe. The smoother gives more accurate foot motion estimation than filter-based algorithms by using all of the sensor data instead of using the current sensor data. The algorithm consists of two parts. In the first part, a Kalman filter is used to obtain initial foot motion estimation. In the second part, the error in the initial estimation is compensated using a smoother, where the problem is formulated in the quadratic optimization problem. An efficient solution of the quadratic optimization problem is given using the sparse structure. Through experiments, it is shown that the proposed algorithm can estimate foot motion more accurately than a filter-based algorithm with reasonable computation time. In particular, there is significant improvement in the foot motion estimation when the foot is moving off the floor: the z-axis position error squared sum (total time: 3.47 s) when the foot is in the air is 0.0807 m2 (Kalman filter) and 0.0020 m2 (the proposed smoother).

Optimal Estimation of Clock Values and Trends from Finite Data

NASA Technical Reports Server (NTRS)

Greenhall, Charles

2005-01-01

We show how to solve two problems of optimal linear estimation from a finite set of phase data. Clock noise is modeled as a stochastic process with stationary dth increments. The covariance properties of such a process are contained in the generalized autocovariance function (GACV). We set up two principles for optimal estimation: with the help of the GACV, these principles lead to a set of linear equations for the regression coefficients and some auxiliary parameters. The mean square errors of the estimators are easily calculated. The method can be used to check the results of other methods and to find good suboptimal estimators based on a small subset of the available data.

Multidimensional density shaping by sigmoids.

PubMed

Roth, Z; Baram, Y

1996-01-01

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

Assessing the performance of dynamical trajectory estimates

NASA Astrophysics Data System (ADS)

Bröcker, Jochen

2014-06-01

Estimating trajectories and parameters of dynamical systems from observations is a problem frequently encountered in various branches of science; geophysicists for example refer to this problem as data assimilation. Unlike as in estimation problems with exchangeable observations, in data assimilation the observations cannot easily be divided into separate sets for estimation and validation; this creates serious problems, since simply using the same observations for estimation and validation might result in overly optimistic performance assessments. To circumvent this problem, a result is presented which allows us to estimate this optimism, thus allowing for a more realistic performance assessment in data assimilation. The presented approach becomes particularly simple for data assimilation methods employing a linear error feedback (such as synchronization schemes, nudging, incremental 3DVAR and 4DVar, and various Kalman filter approaches). Numerical examples considering a high gain observer confirm the theory.

Assessing the performance of dynamical trajectory estimates.

PubMed

Bröcker, Jochen

2014-06-01

Estimating trajectories and parameters of dynamical systems from observations is a problem frequently encountered in various branches of science; geophysicists for example refer to this problem as data assimilation. Unlike as in estimation problems with exchangeable observations, in data assimilation the observations cannot easily be divided into separate sets for estimation and validation; this creates serious problems, since simply using the same observations for estimation and validation might result in overly optimistic performance assessments. To circumvent this problem, a result is presented which allows us to estimate this optimism, thus allowing for a more realistic performance assessment in data assimilation. The presented approach becomes particularly simple for data assimilation methods employing a linear error feedback (such as synchronization schemes, nudging, incremental 3DVAR and 4DVar, and various Kalman filter approaches). Numerical examples considering a high gain observer confirm the theory.

Novel metaheuristic for parameter estimation in nonlinear dynamic biological systems

PubMed Central

Rodriguez-Fernandez, Maria; Egea, Jose A; Banga, Julio R

2006-01-01

Background We consider the problem of parameter estimation (model calibration) in nonlinear dynamic models of biological systems. Due to the frequent ill-conditioning and multi-modality of many of these problems, traditional local methods usually fail (unless initialized with very good guesses of the parameter vector). In order to surmount these difficulties, global optimization (GO) methods have been suggested as robust alternatives. Currently, deterministic GO methods can not solve problems of realistic size within this class in reasonable computation times. In contrast, certain types of stochastic GO methods have shown promising results, although the computational cost remains large. Rodriguez-Fernandez and coworkers have presented hybrid stochastic-deterministic GO methods which could reduce computation time by one order of magnitude while guaranteeing robustness. Our goal here was to further reduce the computational effort without loosing robustness. Results We have developed a new procedure based on the scatter search methodology for nonlinear optimization of dynamic models of arbitrary (or even unknown) structure (i.e. black-box models). In this contribution, we describe and apply this novel metaheuristic, inspired by recent developments in the field of operations research, to a set of complex identification problems and we make a critical comparison with respect to the previous (above mentioned) successful methods. Conclusion Robust and efficient methods for parameter estimation are of key importance in systems biology and related areas. The new metaheuristic presented in this paper aims to ensure the proper solution of these problems by adopting a global optimization approach, while keeping the computational effort under reasonable values. This new metaheuristic was applied to a set of three challenging parameter estimation problems of nonlinear dynamic biological systems, outperforming very significantly all the methods previously used for these benchmark problems. PMID:17081289

Novel metaheuristic for parameter estimation in nonlinear dynamic biological systems.

PubMed

Rodriguez-Fernandez, Maria; Egea, Jose A; Banga, Julio R

2006-11-02

We consider the problem of parameter estimation (model calibration) in nonlinear dynamic models of biological systems. Due to the frequent ill-conditioning and multi-modality of many of these problems, traditional local methods usually fail (unless initialized with very good guesses of the parameter vector). In order to surmount these difficulties, global optimization (GO) methods have been suggested as robust alternatives. Currently, deterministic GO methods can not solve problems of realistic size within this class in reasonable computation times. In contrast, certain types of stochastic GO methods have shown promising results, although the computational cost remains large. Rodriguez-Fernandez and coworkers have presented hybrid stochastic-deterministic GO methods which could reduce computation time by one order of magnitude while guaranteeing robustness. Our goal here was to further reduce the computational effort without loosing robustness. We have developed a new procedure based on the scatter search methodology for nonlinear optimization of dynamic models of arbitrary (or even unknown) structure (i.e. black-box models). In this contribution, we describe and apply this novel metaheuristic, inspired by recent developments in the field of operations research, to a set of complex identification problems and we make a critical comparison with respect to the previous (above mentioned) successful methods. Robust and efficient methods for parameter estimation are of key importance in systems biology and related areas. The new metaheuristic presented in this paper aims to ensure the proper solution of these problems by adopting a global optimization approach, while keeping the computational effort under reasonable values. This new metaheuristic was applied to a set of three challenging parameter estimation problems of nonlinear dynamic biological systems, outperforming very significantly all the methods previously used for these benchmark problems.

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

PubMed

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

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

Spacecraft inertia estimation via constrained least squares

NASA Technical Reports Server (NTRS)

Keim, Jason A.; Acikmese, Behcet A.; Shields, Joel F.

2006-01-01

This paper presents a new formulation for spacecraft inertia estimation from test data. Specifically, the inertia estimation problem is formulated as a constrained least squares minimization problem with explicit bounds on the inertia matrix incorporated as LMIs [linear matrix inequalities). The resulting minimization problem is a semidefinite optimization that can be solved efficiently with guaranteed convergence to the global optimum by readily available algorithms. This method is applied to data collected from a robotic testbed consisting of a freely rotating body. The results show that the constrained least squares approach produces more accurate estimates of the inertia matrix than standard unconstrained least squares estimation methods.

Optimal Window and Lattice in Gabor Transform. Application to Audio Analysis.

PubMed

Lachambre, Helene; Ricaud, Benjamin; Stempfel, Guillaume; Torrésani, Bruno; Wiesmeyr, Christoph; Onchis-Moaca, Darian

2015-01-01

This article deals with the use of optimal lattice and optimal window in Discrete Gabor Transform computation. In the case of a generalized Gaussian window, extending earlier contributions, we introduce an additional local window adaptation technique for non-stationary signals. We illustrate our approach and the earlier one by addressing three time-frequency analysis problems to show the improvements achieved by the use of optimal lattice and window: close frequencies distinction, frequency estimation and SNR estimation. The results are presented, when possible, with real world audio signals.

Research reactor loading pattern optimization using estimation of distribution algorithms

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

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

2006-07-01

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

Identifing Atmospheric Pollutant Sources Using Artificial Neural Networks

NASA Astrophysics Data System (ADS)

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

2008-05-01

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

Replica approach to mean-variance portfolio optimization

NASA Astrophysics Data System (ADS)

Varga-Haszonits, Istvan; Caccioli, Fabio; Kondor, Imre

2016-12-01

We consider the problem of mean-variance portfolio optimization for a generic covariance matrix subject to the budget constraint and the constraint for the expected return, with the application of the replica method borrowed from the statistical physics of disordered systems. We find that the replica symmetry of the solution does not need to be assumed, but emerges as the unique solution of the optimization problem. We also check the stability of this solution and find that the eigenvalues of the Hessian are positive for r  =  N/T  <  1, where N is the dimension of the portfolio and T the length of the time series used to estimate the covariance matrix. At the critical point r  =  1 a phase transition is taking place. The out of sample estimation error blows up at this point as 1/(1  -  r), independently of the covariance matrix or the expected return, displaying the universality not only of the critical exponent, but also the critical point. As a conspicuous illustration of the dangers of in-sample estimates, the optimal in-sample variance is found to vanish at the critical point inversely proportional to the divergent estimation error.

Belief Propagation Algorithm for Portfolio Optimization Problems

PubMed Central

2015-01-01

The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti et al. [Eur. Phys. B. 57, 175 (2007)]; however, they have not yet developed an approximate derivation method for finding the optimal portfolio with respect to a given return set. In this study, an approximation algorithm based on belief propagation for the portfolio optimization problem is presented using the Bethe free energy formalism, and the consistency of the numerical experimental results of the proposed algorithm with those of replica analysis is confirmed. Furthermore, the conjecture of H. Konno and H. Yamazaki, that the optimal solutions with the absolute deviation model and with the mean-variance model have the same typical behavior, is verified using replica analysis and the belief propagation algorithm. PMID:26305462

Belief Propagation Algorithm for Portfolio Optimization Problems.

PubMed

Shinzato, Takashi; Yasuda, Muneki

2015-01-01

The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti et al. [Eur. Phys. B. 57, 175 (2007)]; however, they have not yet developed an approximate derivation method for finding the optimal portfolio with respect to a given return set. In this study, an approximation algorithm based on belief propagation for the portfolio optimization problem is presented using the Bethe free energy formalism, and the consistency of the numerical experimental results of the proposed algorithm with those of replica analysis is confirmed. Furthermore, the conjecture of H. Konno and H. Yamazaki, that the optimal solutions with the absolute deviation model and with the mean-variance model have the same typical behavior, is verified using replica analysis and the belief propagation algorithm.

Distributed Optimization of Multi-Agent Systems: Framework, Local Optimizer, and Applications

NASA Astrophysics Data System (ADS)

Zu, Yue

Convex optimization problem can be solved in a centralized or distributed manner. Compared with centralized methods based on single-agent system, distributed algorithms rely on multi-agent systems with information exchanging among connected neighbors, which leads to great improvement on the system fault tolerance. Thus, a task within multi-agent system can be completed with presence of partial agent failures. By problem decomposition, a large-scale problem can be divided into a set of small-scale sub-problems that can be solved in sequence/parallel. Hence, the computational complexity is greatly reduced by distributed algorithm in multi-agent system. Moreover, distributed algorithm allows data collected and stored in a distributed fashion, which successfully overcomes the drawbacks of using multicast due to the bandwidth limitation. Distributed algorithm has been applied in solving a variety of real-world problems. Our research focuses on the framework and local optimizer design in practical engineering applications. In the first one, we propose a multi-sensor and multi-agent scheme for spatial motion estimation of a rigid body. Estimation performance is improved in terms of accuracy and convergence speed. Second, we develop a cyber-physical system and implement distributed computation devices to optimize the in-building evacuation path when hazard occurs. The proposed Bellman-Ford Dual-Subgradient path planning method relieves the congestion in corridor and the exit areas. At last, highway traffic flow is managed by adjusting speed limits to minimize the fuel consumption and travel time in the third project. Optimal control strategy is designed through both centralized and distributed algorithm based on convex problem formulation. Moreover, a hybrid control scheme is presented for highway network travel time minimization. Compared with no controlled case or conventional highway traffic control strategy, the proposed hybrid control strategy greatly reduces total travel time on test highway network.

JIGSAW: Joint Inhomogeneity estimation via Global Segment Assembly for Water-fat separation.

PubMed

Lu, Wenmiao; Lu, Yi

2011-07-01

Water-fat separation in magnetic resonance imaging (MRI) is of great clinical importance, and the key to uniform water-fat separation lies in field map estimation. This work deals with three-point field map estimation, in which water and fat are modelled as two single-peak spectral lines, and field inhomogeneities shift the spectrum by an unknown amount. Due to the simplified spectrum modelling, there exists inherent ambiguity in forming field maps from multiple locally feasible field map values at each pixel. To resolve such ambiguity, spatial smoothness of field maps has been incorporated as a constraint of an optimization problem. However, there are two issues: the optimization problem is computationally intractable and even when it is solved exactly, it does not always separate water and fat images. Hence, robust field map estimation remains challenging in many clinically important imaging scenarios. This paper proposes a novel field map estimation technique called JIGSAW. It extends a loopy belief propagation (BP) algorithm to obtain an approximate solution to the optimization problem. The solution produces locally smooth segments and avoids error propagation associated with greedy methods. The locally smooth segments are then assembled into a globally consistent field map by exploiting the periodicity of the feasible field map values. In vivo results demonstrate that JIGSAW outperforms existing techniques and produces correct water-fat separation in challenging imaging scenarios.

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.

Optimal lunar soft landing trajectories using taboo evolutionary programming

NASA Astrophysics Data System (ADS)

Mutyalarao, M.; Raj, M. Xavier James

A safe lunar landing is a key factor to undertake an effective lunar exploration. Lunar lander consists of four phases such as launch phase, the earth-moon transfer phase, circumlunar phase and landing phase. The landing phase can be either hard landing or soft landing. Hard landing means the vehicle lands under the influence of gravity without any deceleration measures. However, soft landing reduces the vertical velocity of the vehicle before landing. Therefore, for the safety of the astronauts as well as the vehicle lunar soft landing with an acceptable velocity is very much essential. So it is important to design the optimal lunar soft landing trajectory with minimum fuel consumption. Optimization of Lunar Soft landing is a complex optimal control problem. In this paper, an analysis related to lunar soft landing from a parking orbit around Moon has been carried out. A two-dimensional trajectory optimization problem is attempted. The problem is complex due to the presence of system constraints. To solve the time-history of control parameters, the problem is converted into two point boundary value problem by using the maximum principle of Pontrygen. Taboo Evolutionary Programming (TEP) technique is a stochastic method developed in recent years and successfully implemented in several fields of research. It combines the features of taboo search and single-point mutation evolutionary programming. Identifying the best unknown parameters of the problem under consideration is the central idea for many space trajectory optimization problems. The TEP technique is used in the present methodology for the best estimation of initial unknown parameters by minimizing objective function interms of fuel requirements. The optimal estimation subsequently results into an optimal trajectory design of a module for soft landing on the Moon from a lunar parking orbit. Numerical simulations demonstrate that the proposed approach is highly efficient and it reduces the minimum fuel consumption. The results are compared with the available results in literature shows that the solution of present algorithm is better than some of the existing algorithms. Keywords: soft landing, trajectory optimization, evolutionary programming, control parameters, Pontrygen principle.

Distributed Method to Optimal Profile Descent

NASA Astrophysics Data System (ADS)

Kim, Geun I.

Current ground automation tools for Optimal Profile Descent (OPD) procedures utilize path stretching and speed profile change to maintain proper merging and spacing requirements at high traffic terminal area. However, low predictability of aircraft's vertical profile and path deviation during decent add uncertainty to computing estimated time of arrival, a key information that enables the ground control center to manage airspace traffic effectively. This paper uses an OPD procedure that is based on a constant flight path angle to increase the predictability of the vertical profile and defines an OPD optimization problem that uses both path stretching and speed profile change while largely maintaining the original OPD procedure. This problem minimizes the cumulative cost of performing OPD procedures for a group of aircraft by assigning a time cost function to each aircraft and a separation cost function to a pair of aircraft. The OPD optimization problem is then solved in a decentralized manner using dual decomposition techniques under inter-aircraft ADS-B mechanism. This method divides the optimization problem into more manageable sub-problems which are then distributed to the group of aircraft. Each aircraft solves its assigned sub-problem and communicate the solutions to other aircraft in an iterative process until an optimal solution is achieved thus decentralizing the computation of the optimization problem.

Optimal stimulus scheduling for active estimation of evoked brain networks.

PubMed

Kafashan, MohammadMehdi; Ching, ShiNung

2015-12-01

We consider the problem of optimal probing to learn connections in an evoked dynamic network. Such a network, in which each edge measures an input-output relationship between sites in sensor/actuator-space, is relevant to emerging applications in neural mapping and neural connectivity estimation. We show that the problem of scheduling nodes to a probe (i.e., stimulate) amounts to a problem of optimal sensor scheduling. By formulating the evoked network in state-space, we show that the solution to the greedy probing strategy has a convenient form and, under certain conditions, is optimal over a finite horizon. We adopt an expectation maximization technique to update the state-space parameters in an online fashion and demonstrate the efficacy of the overall approach in a series of detailed numerical examples. The proposed method provides a principled means to actively probe time-varying connections in neuronal networks. The overall method can be implemented in real time and is particularly well-suited to applications in stimulation-based cortical mapping in which the underlying network dynamics are changing over time.

Optimal stimulus scheduling for active estimation of evoked brain networks

NASA Astrophysics Data System (ADS)

Kafashan, MohammadMehdi; Ching, ShiNung

2015-12-01

Objective. We consider the problem of optimal probing to learn connections in an evoked dynamic network. Such a network, in which each edge measures an input-output relationship between sites in sensor/actuator-space, is relevant to emerging applications in neural mapping and neural connectivity estimation. Approach. We show that the problem of scheduling nodes to a probe (i.e., stimulate) amounts to a problem of optimal sensor scheduling. Main results. By formulating the evoked network in state-space, we show that the solution to the greedy probing strategy has a convenient form and, under certain conditions, is optimal over a finite horizon. We adopt an expectation maximization technique to update the state-space parameters in an online fashion and demonstrate the efficacy of the overall approach in a series of detailed numerical examples. Significance. The proposed method provides a principled means to actively probe time-varying connections in neuronal networks. The overall method can be implemented in real time and is particularly well-suited to applications in stimulation-based cortical mapping in which the underlying network dynamics are changing over time.

Parameter Estimation of Fractional-Order Chaotic Systems by Using Quantum Parallel Particle Swarm Optimization Algorithm

PubMed Central

Huang, Yu; Guo, Feng; Li, Yongling; Liu, Yufeng

2015-01-01

Parameter estimation for fractional-order chaotic systems is an important issue in fractional-order chaotic control and synchronization and could be essentially formulated as a multidimensional optimization problem. A novel algorithm called quantum parallel particle swarm optimization (QPPSO) is proposed to solve the parameter estimation for fractional-order chaotic systems. The parallel characteristic of quantum computing is used in QPPSO. This characteristic increases the calculation of each generation exponentially. The behavior of particles in quantum space is restrained by the quantum evolution equation, which consists of the current rotation angle, individual optimal quantum rotation angle, and global optimal quantum rotation angle. Numerical simulation based on several typical fractional-order systems and comparisons with some typical existing algorithms show the effectiveness and efficiency of the proposed algorithm. PMID:25603158

Optimal Budget Allocation for Sample Average Approximation

DTIC Science & Technology

2011-06-01

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

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

NASA Technical Reports Server (NTRS)

Chang, Ching L.; Jiang, Bo-Nan

1990-01-01

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

Covariance expressions for eigenvalue and eigenvector problems

NASA Astrophysics Data System (ADS)

Liounis, Andrew J.

There are a number of important scientific and engineering problems whose solutions take the form of an eigenvalue--eigenvector problem. Some notable examples include solutions to linear systems of ordinary differential equations, controllability of linear systems, finite element analysis, chemical kinetics, fitting ellipses to noisy data, and optimal estimation of attitude from unit vectors. In many of these problems, having knowledge of the eigenvalue and eigenvector Jacobians is either necessary or is nearly as important as having the solution itself. For instance, Jacobians are necessary to find the uncertainty in a computed eigenvalue or eigenvector estimate. This uncertainty, which is usually represented as a covariance matrix, has been well studied for problems similar to the eigenvalue and eigenvector problem, such as singular value decomposition. There has been substantially less research on the covariance of an optimal estimate originating from an eigenvalue-eigenvector problem. In this thesis we develop two general expressions for the Jacobians of eigenvalues and eigenvectors with respect to the elements of their parent matrix. The expressions developed make use of only the parent matrix and the eigenvalue and eigenvector pair under consideration. In addition, they are applicable to any general matrix (including complex valued matrices, eigenvalues, and eigenvectors) as long as the eigenvalues are simple. Alongside this, we develop expressions that determine the uncertainty in a vector estimate obtained from an eigenvalue-eigenvector problem given the uncertainty of the terms of the matrix. The Jacobian expressions developed are numerically validated with forward finite, differencing and the covariance expressions are validated using Monte Carlo analysis. Finally, the results from this work are used to determine covariance expressions for a variety of estimation problem examples and are also applied to the design of a dynamical system.

An investigation of using an RQP based method to calculate parameter sensitivity derivatives

NASA Technical Reports Server (NTRS)

Beltracchi, Todd J.; Gabriele, Gary A.

1989-01-01

Estimation of the sensitivity of problem functions with respect to problem variables forms the basis for many of our modern day algorithms for engineering optimization. The most common application of problem sensitivities has been in the calculation of objective function and constraint partial derivatives for determining search directions and optimality conditions. A second form of sensitivity analysis, parameter sensitivity, has also become an important topic in recent years. By parameter sensitivity, researchers refer to the estimation of changes in the modeling functions and current design point due to small changes in the fixed parameters of the formulation. Methods for calculating these derivatives have been proposed by several authors (Armacost and Fiacco 1974, Sobieski et al 1981, Schmit and Chang 1984, and Vanderplaats and Yoshida 1985). Two drawbacks to estimating parameter sensitivities by current methods have been: (1) the need for second order information about the Lagrangian at the current point, and (2) the estimates assume no change in the active set of constraints. The first of these two problems is addressed here and a new algorithm is proposed that does not require explicit calculation of second order information.

QUADRO: A SUPERVISED DIMENSION REDUCTION METHOD VIA RAYLEIGH QUOTIENT OPTIMIZATION

PubMed Central

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

2016-01-01

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

Robust Rate Maximization for Heterogeneous Wireless Networks under Channel Uncertainties

PubMed Central

Xu, Yongjun; Hu, Yuan; Li, Guoquan

2018-01-01

Heterogeneous wireless networks are a promising technology in next generation wireless communication networks, which has been shown to efficiently reduce the blind area of mobile communication and improve network coverage compared with the traditional wireless communication networks. In this paper, a robust power allocation problem for a two-tier heterogeneous wireless networks is formulated based on orthogonal frequency-division multiplexing technology. Under the consideration of imperfect channel state information (CSI), the robust sum-rate maximization problem is built while avoiding sever cross-tier interference to macrocell user and maintaining the minimum rate requirement of each femtocell user. To be practical, both of channel estimation errors from the femtocells to the macrocell and link uncertainties of each femtocell user are simultaneously considered in terms of outage probabilities of users. The optimization problem is analyzed under no CSI feedback with some cumulative distribution function and partial CSI with Gaussian distribution of channel estimation error. The robust optimization problem is converted into the convex optimization problem which is solved by using Lagrange dual theory and subgradient algorithm. Simulation results demonstrate the effectiveness of the proposed algorithm by the impact of channel uncertainties on the system performance. PMID:29466315

D-Optimal Experimental Design for Contaminant Source Identification

NASA Astrophysics Data System (ADS)

Sai Baba, A. K.; Alexanderian, A.

2016-12-01

Contaminant source identification seeks to estimate the release history of a conservative solute given point concentration measurements at some time after the release. This can be mathematically expressed as an inverse problem, with a linear observation operator or a parameter-to-observation map, which we tackle using a Bayesian approach. Acquisition of experimental data can be laborious and expensive. The goal is to control the experimental parameters - in our case, the sparsity of the sensors, to maximize the information gain subject to some physical or budget constraints. This is known as optimal experimental design (OED). D-optimal experimental design seeks to maximize the expected information gain, and has long been considered the gold standard in the statistics community. Our goal is to develop scalable methods for D-optimal experimental designs involving large-scale PDE constrained problems with high-dimensional parameter fields. A major challenge for the OED, is that a nonlinear optimization algorithm for the D-optimality criterion requires repeated evaluation of objective function and gradient involving the determinant of large and dense matrices - this cost can be prohibitively expensive for applications of interest. We propose novel randomized matrix techniques that bring down the computational costs of the objective function and gradient evaluations by several orders of magnitude compared to the naive approach. The effect of randomized estimators on the accuracy and the convergence of the optimization solver will be discussed. The features and benefits of our new approach will be demonstrated on a challenging model problem from contaminant source identification involving the inference of the initial condition from spatio-temporal observations in a time-dependent advection-diffusion problem.

Bypassing the Limits of Ll Regularization: Convex Sparse Signal Processing Using Non-Convex Regularization

NASA Astrophysics Data System (ADS)

Parekh, Ankit

Sparsity has become the basis of some important signal processing methods over the last ten years. Many signal processing problems (e.g., denoising, deconvolution, non-linear component analysis) can be expressed as inverse problems. Sparsity is invoked through the formulation of an inverse problem with suitably designed regularization terms. The regularization terms alone encode sparsity into the problem formulation. Often, the ℓ1 norm is used to induce sparsity, so much so that ℓ1 regularization is considered to be `modern least-squares'. The use of ℓ1 norm, as a sparsity-inducing regularizer, leads to a convex optimization problem, which has several benefits: the absence of extraneous local minima, well developed theory of globally convergent algorithms, even for large-scale problems. Convex regularization via the ℓ1 norm, however, tends to under-estimate the non-zero values of sparse signals. In order to estimate the non-zero values more accurately, non-convex regularization is often favored over convex regularization. However, non-convex regularization generally leads to non-convex optimization, which suffers from numerous issues: convergence may be guaranteed to only a stationary point, problem specific parameters may be difficult to set, and the solution is sensitive to the initialization of the algorithm. The first part of this thesis is aimed toward combining the benefits of non-convex regularization and convex optimization to estimate sparse signals more effectively. To this end, we propose to use parameterized non-convex regularizers with designated non-convexity and provide a range for the non-convex parameter so as to ensure that the objective function is strictly convex. By ensuring convexity of the objective function (sum of data-fidelity and non-convex regularizer), we can make use of a wide variety of convex optimization algorithms to obtain the unique global minimum reliably. The second part of this thesis proposes a non-linear signal decomposition technique for an important biomedical signal processing problem: the detection of sleep spindles and K-complexes in human sleep electroencephalography (EEG). We propose a non-linear model for the EEG consisting of three components: (1) a transient (sparse piecewise constant) component, (2) a low-frequency component, and (3) an oscillatory component. The oscillatory component admits a sparse time-frequency representation. Using a convex objective function, we propose a fast non-linear optimization algorithm to estimate the three components in the proposed signal model. The low-frequency and oscillatory components are then used to estimate the K-complexes and sleep spindles respectively. The proposed detection method is shown to outperform several state-of-the-art automated sleep spindles detection methods.

Conditional nonlinear optimal perturbations based on the particle swarm optimization and their applications to the predictability problems

NASA Astrophysics Data System (ADS)

Zheng, Qin; Yang, Zubin; Sha, Jianxin; Yan, Jun

2017-02-01

In predictability problem research, the conditional nonlinear optimal perturbation (CNOP) describes the initial perturbation that satisfies a certain constraint condition and causes the largest prediction error at the prediction time. The CNOP has been successfully applied in estimation of the lower bound of maximum predictable time (LBMPT). Generally, CNOPs are calculated by a gradient descent algorithm based on the adjoint model, which is called ADJ-CNOP. This study, through the two-dimensional Ikeda model, investigates the impacts of the nonlinearity on ADJ-CNOP and the corresponding precision problems when using ADJ-CNOP to estimate the LBMPT. Our conclusions are that (1) when the initial perturbation is large or the prediction time is long, the strong nonlinearity of the dynamical model in the prediction variable will lead to failure of the ADJ-CNOP method, and (2) when the objective function has multiple extreme values, ADJ-CNOP has a large probability of producing local CNOPs, hence making a false estimation of the LBMPT. Furthermore, the particle swarm optimization (PSO) algorithm, one kind of intelligent algorithm, is introduced to solve this problem. The method using PSO to compute CNOP is called PSO-CNOP. The results of numerical experiments show that even with a large initial perturbation and long prediction time, or when the objective function has multiple extreme values, PSO-CNOP can always obtain the global CNOP. Since the PSO algorithm is a heuristic search algorithm based on the population, it can overcome the impact of nonlinearity and the disturbance from multiple extremes of the objective function. In addition, to check the estimation accuracy of the LBMPT presented by PSO-CNOP and ADJ-CNOP, we partition the constraint domain of initial perturbations into sufficiently fine grid meshes and take the LBMPT obtained by the filtering method as a benchmark. The result shows that the estimation presented by PSO-CNOP is closer to the true value than the one by ADJ-CNOP with the forecast time increasing.

Computing global minimizers to a constrained B-spline image registration problem from optimal l1 perturbations to block match data

PubMed Central

Castillo, Edward; Castillo, Richard; Fuentes, David; Guerrero, Thomas

2014-01-01

Purpose: Block matching is a well-known strategy for estimating corresponding voxel locations between a pair of images according to an image similarity metric. Though robust to issues such as image noise and large magnitude voxel displacements, the estimated point matches are not guaranteed to be spatially accurate. However, the underlying optimization problem solved by the block matching procedure is similar in structure to the class of optimization problem associated with B-spline based registration methods. By exploiting this relationship, the authors derive a numerical method for computing a global minimizer to a constrained B-spline registration problem that incorporates the robustness of block matching with the global smoothness properties inherent to B-spline parameterization. Methods: The method reformulates the traditional B-spline registration problem as a basis pursuit problem describing the minimal l1-perturbation to block match pairs required to produce a B-spline fitting error within a given tolerance. The sparsity pattern of the optimal perturbation then defines a voxel point cloud subset on which the B-spline fit is a global minimizer to a constrained variant of the B-spline registration problem. As opposed to traditional B-spline algorithms, the optimization step involving the actual image data is addressed by block matching. Results: The performance of the method is measured in terms of spatial accuracy using ten inhale/exhale thoracic CT image pairs (available for download at www.dir-lab.com) obtained from the COPDgene dataset and corresponding sets of expert-determined landmark point pairs. The results of the validation procedure demonstrate that the method can achieve a high spatial accuracy on a significantly complex image set. Conclusions: The proposed methodology is demonstrated to achieve a high spatial accuracy and is generalizable in that in can employ any displacement field parameterization described as a least squares fit to block match generated estimates. Thus, the framework allows for a wide range of image similarity block match metric and physical modeling combinations. PMID:24694135

The link between judgments of comparative risk and own risk: further evidence.

PubMed

Gold, Ron S

2007-03-01

Individuals typically believe that they are less likely than the average person to experience negative events, a phenomenon termed "unrealistic optimism". The direct method of assessing unrealistic optimism employs a question of the form, "Compared with the average person, what is the chance that X will occur to you?". However, it has been proposed that responses to such a question (direct-estimates) are based essentially just on estimates that X will occur to the self (self-estimates). If this is so, any factors that affect one of these estimates should also affect the other. This prediction was tested in two experiments. In each, direct- and self-estimates for an unfamiliar health threat - homocysteine-related heart problems - were recorded. It was found that both types of estimate were affected in the same way by varying the stated probability of having unsafe levels of homocysteine (Study 1, N=149) and varying the stated probability that unsafe levels of homocysteine will lead to heart problems (Study 2, N=111). The results are consistent with the proposal that direct-estimates are constructed just from self-estimates.

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.

A novel multireceiver communications system configuration based on optimal estimation theory

NASA Technical Reports Server (NTRS)

Kumar, R.

1990-01-01

A multireceiver configuration for the purpose of carrier arraying and/or signal arraying is presented. Such a problem arises for example, in the NASA Deep Space Network where the same data-modulated signal from a spacecraft is received by a number of geographically separated antennas and the data detection must be efficiently performed on the basis of the various received signals. The proposed configuration is arrived at by formulating the carrier and/or signal arraying problem as an optimal estimation problem. Two specific solutions are proposed. The first solution is to simultaneously and optimally estimate the various phase processes received at different receivers with coupled phase locked loops (PLLs) wherein the individual PLLs acquire and track their respective receivers' phase processes, but are aided by each other in an optimal manner. However, when the phase processes are relatively weakly correlated, and for the case of relatively high values of symbol energy-to-noise spectral density ratio, a novel configuration for combining the data modulated, loop-output signals is proposed. The scheme can be extended to the case of low symbol energy-to-noise case by performing the combining/detection process over a multisymbol period. Such a configuration results in the minimization of the effective radio loss at the combiner output, and thus a maximization of energy per bit to noise-power spectral density ration is achieved.

Benchmarking optimization software with COPS.

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

Dolan, E.D.; More, J.J.

2001-01-08

The COPS test set provides a modest selection of difficult nonlinearly constrained optimization problems from applications in optimal design, fluid dynamics, parameter estimation, and optimal control. In this report we describe version 2.0 of the COPS problems. The formulation and discretization of the original problems have been streamlined and improved. We have also added new problems. The presentation of COPS follows the original report, but the description of the problems has been streamlined. For each problem we discuss the formulation of the problem and the structural data in Table 0.1 on the formulation. The aim of presenting this data ismore » to provide an approximate idea of the size and sparsity of the problem. We also include the results of computational experiments with the LANCELOT, LOQO, MINOS, and SNOPT solvers. These computational experiments differ from the original results in that we have deleted problems that were considered to be too easy. Moreover, in the current version of the computational experiments, each problem is tested with four variations. An important difference between this report and the original report is that the tables that present the computational experiments are generated automatically from the testing script. This is explained in more detail in the report.« less

Analysis of the Hessian for Aerodynamic Optimization: Inviscid Flow

NASA Technical Reports Server (NTRS)

Arian, Eyal; Ta'asan, Shlomo

1996-01-01

In this paper we analyze inviscid aerodynamic shape optimization problems governed by the full potential and the Euler equations in two and three dimensions. The analysis indicates that minimization of pressure dependent cost functions results in Hessians whose eigenvalue distributions are identical for the full potential and the Euler equations. However the optimization problems in two and three dimensions are inherently different. While the two dimensional optimization problems are well-posed the three dimensional ones are ill-posed. Oscillations in the shape up to the smallest scale allowed by the design space can develop in the direction perpendicular to the flow, implying that a regularization is required. A natural choice of such a regularization is derived. The analysis also gives an estimate of the Hessian's condition number which implies that the problems at hand are ill-conditioned. Infinite dimensional approximations for the Hessians are constructed and preconditioners for gradient based methods are derived from these approximate Hessians.

Planning additional drilling campaign using two-space genetic algorithm: A game theoretical approach

NASA Astrophysics Data System (ADS)

Kumral, Mustafa; Ozer, Umit

2013-03-01

Grade and tonnage are the most important technical uncertainties in mining ventures because of the use of estimations/simulations, which are mostly generated from drill data. Open pit mines are planned and designed on the basis of the blocks representing the entire orebody. Each block has different estimation/simulation variance reflecting uncertainty to some extent. The estimation/simulation realizations are submitted to mine production scheduling process. However, the use of a block model with varying estimation/simulation variances will lead to serious risk in the scheduling. In the medium of multiple simulations, the dispersion variances of blocks can be thought to regard technical uncertainties. However, the dispersion variance cannot handle uncertainty associated with varying estimation/simulation variances of blocks. This paper proposes an approach that generates the configuration of the best additional drilling campaign to generate more homogenous estimation/simulation variances of blocks. In other words, the objective is to find the best drilling configuration in such a way as to minimize grade uncertainty under budget constraint. Uncertainty measure of the optimization process in this paper is interpolation variance, which considers data locations and grades. The problem is expressed as a minmax problem, which focuses on finding the best worst-case performance i.e., minimizing interpolation variance of the block generating maximum interpolation variance. Since the optimization model requires computing the interpolation variances of blocks being simulated/estimated in each iteration, the problem cannot be solved by standard optimization tools. This motivates to use two-space genetic algorithm (GA) approach to solve the problem. The technique has two spaces: feasible drill hole configuration with minimization of interpolation variance and drill hole simulations with maximization of interpolation variance. Two-space interacts to find a minmax solution iteratively. A case study was conducted to demonstrate the performance of approach. The findings showed that the approach could be used to plan a new drilling campaign.

3D gravity inversion and uncertainty assessment of basement relief via Particle Swarm Optimization

NASA Astrophysics Data System (ADS)

Pallero, J. L. G.; Fernández-Martínez, J. L.; Bonvalot, S.; Fudym, O.

2017-04-01

Nonlinear gravity inversion in sedimentary basins is a classical problem in applied geophysics. Although a 2D approximation is widely used, 3D models have been also proposed to better take into account the basin geometry. A common nonlinear approach to this 3D problem consists in modeling the basin as a set of right rectangular prisms with prescribed density contrast, whose depths are the unknowns. Then, the problem is iteratively solved via local optimization techniques from an initial model computed using some simplifications or being estimated using prior geophysical models. Nevertheless, this kind of approach is highly dependent on the prior information that is used, and lacks from a correct solution appraisal (nonlinear uncertainty analysis). In this paper, we use the family of global Particle Swarm Optimization (PSO) optimizers for the 3D gravity inversion and model appraisal of the solution that is adopted for basement relief estimation in sedimentary basins. Synthetic and real cases are illustrated, showing that robust results are obtained. Therefore, PSO seems to be a very good alternative for 3D gravity inversion and uncertainty assessment of basement relief when used in a sampling while optimizing approach. That way important geological questions can be answered probabilistically in order to perform risk assessment in the decisions that are made.

The Iterative Reweighted Mixed-Norm Estimate for Spatio-Temporal MEG/EEG Source Reconstruction.

PubMed

Strohmeier, Daniel; Bekhti, Yousra; Haueisen, Jens; Gramfort, Alexandre

2016-10-01

Source imaging based on magnetoencephalography (MEG) and electroencephalography (EEG) allows for the non-invasive analysis of brain activity with high temporal and good spatial resolution. As the bioelectromagnetic inverse problem is ill-posed, constraints are required. For the analysis of evoked brain activity, spatial sparsity of the neuronal activation is a common assumption. It is often taken into account using convex constraints based on the l 1 -norm. The resulting source estimates are however biased in amplitude and often suboptimal in terms of source selection due to high correlations in the forward model. In this work, we demonstrate that an inverse solver based on a block-separable penalty with a Frobenius norm per block and a l 0.5 -quasinorm over blocks addresses both of these issues. For solving the resulting non-convex optimization problem, we propose the iterative reweighted Mixed Norm Estimate (irMxNE), an optimization scheme based on iterative reweighted convex surrogate optimization problems, which are solved efficiently using a block coordinate descent scheme and an active set strategy. We compare the proposed sparse imaging method to the dSPM and the RAP-MUSIC approach based on two MEG data sets. We provide empirical evidence based on simulations and analysis of MEG data that the proposed method improves on the standard Mixed Norm Estimate (MxNE) in terms of amplitude bias, support recovery, and stability.

Effect of local minima on adiabatic quantum optimization.

PubMed

Amin, M H S

2008-04-04

We present a perturbative method to estimate the spectral gap for adiabatic quantum optimization, based on the structure of the energy levels in the problem Hamiltonian. We show that, for problems that have an exponentially large number of local minima close to the global minimum, the gap becomes exponentially small making the computation time exponentially long. The quantum advantage of adiabatic quantum computation may then be accessed only via the local adiabatic evolution, which requires phase coherence throughout the evolution and knowledge of the spectrum. Such problems, therefore, are not suitable for adiabatic quantum computation.

An optimization-based framework for anisotropic simplex mesh adaptation

NASA Astrophysics Data System (ADS)

Yano, Masayuki; Darmofal, David L.

2012-09-01

We present a general framework for anisotropic h-adaptation of simplex meshes. Given a discretization and any element-wise, localizable error estimate, our adaptive method iterates toward a mesh that minimizes error for a given degrees of freedom. Utilizing mesh-metric duality, we consider a continuous optimization problem of the Riemannian metric tensor field that provides an anisotropic description of element sizes. First, our method performs a series of local solves to survey the behavior of the local error function. This information is then synthesized using an affine-invariant tensor manipulation framework to reconstruct an approximate gradient of the error function with respect to the metric tensor field. Finally, we perform gradient descent in the metric space to drive the mesh toward optimality. The method is first demonstrated to produce optimal anisotropic meshes minimizing the L2 projection error for a pair of canonical problems containing a singularity and a singular perturbation. The effectiveness of the framework is then demonstrated in the context of output-based adaptation for the advection-diffusion equation using a high-order discontinuous Galerkin discretization and the dual-weighted residual (DWR) error estimate. The method presented provides a unified framework for optimizing both the element size and anisotropy distribution using an a posteriori error estimate and enables efficient adaptation of anisotropic simplex meshes for high-order discretizations.

Efficient Convex Optimization for Energy-Based Acoustic Sensor Self-Localization and Source Localization in Sensor Networks.

PubMed

Yan, Yongsheng; Wang, Haiyan; Shen, Xiaohong; Leng, Bing; Li, Shuangquan

2018-05-21

The energy reading has been an efficient and attractive measure for collaborative acoustic source localization in practical application due to its cost saving in both energy and computation capability. The maximum likelihood problems by fusing received acoustic energy readings transmitted from local sensors are derived. Aiming to efficiently solve the nonconvex objective of the optimization problem, we present an approximate estimator of the original problem. Then, a direct norm relaxation and semidefinite relaxation, respectively, are utilized to derive the second-order cone programming, semidefinite programming or mixture of them for both cases of sensor self-location and source localization. Furthermore, by taking the colored energy reading noise into account, several minimax optimization problems are formulated, which are also relaxed via the direct norm relaxation and semidefinite relaxation respectively into convex optimization problems. Performance comparison with the existing acoustic energy-based source localization methods is given, where the results show the validity of our proposed methods.

Efficient Convex Optimization for Energy-Based Acoustic Sensor Self-Localization and Source Localization in Sensor Networks

PubMed Central

Yan, Yongsheng; Wang, Haiyan; Shen, Xiaohong; Leng, Bing; Li, Shuangquan

2018-01-01

The energy reading has been an efficient and attractive measure for collaborative acoustic source localization in practical application due to its cost saving in both energy and computation capability. The maximum likelihood problems by fusing received acoustic energy readings transmitted from local sensors are derived. Aiming to efficiently solve the nonconvex objective of the optimization problem, we present an approximate estimator of the original problem. Then, a direct norm relaxation and semidefinite relaxation, respectively, are utilized to derive the second-order cone programming, semidefinite programming or mixture of them for both cases of sensor self-location and source localization. Furthermore, by taking the colored energy reading noise into account, several minimax optimization problems are formulated, which are also relaxed via the direct norm relaxation and semidefinite relaxation respectively into convex optimization problems. Performance comparison with the existing acoustic energy-based source localization methods is given, where the results show the validity of our proposed methods. PMID:29883410

An Analytical Planning Model to Estimate the Optimal Density of Charging Stations for Electric Vehicles.

PubMed

Ahn, Yongjun; Yeo, Hwasoo

2015-01-01

The charging infrastructure location problem is becoming more significant due to the extensive adoption of electric vehicles. Efficient charging station planning can solve deeply rooted problems, such as driving-range anxiety and the stagnation of new electric vehicle consumers. In the initial stage of introducing electric vehicles, the allocation of charging stations is difficult to determine due to the uncertainty of candidate sites and unidentified charging demands, which are determined by diverse variables. This paper introduces the Estimating the Required Density of EV Charging (ERDEC) stations model, which is an analytical approach to estimating the optimal density of charging stations for certain urban areas, which are subsequently aggregated to city level planning. The optimal charging station's density is derived to minimize the total cost. A numerical study is conducted to obtain the correlations among the various parameters in the proposed model, such as regional parameters, technological parameters and coefficient factors. To investigate the effect of technological advances, the corresponding changes in the optimal density and total cost are also examined by various combinations of technological parameters. Daejeon city in South Korea is selected for the case study to examine the applicability of the model to real-world problems. With real taxi trajectory data, the optimal density map of charging stations is generated. These results can provide the optimal number of chargers for driving without driving-range anxiety. In the initial planning phase of installing charging infrastructure, the proposed model can be applied to a relatively extensive area to encourage the usage of electric vehicles, especially areas that lack information, such as exact candidate sites for charging stations and other data related with electric vehicles. The methods and results of this paper can serve as a planning guideline to facilitate the extensive adoption of electric vehicles.

Optimal experimental design for placement of boreholes

NASA Astrophysics Data System (ADS)

Padalkina, Kateryna; Bücker, H. Martin; Seidler, Ralf; Rath, Volker; Marquart, Gabriele; Niederau, Jan; Herty, Michael

2014-05-01

Drilling for deep resources is an expensive endeavor. Among the many problems finding the optimal drilling location for boreholes is one of the challenging questions. We contribute to this discussion by using a simulation based assessment of possible future borehole locations. We study the problem of finding a new borehole location in a given geothermal reservoir in terms of a numerical optimization problem. In a geothermal reservoir the temporal and spatial distribution of temperature and hydraulic pressure may be simulated using the coupled differential equations for heat transport and mass and momentum conservation for Darcy flow. Within this model the permeability and thermal conductivity are dependent on the geological layers present in the subsurface model of the reservoir. In general, those values involve some uncertainty making it difficult to predict actual heat source in the ground. Within optimal experimental the question is which location and to which depth to drill the borehole in order to estimate conductivity and permeability with minimal uncertainty. We introduce a measure for computing the uncertainty based on simulations of the coupled differential equations. The measure is based on the Fisher information matrix of temperature data obtained through the simulations. We assume that the temperature data is available within the full borehole. A minimization of the measure representing the uncertainty in the unknown permeability and conductivity parameters is performed to determine the optimal borehole location. We present the theoretical framework as well as numerical results for several 2d subsurface models including up to six geological layers. Also, the effect of unknown layers on the introduced measure is studied. Finally, to obtain a more realistic estimate of optimal borehole locations, we couple the optimization to a cost model for deep drilling problems.

Possibility-based robust design optimization for the structural-acoustic system with fuzzy parameters

NASA Astrophysics Data System (ADS)

Yin, Hui; Yu, Dejie; Yin, Shengwen; Xia, Baizhan

2018-03-01

The conventional engineering optimization problems considering uncertainties are based on the probabilistic model. However, the probabilistic model may be unavailable because of the lack of sufficient objective information to construct the precise probability distribution of uncertainties. This paper proposes a possibility-based robust design optimization (PBRDO) framework for the uncertain structural-acoustic system based on the fuzzy set model, which can be constructed by expert opinions. The objective of robust design is to optimize the expectation and variability of system performance with respect to uncertainties simultaneously. In the proposed PBRDO, the entropy of the fuzzy system response is used as the variability index; the weighted sum of the entropy and expectation of the fuzzy response is used as the objective function, and the constraints are established in the possibility context. The computations for the constraints and objective function of PBRDO are a triple-loop and a double-loop nested problem, respectively, whose computational costs are considerable. To improve the computational efficiency, the target performance approach is introduced to transform the calculation of the constraints into a double-loop nested problem. To further improve the computational efficiency, a Chebyshev fuzzy method (CFM) based on the Chebyshev polynomials is proposed to estimate the objective function, and the Chebyshev interval method (CIM) is introduced to estimate the constraints, thereby the optimization problem is transformed into a single-loop one. Numerical results on a shell structural-acoustic system verify the effectiveness and feasibility of the proposed methods.

A Matrix-Free Algorithm for Multidisciplinary Design Optimization

NASA Astrophysics Data System (ADS)

Lambe, Andrew Borean

Multidisciplinary design optimization (MDO) is an approach to engineering design that exploits the coupling between components or knowledge disciplines in a complex system to improve the final product. In aircraft design, MDO methods can be used to simultaneously design the outer shape of the aircraft and the internal structure, taking into account the complex interaction between the aerodynamic forces and the structural flexibility. Efficient strategies are needed to solve such design optimization problems and guarantee convergence to an optimal design. This work begins with a comprehensive review of MDO problem formulations and solution algorithms. First, a fundamental MDO problem formulation is defined from which other formulations may be obtained through simple transformations. Using these fundamental problem formulations, decomposition methods from the literature are reviewed and classified. All MDO methods are presented in a unified mathematical notation to facilitate greater understanding. In addition, a novel set of diagrams, called extended design structure matrices, are used to simultaneously visualize both data communication and process flow between the many software components of each method. For aerostructural design optimization, modern decomposition-based MDO methods cannot efficiently handle the tight coupling between the aerodynamic and structural states. This fact motivates the exploration of methods that can reduce the computational cost. A particular structure in the direct and adjoint methods for gradient computation motivates the idea of a matrix-free optimization method. A simple matrix-free optimizer is developed based on the augmented Lagrangian algorithm. This new matrix-free optimizer is tested on two structural optimization problems and one aerostructural optimization problem. The results indicate that the matrix-free optimizer is able to efficiently solve structural and multidisciplinary design problems with thousands of variables and constraints. On the aerostructural test problem formulated with thousands of constraints, the matrix-free optimizer is estimated to reduce the total computational time by up to 90% compared to conventional optimizers.

A Matrix-Free Algorithm for Multidisciplinary Design Optimization

NASA Astrophysics Data System (ADS)

Lambe, Andrew Borean

Multidisciplinary design optimization (MDO) is an approach to engineering design that exploits the coupling between components or knowledge disciplines in a complex system to improve the final product. In aircraft design, MDO methods can be used to simultaneously design the outer shape of the aircraft and the internal structure, taking into account the complex interaction between the aerodynamic forces and the structural flexibility. Efficient strategies are needed to solve such design optimization problems and guarantee convergence to an optimal design. This work begins with a comprehensive review of MDO problem formulations and solution algorithms. First, a fundamental MDO problem formulation is defined from which other formulations may be obtained through simple transformations. Using these fundamental problem formulations, decomposition methods from the literature are reviewed and classified. All MDO methods are presented in a unified mathematical notation to facilitate greater understanding. In addition, a novel set of diagrams, called extended design structure matrices, are used to simultaneously visualize both data communication and process flow between the many software components of each method. For aerostructural design optimization, modern decomposition-based MDO methods cannot efficiently handle the tight coupling between the aerodynamic and structural states. This fact motivates the exploration of methods that can reduce the computational cost. A particular structure in the direct and adjoint methods for gradient computation. motivates the idea of a matrix-free optimization method. A simple matrix-free optimizer is developed based on the augmented Lagrangian algorithm. This new matrix-free optimizer is tested on two structural optimization problems and one aerostructural optimization problem. The results indicate that the matrix-free optimizer is able to efficiently solve structural and multidisciplinary design problems with thousands of variables and constraints. On the aerostructural test problem formulated with thousands of constraints, the matrix-free optimizer is estimated to reduce the total computational time by up to 90% compared to conventional optimizers.

New estimation architecture for multisensor data fusion

NASA Astrophysics Data System (ADS)

Covino, Joseph M.; Griffiths, Barry E.

1991-07-01

This paper describes a novel method of hierarchical asynchronous distributed filtering called the Net Information Approach (NIA). The NIA is a Kalman-filter-based estimation scheme for spatially distributed sensors which must retain their local optimality yet require a nearly optimal global estimate. The key idea of the NIA is that each local sensor-dedicated filter tells the global filter 'what I've learned since the last local-to-global transmission,' whereas in other estimation architectures the local-to-global transmission consists of 'what I think now.' An algorithm based on this idea has been demonstrated on a small-scale target-tracking problem with many encouraging results. Feasibility of this approach was demonstrated by comparing NIA performance to an optimal centralized Kalman filter (lower bound) via Monte Carlo simulations.

Pollution, Health, and Avoidance Behavior: Evidence from the Ports of Los Angeles

ERIC Educational Resources Information Center

Moretti, Enrico; Neidell, Matthew

2011-01-01

A pervasive problem in estimating the costs of pollution is that optimizing individuals may compensate for increases in pollution by reducing their exposure, resulting in estimates that understate the full welfare costs. To account for this issue, measurement error, and environmental confounding, we estimate the health effects of ozone using daily…

Distributed Optimization Design of Continuous-Time Multiagent Systems With Unknown-Frequency Disturbances.

PubMed

Wang, Xinghu; Hong, Yiguang; Yi, Peng; Ji, Haibo; Kang, Yu

2017-05-24

In this paper, a distributed optimization problem is studied for continuous-time multiagent systems with unknown-frequency disturbances. A distributed gradient-based control is proposed for the agents to achieve the optimal consensus with estimating unknown frequencies and rejecting the bounded disturbance in the semi-global sense. Based on convex optimization analysis and adaptive internal model approach, the exact optimization solution can be obtained for the multiagent system disturbed by exogenous disturbances with uncertain parameters.

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

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

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

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

Optimal combining of ground-based sensors for the purpose of validating satellite-based rainfall estimates

NASA Technical Reports Server (NTRS)

Krajewski, Witold F.; Rexroth, David T.; Kiriaki, Kiriakie

1991-01-01

Two problems related to radar rainfall estimation are described. The first part is a description of a preliminary data analysis for the purpose of statistical estimation of rainfall from multiple (radar and raingage) sensors. Raingage, radar, and joint radar-raingage estimation is described, and some results are given. Statistical parameters of rainfall spatial dependence are calculated and discussed in the context of optimal estimation. Quality control of radar data is also described. The second part describes radar scattering by ellipsoidal raindrops. An analytical solution is derived for the Rayleigh scattering regime. Single and volume scattering are presented. Comparison calculations with the known results for spheres and oblate spheroids are shown.

The dynamics and optimal control of spinning spacecraft and movable telescoping appendages, part A. [two axis control with single offset boom

NASA Technical Reports Server (NTRS)

Bainum, P. M.; Sellappan, R.

1977-01-01

The problem of optimal control with a minimum time criterion as applied to a single boom system for achieving two axis control is discussed. The special case where the initial conditions are such that the system can be driven to the equilibrium state with only a single switching maneuver in the bang-bang optimal sequence is analyzed. The system responses are presented. Application of the linear regulator problem for the optimal control of the telescoping system is extended to consider the effects of measurement and plant noises. The noise uncertainties are included with an application of the estimator - Kalman filter problem. Different schemes for measuring the components of the angular velocity are considered. Analytical results are obtained for special cases, and numerical results are presented for the general case.

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

PubMed Central

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

2016-01-01

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

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

PubMed

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

2015-03-01

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

Optimal estimation of spatially variable recharge and transmissivity fields under steady-state groundwater flow. Part 2. Case study

NASA Astrophysics Data System (ADS)

Graham, Wendy D.; Neff, Christina R.

1994-05-01

The first-order analytical solution of the inverse problem for estimating spatially variable recharge and transmissivity under steady-state groundwater flow, developed in Part 1 is applied to the Upper Floridan Aquifer in NE Florida. Parameters characterizing the statistical structure of the log-transmissivity and head fields are estimated from 152 measurements of transmissivity and 146 measurements of hydraulic head available in the study region. Optimal estimates of the recharge, transmissivity and head fields are produced throughout the study region by conditioning on the nearest 10 available transmissivity measurements and the nearest 10 available head measurements. Head observations are shown to provide valuable information for estimating both the transmissivity and the recharge fields. Accurate numerical groundwater model predictions of the aquifer flow system are obtained using the optimal transmissivity and recharge fields as input parameters, and the optimal head field to define boundary conditions. For this case study, both the transmissivity field and the uncertainty of the transmissivity field prediction are poorly estimated, when the effects of random recharge are neglected.

Guaranteed convergence of the Hough transform

NASA Astrophysics Data System (ADS)

Soffer, Menashe; Kiryati, Nahum

1995-01-01

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

Evaluation and design of a rain gauge network using a statistical optimization method in a severe hydro-geological hazard prone area

NASA Astrophysics Data System (ADS)

Fattoruso, Grazia; Longobardi, Antonia; Pizzuti, Alfredo; Molinara, Mario; Marocco, Claudio; De Vito, Saverio; Tortorella, Francesco; Di Francia, Girolamo

2017-06-01

Rainfall data collection gathered in continuous by a distributed rain gauge network is instrumental to more effective hydro-geological risk forecasting and management services though the input estimated rainfall fields suffer from prediction uncertainty. Optimal rain gauge networks can generate accurate estimated rainfall fields. In this research work, a methodology has been investigated for evaluating an optimal rain gauges network aimed at robust hydrogeological hazard investigations. The rain gauges of the Sarno River basin (Southern Italy) has been evaluated by optimizing a two-objective function that maximizes the estimated accuracy and minimizes the total metering cost through the variance reduction algorithm along with the climatological variogram (time-invariant). This problem has been solved by using an enumerative search algorithm, evaluating the exact Pareto-front by an efficient computational time.

Phase Helps Find Geometrically Optimal Gaits

NASA Astrophysics Data System (ADS)

Revzen, Shai; Hatton, Ross

Geometric motion planning describes motions of animals and machines governed by g ˙ = gA (q) q ˙ - a connection A (.) relating shape q and shape velocity q ˙ to body frame velocity g-1 g ˙ ∈ se (3) . Measuring the entire connection over a multidimensional q is often unfeasible with current experimental methods. We show how using a phase estimator can make tractable measuring the local structure of the connection surrounding a periodic motion q (φ) driven by a phase φ ∈S1 . This approach reduces the complexity of the estimation problem by a factor of dimq . The results suggest that phase estimation can be combined with geometric optimization into an iterative gait optimization algorithm usable on experimental systems, or alternatively, to allow the geometric optimality of an observed gait to be detected. ARO W911NF-14-1-0573, NSF 1462555.

Method for using global optimization to the estimation of surface-consistent residual statics

DOEpatents

Reister, David B.; Barhen, Jacob; Oblow, Edward M.

2001-01-01

An efficient method for generating residual statics corrections to compensate for surface-consistent static time shifts in stacked seismic traces. The method includes a step of framing the residual static corrections as a global optimization problem in a parameter space. The method also includes decoupling the global optimization problem involving all seismic traces into several one-dimensional problems. The method further utilizes a Stochastic Pijavskij Tunneling search to eliminate regions in the parameter space where a global minimum is unlikely to exist so that the global minimum may be quickly discovered. The method finds the residual statics corrections by maximizing the total stack power. The stack power is a measure of seismic energy transferred from energy sources to receivers.

Temporally diffeomorphic cardiac motion estimation from three-dimensional echocardiography by minimization of intensity consistency error.

PubMed

Zhang, Zhijun; Ashraf, Muhammad; Sahn, David J; Song, Xubo

2014-05-01

Quantitative analysis of cardiac motion is important for evaluation of heart function. Three dimensional (3D) echocardiography is among the most frequently used imaging modalities for motion estimation because it is convenient, real-time, low-cost, and nonionizing. However, motion estimation from 3D echocardiographic sequences is still a challenging problem due to low image quality and image corruption by noise and artifacts. The authors have developed a temporally diffeomorphic motion estimation approach in which the velocity field instead of the displacement field was optimized. The optimal velocity field optimizes a novel similarity function, which we call the intensity consistency error, defined as multiple consecutive frames evolving to each time point. The optimization problem is solved by using the steepest descent method. Experiments with simulated datasets, images of anex vivo rabbit phantom, images of in vivo open-chest pig hearts, and healthy human images were used to validate the authors' method. Simulated and real cardiac sequences tests showed that results in the authors' method are more accurate than other competing temporal diffeomorphic methods. Tests with sonomicrometry showed that the tracked crystal positions have good agreement with ground truth and the authors' method has higher accuracy than the temporal diffeomorphic free-form deformation (TDFFD) method. Validation with an open-access human cardiac dataset showed that the authors' method has smaller feature tracking errors than both TDFFD and frame-to-frame methods. The authors proposed a diffeomorphic motion estimation method with temporal smoothness by constraining the velocity field to have maximum local intensity consistency within multiple consecutive frames. The estimated motion using the authors' method has good temporal consistency and is more accurate than other temporally diffeomorphic motion estimation methods.

The Optimal Observation Problem applied to a rating curve estimation including the "cost-to-wait"

NASA Astrophysics Data System (ADS)

Raso, Luciano; Werner, Micha; Weijs, Steven

2013-04-01

In order to manage a system, a decision maker (DM) tries to make the best decision under uncertainty, having partial knowledge on the effects of his/her decision. Observations reduce uncertainty, but are costly. Deciding what to observe and when to stop observing is a complementary problem that the DM has to face. The Optimal Observation Problem (OOP) offers a solution to the questions: (1) which observation is more effective? And (2) Is the next observation worth its cost? We show an application of the OOP to a rating curve estimation in the White Carter River (Scotland). The cost of extra gauging is compensated by the value of better decisions, that reduce the costs due to floods. The observational decision is then whether to gauge, and when. In the application, we include the "cost-to-wait" in the cost structure. The Algorithm find thus an optimal trade-off between getting less informative data now or wait for more informative, but later. The OOP can be used to plan a measurement campaign, also taking into account that the rating curve can change.

BioPreDyn-bench: a suite of benchmark problems for dynamic modelling in systems biology.

PubMed

Villaverde, Alejandro F; Henriques, David; Smallbone, Kieran; Bongard, Sophia; Schmid, Joachim; Cicin-Sain, Damjan; Crombach, Anton; Saez-Rodriguez, Julio; Mauch, Klaus; Balsa-Canto, Eva; Mendes, Pedro; Jaeger, Johannes; Banga, Julio R

2015-02-20

Dynamic modelling is one of the cornerstones of systems biology. Many research efforts are currently being invested in the development and exploitation of large-scale kinetic models. The associated problems of parameter estimation (model calibration) and optimal experimental design are particularly challenging. The community has already developed many methods and software packages which aim to facilitate these tasks. However, there is a lack of suitable benchmark problems which allow a fair and systematic evaluation and comparison of these contributions. Here we present BioPreDyn-bench, a set of challenging parameter estimation problems which aspire to serve as reference test cases in this area. This set comprises six problems including medium and large-scale kinetic models of the bacterium E. coli, baker's yeast S. cerevisiae, the vinegar fly D. melanogaster, Chinese Hamster Ovary cells, and a generic signal transduction network. The level of description includes metabolism, transcription, signal transduction, and development. For each problem we provide (i) a basic description and formulation, (ii) implementations ready-to-run in several formats, (iii) computational results obtained with specific solvers, (iv) a basic analysis and interpretation. This suite of benchmark problems can be readily used to evaluate and compare parameter estimation methods. Further, it can also be used to build test problems for sensitivity and identifiability analysis, model reduction and optimal experimental design methods. The suite, including codes and documentation, can be freely downloaded from the BioPreDyn-bench website, https://sites.google.com/site/biopredynbenchmarks/ .

Optimal integer resolution for attitude determination using global positioning system signals

NASA Technical Reports Server (NTRS)

Crassidis, John L.; Markley, F. Landis; Lightsey, E. Glenn

1998-01-01

In this paper, a new motion-based algorithm for GPS integer ambiguity resolution is derived. The first step of this algorithm converts the reference sightline vectors into body frame vectors. This is accomplished by an optimal vectorized transformation of the phase difference measurements. The result of this transformation leads to the conversion of the integer ambiguities to vectorized biases. This essentially converts the problem to the familiar magnetometer-bias determination problem, for which an optimal and efficient solution exists. Also, the formulation in this paper is re-derived to provide a sequential estimate, so that a suitable stopping condition can be found during the vehicle motion. The advantages of the new algorithm include: it does not require an a-priori estimate of the vehicle's attitude; it provides an inherent integrity check using a covariance-type expression; and it can sequentially estimate the ambiguities during the vehicle motion. The only disadvantage of the new algorithm is that it requires at least three non-coplanar baselines. The performance of the new algorithm is tested on a dynamic hardware simulator.

Stochastic parameter estimation in nonlinear time-delayed vibratory systems with distributed delay

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-07-01

The stochastic estimation of parameters and states in linear and nonlinear time-delayed vibratory systems with distributed delay is explored. The approach consists of first employing a continuous time approximation to approximate the delayed integro-differential system with a large set of ordinary differential equations having stochastic excitations. Then the problem of state and parameter estimation in the resulting stochastic ordinary differential system is represented as an optimal filtering problem using a state augmentation technique. By adapting the extended Kalman-Bucy filter to the augmented filtering problem, the unknown parameters of the time-delayed system are estimated from noise-corrupted, possibly incomplete measurements of the states. Similarly, the upper bound of the distributed delay can also be estimated by the proposed technique. As an illustrative example to a practical problem in vibrations, the parameter, delay upper bound, and state estimation from noise-corrupted measurements in a distributed force model widely used for modeling machine tool vibrations in the turning operation is investigated.

A reduced successive quadratic programming strategy for errors-in-variables estimation.

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

Tjoa, I.-B.; Biegler, L. T.; Carnegie-Mellon Univ.

Parameter estimation problems in process engineering represent a special class of nonlinear optimization problems, because the maximum likelihood structure of the objective function can be exploited. Within this class, the errors in variables method (EVM) is particularly interesting. Here we seek a weighted least-squares fit to the measurements with an underdetermined process model. Thus, both the number of variables and degrees of freedom available for optimization increase linearly with the number of data sets. Large optimization problems of this type can be particularly challenging and expensive to solve because, for general-purpose nonlinear programming (NLP) algorithms, the computational effort increases atmore » least quadratically with problem size. In this study we develop a tailored NLP strategy for EVM problems. The method is based on a reduced Hessian approach to successive quadratic programming (SQP), but with the decomposition performed separately for each data set. This leads to the elimination of all variables but the model parameters, which are determined by a QP coordination step. In this way the computational effort remains linear in the number of data sets. Moreover, unlike previous approaches to the EVM problem, global and superlinear properties of the SQP algorithm apply naturally. Also, the method directly incorporates inequality constraints on the model parameters (although not on the fitted variables). This approach is demonstrated on five example problems with up to 102 degrees of freedom. Compared to general-purpose NLP algorithms, large improvements in computational performance are observed.« less

Some Considerations on the Problem of Non-Steady State Traffic Flow Optimization

DOT National Transportation Integrated Search

2007-01-01

Poor traffic signal timing accounts for an estimated 10 percent of all traffic delay about 300 million vehicle-hours on major roadways alone. Americans agree that this is a problem: one U.S. Department of Transportation (DOT) survey found tha...

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

NASA Technical Reports Server (NTRS)

Cohn, S. E.

1982-01-01

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

Development of Quadratic Programming Algorithm Based on Interior Point Method with Estimation Mechanism of Active Constraints

NASA Astrophysics Data System (ADS)

Hashimoto, Hiroyuki; Takaguchi, Yusuke; Nakamura, Shizuka

Instability of calculation process and increase of calculation time caused by increasing size of continuous optimization problem remain the major issues to be solved to apply the technique to practical industrial systems. This paper proposes an enhanced quadratic programming algorithm based on interior point method mainly for improvement of calculation stability. The proposed method has dynamic estimation mechanism of active constraints on variables, which fixes the variables getting closer to the upper/lower limit on them and afterwards releases the fixed ones as needed during the optimization process. It is considered as algorithm-level integration of the solution strategy of active-set method into the interior point method framework. We describe some numerical results on commonly-used bench-mark problems called “CUTEr” to show the effectiveness of the proposed method. Furthermore, the test results on large-sized ELD problem (Economic Load Dispatching problems in electric power supply scheduling) are also described as a practical industrial application.

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...

Using the Firefly optimization method to weight an ensemble of rainfall forecasts from the Brazilian developments on the Regional Atmospheric Modeling System (BRAMS)

NASA Astrophysics Data System (ADS)

dos Santos, A. F.; Freitas, S. R.; de Mattos, J. G. Z.; de Campos Velho, H. F.; Gan, M. A.; da Luz, E. F. P.; Grell, G. A.

2013-09-01

In this paper we consider an optimization problem applying the metaheuristic Firefly algorithm (FY) to weight an ensemble of rainfall forecasts from daily precipitation simulations with the Brazilian developments on the Regional Atmospheric Modeling System (BRAMS) over South America during January 2006. The method is addressed as a parameter estimation problem to weight the ensemble of precipitation forecasts carried out using different options of the convective parameterization scheme. Ensemble simulations were performed using different choices of closures, representing different formulations of dynamic control (the modulation of convection by the environment) in a deep convection scheme. The optimization problem is solved as an inverse problem of parameter estimation. The application and validation of the methodology is carried out using daily precipitation fields, defined over South America and obtained by merging remote sensing estimations with rain gauge observations. The quadratic difference between the model and observed data was used as the objective function to determine the best combination of the ensemble members to reproduce the observations. To reduce the model rainfall biases, the set of weights determined by the algorithm is used to weight members of an ensemble of model simulations in order to compute a new precipitation field that represents the observed precipitation as closely as possible. The validation of the methodology is carried out using classical statistical scores. The algorithm has produced the best combination of the weights, resulting in a new precipitation field closest to the observations.

Multiple indicator cokriging with application to optimal sampling for environmental monitoring

NASA Astrophysics Data System (ADS)

Pardo-Igúzquiza, Eulogio; Dowd, Peter A.

2005-02-01

A probabilistic solution to the problem of spatial interpolation of a variable at an unsampled location consists of estimating the local cumulative distribution function (cdf) of the variable at that location from values measured at neighbouring locations. As this distribution is conditional to the data available at neighbouring locations it incorporates the uncertainty of the value of the variable at the unsampled location. Geostatistics provides a non-parametric solution to such problems via the various forms of indicator kriging. In a least squares sense indicator cokriging is theoretically the best estimator but in practice its use has been inhibited by problems such as an increased number of violations of order relations constraints when compared with simpler forms of indicator kriging. In this paper, we describe a methodology and an accompanying computer program for estimating a vector of indicators by simple indicator cokriging, i.e. simultaneous estimation of the cdf for K different thresholds, {F(u,zk),k=1,…,K}, by solving a unique cokriging system for each location at which an estimate is required. This approach produces a variance-covariance matrix of the estimated vector of indicators which is used to fit a model to the estimated local cdf by logistic regression. This model is used to correct any violations of order relations and automatically ensures that all order relations are satisfied, i.e. the estimated cumulative distribution function, F^(u,zk), is such that: F^(u,zk)∈[0,1],∀zk,andF^(u,zk)⩽F^(u,z)forzk

OPTIMAL EXPERIMENT DESIGN FOR MAGNETIC RESONANCE FINGERPRINTING

PubMed Central

Zhao, Bo; Haldar, Justin P.; Setsompop, Kawin; Wald, Lawrence L.

2017-01-01

Magnetic resonance (MR) fingerprinting is an emerging quantitative MR imaging technique that simultaneously acquires multiple tissue parameters in an efficient experiment. In this work, we present an estimation-theoretic framework to evaluate and design MR fingerprinting experiments. More specifically, we derive the Cramér-Rao bound (CRB), a lower bound on the covariance of any unbiased estimator, to characterize parameter estimation for MR fingerprinting. We then formulate an optimal experiment design problem based on the CRB to choose a set of acquisition parameters (e.g., flip angles and/or repetition times) that maximizes the signal-to-noise ratio efficiency of the resulting experiment. The utility of the proposed approach is validated by numerical studies. Representative results demonstrate that the optimized experiments allow for substantial reduction in the length of an MR fingerprinting acquisition, and substantial improvement in parameter estimation performance. PMID:28268369

Optimal experiment design for magnetic resonance fingerprinting.

PubMed

Bo Zhao; Haldar, Justin P; Setsompop, Kawin; Wald, Lawrence L

2016-08-01

Magnetic resonance (MR) fingerprinting is an emerging quantitative MR imaging technique that simultaneously acquires multiple tissue parameters in an efficient experiment. In this work, we present an estimation-theoretic framework to evaluate and design MR fingerprinting experiments. More specifically, we derive the Cramér-Rao bound (CRB), a lower bound on the covariance of any unbiased estimator, to characterize parameter estimation for MR fingerprinting. We then formulate an optimal experiment design problem based on the CRB to choose a set of acquisition parameters (e.g., flip angles and/or repetition times) that maximizes the signal-to-noise ratio efficiency of the resulting experiment. The utility of the proposed approach is validated by numerical studies. Representative results demonstrate that the optimized experiments allow for substantial reduction in the length of an MR fingerprinting acquisition, and substantial improvement in parameter estimation performance.

Demand side management in recycling and electricity retail pricing

NASA Astrophysics Data System (ADS)

Kazan, Osman

This dissertation addresses several problems from the recycling industry and electricity retail market. The first paper addresses a real-life scheduling problem faced by a national industrial recycling company. Based on their practices, a scheduling problem is defined, modeled, analyzed, and a solution is approximated efficiently. The recommended application is tested on the real-life data and randomly generated data. The scheduling improvements and the financial benefits are presented. The second problem is from electricity retail market. There are well-known patterns in daily usage in hours. These patterns change in shape and magnitude by seasons and days of the week. Generation costs are multiple times higher during the peak hours of the day. Yet most consumers purchase electricity at flat rates. This work explores analytic pricing tools to reduce peak load electricity demand for retailers. For that purpose, a nonlinear model that determines optimal hourly prices is established based on two major components: unit generation costs and consumers' utility. Both are analyzed and estimated empirically in the third paper. A pricing model is introduced to maximize the electric retailer's profit. As a result, a closed-form expression for the optimal price vector is obtained. Possible scenarios are evaluated for consumers' utility distribution. For the general case, we provide a numerical solution methodology to obtain the optimal pricing scheme. The models recommended are tested under various scenarios that consider consumer segmentation and multiple pricing policies. The recommended model reduces the peak load significantly in most cases. Several utility companies offer hourly pricing to their customers. They determine prices using historical data of unit electricity cost over time. In this dissertation we develop a nonlinear model that determines optimal hourly prices with parameter estimation. The last paper includes a regression analysis of the unit generation cost function obtained from Independent Service Operators. A consumer experiment is established to replicate the peak load behavior. As a result, consumers' utility function is estimated and optimal retail electricity prices are computed.

Airborne data measurement system errors reduction through state estimation and control optimization

NASA Astrophysics Data System (ADS)

Sebryakov, G. G.; Muzhichek, S. M.; Pavlov, V. I.; Ermolin, O. V.; Skrinnikov, A. A.

2018-02-01

The paper discusses the problem of airborne data measurement system errors reduction through state estimation and control optimization. The approaches are proposed based on the methods of experiment design and the theory of systems with random abrupt structure variation. The paper considers various control criteria as applied to an aircraft data measurement system. The physics of criteria is explained, the mathematical description and the sequence of steps for each criterion application is shown. The formula is given for airborne data measurement system state vector posterior estimation based for systems with structure variations.

Texas two-step: a framework for optimal multi-input single-output deconvolution.

PubMed

Neelamani, Ramesh; Deffenbaugh, Max; Baraniuk, Richard G

2007-11-01

Multi-input single-output deconvolution (MISO-D) aims to extract a deblurred estimate of a target signal from several blurred and noisy observations. This paper develops a new two step framework--Texas Two-Step--to solve MISO-D problems with known blurs. Texas Two-Step first reduces the MISO-D problem to a related single-input single-output deconvolution (SISO-D) problem by invoking the concept of sufficient statistics (SSs) and then solves the simpler SISO-D problem using an appropriate technique. The two-step framework enables new MISO-D techniques (both optimal and suboptimal) based on the rich suite of existing SISO-D techniques. In fact, the properties of SSs imply that a MISO-D algorithm is mean-squared-error optimal if and only if it can be rearranged to conform to the Texas Two-Step framework. Using this insight, we construct new wavelet- and curvelet-based MISO-D algorithms with asymptotically optimal performance. Simulated and real data experiments verify that the framework is indeed effective.

Econometrics of inventory holding and shortage costs: the case of refined gasoline

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

Krane, S.D.

1985-01-01

This thesis estimates a model of a firm's optimal inventory and production behavior in order to investigate the link between the role of inventories in the business cycle and the microeconomic incentives for holding stocks of finished goods. The goal is to estimate a set of structural cost function parameters that can be used to infer the optimal cyclical response of inventories and production to shocks in demand. To avoid problems associated with the use of value based aggregate inventory data, an industry level physical unit data set for refined motor gasoline is examined. The Euler equations for a refiner'smore » multiperiod decision problem are estimated using restrictions imposed by the rational expectations hypothesis. The model also embodies the fact that, in most periods, the level of shortages will be zero, and even when positive, the shortages are not directly observable in the data set. These two concerns lead us to use a generalized method of moments estimation technique on a functional form that resembles the formulation of a Tobit problem. The estimation results are disappointing; the model and data yield coefficient estimates incongruous with the cost function interpretations of the structural parameters. These is only some superficial evidence that production smoothing is significant and that marginal inventory shortage costs increase at a faster rate than do marginal holding costs.« less

Optimal design criteria - prediction vs. parameter estimation

NASA Astrophysics Data System (ADS)

Waldl, Helmut

2014-05-01

G-optimality is a popular design criterion for optimal prediction, it tries to minimize the kriging variance over the whole design region. A G-optimal design minimizes the maximum variance of all predicted values. If we use kriging methods for prediction it is self-evident to use the kriging variance as a measure of uncertainty for the estimates. Though the computation of the kriging variance and even more the computation of the empirical kriging variance is computationally very costly and finding the maximum kriging variance in high-dimensional regions can be time demanding such that we cannot really find the G-optimal design with nowadays available computer equipment in practice. We cannot always avoid this problem by using space-filling designs because small designs that minimize the empirical kriging variance are often non-space-filling. D-optimality is the design criterion related to parameter estimation. A D-optimal design maximizes the determinant of the information matrix of the estimates. D-optimality in terms of trend parameter estimation and D-optimality in terms of covariance parameter estimation yield basically different designs. The Pareto frontier of these two competing determinant criteria corresponds with designs that perform well under both criteria. Under certain conditions searching the G-optimal design on the above Pareto frontier yields almost as good results as searching the G-optimal design in the whole design region. In doing so the maximum of the empirical kriging variance has to be computed only a few times though. The method is demonstrated by means of a computer simulation experiment based on data provided by the Belgian institute Management Unit of the North Sea Mathematical Models (MUMM) that describe the evolution of inorganic and organic carbon and nutrients, phytoplankton, bacteria and zooplankton in the Southern Bight of the North Sea.

Fast optimal wavefront reconstruction for multi-conjugate adaptive optics using the Fourier domain preconditioned conjugate gradient algorithm.

PubMed

Vogel, Curtis R; Yang, Qiang

2006-08-21

We present two different implementations of the Fourier domain preconditioned conjugate gradient algorithm (FD-PCG) to efficiently solve the large structured linear systems that arise in optimal volume turbulence estimation, or tomography, for multi-conjugate adaptive optics (MCAO). We describe how to deal with several critical technical issues, including the cone coordinate transformation problem and sensor subaperture grid spacing. We also extend the FD-PCG approach to handle the deformable mirror fitting problem for MCAO.

TARGETED SEQUENTIAL DESIGN FOR TARGETED LEARNING INFERENCE OF THE OPTIMAL TREATMENT RULE AND ITS MEAN REWARD.

PubMed

Chambaz, Antoine; Zheng, Wenjing; van der Laan, Mark J

2017-01-01

This article studies the targeted sequential inference of an optimal treatment rule (TR) and its mean reward in the non-exceptional case, i.e. , assuming that there is no stratum of the baseline covariates where treatment is neither beneficial nor harmful, and under a companion margin assumption. Our pivotal estimator, whose definition hinges on the targeted minimum loss estimation (TMLE) principle, actually infers the mean reward under the current estimate of the optimal TR. This data-adaptive statistical parameter is worthy of interest on its own. Our main result is a central limit theorem which enables the construction of confidence intervals on both mean rewards under the current estimate of the optimal TR and under the optimal TR itself. The asymptotic variance of the estimator takes the form of the variance of an efficient influence curve at a limiting distribution, allowing to discuss the efficiency of inference. As a by product, we also derive confidence intervals on two cumulated pseudo-regrets, a key notion in the study of bandits problems. A simulation study illustrates the procedure. One of the corner-stones of the theoretical study is a new maximal inequality for martingales with respect to the uniform entropy integral.

Three-dimensional electrical impedance tomography: a topology optimization approach.

PubMed

Mello, Luís Augusto Motta; de Lima, Cícero Ribeiro; Amato, Marcelo Britto Passos; Lima, Raul Gonzalez; Silva, Emílio Carlos Nelli

2008-02-01

Electrical impedance tomography is a technique to estimate the impedance distribution within a domain, based on measurements on its boundary. In other words, given the mathematical model of the domain, its geometry and boundary conditions, a nonlinear inverse problem of estimating the electric impedance distribution can be solved. Several impedance estimation algorithms have been proposed to solve this problem. In this paper, we present a three-dimensional algorithm, based on the topology optimization method, as an alternative. A sequence of linear programming problems, allowing for constraints, is solved utilizing this method. In each iteration, the finite element method provides the electric potential field within the model of the domain. An electrode model is also proposed (thus, increasing the accuracy of the finite element results). The algorithm is tested using numerically simulated data and also experimental data, and absolute resistivity values are obtained. These results, corresponding to phantoms with two different conductive materials, exhibit relatively well-defined boundaries between them, and show that this is a practical and potentially useful technique to be applied to monitor lung aeration, including the possibility of imaging a pneumothorax.

Non-convex Statistical Optimization for Sparse Tensor Graphical Model

PubMed Central

Sun, Wei; Wang, Zhaoran; Liu, Han; Cheng, Guang

2016-01-01

We consider the estimation of sparse graphical models that characterize the dependency structure of high-dimensional tensor-valued data. To facilitate the estimation of the precision matrix corresponding to each way of the tensor, we assume the data follow a tensor normal distribution whose covariance has a Kronecker product structure. The penalized maximum likelihood estimation of this model involves minimizing a non-convex objective function. In spite of the non-convexity of this estimation problem, we prove that an alternating minimization algorithm, which iteratively estimates each sparse precision matrix while fixing the others, attains an estimator with the optimal statistical rate of convergence as well as consistent graph recovery. Notably, such an estimator achieves estimation consistency with only one tensor sample, which is unobserved in previous work. Our theoretical results are backed by thorough numerical studies. PMID:28316459

Improving stability margins in discrete-time LQG controllers

NASA Technical Reports Server (NTRS)

Oranc, B. Tarik; Phillips, Charles L.

1987-01-01

Some of the problems are discussed which are encountered in the design of discrete-time stochastic controllers for problems that may adequately be described by the Linear Quadratic Gaussian (LQG) assumptions; namely, the problems of obtaining acceptable relative stability, robustness, and disturbance rejection properties. A dynamic compensator is proposed to replace the optimal full state feedback regulator gains at steady state, provided that all states are measurable. The compensator increases the stability margins at the plant input, which may possibly be inadequate in practical applications. Though the optimal regulator has desirable properties the observer based controller as implemented with a Kalman filter, in a noisy environment, has inadequate stability margins. The proposed compensator is designed to match the return difference matrix at the plant input to that of the optimal regulator while maintaining the optimality of the state estimates as directed by the measurement noise characteristics.

Attention control learning in the decision space using state estimation

NASA Astrophysics Data System (ADS)

Gharaee, Zahra; Fatehi, Alireza; Mirian, Maryam S.; Nili Ahmadabadi, Majid

2016-05-01

The main goal of this paper is modelling attention while using it in efficient path planning of mobile robots. The key challenge in concurrently aiming these two goals is how to make an optimal, or near-optimal, decision in spite of time and processing power limitations, which inherently exist in a typical multi-sensor real-world robotic application. To efficiently recognise the environment under these two limitations, attention of an intelligent agent is controlled by employing the reinforcement learning framework. We propose an estimation method using estimated mixture-of-experts task and attention learning in perceptual space. An agent learns how to employ its sensory resources, and when to stop observing, by estimating its perceptual space. In this paper, static estimation of the state space in a learning task problem, which is examined in the WebotsTM simulator, is performed. Simulation results show that a robot learns how to achieve an optimal policy with a controlled cost by estimating the state space instead of continually updating sensory information.

Distributed weighted least-squares estimation with fast convergence for large-scale systems.

PubMed

Marelli, Damián Edgardo; Fu, Minyue

2015-01-01

In this paper we study a distributed weighted least-squares estimation problem for a large-scale system consisting of a network of interconnected sub-systems. Each sub-system is concerned with a subset of the unknown parameters and has a measurement linear in the unknown parameters with additive noise. The distributed estimation task is for each sub-system to compute the globally optimal estimate of its own parameters using its own measurement and information shared with the network through neighborhood communication. We first provide a fully distributed iterative algorithm to asymptotically compute the global optimal estimate. The convergence rate of the algorithm will be maximized using a scaling parameter and a preconditioning method. This algorithm works for a general network. For a network without loops, we also provide a different iterative algorithm to compute the global optimal estimate which converges in a finite number of steps. We include numerical experiments to illustrate the performances of the proposed methods.

Distributed weighted least-squares estimation with fast convergence for large-scale systems☆

PubMed Central

Marelli, Damián Edgardo; Fu, Minyue

2015-01-01

In this paper we study a distributed weighted least-squares estimation problem for a large-scale system consisting of a network of interconnected sub-systems. Each sub-system is concerned with a subset of the unknown parameters and has a measurement linear in the unknown parameters with additive noise. The distributed estimation task is for each sub-system to compute the globally optimal estimate of its own parameters using its own measurement and information shared with the network through neighborhood communication. We first provide a fully distributed iterative algorithm to asymptotically compute the global optimal estimate. The convergence rate of the algorithm will be maximized using a scaling parameter and a preconditioning method. This algorithm works for a general network. For a network without loops, we also provide a different iterative algorithm to compute the global optimal estimate which converges in a finite number of steps. We include numerical experiments to illustrate the performances of the proposed methods. PMID:25641976

Parameter estimation for chaotic systems using improved bird swarm algorithm

NASA Astrophysics Data System (ADS)

Xu, Chuangbiao; Yang, Renhuan

2017-12-01

Parameter estimation of chaotic systems is an important problem in nonlinear science and has aroused increasing interest of many research fields, which can be basically reduced to a multidimensional optimization problem. In this paper, an improved boundary bird swarm algorithm is used to estimate the parameters of chaotic systems. This algorithm can combine the good global convergence and robustness of the bird swarm algorithm and the exploitation capability of improved boundary learning strategy. Experiments are conducted on the Lorenz system and the coupling motor system. Numerical simulation results reveal the effectiveness and with desirable performance of IBBSA for parameter estimation of chaotic systems.

Coupling reconstruction and motion estimation for dynamic MRI through optical flow constraint

NASA Astrophysics Data System (ADS)

Zhao, Ningning; O'Connor, Daniel; Gu, Wenbo; Ruan, Dan; Basarab, Adrian; Sheng, Ke

2018-03-01

This paper addresses the problem of dynamic magnetic resonance image (DMRI) reconstruction and motion estimation jointly. Because of the inherent anatomical movements in DMRI acquisition, reconstruction of DMRI using motion estimation/compensation (ME/MC) has been explored under the compressed sensing (CS) scheme. In this paper, by embedding the intensity based optical flow (OF) constraint into the traditional CS scheme, we are able to couple the DMRI reconstruction and motion vector estimation. Moreover, the OF constraint is employed in a specific coarse resolution scale in order to reduce the computational complexity. The resulting optimization problem is then solved using a primal-dual algorithm due to its efficiency when dealing with nondifferentiable problems. Experiments on highly accelerated dynamic cardiac MRI with multiple receiver coils validate the performance of the proposed algorithm.

Axioms of adaptivity

PubMed Central

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

2014-01-01

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

A Novel Sensor Selection and Power Allocation Algorithm for Multiple-Target Tracking in an LPI Radar Network

PubMed Central

She, Ji; Wang, Fei; Zhou, Jianjiang

2016-01-01

Radar networks are proven to have numerous advantages over traditional monostatic and bistatic radar. With recent developments, radar networks have become an attractive platform due to their low probability of intercept (LPI) performance for target tracking. In this paper, a joint sensor selection and power allocation algorithm for multiple-target tracking in a radar network based on LPI is proposed. It is found that this algorithm can minimize the total transmitted power of a radar network on the basis of a predetermined mutual information (MI) threshold between the target impulse response and the reflected signal. The MI is required by the radar network system to estimate target parameters, and it can be calculated predictively with the estimation of target state. The optimization problem of sensor selection and power allocation, which contains two variables, is non-convex and it can be solved by separating power allocation problem from sensor selection problem. To be specific, the optimization problem of power allocation can be solved by using the bisection method for each sensor selection scheme. Also, the optimization problem of sensor selection can be solved by a lower complexity algorithm based on the allocated powers. According to the simulation results, it can be found that the proposed algorithm can effectively reduce the total transmitted power of a radar network, which can be conducive to improving LPI performance. PMID:28009819

Analysis of an optimization-based atomistic-to-continuum coupling method for point defects

DOE PAGES

Olson, Derek; Shapeev, Alexander V.; Bochev, Pavel B.; ...

2015-11-16

Here, we formulate and analyze an optimization-based Atomistic-to-Continuum (AtC) coupling method for problems with point defects. Application of a potential-based atomistic model near the defect core enables accurate simulation of the defect. Away from the core, where site energies become nearly independent of the lattice position, the method switches to a more efficient continuum model. The two models are merged by minimizing the mismatch of their states on an overlap region, subject to the atomistic and continuum force balance equations acting independently in their domains. We prove that the optimization problem is well-posed and establish error estimates.

Genetic Algorithm for Optimization: Preprocessing with n Dimensional Bisection and Error Estimation

NASA Technical Reports Server (NTRS)

Sen, S. K.; Shaykhian, Gholam Ali

2006-01-01

A knowledge of the appropriate values of the parameters of a genetic algorithm (GA) such as the population size, the shrunk search space containing the solution, crossover and mutation probabilities is not available a priori for a general optimization problem. Recommended here is a polynomial-time preprocessing scheme that includes an n-dimensional bisection and that determines the foregoing parameters before deciding upon an appropriate GA for all problems of similar nature and type. Such a preprocessing is not only fast but also enables us to get the global optimal solution and its reasonably narrow error bounds with a high degree of confidence.

Soft and hard classification by reproducing kernel Hilbert space methods.

PubMed

Wahba, Grace

2002-12-24

Reproducing kernel Hilbert space (RKHS) methods provide a unified context for solving a wide variety of statistical modelling and function estimation problems. We consider two such problems: We are given a training set [yi, ti, i = 1, em leader, n], where yi is the response for the ith subject, and ti is a vector of attributes for this subject. The value of y(i) is a label that indicates which category it came from. For the first problem, we wish to build a model from the training set that assigns to each t in an attribute domain of interest an estimate of the probability pj(t) that a (future) subject with attribute vector t is in category j. The second problem is in some sense less ambitious; it is to build a model that assigns to each t a label, which classifies a future subject with that t into one of the categories or possibly "none of the above." The approach to the first of these two problems discussed here is a special case of what is known as penalized likelihood estimation. The approach to the second problem is known as the support vector machine. We also note some alternate but closely related approaches to the second problem. These approaches are all obtained as solutions to optimization problems in RKHS. Many other problems, in particular the solution of ill-posed inverse problems, can be obtained as solutions to optimization problems in RKHS and are mentioned in passing. We caution the reader that although a large literature exists in all of these topics, in this inaugural article we are selectively highlighting work of the author, former students, and other collaborators.

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

PubMed

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

2009-01-01

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

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

PubMed Central

Bardhan, Jaydeep P.; Altman, Michael D.

2009-01-01

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

A Nonlinear Programming Perspective on Sensitivity Calculations for Systems Governed by State Equations

NASA Technical Reports Server (NTRS)

Lewis, Robert Michael

1997-01-01

This paper discusses the calculation of sensitivities. or derivatives, for optimization problems involving systems governed by differential equations and other state relations. The subject is examined from the point of view of nonlinear programming, beginning with the analytical structure of the first and second derivatives associated with such problems and the relation of these derivatives to implicit differentiation and equality constrained optimization. We also outline an error analysis of the analytical formulae and compare the results with similar results for finite-difference estimates of derivatives. We then attend to an investigation of the nature of the adjoint method and the adjoint equations and their relation to directions of steepest descent. We illustrate the points discussed with an optimization problem in which the variables are the coefficients in a differential operator.

Identification of groundwater flow parameters using reciprocal data from hydraulic interference tests

NASA Astrophysics Data System (ADS)

Marinoni, Marianna; Delay, Frederick; Ackerer, Philippe; Riva, Monica; Guadagnini, Alberto

2016-08-01

We investigate the effect of considering reciprocal drawdown curves for the characterization of hydraulic properties of aquifer systems through inverse modeling based on interference well testing. Reciprocity implies that drawdown observed in a well B when pumping takes place from well A should strictly coincide with the drawdown observed in A when pumping in B with the same flow rate as in A. In this context, a critical point related to applications of hydraulic tomography is the assessment of the number of available independent drawdown data and their impact on the solution of the inverse problem. The issue arises when inverse modeling relies upon mathematical formulations of the classical single-continuum approach to flow in porous media grounded on Darcy's law. In these cases, introducing reciprocal drawdown curves in the database of an inverse problem is equivalent to duplicate some information, to a certain extent. We present a theoretical analysis of the way a Least-Square objective function and a Levenberg-Marquardt minimization algorithm are affected by the introduction of reciprocal information in the inverse problem. We also investigate the way these reciprocal data, eventually corrupted by measurement errors, influence model parameter identification in terms of: (a) the convergence of the inverse model, (b) the optimal values of parameter estimates, and (c) the associated estimation uncertainty. Our theoretical findings are exemplified through a suite of computational examples focused on block-heterogeneous systems with increased complexity level. We find that the introduction of noisy reciprocal information in the objective function of the inverse problem has a very limited influence on the optimal parameter estimates. Convergence of the inverse problem improves when adding diverse (nonreciprocal) drawdown series, but does not improve when reciprocal information is added to condition the flow model. The uncertainty on optimal parameter estimates is influenced by the strength of measurement errors and it is not significantly diminished or increased by adding noisy reciprocal information.

A multipopulation PSO based memetic algorithm for permutation flow shop scheduling.

PubMed

Liu, Ruochen; Ma, Chenlin; Ma, Wenping; Li, Yangyang

2013-01-01

The permutation flow shop scheduling problem (PFSSP) is part of production scheduling, which belongs to the hardest combinatorial optimization problem. In this paper, a multipopulation particle swarm optimization (PSO) based memetic algorithm (MPSOMA) is proposed in this paper. In the proposed algorithm, the whole particle swarm population is divided into three subpopulations in which each particle evolves itself by the standard PSO and then updates each subpopulation by using different local search schemes such as variable neighborhood search (VNS) and individual improvement scheme (IIS). Then, the best particle of each subpopulation is selected to construct a probabilistic model by using estimation of distribution algorithm (EDA) and three particles are sampled from the probabilistic model to update the worst individual in each subpopulation. The best particle in the entire particle swarm is used to update the global optimal solution. The proposed MPSOMA is compared with two recently proposed algorithms, namely, PSO based memetic algorithm (PSOMA) and hybrid particle swarm optimization with estimation of distribution algorithm (PSOEDA), on 29 well-known PFFSPs taken from OR-library, and the experimental results show that it is an effective approach for the PFFSP.

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.

Optimal estimation of recurrence structures from time series

NASA Astrophysics Data System (ADS)

beim Graben, Peter; Sellers, Kristin K.; Fröhlich, Flavio; Hutt, Axel

2016-05-01

Recurrent temporal dynamics is a phenomenon observed frequently in high-dimensional complex systems and its detection is a challenging task. Recurrence quantification analysis utilizing recurrence plots may extract such dynamics, however it still encounters an unsolved pertinent problem: the optimal selection of distance thresholds for estimating the recurrence structure of dynamical systems. The present work proposes a stochastic Markov model for the recurrent dynamics that allows for the analytical derivation of a criterion for the optimal distance threshold. The goodness of fit is assessed by a utility function which assumes a local maximum for that threshold reflecting the optimal estimate of the system's recurrence structure. We validate our approach by means of the nonlinear Lorenz system and its linearized stochastic surrogates. The final application to neurophysiological time series obtained from anesthetized animals illustrates the method and reveals novel dynamic features of the underlying system. We propose the number of optimal recurrence domains as a statistic for classifying an animals' state of consciousness.

A tight upper bound for quadratic knapsack problems in grid-based wind farm layout optimization

NASA Astrophysics Data System (ADS)

Quan, Ning; Kim, Harrison M.

2018-03-01

The 0-1 quadratic knapsack problem (QKP) in wind farm layout optimization models possible turbine locations as nodes, and power loss due to wake effects between pairs of turbines as edges in a complete graph. The goal is to select up to a certain number of turbine locations such that the sum of selected node and edge coefficients is maximized. Finding the optimal solution to the QKP is difficult in general, but it is possible to obtain a tight upper bound on the QKP's optimal value which facilitates the use of heuristics to solve QKPs by giving a good estimate of the optimality gap of any feasible solution. This article applies an upper bound method that is especially well-suited to QKPs in wind farm layout optimization due to certain features of the formulation that reduce the computational complexity of calculating the upper bound. The usefulness of the upper bound was demonstrated by assessing the performance of the greedy algorithm for solving QKPs in wind farm layout optimization. The results show that the greedy algorithm produces good solutions within 4% of the optimal value for small to medium sized problems considered in this article.

Optimal pattern synthesis for speech recognition based on principal component analysis

NASA Astrophysics Data System (ADS)

Korsun, O. N.; Poliyev, A. V.

2018-02-01

The algorithm for building an optimal pattern for the purpose of automatic speech recognition, which increases the probability of correct recognition, is developed and presented in this work. The optimal pattern forming is based on the decomposition of an initial pattern to principal components, which enables to reduce the dimension of multi-parameter optimization problem. At the next step the training samples are introduced and the optimal estimates for principal components decomposition coefficients are obtained by a numeric parameter optimization algorithm. Finally, we consider the experiment results that show the improvement in speech recognition introduced by the proposed optimization algorithm.

An efficient assisted history matching and uncertainty quantification workflow using Gaussian processes proxy models and variogram based sensitivity analysis: GP-VARS

NASA Astrophysics Data System (ADS)

Rana, Sachin; Ertekin, Turgay; King, Gregory R.

2018-05-01

Reservoir history matching is frequently viewed as an optimization problem which involves minimizing misfit between simulated and observed data. Many gradient and evolutionary strategy based optimization algorithms have been proposed to solve this problem which typically require a large number of numerical simulations to find feasible solutions. Therefore, a new methodology referred to as GP-VARS is proposed in this study which uses forward and inverse Gaussian processes (GP) based proxy models combined with a novel application of variogram analysis of response surface (VARS) based sensitivity analysis to efficiently solve high dimensional history matching problems. Empirical Bayes approach is proposed to optimally train GP proxy models for any given data. The history matching solutions are found via Bayesian optimization (BO) on forward GP models and via predictions of inverse GP model in an iterative manner. An uncertainty quantification method using MCMC sampling in conjunction with GP model is also presented to obtain a probabilistic estimate of reservoir properties and estimated ultimate recovery (EUR). An application of the proposed GP-VARS methodology on PUNQ-S3 reservoir is presented in which it is shown that GP-VARS provides history match solutions in approximately four times less numerical simulations as compared to the differential evolution (DE) algorithm. Furthermore, a comparison of uncertainty quantification results obtained by GP-VARS, EnKF and other previously published methods shows that the P50 estimate of oil EUR obtained by GP-VARS is in close agreement to the true values for the PUNQ-S3 reservoir.

Model-Based Optimal Experimental Design for Complex Physical Systems

DTIC Science & Technology

2015-12-03

for public release. magnitude reduction in estimator error required to make solving the exact optimal design problem tractable. Instead of using a naive...for designing a sequence of experiments uses suboptimal approaches: batch design that has no feedback, or greedy ( myopic ) design that optimally...approved for public release. Equation 1 is difficult to solve directly, but can be expressed in an equivalent form using the principle of dynamic programming

An Analytical Planning Model to Estimate the Optimal Density of Charging Stations for Electric Vehicles

PubMed Central

Ahn, Yongjun; Yeo, Hwasoo

2015-01-01

The charging infrastructure location problem is becoming more significant due to the extensive adoption of electric vehicles. Efficient charging station planning can solve deeply rooted problems, such as driving-range anxiety and the stagnation of new electric vehicle consumers. In the initial stage of introducing electric vehicles, the allocation of charging stations is difficult to determine due to the uncertainty of candidate sites and unidentified charging demands, which are determined by diverse variables. This paper introduces the Estimating the Required Density of EV Charging (ERDEC) stations model, which is an analytical approach to estimating the optimal density of charging stations for certain urban areas, which are subsequently aggregated to city level planning. The optimal charging station’s density is derived to minimize the total cost. A numerical study is conducted to obtain the correlations among the various parameters in the proposed model, such as regional parameters, technological parameters and coefficient factors. To investigate the effect of technological advances, the corresponding changes in the optimal density and total cost are also examined by various combinations of technological parameters. Daejeon city in South Korea is selected for the case study to examine the applicability of the model to real-world problems. With real taxi trajectory data, the optimal density map of charging stations is generated. These results can provide the optimal number of chargers for driving without driving-range anxiety. In the initial planning phase of installing charging infrastructure, the proposed model can be applied to a relatively extensive area to encourage the usage of electric vehicles, especially areas that lack information, such as exact candidate sites for charging stations and other data related with electric vehicles. The methods and results of this paper can serve as a planning guideline to facilitate the extensive adoption of electric vehicles. PMID:26575845

Economic evaluation of interventions for problem drinking and alcohol dependence: cost per QALY estimates.

PubMed

Mortimer, Duncan; Segal, Leonie

2005-01-01

To compare the performance of competing and complementary interventions for prevention or treatment of problem drinking and alcohol dependence. To provide an example of how health maximising decision-makers might use performance measures such as cost per quality adjusted life year (QALY) league tables to formulate an optimal package of interventions for problem drinking and alcohol dependence. A time-dependent state-transition model was used to estimate QALYs gained per person for each intervention as compared to usual care in the relevant target population. Cost per QALY estimates for each of the interventions fall below any putative funding threshold for developed economies. Interventions for problem drinkers appear to offer better value than interventions targeted at those with a history of severe physical dependence. Formularies such as Australia's Medicare should include a comprehensive package of interventions for problem drinking and alcohol dependence.

A hybrid neural networks-fuzzy logic-genetic algorithm for grade estimation

NASA Astrophysics Data System (ADS)

Tahmasebi, Pejman; Hezarkhani, Ardeshir

2012-05-01

The grade estimation is a quite important and money/time-consuming stage in a mine project, which is considered as a challenge for the geologists and mining engineers due to the structural complexities in mineral ore deposits. To overcome this problem, several artificial intelligence techniques such as Artificial Neural Networks (ANN) and Fuzzy Logic (FL) have recently been employed with various architectures and properties. However, due to the constraints of both methods, they yield the desired results only under the specific circumstances. As an example, one major problem in FL is the difficulty of constructing the membership functions (MFs).Other problems such as architecture and local minima could also be located in ANN designing. Therefore, a new methodology is presented in this paper for grade estimation. This method which is based on ANN and FL is called "Coactive Neuro-Fuzzy Inference System" (CANFIS) which combines two approaches, ANN and FL. The combination of these two artificial intelligence approaches is achieved via the verbal and numerical power of intelligent systems. To improve the performance of this system, a Genetic Algorithm (GA) - as a well-known technique to solve the complex optimization problems - is also employed to optimize the network parameters including learning rate, momentum of the network and the number of MFs for each input. A comparison of these techniques (ANN, Adaptive Neuro-Fuzzy Inference System or ANFIS) with this new method (CANFIS-GA) is also carried out through a case study in Sungun copper deposit, located in East-Azerbaijan, Iran. The results show that CANFIS-GA could be a faster and more accurate alternative to the existing time-consuming methodologies for ore grade estimation and that is, therefore, suggested to be applied for grade estimation in similar problems.

A hybrid neural networks-fuzzy logic-genetic algorithm for grade estimation

PubMed Central

Tahmasebi, Pejman; Hezarkhani, Ardeshir

2012-01-01

The grade estimation is a quite important and money/time-consuming stage in a mine project, which is considered as a challenge for the geologists and mining engineers due to the structural complexities in mineral ore deposits. To overcome this problem, several artificial intelligence techniques such as Artificial Neural Networks (ANN) and Fuzzy Logic (FL) have recently been employed with various architectures and properties. However, due to the constraints of both methods, they yield the desired results only under the specific circumstances. As an example, one major problem in FL is the difficulty of constructing the membership functions (MFs).Other problems such as architecture and local minima could also be located in ANN designing. Therefore, a new methodology is presented in this paper for grade estimation. This method which is based on ANN and FL is called “Coactive Neuro-Fuzzy Inference System” (CANFIS) which combines two approaches, ANN and FL. The combination of these two artificial intelligence approaches is achieved via the verbal and numerical power of intelligent systems. To improve the performance of this system, a Genetic Algorithm (GA) – as a well-known technique to solve the complex optimization problems – is also employed to optimize the network parameters including learning rate, momentum of the network and the number of MFs for each input. A comparison of these techniques (ANN, Adaptive Neuro-Fuzzy Inference System or ANFIS) with this new method (CANFIS–GA) is also carried out through a case study in Sungun copper deposit, located in East-Azerbaijan, Iran. The results show that CANFIS–GA could be a faster and more accurate alternative to the existing time-consuming methodologies for ore grade estimation and that is, therefore, suggested to be applied for grade estimation in similar problems. PMID:25540468

Boundary Korn Inequality and Neumann Problems in Homogenization of Systems of Elasticity

NASA Astrophysics Data System (ADS)

Geng, Jun; Shen, Zhongwei; Song, Liang

2017-06-01

This paper is concerned with a family of elliptic systems of linear elasticity with rapidly oscillating periodic coefficients, arising in the theory of homogenization. We establish uniform optimal regularity estimates for solutions of Neumann problems in a bounded Lipschitz domain with L 2 boundary data. The proof relies on a boundary Korn inequality for solutions of systems of linear elasticity and uses a large-scale Rellich estimate obtained in Shen (Anal PDE, arXiv:1505.00694v2).

Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost

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

Bokanowski, Olivier, E-mail: boka@math.jussieu.fr; Picarelli, Athena, E-mail: athena.picarelli@inria.fr; Zidani, Hasnaa, E-mail: hasnaa.zidani@ensta.fr

2015-02-15

This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system ofmore » controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach.« less

Exponential instability in the fractional Calderón problem

NASA Astrophysics Data System (ADS)

Rüland, Angkana; Salo, Mikko

2018-04-01

In this paper we prove the exponential instability of the fractional Calderón problem and thus prove the optimality of the logarithmic stability estimate from Rüland and Salo (2017 arXiv:1708.06294). In order to infer this result, we follow the strategy introduced by Mandache in (2001 Inverse Problems 17 1435) for the standard Calderón problem. Here we exploit a close relation between the fractional Calderón problem and the classical Poisson operator. Moreover, using the construction of a suitable orthonormal basis, we also prove (almost) optimality of the Runge approximation result for the fractional Laplacian, which was derived in Rüland and Salo (2017 arXiv:1708.06294). Finally, in one dimension, we show a close relation between the fractional Calderón problem and the truncated Hilbert transform.

Local classifier weighting by quadratic programming.

PubMed

Cevikalp, Hakan; Polikar, Robi

2008-10-01

It has been widely accepted that the classification accuracy can be improved by combining outputs of multiple classifiers. However, how to combine multiple classifiers with various (potentially conflicting) decisions is still an open problem. A rich collection of classifier combination procedures -- many of which are heuristic in nature -- have been developed for this goal. In this brief, we describe a dynamic approach to combine classifiers that have expertise in different regions of the input space. To this end, we use local classifier accuracy estimates to weight classifier outputs. Specifically, we estimate local recognition accuracies of classifiers near a query sample by utilizing its nearest neighbors, and then use these estimates to find the best weights of classifiers to label the query. The problem is formulated as a convex quadratic optimization problem, which returns optimal nonnegative classifier weights with respect to the chosen objective function, and the weights ensure that locally most accurate classifiers are weighted more heavily for labeling the query sample. Experimental results on several data sets indicate that the proposed weighting scheme outperforms other popular classifier combination schemes, particularly on problems with complex decision boundaries. Hence, the results indicate that local classification-accuracy-based combination techniques are well suited for decision making when the classifiers are trained by focusing on different regions of the input space.

Optimal estimation and scheduling in aquifer management using the rapid feedback control method

NASA Astrophysics Data System (ADS)

Ghorbanidehno, Hojat; Kokkinaki, Amalia; Kitanidis, Peter K.; Darve, Eric

2017-12-01

Management of water resources systems often involves a large number of parameters, as in the case of large, spatially heterogeneous aquifers, and a large number of "noisy" observations, as in the case of pressure observation in wells. Optimizing the operation of such systems requires both searching among many possible solutions and utilizing new information as it becomes available. However, the computational cost of this task increases rapidly with the size of the problem to the extent that textbook optimization methods are practically impossible to apply. In this paper, we present a new computationally efficient technique as a practical alternative for optimally operating large-scale dynamical systems. The proposed method, which we term Rapid Feedback Controller (RFC), provides a practical approach for combined monitoring, parameter estimation, uncertainty quantification, and optimal control for linear and nonlinear systems with a quadratic cost function. For illustration, we consider the case of a weakly nonlinear uncertain dynamical system with a quadratic objective function, specifically a two-dimensional heterogeneous aquifer management problem. To validate our method, we compare our results with the linear quadratic Gaussian (LQG) method, which is the basic approach for feedback control. We show that the computational cost of the RFC scales only linearly with the number of unknowns, a great improvement compared to the basic LQG control with a computational cost that scales quadratically. We demonstrate that the RFC method can obtain the optimal control values at a greatly reduced computational cost compared to the conventional LQG algorithm with small and controllable losses in the accuracy of the state and parameter estimation.

A Systematic Approach to Sensor Selection for Aircraft Engine Health Estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2009-01-01

A systematic approach for selecting an optimal suite of sensors for on-board aircraft gas turbine engine health estimation is presented. The methodology optimally chooses the engine sensor suite and the model tuning parameter vector to minimize the Kalman filter mean squared estimation error in the engine s health parameters or other unmeasured engine outputs. This technique specifically addresses the underdetermined estimation problem where there are more unknown system health parameters representing degradation than available sensor measurements. This paper presents the theoretical estimation error equations, and describes the optimization approach that is applied to select the sensors and model tuning parameters to minimize these errors. Two different model tuning parameter vector selection approaches are evaluated: the conventional approach of selecting a subset of health parameters to serve as the tuning parameters, and an alternative approach that selects tuning parameters as a linear combination of all health parameters. Results from the application of the technique to an aircraft engine simulation are presented, and compared to those from an alternative sensor selection strategy.

Sampling design optimization for spatial functions

USGS Publications Warehouse

Olea, R.A.

1984-01-01

A new procedure is presented for minimizing the sampling requirements necessary to estimate a mappable spatial function at a specified level of accuracy. The technique is based on universal kriging, an estimation method within the theory of regionalized variables. Neither actual implementation of the sampling nor universal kriging estimations are necessary to make an optimal design. The average standard error and maximum standard error of estimation over the sampling domain are used as global indices of sampling efficiency. The procedure optimally selects those parameters controlling the magnitude of the indices, including the density and spatial pattern of the sample elements and the number of nearest sample elements used in the estimation. As an illustration, the network of observation wells used to monitor the water table in the Equus Beds of Kansas is analyzed and an improved sampling pattern suggested. This example demonstrates the practical utility of the procedure, which can be applied equally well to other spatial sampling problems, as the procedure is not limited by the nature of the spatial function. ?? 1984 Plenum Publishing Corporation.

Targeted Pressure Management During CO 2 Sequestration: Optimization of Well Placement and Brine Extraction

DOE PAGES

Cihan, Abdullah; Birkholzer, Jens; Bianchi, Marco

2014-12-31

Large-scale pressure increases resulting from carbon dioxide (CO 2) injection in the subsurface can potentially impact caprock integrity, induce reactivation of critically stressed faults, and drive CO 2 or brine through conductive features into shallow groundwater. Pressure management involving the extraction of native fluids from storage formations can be used to minimize pressure increases while maximizing CO2 storage. However, brine extraction requires pumping, transportation, possibly treatment, and disposal of substantial volumes of extracted brackish or saline water, all of which can be technically challenging and expensive. This paper describes a constrained differential evolution (CDE) algorithm for optimal well placement andmore » injection/ extraction control with the goal of minimizing brine extraction while achieving predefined pressure contraints. The CDE methodology was tested for a simple optimization problem whose solution can be partially obtained with a gradient-based optimization methodology. The CDE successfully estimated the true global optimum for both extraction well location and extraction rate, needed for the test problem. A more complex example application of the developed strategy was also presented for a hypothetical CO 2 storage scenario in a heterogeneous reservoir consisting of a critically stressed fault nearby an injection zone. Through the CDE optimization algorithm coupled to a numerical vertically-averaged reservoir model, we successfully estimated optimal rates and locations for CO 2 injection and brine extraction wells while simultaneously satisfying multiple pressure buildup constraints to avoid fault activation and caprock fracturing. The study shows that the CDE methodology is a very promising tool to solve also other optimization problems related to GCS, such as reducing ‘Area of Review’, monitoring design, reducing risk of leakage and increasing storage capacity and trapping.« less

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.

Estimates of the absolute error and a scheme for an approximate solution to scheduling problems

NASA Astrophysics Data System (ADS)

Lazarev, A. A.

2009-02-01

An approach is proposed for estimating absolute errors and finding approximate solutions to classical NP-hard scheduling problems of minimizing the maximum lateness for one or many machines and makespan is minimized. The concept of a metric (distance) between instances of the problem is introduced. The idea behind the approach is, given the problem instance, to construct another instance for which an optimal or approximate solution can be found at the minimum distance from the initial instance in the metric introduced. Instead of solving the original problem (instance), a set of approximating polynomially/pseudopolynomially solvable problems (instances) are considered, an instance at the minimum distance from the given one is chosen, and the resulting schedule is then applied to the original instance.

Portfolio optimization and the random magnet problem

NASA Astrophysics Data System (ADS)

Rosenow, B.; Plerou, V.; Gopikrishnan, P.; Stanley, H. E.

2002-08-01

Diversification of an investment into independently fluctuating assets reduces its risk. In reality, movements of assets are mutually correlated and therefore knowledge of cross-correlations among asset price movements are of great importance. Our results support the possibility that the problem of finding an investment in stocks which exposes invested funds to a minimum level of risk is analogous to the problem of finding the magnetization of a random magnet. The interactions for this "random magnet problem" are given by the cross-correlation matrix C of stock returns. We find that random matrix theory allows us to make an estimate for C which outperforms the standard estimate in terms of constructing an investment which carries a minimum level of risk.

Asynchronous machine rotor speed estimation using a tabulated numerical approach

NASA Astrophysics Data System (ADS)

Nguyen, Huu Phuc; De Miras, Jérôme; Charara, Ali; Eltabach, Mario; Bonnet, Stéphane

2017-12-01

This paper proposes a new method to estimate the rotor speed of the asynchronous machine by looking at the estimation problem as a nonlinear optimal control problem. The behavior of the nonlinear plant model is approximated off-line as a prediction map using a numerical one-step time discretization obtained from simulations. At each time-step, the speed of the induction machine is selected satisfying the dynamic fitting problem between the plant output and the predicted output, leading the system to adopt its dynamical behavior. Thanks to the limitation of the prediction horizon to a single time-step, the execution time of the algorithm can be completely bounded. It can thus easily be implemented and embedded into a real-time system to observe the speed of the real induction motor. Simulation results show the performance and robustness of the proposed estimator.

On estimating the phase of periodic waveform in additive Gaussian noise, part 2

NASA Astrophysics Data System (ADS)

Rauch, L. L.

1984-11-01

Motivated by advances in signal processing technology that support more complex algorithms, a new look is taken at the problem of estimating the phase and other parameters of a periodic waveform in additive Gaussian noise. The general problem was introduced and the maximum a posteriori probability criterion with signal space interpretation was used to obtain the structures of optimum and some suboptimum phase estimators for known constant frequency and unknown constant phase with an a priori distribution. Optimal algorithms are obtained for some cases where the frequency is a parameterized function of time with the unknown parameters and phase having a joint a priori distribution. In the last section, the intrinsic and extrinsic geometry of hypersurfaces is introduced to provide insight to the estimation problem for the small noise and large noise cases.

On Estimating the Phase of Periodic Waveform in Additive Gaussian Noise, Part 2

NASA Technical Reports Server (NTRS)

Rauch, L. L.

1984-01-01

Motivated by advances in signal processing technology that support more complex algorithms, a new look is taken at the problem of estimating the phase and other parameters of a periodic waveform in additive Gaussian noise. The general problem was introduced and the maximum a posteriori probability criterion with signal space interpretation was used to obtain the structures of optimum and some suboptimum phase estimators for known constant frequency and unknown constant phase with an a priori distribution. Optimal algorithms are obtained for some cases where the frequency is a parameterized function of time with the unknown parameters and phase having a joint a priori distribution. In the last section, the intrinsic and extrinsic geometry of hypersurfaces is introduced to provide insight to the estimation problem for the small noise and large noise cases.

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.

A continuous GRASP to determine the relationship between drugs and adverse reactions

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

Hirsch, Michael J.; Meneses, Claudio N.; Pardalos, Panos M.

2007-11-05

Adverse drag reactions (ADRs) are estimated to be one of the leading causes of death. Many national and international agencies have set up databases of ADR reports for the express purpose of determining the relationship between drugs and adverse reactions that they cause. We formulate the drug-reaction relationship problem as a continuous optimization problem and utilize C-GRASP, a new continuous global optimization heuristic, to approximately determine the relationship between drugs and adverse reactions. Our approach is compared against others in the literature and is shown to find better solutions.

Regularizing portfolio optimization

NASA Astrophysics Data System (ADS)

Still, Susanne; Kondor, Imre

2010-07-01

The optimization of large portfolios displays an inherent instability due to estimation error. This poses a fundamental problem, because solutions that are not stable under sample fluctuations may look optimal for a given sample, but are, in effect, very far from optimal with respect to the average risk. In this paper, we approach the problem from the point of view of statistical learning theory. The occurrence of the instability is intimately related to over-fitting, which can be avoided using known regularization methods. We show how regularized portfolio optimization with the expected shortfall as a risk measure is related to support vector regression. The budget constraint dictates a modification. We present the resulting optimization problem and discuss the solution. The L2 norm of the weight vector is used as a regularizer, which corresponds to a diversification 'pressure'. This means that diversification, besides counteracting downward fluctuations in some assets by upward fluctuations in others, is also crucial because it improves the stability of the solution. The approach we provide here allows for the simultaneous treatment of optimization and diversification in one framework that enables the investor to trade off between the two, depending on the size of the available dataset.

Optimal Computing Budget Allocation for Particle Swarm Optimization in Stochastic Optimization.

PubMed

Zhang, Si; Xu, Jie; Lee, Loo Hay; Chew, Ek Peng; Wong, Wai Peng; Chen, Chun-Hung

2017-04-01

Particle Swarm Optimization (PSO) is a popular metaheuristic for deterministic optimization. Originated in the interpretations of the movement of individuals in a bird flock or fish school, PSO introduces the concept of personal best and global best to simulate the pattern of searching for food by flocking and successfully translate the natural phenomena to the optimization of complex functions. Many real-life applications of PSO cope with stochastic problems. To solve a stochastic problem using PSO, a straightforward approach is to equally allocate computational effort among all particles and obtain the same number of samples of fitness values. This is not an efficient use of computational budget and leaves considerable room for improvement. This paper proposes a seamless integration of the concept of optimal computing budget allocation (OCBA) into PSO to improve the computational efficiency of PSO for stochastic optimization problems. We derive an asymptotically optimal allocation rule to intelligently determine the number of samples for all particles such that the PSO algorithm can efficiently select the personal best and global best when there is stochastic estimation noise in fitness values. We also propose an easy-to-implement sequential procedure. Numerical tests show that our new approach can obtain much better results using the same amount of computational effort.

Optimal Computing Budget Allocation for Particle Swarm Optimization in Stochastic Optimization

PubMed Central

Zhang, Si; Xu, Jie; Lee, Loo Hay; Chew, Ek Peng; Chen, Chun-Hung

2017-01-01

Particle Swarm Optimization (PSO) is a popular metaheuristic for deterministic optimization. Originated in the interpretations of the movement of individuals in a bird flock or fish school, PSO introduces the concept of personal best and global best to simulate the pattern of searching for food by flocking and successfully translate the natural phenomena to the optimization of complex functions. Many real-life applications of PSO cope with stochastic problems. To solve a stochastic problem using PSO, a straightforward approach is to equally allocate computational effort among all particles and obtain the same number of samples of fitness values. This is not an efficient use of computational budget and leaves considerable room for improvement. This paper proposes a seamless integration of the concept of optimal computing budget allocation (OCBA) into PSO to improve the computational efficiency of PSO for stochastic optimization problems. We derive an asymptotically optimal allocation rule to intelligently determine the number of samples for all particles such that the PSO algorithm can efficiently select the personal best and global best when there is stochastic estimation noise in fitness values. We also propose an easy-to-implement sequential procedure. Numerical tests show that our new approach can obtain much better results using the same amount of computational effort. PMID:29170617

Is the Rational Addiction model inherently impossible to estimate?

PubMed

Laporte, Audrey; Dass, Adrian Rohit; Ferguson, Brian S

2017-07-01

The Rational Addiction (RA) model is increasingly often estimated using individual level panel data with mixed results; in particular, with regard to the implied rate of time discount. This paper suggests that the odd values of the rate of discount frequently found in the literature may in fact be a consequence of the saddle-point dynamics associated with individual level inter-temporal optimization problems. We report the results of Monte Carlo experiments estimating RA-type difference equations that seem to suggest the possibility that the presence of both a stable and an unstable root in the dynamic process may create serious problems for the estimation of RA equations. Copyright © 2016 Elsevier B.V. All rights reserved.

A channel estimation scheme for MIMO-OFDM systems

NASA Astrophysics Data System (ADS)

He, Chunlong; Tian, Chu; Li, Xingquan; Zhang, Ce; Zhang, Shiqi; Liu, Chaowen

2017-08-01

In view of the contradiction of the time-domain least squares (LS) channel estimation performance and the practical realization complexity, a reduced complexity channel estimation method for multiple input multiple output-orthogonal frequency division multiplexing (MIMO-OFDM) based on pilot is obtained. This approach can transform the complexity of MIMO-OFDM channel estimation problem into a simple single input single output-orthogonal frequency division multiplexing (SISO-OFDM) channel estimation problem and therefore there is no need for large matrix pseudo-inverse, which greatly reduces the complexity of algorithms. Simulation results show that the bit error rate (BER) performance of the obtained method with time orthogonal training sequences and linear minimum mean square error (LMMSE) criteria is better than that of time-domain LS estimator and nearly optimal performance.

Adaptation of a Fast Optimal Interpolation Algorithm to the Mapping of Oceangraphic Data

NASA Technical Reports Server (NTRS)

Menemenlis, Dimitris; Fieguth, Paul; Wunsch, Carl; Willsky, Alan

1997-01-01

A fast, recently developed, multiscale optimal interpolation algorithm has been adapted to the mapping of hydrographic and other oceanographic data. This algorithm produces solution and error estimates which are consistent with those obtained from exact least squares methods, but at a small fraction of the computational cost. Problems whose solution would be completely impractical using exact least squares, that is, problems with tens or hundreds of thousands of measurements and estimation grid points, can easily be solved on a small workstation using the multiscale algorithm. In contrast to methods previously proposed for solving large least squares problems, our approach provides estimation error statistics while permitting long-range correlations, using all measurements, and permitting arbitrary measurement locations. The multiscale algorithm itself, published elsewhere, is not the focus of this paper. However, the algorithm requires statistical models having a very particular multiscale structure; it is the development of a class of multiscale statistical models, appropriate for oceanographic mapping problems, with which we concern ourselves in this paper. The approach is illustrated by mapping temperature in the northeastern Pacific. The number of hydrographic stations is kept deliberately small to show that multiscale and exact least squares results are comparable. A portion of the data were not used in the analysis; these data serve to test the multiscale estimates. A major advantage of the present approach is the ability to repeat the estimation procedure a large number of times for sensitivity studies, parameter estimation, and model testing. We have made available by anonymous Ftp a set of MATLAB-callable routines which implement the multiscale algorithm and the statistical models developed in this paper.

An adjoint-based simultaneous estimation method of the asthenosphere's viscosity and afterslip using a fast and scalable finite-element adjoint solver

NASA Astrophysics Data System (ADS)

Agata, Ryoichiro; Ichimura, Tsuyoshi; Hori, Takane; Hirahara, Kazuro; Hashimoto, Chihiro; Hori, Muneo

2018-04-01

The simultaneous estimation of the asthenosphere's viscosity and coseismic slip/afterslip is expected to improve largely the consistency of the estimation results to observation data of crustal deformation collected in widely spread observation points, compared to estimations of slips only. Such an estimate can be formulated as a non-linear inverse problem of material properties of viscosity and input force that is equivalent to fault slips based on large-scale finite-element (FE) modeling of crustal deformation, in which the degree of freedom is in the order of 109. We formulated and developed a computationally efficient adjoint-based estimation method for this inverse problem, together with a fast and scalable FE solver for the associated forward and adjoint problems. In a numerical experiment that imitates the 2011 Tohoku-Oki earthquake, the advantage of the proposed method is confirmed by comparing the estimated results with those obtained using simplified estimation methods. The computational cost required for the optimization shows that the proposed method enabled the targeted estimation to be completed with moderate amount of computational resources.

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 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.

Fast myopic 2D-SIM super resolution microscopy with joint modulation pattern estimation

NASA Astrophysics Data System (ADS)

Orieux, François; Loriette, Vincent; Olivo-Marin, Jean-Christophe; Sepulveda, Eduardo; Fragola, Alexandra

2017-12-01

Super-resolution in structured illumination microscopy (SIM) is obtained through de-aliasing of modulated raw images, in which high frequencies are measured indirectly inside the optical transfer function. Usual approaches that use 9 or 15 images are often too slow for dynamic studies. Moreover, as experimental conditions change with time, modulation parameters must be estimated within the images. This paper tackles the problem of image reconstruction for fast super resolution in SIM, where the number of available raw images is reduced to four instead of nine or fifteen. Within an optimization framework, the solution is inferred via a joint myopic criterion for image and modulation (or acquisition) parameters, leading to what is frequently called a myopic or semi-blind inversion problem. The estimate is chosen as the minimizer of the nonlinear criterion, numerically calculated by means of a block coordinate optimization algorithm. The effectiveness of the proposed method is demonstrated for simulated and experimental examples. The results show precise estimation of the modulation parameters jointly with the reconstruction of the super resolution image. The method also shows its effectiveness for thick biological samples.

Flexible resources for quantum metrology

NASA Astrophysics Data System (ADS)

Friis, Nicolai; Orsucci, Davide; Skotiniotis, Michalis; Sekatski, Pavel; Dunjko, Vedran; Briegel, Hans J.; Dür, Wolfgang

2017-06-01

Quantum metrology offers a quadratic advantage over classical approaches to parameter estimation problems by utilising entanglement and nonclassicality. However, the hurdle of actually implementing the necessary quantum probe states and measurements, which vary drastically for different metrological scenarios, is usually not taken into account. We show that for a wide range of tasks in metrology, 2D cluster states (a particular family of states useful for measurement-based quantum computation) can serve as flexible resources that allow one to efficiently prepare any required state for sensing, and perform appropriate (entangled) measurements using only single qubit operations. Crucially, the overhead in the number of qubits is less than quadratic, thus preserving the quantum scaling advantage. This is ensured by using a compression to a logarithmically sized space that contains all relevant information for sensing. We specifically demonstrate how our method can be used to obtain optimal scaling for phase and frequency estimation in local estimation problems, as well as for the Bayesian equivalents with Gaussian priors of varying widths. Furthermore, we show that in the paradigmatic case of local phase estimation 1D cluster states are sufficient for optimal state preparation and measurement.

Cloud-based large-scale air traffic flow optimization

NASA Astrophysics Data System (ADS)

Cao, Yi

The ever-increasing traffic demand makes the efficient use of airspace an imperative mission, and this paper presents an effort in response to this call. Firstly, a new aggregate model, called Link Transmission Model (LTM), is proposed, which models the nationwide traffic as a network of flight routes identified by origin-destination pairs. The traversal time of a flight route is assumed to be the mode of distribution of historical flight records, and the mode is estimated by using Kernel Density Estimation. As this simplification abstracts away physical trajectory details, the complexity of modeling is drastically decreased, resulting in efficient traffic forecasting. The predicative capability of LTM is validated against recorded traffic data. Secondly, a nationwide traffic flow optimization problem with airport and en route capacity constraints is formulated based on LTM. The optimization problem aims at alleviating traffic congestions with minimal global delays. This problem is intractable due to millions of variables. A dual decomposition method is applied to decompose the large-scale problem such that the subproblems are solvable. However, the whole problem is still computational expensive to solve since each subproblem is an smaller integer programming problem that pursues integer solutions. Solving an integer programing problem is known to be far more time-consuming than solving its linear relaxation. In addition, sequential execution on a standalone computer leads to linear runtime increase when the problem size increases. To address the computational efficiency problem, a parallel computing framework is designed which accommodates concurrent executions via multithreading programming. The multithreaded version is compared with its monolithic version to show decreased runtime. Finally, an open-source cloud computing framework, Hadoop MapReduce, is employed for better scalability and reliability. This framework is an "off-the-shelf" parallel computing model that can be used for both offline historical traffic data analysis and online traffic flow optimization. It provides an efficient and robust platform for easy deployment and implementation. A small cloud consisting of five workstations was configured and used to demonstrate the advantages of cloud computing in dealing with large-scale parallelizable traffic problems.

Pseudo-time methods for constrained optimization problems governed by PDE

NASA Technical Reports Server (NTRS)

Taasan, Shlomo

1995-01-01

In this paper we present a novel method for solving optimization problems governed by partial differential equations. Existing methods are gradient information in marching toward the minimum, where the constrained PDE is solved once (sometimes only approximately) per each optimization step. Such methods can be viewed as a marching techniques on the intersection of the state and costate hypersurfaces while improving the residuals of the design equations per each iteration. In contrast, the method presented here march on the design hypersurface and at each iteration improve the residuals of the state and costate equations. The new method is usually much less expensive per iteration step since, in most problems of practical interest, the design equation involves much less unknowns that that of either the state or costate equations. Convergence is shown using energy estimates for the evolution equations governing the iterative process. Numerical tests show that the new method allows the solution of the optimization problem in a cost of solving the analysis problems just a few times, independent of the number of design parameters. The method can be applied using single grid iterations as well as with multigrid solvers.

Optimal control, optimization and asymptotic analysis of Purcell's microswimmer model

NASA Astrophysics Data System (ADS)

Wiezel, Oren; Or, Yizhar

2016-11-01

Purcell's swimmer (1977) is a classic model of a three-link microswimmer that moves by performing periodic shape changes. Becker et al. (2003) showed that the swimmer's direction of net motion is reversed upon increasing the stroke amplitude of joint angles. Tam and Hosoi (2007) used numerical optimization in order to find optimal gaits for maximizing either net displacement or Lighthill's energetic efficiency. In our work, we analytically derive leading-order expressions as well as next-order corrections for both net displacement and energetic efficiency of Purcell's microswimmer. Using these expressions enables us to explicitly show the reversal in direction of motion, as well as obtaining an estimate for the optimal stroke amplitude. We also find the optimal swimmer's geometry for maximizing either displacement or energetic efficiency. Additionally, the gait optimization problem is revisited and analytically formulated as an optimal control system with only two state variables, which can be solved using Pontryagin's maximum principle. It can be shown that the optimal solution must follow a "singular arc". Numerical solution of the boundary value problem is obtained, which exactly reproduces Tam and Hosoi's optimal gait.

A neuro-data envelopment analysis approach for optimization of uncorrelated multiple response problems with smaller the better type controllable factors

NASA Astrophysics Data System (ADS)

Bashiri, Mahdi; Farshbaf-Geranmayeh, Amir; Mogouie, Hamed

2013-11-01

In this paper, a new method is proposed to optimize a multi-response optimization problem based on the Taguchi method for the processes where controllable factors are the smaller-the-better (STB)-type variables and the analyzer desires to find an optimal solution with smaller amount of controllable factors. In such processes, the overall output quality of the product should be maximized while the usage of the process inputs, the controllable factors, should be minimized. Since all possible combinations of factors' levels, are not considered in the Taguchi method, the response values of the possible unpracticed treatments are estimated using the artificial neural network (ANN). The neural network is tuned by the central composite design (CCD) and the genetic algorithm (GA). Then data envelopment analysis (DEA) is applied for determining the efficiency of each treatment. Although the important issue for implementation of DEA is its philosophy, which is maximization of outputs versus minimization of inputs, this important issue has been neglected in previous similar studies in multi-response problems. Finally, the most efficient treatment is determined using the maximin weight model approach. The performance of the proposed method is verified in a plastic molding process. Moreover a sensitivity analysis has been done by an efficiency estimator neural network. The results show efficiency of the proposed approach.

Evolutionary optimization methods for accelerator design

NASA Astrophysics Data System (ADS)

Poklonskiy, Alexey A.

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

Multifidelity Analysis and Optimization for Supersonic Design

NASA Technical Reports Server (NTRS)

Kroo, Ilan; Willcox, Karen; March, Andrew; Haas, Alex; Rajnarayan, Dev; Kays, Cory

2010-01-01

Supersonic aircraft design is a computationally expensive optimization problem and multifidelity approaches over a significant opportunity to reduce design time and computational cost. This report presents tools developed to improve supersonic aircraft design capabilities including: aerodynamic tools for supersonic aircraft configurations; a systematic way to manage model uncertainty; and multifidelity model management concepts that incorporate uncertainty. The aerodynamic analysis tools developed are appropriate for use in a multifidelity optimization framework, and include four analysis routines to estimate the lift and drag of a supersonic airfoil, a multifidelity supersonic drag code that estimates the drag of aircraft configurations with three different methods: an area rule method, a panel method, and an Euler solver. In addition, five multifidelity optimization methods are developed, which include local and global methods as well as gradient-based and gradient-free techniques.

A Modularized Efficient Framework for Non-Markov Time Series Estimation

NASA Astrophysics Data System (ADS)

Schamberg, Gabriel; Ba, Demba; Coleman, Todd P.

2018-06-01

We present a compartmentalized approach to finding the maximum a-posteriori (MAP) estimate of a latent time series that obeys a dynamic stochastic model and is observed through noisy measurements. We specifically consider modern signal processing problems with non-Markov signal dynamics (e.g. group sparsity) and/or non-Gaussian measurement models (e.g. point process observation models used in neuroscience). Through the use of auxiliary variables in the MAP estimation problem, we show that a consensus formulation of the alternating direction method of multipliers (ADMM) enables iteratively computing separate estimates based on the likelihood and prior and subsequently "averaging" them in an appropriate sense using a Kalman smoother. As such, this can be applied to a broad class of problem settings and only requires modular adjustments when interchanging various aspects of the statistical model. Under broad log-concavity assumptions, we show that the separate estimation problems are convex optimization problems and that the iterative algorithm converges to the MAP estimate. As such, this framework can capture non-Markov latent time series models and non-Gaussian measurement models. We provide example applications involving (i) group-sparsity priors, within the context of electrophysiologic specrotemporal estimation, and (ii) non-Gaussian measurement models, within the context of dynamic analyses of learning with neural spiking and behavioral observations.

Inversion of geophysical potential field data using the finite element method

NASA Astrophysics Data System (ADS)

Lamichhane, Bishnu P.; Gross, Lutz

2017-12-01

The inversion of geophysical potential field data can be formulated as an optimization problem with a constraint in the form of a partial differential equation (PDE). It is common practice, if possible, to provide an analytical solution for the forward problem and to reduce the problem to a finite dimensional optimization problem. In an alternative approach the optimization is applied to the problem and the resulting continuous problem which is defined by a set of coupled PDEs is subsequently solved using a standard PDE discretization method, such as the finite element method (FEM). In this paper, we show that under very mild conditions on the data misfit functional and the forward problem in the three-dimensional space, the continuous optimization problem and its FEM discretization are well-posed including the existence and uniqueness of respective solutions. We provide error estimates for the FEM solution. A main result of the paper is that the FEM spaces used for the forward problem and the Lagrange multiplier need to be identical but can be chosen independently from the FEM space used to represent the unknown physical property. We will demonstrate the convergence of the solution approximations in a numerical example. The second numerical example which investigates the selection of FEM spaces, shows that from the perspective of computational efficiency one should use 2 to 4 times finer mesh for the forward problem in comparison to the mesh of the physical property.

Quaternion Averaging

NASA Technical Reports Server (NTRS)

Markley, F. Landis; Cheng, Yang; Crassidis, John L.; Oshman, Yaakov

2007-01-01

Many applications require an algorithm that averages quaternions in an optimal manner. For example, when combining the quaternion outputs of multiple star trackers having this output capability, it is desirable to properly average the quaternions without recomputing the attitude from the the raw star tracker data. Other applications requiring some sort of optimal quaternion averaging include particle filtering and multiple-model adaptive estimation, where weighted quaternions are used to determine the quaternion estimate. For spacecraft attitude estimation applications, derives an optimal averaging scheme to compute the average of a set of weighted attitude matrices using the singular value decomposition method. Focusing on a 4-dimensional quaternion Gaussian distribution on the unit hypersphere, provides an approach to computing the average quaternion by minimizing a quaternion cost function that is equivalent to the attitude matrix cost function Motivated by and extending its results, this Note derives an algorithm that deterniines an optimal average quaternion from a set of scalar- or matrix-weighted quaternions. Rirthermore, a sufficient condition for the uniqueness of the average quaternion, and the equivalence of the mininiization problem, stated herein, to maximum likelihood estimation, are shown.

Nonlinear Dynamic Model-Based Multiobjective Sensor Network Design Algorithm for a Plant with an Estimator-Based Control System

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

Paul, Prokash; Bhattacharyya, Debangsu; Turton, Richard

Here, a novel sensor network design (SND) algorithm is developed for maximizing process efficiency while minimizing sensor network cost for a nonlinear dynamic process with an estimator-based control system. The multiobjective optimization problem is solved following a lexicographic approach where the process efficiency is maximized first followed by minimization of the sensor network cost. The partial net present value, which combines the capital cost due to the sensor network and the operating cost due to deviation from the optimal efficiency, is proposed as an alternative objective. The unscented Kalman filter is considered as the nonlinear estimator. The large-scale combinatorial optimizationmore » problem is solved using a genetic algorithm. The developed SND algorithm is applied to an acid gas removal (AGR) unit as part of an integrated gasification combined cycle (IGCC) power plant with CO 2 capture. Due to the computational expense, a reduced order nonlinear model of the AGR process is identified and parallel computation is performed during implementation.« less

Decentralized DC Microgrid Monitoring and Optimization via Primary Control Perturbations

NASA Astrophysics Data System (ADS)

Angjelichinoski, Marko; Scaglione, Anna; Popovski, Petar; Stefanovic, Cedomir

2018-06-01

We treat the emerging power systems with direct current (DC) MicroGrids, characterized with high penetration of power electronic converters. We rely on the power electronics to propose a decentralized solution for autonomous learning of and adaptation to the operating conditions of the DC Mirogrids; the goal is to eliminate the need to rely on an external communication system for such purpose. The solution works within the primary droop control loops and uses only local bus voltage measurements. Each controller is able to estimate (i) the generation capacities of power sources, (ii) the load demands, and (iii) the conductances of the distribution lines. To define a well-conditioned estimation problem, we employ decentralized strategy where the primary droop controllers temporarily switch between operating points in a coordinated manner, following amplitude-modulated training sequences. We study the use of the estimator in a decentralized solution of the Optimal Economic Dispatch problem. The evaluations confirm the usefulness of the proposed solution for autonomous MicroGrid operation.

Nonlinear Dynamic Model-Based Multiobjective Sensor Network Design Algorithm for a Plant with an Estimator-Based Control System

DOE PAGES

Paul, Prokash; Bhattacharyya, Debangsu; Turton, Richard; ...

2017-06-06

Here, a novel sensor network design (SND) algorithm is developed for maximizing process efficiency while minimizing sensor network cost for a nonlinear dynamic process with an estimator-based control system. The multiobjective optimization problem is solved following a lexicographic approach where the process efficiency is maximized first followed by minimization of the sensor network cost. The partial net present value, which combines the capital cost due to the sensor network and the operating cost due to deviation from the optimal efficiency, is proposed as an alternative objective. The unscented Kalman filter is considered as the nonlinear estimator. The large-scale combinatorial optimizationmore » problem is solved using a genetic algorithm. The developed SND algorithm is applied to an acid gas removal (AGR) unit as part of an integrated gasification combined cycle (IGCC) power plant with CO 2 capture. Due to the computational expense, a reduced order nonlinear model of the AGR process is identified and parallel computation is performed during implementation.« less

Simultaneous prediction of muscle and contact forces in the knee during gait.

PubMed

Lin, Yi-Chung; Walter, Jonathan P; Banks, Scott A; Pandy, Marcus G; Fregly, Benjamin J

2010-03-22

Musculoskeletal models are currently the primary means for estimating in vivo muscle and contact forces in the knee during gait. These models typically couple a dynamic skeletal model with individual muscle models but rarely include articular contact models due to their high computational cost. This study evaluates a novel method for predicting muscle and contact forces simultaneously in the knee during gait. The method utilizes a 12 degree-of-freedom knee model (femur, tibia, and patella) combining muscle, articular contact, and dynamic skeletal models. Eight static optimization problems were formulated using two cost functions (one based on muscle activations and one based on contact forces) and four constraints sets (each composed of different combinations of inverse dynamic loads). The estimated muscle and contact forces were evaluated using in vivo tibial contact force data collected from a patient with a force-measuring knee implant. When the eight optimization problems were solved with added constraints to match the in vivo contact force measurements, root-mean-square errors in predicted contact forces were less than 10 N. Furthermore, muscle and patellar contact forces predicted by the two cost functions became more similar as more inverse dynamic loads were used as constraints. When the contact force constraints were removed, estimated medial contact forces were similar and lateral contact forces lower in magnitude compared to measured contact forces, with estimated muscle forces being sensitive and estimated patellar contact forces relatively insensitive to the choice of cost function and constraint set. These results suggest that optimization problem formulation coupled with knee model complexity can significantly affect predicted muscle and contact forces in the knee during gait. Further research using a complete lower limb model is needed to assess the importance of this finding to the muscle and contact force estimation process. Copyright (c) 2009 Elsevier Ltd. All rights reserved.

Stochastic search, optimization and regression with energy applications

NASA Astrophysics Data System (ADS)

Hannah, Lauren A.

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

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

PubMed Central

2013-01-01

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

Optimal structure and parameter learning of Ising models

DOE PAGES

Lokhov, Andrey; Vuffray, Marc Denis; Misra, Sidhant; ...

2018-03-16

Reconstruction of the structure and parameters of an Ising model from binary samples is a problem of practical importance in a variety of disciplines, ranging from statistical physics and computational biology to image processing and machine learning. The focus of the research community shifted toward developing universal reconstruction algorithms that are both computationally efficient and require the minimal amount of expensive data. Here, we introduce a new method, interaction screening, which accurately estimates model parameters using local optimization problems. The algorithm provably achieves perfect graph structure recovery with an information-theoretically optimal number of samples, notably in the low-temperature regime, whichmore » is known to be the hardest for learning. Here, the efficacy of interaction screening is assessed through extensive numerical tests on synthetic Ising models of various topologies with different types of interactions, as well as on real data produced by a D-Wave quantum computer. Finally, this study shows that the interaction screening method is an exact, tractable, and optimal technique that universally solves the inverse Ising problem.« less

Optimal structure and parameter learning of Ising models

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

Lokhov, Andrey; Vuffray, Marc Denis; Misra, Sidhant

Reconstruction of the structure and parameters of an Ising model from binary samples is a problem of practical importance in a variety of disciplines, ranging from statistical physics and computational biology to image processing and machine learning. The focus of the research community shifted toward developing universal reconstruction algorithms that are both computationally efficient and require the minimal amount of expensive data. Here, we introduce a new method, interaction screening, which accurately estimates model parameters using local optimization problems. The algorithm provably achieves perfect graph structure recovery with an information-theoretically optimal number of samples, notably in the low-temperature regime, whichmore » is known to be the hardest for learning. Here, the efficacy of interaction screening is assessed through extensive numerical tests on synthetic Ising models of various topologies with different types of interactions, as well as on real data produced by a D-Wave quantum computer. Finally, this study shows that the interaction screening method is an exact, tractable, and optimal technique that universally solves the inverse Ising problem.« less

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

On estimation of secret message length in LSB steganography in spatial domain

NASA Astrophysics Data System (ADS)

Fridrich, Jessica; Goljan, Miroslav

2004-06-01

In this paper, we present a new method for estimating the secret message length of bit-streams embedded using the Least Significant Bit embedding (LSB) at random pixel positions. We introduce the concept of a weighted stego image and then formulate the problem of determining the unknown message length as a simple optimization problem. The methodology is further refined to obtain more stable and accurate results for a wide spectrum of natural images. One of the advantages of the new method is its modular structure and a clean mathematical derivation that enables elegant estimator accuracy analysis using statistical image models.

Optimal estimation for discrete time jump processes

NASA Technical Reports Server (NTRS)

Vaca, M. V.; Tretter, S. A.

1977-01-01

Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are obtained. The approach is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. A general representation for optimum estimates and recursive equations for minimum mean squared error (MMSE) estimates are obtained. MMSE estimates are nonlinear functions of the observations. The problem of estimating the rate of a DTJP when the rate is a random variable with a probability density function of the form cx super K (l-x) super m and show that the MMSE estimates are linear in this case. This class of density functions explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

Optimal estimation for discrete time jump processes

NASA Technical Reports Server (NTRS)

Vaca, M. V.; Tretter, S. A.

1978-01-01

Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are derived. The approach used is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. Thus a general representation is obtained for optimum estimates, and recursive equations are derived for minimum mean-squared error (MMSE) estimates. In general, MMSE estimates are nonlinear functions of the observations. The problem is considered of estimating the rate of a DTJP when the rate is a random variable with a beta probability density function and the jump amplitudes are binomially distributed. It is shown that the MMSE estimates are linear. The class of beta density functions is rather rich and explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

Remote Sensing of Precipitation from Airborne and Spaceborne Radar. Chapter 13

NASA Technical Reports Server (NTRS)

Munchak, S. Joseph

2017-01-01

Weather radar measurements from airborne or satellite platforms can be an effective remote sensing tool for examining the three-dimensional structures of clouds and precipitation. This chapter describes some fundamental properties of radar measurements and their dependence on the particle size distribution (PSD) and radar frequency. The inverse problem of solving for the vertical profile of PSD from a profile of measured reflectivity is stated as an optimal estimation problem for single- and multi-frequency measurements. Phenomena that can change the measured reflectivity Z(sub m) from its intrinsic value Z(sub e), namely attenuation, non-uniform beam filling, and multiple scattering, are described and mitigation of these effects in the context of the optimal estimation framework is discussed. Finally, some techniques involving the use of passive microwave measurements to further constrain the retrieval of the PSD are presented.

Using parallel banded linear system solvers in generalized eigenvalue problems

NASA Technical Reports Server (NTRS)

Zhang, Hong; Moss, William F.

1993-01-01

Subspace iteration is a reliable and cost effective method for solving positive definite banded symmetric generalized eigenproblems, especially in the case of large scale problems. This paper discusses an algorithm that makes use of two parallel banded solvers in subspace iteration. A shift is introduced to decompose the banded linear systems into relatively independent subsystems and to accelerate the iterations. With this shift, an eigenproblem is mapped efficiently into the memories of a multiprocessor and a high speed-up is obtained for parallel implementations. An optimal shift is a shift that balances total computation and communication costs. Under certain conditions, we show how to estimate an optimal shift analytically using the decay rate for the inverse of a banded matrix, and how to improve this estimate. Computational results on iPSC/2 and iPSC/860 multiprocessors are presented.

Acceleration techniques in the univariate Lipschitz global optimization

NASA Astrophysics Data System (ADS)

Sergeyev, Yaroslav D.; Kvasov, Dmitri E.; Mukhametzhanov, Marat S.; De Franco, Angela

2016-10-01

Univariate box-constrained Lipschitz global optimization problems are considered in this contribution. Geometric and information statistical approaches are presented. The novel powerful local tuning and local improvement techniques are described in the contribution as well as the traditional ways to estimate the Lipschitz constant. The advantages of the presented local tuning and local improvement techniques are demonstrated using the operational characteristics approach for comparing deterministic global optimization algorithms on the class of 100 widely used test functions.

Periodic orbits of hybrid systems and parameter estimation via AD.

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

Guckenheimer, John.; Phipps, Eric Todd; Casey, Richard

Rhythmic, periodic processes are ubiquitous in biological systems; for example, the heart beat, walking, circadian rhythms and the menstrual cycle. Modeling these processes with high fidelity as periodic orbits of dynamical systems is challenging because: (1) (most) nonlinear differential equations can only be solved numerically; (2) accurate computation requires solving boundary value problems; (3) many problems and solutions are only piecewise smooth; (4) many problems require solving differential-algebraic equations; (5) sensitivity information for parameter dependence of solutions requires solving variational equations; and (6) truncation errors in numerical integration degrade performance of optimization methods for parameter estimation. In addition, mathematical modelsmore » of biological processes frequently contain many poorly-known parameters, and the problems associated with this impedes the construction of detailed, high-fidelity models. Modelers are often faced with the difficult problem of using simulations of a nonlinear model, with complex dynamics and many parameters, to match experimental data. Improved computational tools for exploring parameter space and fitting models to data are clearly needed. This paper describes techniques for computing periodic orbits in systems of hybrid differential-algebraic equations and parameter estimation methods for fitting these orbits to data. These techniques make extensive use of automatic differentiation to accurately and efficiently evaluate derivatives for time integration, parameter sensitivities, root finding and optimization. The boundary value problem representing a periodic orbit in a hybrid system of differential algebraic equations is discretized via multiple-shooting using a high-degree Taylor series integration method [GM00, Phi03]. Numerical solutions to the shooting equations are then estimated by a Newton process yielding an approximate periodic orbit. A metric is defined for computing the distance between two given periodic orbits which is then minimized using a trust-region minimization algorithm [DS83] to find optimal fits of the model to a reference orbit [Cas04]. There are two different yet related goals that motivate the algorithmic choices listed above. The first is to provide a simple yet powerful framework for studying periodic motions in mechanical systems. Formulating mechanically correct equations of motion for systems of interconnected rigid bodies, while straightforward, is a time-consuming error prone process. Much of this difficulty stems from computing the acceleration of each rigid body in an inertial reference frame. The acceleration is computed most easily in a redundant set of coordinates giving the spatial positions of each body: since the acceleration is just the second derivative of these positions. Rather than providing explicit formulas for these derivatives, automatic differentiation can be employed to compute these quantities efficiently during the course of a simulation. The feasibility of these ideas was investigated by applying these techniques to the problem of locating stable walking motions for a disc-foot passive walking machine [CGMR01, Gar99, McG91]. The second goal for this work was to investigate the application of smooth optimization methods to periodic orbit parameter estimation problems in neural oscillations. Others [BB93, FUS93, VB99] have favored non-continuous optimization methods such as genetic algorithms, stochastic search methods, simulated annealing and brute-force random searches because of their perceived suitability to the landscape of typical objective functions in parameter space, particularly for multi-compartmental neural models. Here we argue that a carefully formulated optimization problem is amenable to Newton-like methods and has a sufficiently smooth landscape in parameter space that these methods can be an efficient and effective alternative. The plan of this paper is as follows. In Section 1 we provide a definition of hybrid systems that is the basis for modeling systems with discontinuities or discrete transitions. Sections 2, 3, and 4 briefly describe the Taylor series integration, periodic orbit tracking, and parameter estimation algorithms. For full treatments of these algorithms, we refer the reader to [Phi03, Cas04, CPG04]. The software implementation of these algorithms is briefly described in Section 5 with particular emphasis on the automatic differentiation software ADMC++. Finally, these algorithms are applied to the bipedal walking and Hodgkin-Huxley based neural oscillation problems discussed above in Section 6.« less

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

PubMed

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

2016-08-22

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

[Application of an Adaptive Inertia Weight Particle Swarm Algorithm in the Magnetic Resonance Bias Field Correction].

PubMed

Wang, Chang; Qin, Xin; Liu, Yan; Zhang, Wenchao

2016-06-01

An adaptive inertia weight particle swarm algorithm is proposed in this study to solve the local optimal problem with the method of traditional particle swarm optimization in the process of estimating magnetic resonance(MR)image bias field.An indicator measuring the degree of premature convergence was designed for the defect of traditional particle swarm optimization algorithm.The inertia weight was adjusted adaptively based on this indicator to ensure particle swarm to be optimized globally and to avoid it from falling into local optimum.The Legendre polynomial was used to fit bias field,the polynomial parameters were optimized globally,and finally the bias field was estimated and corrected.Compared to those with the improved entropy minimum algorithm,the entropy of corrected image was smaller and the estimated bias field was more accurate in this study.Then the corrected image was segmented and the segmentation accuracy obtained in this research was 10% higher than that with improved entropy minimum algorithm.This algorithm can be applied to the correction of MR image bias field.

Recent Advances in Source Localisation Using Range Measurements

DTIC Science & Technology

2015-10-01

Range Weighted SR- LS ............................................................................................ 5 GEOLOCATION USING SEMIDEFINITE... LS ) and the squared range least squares (SR- LS ) [3]. The R- LS -based formulation is of great interest and has been known for its optimal performance...to efficiently compute an R- LS position estimate. A number of optimization tools may be applied to globally solve the R- LS problem and are usually

Spatial Variability of Organic Carbon in a Fractured Mudstone and Its Effect on the Retention and Release of Trichloroethene (TCE)

NASA Astrophysics Data System (ADS)

Sole-Mari, G.; Fernandez-Garcia, D.

2016-12-01

Random Walk Particle Tracking (RWPT) coupled with Kernel Density Estimation (KDE) has been recently proposed to simulate reactive transport in porous media. KDE provides an optimal estimation of the area of influence of particles which is a key element to simulate nonlinear chemical reactions. However, several important drawbacks can be identified: (1) the optimal KDE method is computationally intensive and thereby cannot be used at each time step of the simulation; (2) it does not take advantage of the prior information about the physical system and the previous history of the solute plume; (3) even if the kernel is optimal, the relative error in RWPT simulations typically increases over time as the particle density diminishes by dilution. To overcome these problems, we propose an adaptive branching random walk methodology that incorporates the physics, the particle history and maintains accuracy with time. The method allows particles to efficiently split and merge when necessary as well as to optimally adapt their local kernel shape without having to recalculate the kernel size. We illustrate the advantage of the method by simulating complex reactive transport problems in randomly heterogeneous porous media.

Locally adaptive methods for KDE-based random walk models of reactive transport in porous media

NASA Astrophysics Data System (ADS)

Sole-Mari, G.; Fernandez-Garcia, D.

2017-12-01

Random Walk Particle Tracking (RWPT) coupled with Kernel Density Estimation (KDE) has been recently proposed to simulate reactive transport in porous media. KDE provides an optimal estimation of the area of influence of particles which is a key element to simulate nonlinear chemical reactions. However, several important drawbacks can be identified: (1) the optimal KDE method is computationally intensive and thereby cannot be used at each time step of the simulation; (2) it does not take advantage of the prior information about the physical system and the previous history of the solute plume; (3) even if the kernel is optimal, the relative error in RWPT simulations typically increases over time as the particle density diminishes by dilution. To overcome these problems, we propose an adaptive branching random walk methodology that incorporates the physics, the particle history and maintains accuracy with time. The method allows particles to efficiently split and merge when necessary as well as to optimally adapt their local kernel shape without having to recalculate the kernel size. We illustrate the advantage of the method by simulating complex reactive transport problems in randomly heterogeneous porous media.

A Multipopulation PSO Based Memetic Algorithm for Permutation Flow Shop Scheduling

PubMed Central

Liu, Ruochen; Ma, Chenlin; Ma, Wenping; Li, Yangyang

2013-01-01

The permutation flow shop scheduling problem (PFSSP) is part of production scheduling, which belongs to the hardest combinatorial optimization problem. In this paper, a multipopulation particle swarm optimization (PSO) based memetic algorithm (MPSOMA) is proposed in this paper. In the proposed algorithm, the whole particle swarm population is divided into three subpopulations in which each particle evolves itself by the standard PSO and then updates each subpopulation by using different local search schemes such as variable neighborhood search (VNS) and individual improvement scheme (IIS). Then, the best particle of each subpopulation is selected to construct a probabilistic model by using estimation of distribution algorithm (EDA) and three particles are sampled from the probabilistic model to update the worst individual in each subpopulation. The best particle in the entire particle swarm is used to update the global optimal solution. The proposed MPSOMA is compared with two recently proposed algorithms, namely, PSO based memetic algorithm (PSOMA) and hybrid particle swarm optimization with estimation of distribution algorithm (PSOEDA), on 29 well-known PFFSPs taken from OR-library, and the experimental results show that it is an effective approach for the PFFSP. PMID:24453841

Composing problem solvers for simulation experimentation: a case study on steady state estimation.

PubMed

Leye, Stefan; Ewald, Roland; Uhrmacher, Adelinde M

2014-01-01

Simulation experiments involve various sub-tasks, e.g., parameter optimization, simulation execution, or output data analysis. Many algorithms can be applied to such tasks, but their performance depends on the given problem. Steady state estimation in systems biology is a typical example for this: several estimators have been proposed, each with its own (dis-)advantages. Experimenters, therefore, must choose from the available options, even though they may not be aware of the consequences. To support those users, we propose a general scheme to aggregate such algorithms to so-called synthetic problem solvers, which exploit algorithm differences to improve overall performance. Our approach subsumes various aggregation mechanisms, supports automatic configuration from training data (e.g., via ensemble learning or portfolio selection), and extends the plugin system of the open source modeling and simulation framework James II. We show the benefits of our approach by applying it to steady state estimation for cell-biological models.

The infinum principle

NASA Technical Reports Server (NTRS)

Geering, H. P.; Athans, M.

1973-01-01

A complete theory of necessary and sufficient conditions is discussed for a control to be superior with respect to a nonscalar-valued performance criterion. The latter maps into a finite dimensional, integrally closed directed, partially ordered linear space. The applicability of the theory to the analysis of dynamic vector estimation problems and to a class of uncertain optimal control problems is demonstrated.

Multivariate Epi-splines and Evolving Function Identification Problems

DTIC Science & Technology

2015-04-15

such extrinsic information as well as observed function and subgradient values often evolve in applications, we establish conditions under which the...previous study [30] dealt with compact intervals of IR. Splines are intimately tied to optimization problems through their variational theory pioneered...approxima- tion. Motivated by applications in curve fitting, regression, probability density estimation, variogram computation, financial curve construction

Quantum chi-squared and goodness of fit testing

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

Temme, Kristan; Verstraete, Frank

2015-01-15

A quantum mechanical hypothesis test is presented for the hypothesis that a certain setup produces a given quantum state. Although the classical and the quantum problems are very much related to each other, the quantum problem is much richer due to the additional optimization over the measurement basis. A goodness of fit test for i.i.d quantum states is developed and a max-min characterization for the optimal measurement is introduced. We find the quantum measurement which leads both to the maximal Pitman and Bahadur efficiencies, and determine the associated divergence rates. We discuss the relationship of the quantum goodness of fitmore » test to the problem of estimating multiple parameters from a density matrix. These problems are found to be closely related and we show that the largest error of an optimal strategy, determined by the smallest eigenvalue of the Fisher information matrix, is given by the divergence rate of the goodness of fit test.« less

Estimation of Faults in DC Electrical Power System

NASA Technical Reports Server (NTRS)

Gorinevsky, Dimitry; Boyd, Stephen; Poll, Scott

2009-01-01

This paper demonstrates a novel optimization-based approach to estimating fault states in a DC power system. Potential faults changing the circuit topology are included along with faulty measurements. Our approach can be considered as a relaxation of the mixed estimation problem. We develop a linear model of the circuit and pose a convex problem for estimating the faults and other hidden states. A sparse fault vector solution is computed by using 11 regularization. The solution is computed reliably and efficiently, and gives accurate diagnostics on the faults. We demonstrate a real-time implementation of the approach for an instrumented electrical power system testbed, the ADAPT testbed at NASA ARC. The estimates are computed in milliseconds on a PC. The approach performs well despite unmodeled transients and other modeling uncertainties present in the system.

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

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

A black box optimization approach to parameter estimation in a model for long/short term variations dynamics of commodity prices

NASA Astrophysics Data System (ADS)

De Santis, Alberto; Dellepiane, Umberto; Lucidi, Stefano

2012-11-01

In this paper we investigate the estimation problem for a model of the commodity prices. This model is a stochastic state space dynamical model and the problem unknowns are the state variables and the system parameters. Data are represented by the commodity spot prices, very seldom time series of Futures contracts are available for free. Both the system joint likelihood function (state variables and parameters) and the system marginal likelihood (the state variables are eliminated) function are addressed.

Overtaking method based on sand-sifter mechanism: Why do optimistic value functions find optimal solutions in multi-armed bandit problems?

PubMed

Ochi, Kento; Kamiura, Moto

2015-09-01

A multi-armed bandit problem is a search problem on which a learning agent must select the optimal arm among multiple slot machines generating random rewards. UCB algorithm is one of the most popular methods to solve multi-armed bandit problems. It achieves logarithmic regret performance by coordinating balance between exploration and exploitation. Since UCB algorithms, researchers have empirically known that optimistic value functions exhibit good performance in multi-armed bandit problems. The terms optimistic or optimism might suggest that the value function is sufficiently larger than the sample mean of rewards. The first definition of UCB algorithm is focused on the optimization of regret, and it is not directly based on the optimism of a value function. We need to think the reason why the optimism derives good performance in multi-armed bandit problems. In the present article, we propose a new method, which is called Overtaking method, to solve multi-armed bandit problems. The value function of the proposed method is defined as an upper bound of a confidence interval with respect to an estimator of expected value of reward: the value function asymptotically approaches to the expected value of reward from the upper bound. If the value function is larger than the expected value under the asymptote, then the learning agent is almost sure to be able to obtain the optimal arm. This structure is called sand-sifter mechanism, which has no regrowth of value function of suboptimal arms. It means that the learning agent can play only the current best arm in each time step. Consequently the proposed method achieves high accuracy rate and low regret and some value functions of it can outperform UCB algorithms. This study suggests the advantage of optimism of agents in uncertain environment by one of the simplest frameworks. Copyright © 2015 The Authors. Published by Elsevier Ireland Ltd.. All rights reserved.

Research on bathymetry estimation by Worldview-2 based with the semi-analytical model

NASA Astrophysics Data System (ADS)

Sheng, L.; Bai, J.; Zhou, G.-W.; Zhao, Y.; Li, Y.-C.

2015-04-01

South Sea Islands of China are far away from the mainland, the reefs takes more than 95% of south sea, and most reefs scatter over interested dispute sensitive area. Thus, the methods of obtaining the reefs bathymetry accurately are urgent to be developed. Common used method, including sonar, airborne laser and remote sensing estimation, are limited by the long distance, large area and sensitive location. Remote sensing data provides an effective way for bathymetry estimation without touching over large area, by the relationship between spectrum information and bathymetry. Aimed at the water quality of the south sea of China, our paper develops a bathymetry estimation method without measured water depth. Firstly the semi-analytical optimization model of the theoretical interpretation models has been studied based on the genetic algorithm to optimize the model. Meanwhile, OpenMP parallel computing algorithm has been introduced to greatly increase the speed of the semi-analytical optimization model. One island of south sea in China is selected as our study area, the measured water depth are used to evaluate the accuracy of bathymetry estimation from Worldview-2 multispectral images. The results show that: the semi-analytical optimization model based on genetic algorithm has good results in our study area;the accuracy of estimated bathymetry in the 0-20 meters shallow water area is accepted.Semi-analytical optimization model based on genetic algorithm solves the problem of the bathymetry estimation without water depth measurement. Generally, our paper provides a new bathymetry estimation method for the sensitive reefs far away from mainland.

Global optimization algorithm for heat exchanger networks

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

Quesada, I.; Grossmann, I.E.

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

SMURC: High-Dimension Small-Sample Multivariate Regression With Covariance Estimation.

PubMed

Bayar, Belhassen; Bouaynaya, Nidhal; Shterenberg, Roman

2017-03-01

We consider a high-dimension low sample-size multivariate regression problem that accounts for correlation of the response variables. The system is underdetermined as there are more parameters than samples. We show that the maximum likelihood approach with covariance estimation is senseless because the likelihood diverges. We subsequently propose a normalization of the likelihood function that guarantees convergence. We call this method small-sample multivariate regression with covariance (SMURC) estimation. We derive an optimization problem and its convex approximation to compute SMURC. Simulation results show that the proposed algorithm outperforms the regularized likelihood estimator with known covariance matrix and the sparse conditional Gaussian graphical model. We also apply SMURC to the inference of the wing-muscle gene network of the Drosophila melanogaster (fruit fly).

Big Data Challenges of High-Dimensional Continuous-Time Mean-Variance Portfolio Selection and a Remedy.

PubMed

Chiu, Mei Choi; Pun, Chi Seng; Wong, Hoi Ying

2017-08-01

Investors interested in the global financial market must analyze financial securities internationally. Making an optimal global investment decision involves processing a huge amount of data for a high-dimensional portfolio. This article investigates the big data challenges of two mean-variance optimal portfolios: continuous-time precommitment and constant-rebalancing strategies. We show that both optimized portfolios implemented with the traditional sample estimates converge to the worst performing portfolio when the portfolio size becomes large. The crux of the problem is the estimation error accumulated from the huge dimension of stock data. We then propose a linear programming optimal (LPO) portfolio framework, which applies a constrained ℓ 1 minimization to the theoretical optimal control to mitigate the risk associated with the dimensionality issue. The resulting portfolio becomes a sparse portfolio that selects stocks with a data-driven procedure and hence offers a stable mean-variance portfolio in practice. When the number of observations becomes large, the LPO portfolio converges to the oracle optimal portfolio, which is free of estimation error, even though the number of stocks grows faster than the number of observations. Our numerical and empirical studies demonstrate the superiority of the proposed approach. © 2017 Society for Risk Analysis.

A Computational Framework for Quantifying and Optimizing the Performance of Observational Networks in 4D-Var Data Assimilation

NASA Astrophysics Data System (ADS)

Cioaca, Alexandru

A deep scientific understanding of complex physical systems, such as the atmosphere, can be achieved neither by direct measurements nor by numerical simulations alone. Data assimila- tion is a rigorous procedure to fuse information from a priori knowledge of the system state, the physical laws governing the evolution of the system, and real measurements, all with associated error statistics. Data assimilation produces best (a posteriori) estimates of model states and parameter values, and results in considerably improved computer simulations. The acquisition and use of observations in data assimilation raises several important scientific questions related to optimal sensor network design, quantification of data impact, pruning redundant data, and identifying the most beneficial additional observations. These questions originate in operational data assimilation practice, and have started to attract considerable interest in the recent past. This dissertation advances the state of knowledge in four dimensional variational (4D-Var) data assimilation by developing, implementing, and validating a novel computational framework for estimating observation impact and for optimizing sensor networks. The framework builds on the powerful methodologies of second-order adjoint modeling and the 4D-Var sensitivity equations. Efficient computational approaches for quantifying the observation impact include matrix free linear algebra algorithms and low-rank approximations of the sensitivities to observations. The sensor network configuration problem is formulated as a meta-optimization problem. Best values for parameters such as sensor location are obtained by optimizing a performance criterion, subject to the constraint posed by the 4D-Var optimization. Tractable computational solutions to this "optimization-constrained" optimization problem are provided. The results of this work can be directly applied to the deployment of intelligent sensors and adaptive observations, as well as to reducing the operating costs of measuring networks, while preserving their ability to capture the essential features of the system under consideration.

Optimal exploration systems

NASA Astrophysics Data System (ADS)

Klesh, Andrew T.

This dissertation studies optimal exploration, defined as the collection of information about given objects of interest by a mobile agent (the explorer) using imperfect sensors. The key aspects of exploration are kinematics (which determine how the explorer moves in response to steering commands), energetics (which determine how much energy is consumed by motion and maneuvers), informatics (which determine the rate at which information is collected) and estimation (which determines the states of the objects). These aspects are coupled by the steering decisions of the explorer. We seek to improve exploration by finding trade-offs amongst these couplings and the components of exploration: the Mission, the Path and the Agent. A comprehensive model of exploration is presented that, on one hand, accounts for these couplings and on the other hand is simple enough to allow analysis. This model is utilized to pose and solve several exploration problems where an objective function is to be minimized. Specific functions to be considered are the mission duration and the total energy. These exploration problems are formulated as optimal control problems and necessary conditions for optimality are obtained in the form of two-point boundary value problems. An analysis of these problems reveals characteristics of optimal exploration paths. Several regimes are identified for the optimal paths including the Watchtower, Solar and Drag regime, and several non-dimensional parameters are derived that determine the appropriate regime of travel. The so-called Power Ratio is shown to predict the qualitative features of the optimal paths, provide a metric to evaluate an aircrafts design and determine an aircrafts capability for flying perpetually. Optimal exploration system drivers are identified that provide perspective as to the importance of these various regimes of flight. A bank-to-turn solar-powered aircraft flying at constant altitude on Mars is used as a specific platform for analysis using the coupled model. Flight-paths found with this platform are presented that display the optimal exploration problem characteristics. These characteristics are used to form heuristics, such as a Generalized Traveling Salesman Problem solver, to simplify the exploration problem. These heuristics are used to empirically show the successful completion of an exploration mission by a physical explorer.

Discrete-to-continuous transition in quantum phase estimation

NASA Astrophysics Data System (ADS)

Rządkowski, Wojciech; Demkowicz-Dobrzański, Rafał

2017-09-01

We analyze the problem of quantum phase estimation in which the set of allowed phases forms a discrete N -element subset of the whole [0 ,2 π ] interval, φn=2 π n /N , n =0 ,⋯,N -1 , and study the discrete-to-continuous transition N →∞ for various cost functions as well as the mutual information. We also analyze the relation between the problems of phase discrimination and estimation by considering a step cost function of a given width σ around the true estimated value. We show that in general a direct application of the theory of covariant measurements for a discrete subgroup of the U(1 ) group leads to suboptimal strategies due to an implicit requirement of estimating only the phases that appear in the prior distribution. We develop the theory of subcovariant measurements to remedy this situation and demonstrate truly optimal estimation strategies when performing a transition from discrete to continuous phase estimation.

Application of an Optimal Tuner Selection Approach for On-Board Self-Tuning Engine Models

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Armstrong, Jeffrey B.; Garg, Sanjay

2012-01-01

An enhanced design methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented in this paper. It specific-ally addresses the under-determined estimation problem, in which there are more unknown parameters than available sensor measurements. This work builds upon an existing technique for systematically selecting a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. While the existing technique was optimized for open-loop engine operation at a fixed design point, in this paper an alternative formulation is presented that enables the technique to be optimized for an engine operating under closed-loop control throughout the flight envelope. The theoretical Kalman filter mean squared estimation error at a steady-state closed-loop operating point is derived, and the tuner selection approach applied to minimize this error is discussed. A technique for constructing a globally optimal tuning parameter vector, which enables full-envelope application of the technology, is also presented, along with design steps for adjusting the dynamic response of the Kalman filter state estimates. Results from the application of the technique to linear and nonlinear aircraft engine simulations are presented and compared to the conventional approach of tuner selection. The new methodology is shown to yield a significant improvement in on-line Kalman filter estimation accuracy.

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

NASA Technical Reports Server (NTRS)

Ku, R. T.

1972-01-01

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

Composite Particle Swarm Optimizer With Historical Memory for Function Optimization.

PubMed

Li, Jie; Zhang, JunQi; Jiang, ChangJun; Zhou, MengChu

2015-10-01

Particle swarm optimization (PSO) algorithm is a population-based stochastic optimization technique. It is characterized by the collaborative search in which each particle is attracted toward the global best position (gbest) in the swarm and its own best position (pbest). However, all of particles' historical promising pbests in PSO are lost except their current pbests. In order to solve this problem, this paper proposes a novel composite PSO algorithm, called historical memory-based PSO (HMPSO), which uses an estimation of distribution algorithm to estimate and preserve the distribution information of particles' historical promising pbests. Each particle has three candidate positions, which are generated from the historical memory, particles' current pbests, and the swarm's gbest. Then the best candidate position is adopted. Experiments on 28 CEC2013 benchmark functions demonstrate the superiority of HMPSO over other algorithms.

Local Approximation and Hierarchical Methods for Stochastic Optimization

NASA Astrophysics Data System (ADS)

Cheng, Bolong

In this thesis, we present local and hierarchical approximation methods for two classes of stochastic optimization problems: optimal learning and Markov decision processes. For the optimal learning problem class, we introduce a locally linear model with radial basis function for estimating the posterior mean of the unknown objective function. The method uses a compact representation of the function which avoids storing the entire history, as is typically required by nonparametric methods. We derive a knowledge gradient policy with the locally parametric model, which maximizes the expected value of information. We show the policy is asymptotically optimal in theory, and experimental works suggests that the method can reliably find the optimal solution on a range of test functions. For the Markov decision processes problem class, we are motivated by an application where we want to co-optimize a battery for multiple revenue, in particular energy arbitrage and frequency regulation. The nature of this problem requires the battery to make charging and discharging decisions at different time scales while accounting for the stochastic information such as load demand, electricity prices, and regulation signals. Computing the exact optimal policy becomes intractable due to the large state space and the number of time steps. We propose two methods to circumvent the computation bottleneck. First, we propose a nested MDP model that structure the co-optimization problem into smaller sub-problems with reduced state space. This new model allows us to understand how the battery behaves down to the two-second dynamics (that of the frequency regulation market). Second, we introduce a low-rank value function approximation for backward dynamic programming. This new method only requires computing the exact value function for a small subset of the state space and approximate the entire value function via low-rank matrix completion. We test these methods on historical price data from the PJM Interconnect and show that it outperforms the baseline approach used in the industry.

Correlation techniques to determine model form in robust nonlinear system realization/identification

NASA Technical Reports Server (NTRS)

Stry, Greselda I.; Mook, D. Joseph

1991-01-01

The fundamental challenge in identification of nonlinear dynamic systems is determining the appropriate form of the model. A robust technique is presented which essentially eliminates this problem for many applications. The technique is based on the Minimum Model Error (MME) optimal estimation approach. A detailed literature review is included in which fundamental differences between the current approach and previous work is described. The most significant feature is the ability to identify nonlinear dynamic systems without prior assumption regarding the form of the nonlinearities, in contrast to existing nonlinear identification approaches which usually require detailed assumptions of the nonlinearities. Model form is determined via statistical correlation of the MME optimal state estimates with the MME optimal model error estimates. The example illustrations indicate that the method is robust with respect to prior ignorance of the model, and with respect to measurement noise, measurement frequency, and measurement record length.

Comparison of Optimal Design Methods in Inverse Problems

DTIC Science & Technology

2011-05-11

corresponding FIM can be estimated by F̂ (τ) = F̂ (τ, θ̂OLS) = (Σ̂ N (θ̂OLS)) −1. (13) The asymptotic standard errors are given by SEk (θ0) = √ (ΣN0 )kk, k...1, . . . , p. (14) These standard errors are estimated in practice (when θ0 and σ0 are not known) by SEk (θ̂OLS) = √ (Σ̂N (θ̂OLS))kk, k = 1... SEk (θ̂boot) = √ Cov(θ̂boot)kk. We will compare the optimal design methods using the standard errors resulting from the op- timal time points each

An Improved Cuckoo Search Optimization Algorithm for the Problem of Chaotic Systems Parameter Estimation

PubMed Central

Wang, Jun; Zhou, Bihua; Zhou, Shudao

2016-01-01

This paper proposes an improved cuckoo search (ICS) algorithm to establish the parameters of chaotic systems. In order to improve the optimization capability of the basic cuckoo search (CS) algorithm, the orthogonal design and simulated annealing operation are incorporated in the CS algorithm to enhance the exploitation search ability. Then the proposed algorithm is used to establish parameters of the Lorenz chaotic system and Chen chaotic system under the noiseless and noise condition, respectively. The numerical results demonstrate that the algorithm can estimate parameters with high accuracy and reliability. Finally, the results are compared with the CS algorithm, genetic algorithm, and particle swarm optimization algorithm, and the compared results demonstrate the method is energy-efficient and superior. PMID:26880874

C-learning: A new classification framework to estimate optimal dynamic treatment regimes.

PubMed

Zhang, Baqun; Zhang, Min

2017-12-11

A dynamic treatment regime is a sequence of decision rules, each corresponding to a decision point, that determine that next treatment based on each individual's own available characteristics and treatment history up to that point. We show that identifying the optimal dynamic treatment regime can be recast as a sequential optimization problem and propose a direct sequential optimization method to estimate the optimal treatment regimes. In particular, at each decision point, the optimization is equivalent to sequentially minimizing a weighted expected misclassification error. Based on this classification perspective, we propose a powerful and flexible C-learning algorithm to learn the optimal dynamic treatment regimes backward sequentially from the last stage until the first stage. C-learning is a direct optimization method that directly targets optimizing decision rules by exploiting powerful optimization/classification techniques and it allows incorporation of patient's characteristics and treatment history to improve performance, hence enjoying advantages of both the traditional outcome regression-based methods (Q- and A-learning) and the more recent direct optimization methods. The superior performance and flexibility of the proposed methods are illustrated through extensive simulation studies. © 2017, The International Biometric Society.

MODOPTIM: A general optimization program for ground-water flow model calibration and ground-water management with MODFLOW

USGS Publications Warehouse

Halford, Keith J.

2006-01-01

MODOPTIM is a non-linear ground-water model calibration and management tool that simulates flow with MODFLOW-96 as a subroutine. A weighted sum-of-squares objective function defines optimal solutions for calibration and management problems. Water levels, discharges, water quality, subsidence, and pumping-lift costs are the five direct observation types that can be compared in MODOPTIM. Differences between direct observations of the same type can be compared to fit temporal changes and spatial gradients. Water levels in pumping wells, wellbore storage in the observation wells, and rotational translation of observation wells also can be compared. Negative and positive residuals can be weighted unequally so inequality constraints such as maximum chloride concentrations or minimum water levels can be incorporated in the objective function. Optimization parameters are defined with zones and parameter-weight matrices. Parameter change is estimated iteratively with a quasi-Newton algorithm and is constrained to a user-defined maximum parameter change per iteration. Parameters that are less sensitive than a user-defined threshold are not estimated. MODOPTIM facilitates testing more conceptual models by expediting calibration of each conceptual model. Examples of applying MODOPTIM to aquifer-test analysis, ground-water management, and parameter estimation problems are presented.

Model Based Optimal Control, Estimation, and Validation of Lithium-Ion Batteries

NASA Astrophysics Data System (ADS)

Perez, Hector Eduardo

This dissertation focuses on developing and experimentally validating model based control techniques to enhance the operation of lithium ion batteries, safely. An overview of the contributions to address the challenges that arise are provided below. Chapter 1: This chapter provides an introduction to battery fundamentals, models, and control and estimation techniques. Additionally, it provides motivation for the contributions of this dissertation. Chapter 2: This chapter examines reference governor (RG) methods for satisfying state constraints in Li-ion batteries. Mathematically, these constraints are formulated from a first principles electrochemical model. Consequently, the constraints explicitly model specific degradation mechanisms, such as lithium plating, lithium depletion, and overheating. This contrasts with the present paradigm of limiting measured voltage, current, and/or temperature. The critical challenges, however, are that (i) the electrochemical states evolve according to a system of nonlinear partial differential equations, and (ii) the states are not physically measurable. Assuming available state and parameter estimates, this chapter develops RGs for electrochemical battery models. The results demonstrate how electrochemical model state information can be utilized to ensure safe operation, while simultaneously enhancing energy capacity, power, and charge speeds in Li-ion batteries. Chapter 3: Complex multi-partial differential equation (PDE) electrochemical battery models are characterized by parameters that are often difficult to measure or identify. This parametric uncertainty influences the state estimates of electrochemical model-based observers for applications such as state-of-charge (SOC) estimation. This chapter develops two sensitivity-based interval observers that map bounded parameter uncertainty to state estimation intervals, within the context of electrochemical PDE models and SOC estimation. Theoretically, this chapter extends the notion of interval observers to PDE models using a sensitivity-based approach. Practically, this chapter quantifies the sensitivity of battery state estimates to parameter variations, enabling robust battery management schemes. The effectiveness of the proposed sensitivity-based interval observers is verified via a numerical study for the range of uncertain parameters. Chapter 4: This chapter seeks to derive insight on battery charging control using electrochemistry models. Directly using full order complex multi-partial differential equation (PDE) electrochemical battery models is difficult and sometimes impossible to implement. This chapter develops an approach for obtaining optimal charge control schemes, while ensuring safety through constraint satisfaction. An optimal charge control problem is mathematically formulated via a coupled reduced order electrochemical-thermal model which conserves key electrochemical and thermal state information. The Legendre-Gauss-Radau (LGR) pseudo-spectral method with adaptive multi-mesh-interval collocation is employed to solve the resulting nonlinear multi-state optimal control problem. Minimum time charge protocols are analyzed in detail subject to solid and electrolyte phase concentration constraints, as well as temperature constraints. The optimization scheme is examined using different input current bounds, and an insight on battery design for fast charging is provided. Experimental results are provided to compare the tradeoffs between an electrochemical-thermal model based optimal charge protocol and a traditional charge protocol. Chapter 5: Fast and safe charging protocols are crucial for enhancing the practicality of batteries, especially for mobile applications such as smartphones and electric vehicles. This chapter proposes an innovative approach to devising optimally health-conscious fast-safe charge protocols. A multi-objective optimal control problem is mathematically formulated via a coupled electro-thermal-aging battery model, where electrical and aging sub-models depend upon the core temperature captured by a two-state thermal sub-model. The Legendre-Gauss-Radau (LGR) pseudo-spectral method with adaptive multi-mesh-interval collocation is employed to solve the resulting highly nonlinear six-state optimal control problem. Charge time and health degradation are therefore optimally traded off, subject to both electrical and thermal constraints. Minimum-time, minimum-aging, and balanced charge scenarios are examined in detail. Sensitivities to the upper voltage bound, ambient temperature, and cooling convection resistance are investigated as well. Experimental results are provided to compare the tradeoffs between a balanced and traditional charge protocol. Chapter 6: This chapter provides concluding remarks on the findings of this dissertation and a discussion of future work.

On Several Fundamental Problems of Optimization, Estimation, and Scheduling in Wireless Communications

NASA Astrophysics Data System (ADS)

Gao, Qian

For both the conventional radio frequency and the comparably recent optical wireless communication systems, extensive effort from the academia had been made in improving the network spectrum efficiency and/or reducing the error rate. To achieve these goals, many fundamental challenges such as power efficient constellation design, nonlinear distortion mitigation, channel training design, network scheduling and etc. need to be properly addressed. In this dissertation, novel schemes are proposed accordingly to deal with specific problems falling in category of these challenges. Rigorous proofs and analyses are provided for each of our work to make a fair comparison with the corresponding peer works to clearly demonstrate the advantages. The first part of this dissertation considers a multi-carrier optical wireless system employing intensity modulation (IM) and direct detection (DD). A block-wise constellation design is presented, which treats the DC-bias that conventionally used solely for biasing purpose as an information basis. Our scheme, we term it MSM-JDCM, takes advantage of the compactness of sphere packing in a higher dimensional space, and in turn power efficient constellations are obtained by solving an advanced convex optimization problem. Besides the significant power gains, the MSM-JDCM has many other merits such as being capable of mitigating nonlinear distortion by including a peak-to-power ratio (PAPR) constraint, minimizing inter-symbol-interference (ISI) caused by frequency-selective fading with a novel precoder designed and embedded, and further reducing the bit-error-rate (BER) by combining with an optimized labeling scheme. The second part addresses several optimization problems in a multi-color visible light communication system, including power efficient constellation design, joint pre-equalizer and constellation design, and modeling of different structured channels with cross-talks. Our novel constellation design scheme, termed CSK-Advanced, is compared with the conventional decoupled system with the same spectrum efficiency to demonstrate the power efficiency. Crucial lighting requirements are included as optimization constraints. To control non-linear distortion, the optical peak-to-average-power ratio (PAPR) of LEDs can be individually constrained. With a SVD-based pre-equalizer designed and employed, our scheme can achieve lower BER than counterparts applying zero-forcing (ZF) or linear minimum-mean-squared-error (LMMSE) based post-equalizers. Besides, a binary switching algorithm (BSA) is applied to improve BER performance. The third part looks into a problem of two-phase channel estimation in a relayed wireless network. The channel estimates in every phase are obtained by the linear minimum mean squared error (LMMSE) method. Inaccurate estimate of the relay to destination (RtD) channel in phase 1 could affect estimate of the source to relay (StR) channel in phase 2, which is made erroneous. We first derive a close-form expression for the averaged Bayesian mean-square estimation error (ABMSE) for both phase estimates in terms of the length of source and relay training slots, based on which an iterative searching algorithm is then proposed that optimally allocates training slots to the two phases such that estimation errors are balanced. Analysis shows how the ABMSE of the StD channel estimation varies with the lengths of relay training and source training slots, the relay amplification gain, and the channel prior information respectively. The last part deals with a transmission scheduling problem in a uplink multiple-input-multiple-output (MIMO) wireless network. Code division multiple access (CDMA) is assumed as a multiple access scheme and pseudo-random codes are employed for different users. We consider a heavy traffic scenario, in which each user always has packets to transmit in the scheduled time slots. If the relay is scheduled for transmission together with users, then it operates in a full-duplex mode, where the packets previously collected from users are transmitted to the destination while new packets are being collected from users. A novel expression of throughput is first derived and then used to develop a scheduling algorithm to maximize the throughput. Our full-duplex scheduling is compared with a half-duplex scheduling, random access, and time division multiple access (TDMA), and simulation results illustrate its superiority. Throughput gains due to employment of both MIMO and CDMA are observed.

Combined design of structures and controllers for optimal maneuverability

NASA Technical Reports Server (NTRS)

Ling, Jer; Kabamba, Pierre; Taylor, John

1990-01-01

Approaches to the combined design of structures and controllers for achieving optimal maneuverability are presented. A maneuverability index which directly reflects the minimum time required to perform a given set of maneuvers is introduced. By designing the flexible appendages, the maneuver time of the spacecraft is minimized under the constraints of structural properties, and post maneuver spillover is kept within a specified bound. The spillover reduction is achieved by making use of an appropriate reduced order model. The distributed parameter design problem is approached using assumed shape functions, and finite element analysis with dynamic reduction. Solution procedures have been investigated. Approximate design methods have been developed to overcome the computational difficulties. Some new constraints on the modal frequencies of the spacecraft are introduced in the original optimization problem to facilitate the solution process. It is shown that the global optimal design may be obtained by tuning the natural frequencies to satisfy specific constraints. Researchers quantify the difference between a lower bound to the solution for maneuver time associated with the original problem and the estimate obtained from the modified problem, for a specified application requirement. Numerical examples are presented to demonstrate the capability of this approach.

Maximization of the Supportable Number of Sensors in QoS-Aware Cluster-Based Underwater Acoustic Sensor Networks

PubMed Central

Nguyen, Thi-Tham; Van Le, Duc; Yoon, Seokhoon

2014-01-01

This paper proposes a practical low-complexity MAC (medium access control) scheme for quality of service (QoS)-aware and cluster-based underwater acoustic sensor networks (UASN), in which the provision of differentiated QoS is required. In such a network, underwater sensors (U-sensor) in a cluster are divided into several classes, each of which has a different QoS requirement. The major problem considered in this paper is the maximization of the number of nodes that a cluster can accommodate while still providing the required QoS for each class in terms of the PDR (packet delivery ratio). In order to address the problem, we first estimate the packet delivery probability (PDP) and use it to formulate an optimization problem to determine the optimal value of the maximum packet retransmissions for each QoS class. The custom greedy and interior-point algorithms are used to find the optimal solutions, which are verified by extensive simulations. The simulation results show that, by solving the proposed optimization problem, the supportable number of underwater sensor nodes can be maximized while satisfying the QoS requirements for each class. PMID:24608009

Maximization of the supportable number of sensors in QoS-aware cluster-based underwater acoustic sensor networks.

PubMed

Nguyen, Thi-Tham; Le, Duc Van; Yoon, Seokhoon

2014-03-07

This paper proposes a practical low-complexity MAC (medium access control) scheme for quality of service (QoS)-aware and cluster-based underwater acoustic sensor networks (UASN), in which the provision of differentiated QoS is required. In such a network, underwater sensors (U-sensor) in a cluster are divided into several classes, each of which has a different QoS requirement. The major problem considered in this paper is the maximization of the number of nodes that a cluster can accommodate while still providing the required QoS for each class in terms of the PDR (packet delivery ratio). In order to address the problem, we first estimate the packet delivery probability (PDP) and use it to formulate an optimization problem to determine the optimal value of the maximum packet retransmissions for each QoS class. The custom greedy and interior-point algorithms are used to find the optimal solutions, which are verified by extensive simulations. The simulation results show that, by solving the proposed optimization problem, the supportable number of underwater sensor nodes can be maximized while satisfying the QoS requirements for each class.

Fuel-optimal low-thrust formation reconfiguration via Radau pseudospectral method

NASA Astrophysics Data System (ADS)

Li, Jing

2016-07-01

This paper investigates fuel-optimal low-thrust formation reconfiguration near circular orbit. Based on the Clohessy-Wiltshire equations, first-order necessary optimality conditions are derived from the Pontryagin's maximum principle. The fuel-optimal impulsive solution is utilized to divide the low-thrust trajectory into thrust and coast arcs. By introducing the switching times as optimization variables, the fuel-optimal low-thrust formation reconfiguration is posed as a nonlinear programming problem (NLP) via direct transcription using multiple-phase Radau pseudospectral method (RPM), which is then solved by a sparse nonlinear optimization software SNOPT. To facilitate optimality verification and, if necessary, further refinement of the optimized solution of the NLP, formulas for mass costate estimation and initial costates scaling are presented. Numerical examples are given to show the application of the proposed optimization method. To fix the problem, generic fuel-optimal low-thrust formation reconfiguration can be simplified as reconfiguration without any initial and terminal coast arcs, whose optimal solutions can be efficiently obtained from the multiple-phase RPM at the cost of a slight fuel increment. Finally, influence of the specific impulse and maximum thrust magnitude on the fuel-optimal low-thrust formation reconfiguration is analyzed. Numerical results shown the links and differences between the fuel-optimal impulsive and low-thrust solutions.

Constrained Null Space Component Analysis for Semiblind Source Separation Problem.

PubMed

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

2018-02-01

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

Restoration of a single superresolution image from several blurred, noisy, and undersampled measured images.

PubMed

Elad, M; Feuer, A

1997-01-01

The three main tools in the single image restoration theory are the maximum likelihood (ML) estimator, the maximum a posteriori probability (MAP) estimator, and the set theoretic approach using projection onto convex sets (POCS). This paper utilizes the above known tools to propose a unified methodology toward the more complicated problem of superresolution restoration. In the superresolution restoration problem, an improved resolution image is restored from several geometrically warped, blurred, noisy and downsampled measured images. The superresolution restoration problem is modeled and analyzed from the ML, the MAP, and POCS points of view, yielding a generalization of the known superresolution restoration methods. The proposed restoration approach is general but assumes explicit knowledge of the linear space- and time-variant blur, the (additive Gaussian) noise, the different measured resolutions, and the (smooth) motion characteristics. A hybrid method combining the simplicity of the ML and the incorporation of nonellipsoid constraints is presented, giving improved restoration performance, compared with the ML and the POCS approaches. The hybrid method is shown to converge to the unique optimal solution of a new definition of the optimization problem. Superresolution restoration from motionless measurements is also discussed. Simulations demonstrate the power of the proposed methodology.

Studies in Software Cost Model Behavior: Do We Really Understand Cost Model Performance?

NASA Technical Reports Server (NTRS)

Lum, Karen; Hihn, Jairus; Menzies, Tim

2006-01-01

While there exists extensive literature on software cost estimation techniques, industry practice continues to rely upon standard regression-based algorithms. These software effort models are typically calibrated or tuned to local conditions using local data. This paper cautions that current approaches to model calibration often produce sub-optimal models because of the large variance problem inherent in cost data and by including far more effort multipliers than the data supports. Building optimal models requires that a wider range of models be considered while correctly calibrating these models requires rejection rules that prune variables and records and use multiple criteria for evaluating model performance. The main contribution of this paper is to document a standard method that integrates formal model identification, estimation, and validation. It also documents what we call the large variance problem that is a leading cause of cost model brittleness or instability.

Minimax Rate-optimal Estimation of High-dimensional Covariance Matrices with Incomplete Data*

PubMed Central

Cai, T. Tony; Zhang, Anru

2016-01-01

Missing data occur frequently in a wide range of applications. In this paper, we consider estimation of high-dimensional covariance matrices in the presence of missing observations under a general missing completely at random model in the sense that the missingness is not dependent on the values of the data. Based on incomplete data, estimators for bandable and sparse covariance matrices are proposed and their theoretical and numerical properties are investigated. Minimax rates of convergence are established under the spectral norm loss and the proposed estimators are shown to be rate-optimal under mild regularity conditions. Simulation studies demonstrate that the estimators perform well numerically. The methods are also illustrated through an application to data from four ovarian cancer studies. The key technical tools developed in this paper are of independent interest and potentially useful for a range of related problems in high-dimensional statistical inference with missing data. PMID:27777471

Minimax Rate-optimal Estimation of High-dimensional Covariance Matrices with Incomplete Data.

PubMed

Cai, T Tony; Zhang, Anru

2016-09-01

Missing data occur frequently in a wide range of applications. In this paper, we consider estimation of high-dimensional covariance matrices in the presence of missing observations under a general missing completely at random model in the sense that the missingness is not dependent on the values of the data. Based on incomplete data, estimators for bandable and sparse covariance matrices are proposed and their theoretical and numerical properties are investigated. Minimax rates of convergence are established under the spectral norm loss and the proposed estimators are shown to be rate-optimal under mild regularity conditions. Simulation studies demonstrate that the estimators perform well numerically. The methods are also illustrated through an application to data from four ovarian cancer studies. The key technical tools developed in this paper are of independent interest and potentially useful for a range of related problems in high-dimensional statistical inference with missing data.

Number of discernible object colors is a conundrum.

PubMed

Masaoka, Kenichiro; Berns, Roy S; Fairchild, Mark D; Moghareh Abed, Farhad

2013-02-01

Widely varying estimates of the number of discernible object colors have been made by using various methods over the past 100 years. To clarify the source of the discrepancies in the previous, inconsistent estimates, the number of discernible object colors is estimated over a wide range of color temperatures and illuminance levels using several chromatic adaptation models, color spaces, and color difference limens. Efficient and accurate models are used to compute optimal-color solids and count the number of discernible colors. A comprehensive simulation reveals limitations in the ability of current color appearance models to estimate the number of discernible colors even if the color solid is smaller than the optimal-color solid. The estimates depend on the color appearance model, color space, and color difference limen used. The fundamental problem lies in the von Kries-type chromatic adaptation transforms, which have an unknown effect on the ranking of the number of discernible colors at different color temperatures.

Robust learning for optimal treatment decision with NP-dimensionality

PubMed Central

Shi, Chengchun; Song, Rui; Lu, Wenbin

2016-01-01

In order to identify important variables that are involved in making optimal treatment decision, Lu, Zhang and Zeng (2013) proposed a penalized least squared regression framework for a fixed number of predictors, which is robust against the misspecification of the conditional mean model. Two problems arise: (i) in a world of explosively big data, effective methods are needed to handle ultra-high dimensional data set, for example, with the dimension of predictors is of the non-polynomial (NP) order of the sample size; (ii) both the propensity score and conditional mean models need to be estimated from data under NP dimensionality. In this paper, we propose a robust procedure for estimating the optimal treatment regime under NP dimensionality. In both steps, penalized regressions are employed with the non-concave penalty function, where the conditional mean model of the response given predictors may be misspecified. The asymptotic properties, such as weak oracle properties, selection consistency and oracle distributions, of the proposed estimators are investigated. In addition, we study the limiting distribution of the estimated value function for the obtained optimal treatment regime. The empirical performance of the proposed estimation method is evaluated by simulations and an application to a depression dataset from the STAR*D study. PMID:28781717

Asynchronous State Estimation for Discrete-Time Switched Complex Networks With Communication Constraints.

PubMed

Zhang, Dan; Wang, Qing-Guo; Srinivasan, Dipti; Li, Hongyi; Yu, Li

2018-05-01

This paper is concerned with the asynchronous state estimation for a class of discrete-time switched complex networks with communication constraints. An asynchronous estimator is designed to overcome the difficulty that each node cannot access to the topology/coupling information. Also, the event-based communication, signal quantization, and the random packet dropout problems are studied due to the limited communication resource. With the help of switched system theory and by resorting to some stochastic system analysis method, a sufficient condition is proposed to guarantee the exponential stability of estimation error system in the mean-square sense and a prescribed performance level is also ensured. The characterization of the desired estimator gains is derived in terms of the solution to a convex optimization problem. Finally, the effectiveness of the proposed design approach is demonstrated by a simulation example.

Parameter Estimation of Computationally Expensive Watershed Models Through Efficient Multi-objective Optimization and Interactive Decision Analytics

NASA Astrophysics Data System (ADS)

Akhtar, Taimoor; Shoemaker, Christine

2016-04-01

Watershed model calibration is inherently a multi-criteria problem. Conflicting trade-offs exist between different quantifiable calibration criterions indicating the non-existence of a single optimal parameterization. Hence, many experts prefer a manual approach to calibration where the inherent multi-objective nature of the calibration problem is addressed through an interactive, subjective, time-intensive and complex decision making process. Multi-objective optimization can be used to efficiently identify multiple plausible calibration alternatives and assist calibration experts during the parameter estimation process. However, there are key challenges to the use of multi objective optimization in the parameter estimation process which include: 1) multi-objective optimization usually requires many model simulations, which is difficult for complex simulation models that are computationally expensive; and 2) selection of one from numerous calibration alternatives provided by multi-objective optimization is non-trivial. This study proposes a "Hybrid Automatic Manual Strategy" (HAMS) for watershed model calibration to specifically address the above-mentioned challenges. HAMS employs a 3-stage framework for parameter estimation. Stage 1 incorporates the use of an efficient surrogate multi-objective algorithm, GOMORS, for identification of numerous calibration alternatives within a limited simulation evaluation budget. The novelty of HAMS is embedded in Stages 2 and 3 where an interactive visual and metric based analytics framework is available as a decision support tool to choose a single calibration from the numerous alternatives identified in Stage 1. Stage 2 of HAMS provides a goodness-of-fit measure / metric based interactive framework for identification of a small subset (typically less than 10) of meaningful and diverse set of calibration alternatives from the numerous alternatives obtained in Stage 1. Stage 3 incorporates the use of an interactive visual analytics framework for decision support in selection of one parameter combination from the alternatives identified in Stage 2. HAMS is applied for calibration of flow parameters of a SWAT model, (Soil and Water Assessment Tool) designed to simulate flow in the Cannonsville watershed in upstate New York. Results from the application of HAMS to Cannonsville indicate that efficient multi-objective optimization and interactive visual and metric based analytics can bridge the gap between the effective use of both automatic and manual strategies for parameter estimation of computationally expensive watershed models.

Direct position determination for digital modulation signals based on improved particle swarm optimization algorithm

NASA Astrophysics Data System (ADS)

Yu, Wan-Ting; Yu, Hong-yi; Du, Jian-Ping; Wang, Ding

2018-04-01

The Direct Position Determination (DPD) algorithm has been demonstrated to achieve a better accuracy with known signal waveforms. However, the signal waveform is difficult to be completely known in the actual positioning process. To solve the problem, we proposed a DPD method for digital modulation signals based on improved particle swarm optimization algorithm. First, a DPD model is established for known modulation signals and a cost function is obtained on symbol estimation. Second, as the optimization of the cost function is a nonlinear integer optimization problem, an improved Particle Swarm Optimization (PSO) algorithm is considered for the optimal symbol search. Simulations are carried out to show the higher position accuracy of the proposed DPD method and the convergence of the fitness function under different inertia weight and population size. On the one hand, the proposed algorithm can take full advantage of the signal feature to improve the positioning accuracy. On the other hand, the improved PSO algorithm can improve the efficiency of symbol search by nearly one hundred times to achieve a global optimal solution.

Spatio-Temporal Field Estimation Using Kriged Kalman Filter (KKF) with Sparsity-Enforcing Sensor Placement.

PubMed

Roy, Venkat; Simonetto, Andrea; Leus, Geert

2018-06-01

We propose a sensor placement method for spatio-temporal field estimation based on a kriged Kalman filter (KKF) using a network of static or mobile sensors. The developed framework dynamically designs the optimal constellation to place the sensors. We combine the estimation error (for the stationary as well as non-stationary component of the field) minimization problem with a sparsity-enforcing penalty to design the optimal sensor constellation in an economic manner. The developed sensor placement method can be directly used for a general class of covariance matrices (ill-conditioned or well-conditioned) modelling the spatial variability of the stationary component of the field, which acts as a correlated observation noise, while estimating the non-stationary component of the field. Finally, a KKF estimator is used to estimate the field using the measurements from the selected sensing locations. Numerical results are provided to exhibit the feasibility of the proposed dynamic sensor placement followed by the KKF estimation method.

On regularization and error estimates for the backward heat conduction problem with time-dependent thermal diffusivity factor

NASA Astrophysics Data System (ADS)

Karimi, Milad; Moradlou, Fridoun; Hajipour, Mojtaba

2018-10-01

This paper is concerned with a backward heat conduction problem with time-dependent thermal diffusivity factor in an infinite "strip". This problem is drastically ill-posed which is caused by the amplified infinitely growth in the frequency components. A new regularization method based on the Meyer wavelet technique is developed to solve the considered problem. Using the Meyer wavelet technique, some new stable estimates are proposed in the Hölder and Logarithmic types which are optimal in the sense of given by Tautenhahn. The stability and convergence rate of the proposed regularization technique are proved. The good performance and the high-accuracy of this technique is demonstrated through various one and two dimensional examples. Numerical simulations and some comparative results are presented.

A Framework for the Optimization of Discrete-Event Simulation Models

NASA Technical Reports Server (NTRS)

Joshi, B. D.; Unal, R.; White, N. H.; Morris, W. D.

1996-01-01

With the growing use of computer modeling and simulation, in all aspects of engineering, the scope of traditional optimization has to be extended to include simulation models. Some unique aspects have to be addressed while optimizing via stochastic simulation models. The optimization procedure has to explicitly account for the randomness inherent in the stochastic measures predicted by the model. This paper outlines a general purpose framework for optimization of terminating discrete-event simulation models. The methodology combines a chance constraint approach for problem formulation, together with standard statistical estimation and analyses techniques. The applicability of the optimization framework is illustrated by minimizing the operation and support resources of a launch vehicle, through a simulation model.

Fuzzy Adaptive Decentralized Optimal Control for Strict Feedback Nonlinear Large-Scale Systems.

PubMed

Sun, Kangkang; Sui, Shuai; Tong, Shaocheng

2018-04-01

This paper considers the optimal decentralized fuzzy adaptive control design problem for a class of interconnected large-scale nonlinear systems in strict feedback form and with unknown nonlinear functions. The fuzzy logic systems are introduced to learn the unknown dynamics and cost functions, respectively, and a state estimator is developed. By applying the state estimator and the backstepping recursive design algorithm, a decentralized feedforward controller is established. By using the backstepping decentralized feedforward control scheme, the considered interconnected large-scale nonlinear system in strict feedback form is changed into an equivalent affine large-scale nonlinear system. Subsequently, an optimal decentralized fuzzy adaptive control scheme is constructed. The whole optimal decentralized fuzzy adaptive controller is composed of a decentralized feedforward control and an optimal decentralized control. It is proved that the developed optimal decentralized controller can ensure that all the variables of the control system are uniformly ultimately bounded, and the cost functions are the smallest. Two simulation examples are provided to illustrate the validity of the developed optimal decentralized fuzzy adaptive control scheme.

Finding optimal vaccination strategies under parameter uncertainty using stochastic programming.

PubMed

Tanner, Matthew W; Sattenspiel, Lisa; Ntaimo, Lewis

2008-10-01

We present a stochastic programming framework for finding the optimal vaccination policy for controlling infectious disease epidemics under parameter uncertainty. Stochastic programming is a popular framework for including the effects of parameter uncertainty in a mathematical optimization model. The problem is initially formulated to find the minimum cost vaccination policy under a chance-constraint. The chance-constraint requires that the probability that R(*)

R programming for parameters estimation of geographically weighted ordinal logistic regression (GWOLR) model based on Newton Raphson

NASA Astrophysics Data System (ADS)

Zuhdi, Shaifudin; Saputro, Dewi Retno Sari

2017-03-01

GWOLR model used for represent relationship between dependent variable has categories and scale of category is ordinal with independent variable influenced the geographical location of the observation site. Parameters estimation of GWOLR model use maximum likelihood provide system of nonlinear equations and hard to be found the result in analytic resolution. By finishing it, it means determine the maximum completion, this thing associated with optimizing problem. The completion nonlinear system of equations optimize use numerical approximation, which one is Newton Raphson method. The purpose of this research is to make iteration algorithm Newton Raphson and program using R software to estimate GWOLR model. Based on the research obtained that program in R can be used to estimate the parameters of GWOLR model by forming a syntax program with command "while".

Experimental design for estimating unknown groundwater pumping using genetic algorithm and reduced order model

NASA Astrophysics Data System (ADS)

Ushijima, Timothy T.; Yeh, William W.-G.

2013-10-01

An optimal experimental design algorithm is developed to select locations for a network of observation wells that provide maximum information about unknown groundwater pumping in a confined, anisotropic aquifer. The design uses a maximal information criterion that chooses, among competing designs, the design that maximizes the sum of squared sensitivities while conforming to specified design constraints. The formulated optimization problem is non-convex and contains integer variables necessitating a combinatorial search. Given a realistic large-scale model, the size of the combinatorial search required can make the problem difficult, if not impossible, to solve using traditional mathematical programming techniques. Genetic algorithms (GAs) can be used to perform the global search; however, because a GA requires a large number of calls to a groundwater model, the formulated optimization problem still may be infeasible to solve. As a result, proper orthogonal decomposition (POD) is applied to the groundwater model to reduce its dimensionality. Then, the information matrix in the full model space can be searched without solving the full model. Results from a small-scale test case show identical optimal solutions among the GA, integer programming, and exhaustive search methods. This demonstrates the GA's ability to determine the optimal solution. In addition, the results show that a GA with POD model reduction is several orders of magnitude faster in finding the optimal solution than a GA using the full model. The proposed experimental design algorithm is applied to a realistic, two-dimensional, large-scale groundwater problem. The GA converged to a solution for this large-scale problem.

Multidisciplinary Optimization Branch Experience Using iSIGHT Software

NASA Technical Reports Server (NTRS)

Padula, S. L.; Korte, J. J.; Dunn, H. J.; Salas, A. O.

1999-01-01

The Multidisciplinary Optimization (MDO) Branch at NASA Langley Research Center is investigating frameworks for supporting multidisciplinary analysis and optimization research. An optimization framework call improve the design process while reducing time and costs. A framework provides software and system services to integrate computational tasks and allows the researcher to concentrate more on the application and less on the programming details. A framework also provides a common working environment and a full range of optimization tools, and so increases the productivity of multidisciplinary research teams. Finally, a framework enables staff members to develop applications for use by disciplinary experts in other organizations. Since the release of version 4.0, the MDO Branch has gained experience with the iSIGHT framework developed by Engineous Software, Inc. This paper describes experiences with four aerospace applications: (1) reusable launch vehicle sizing, (2) aerospike nozzle design, (3) low-noise rotorcraft trajectories, and (4) acoustic liner design. All applications have been successfully tested using the iSIGHT framework, except for the aerospike nozzle problem, which is in progress. Brief overviews of each problem are provided. The problem descriptions include the number and type of disciplinary codes, as well as all estimate of the multidisciplinary analysis execution time. In addition, the optimization methods, objective functions, design variables, and design constraints are described for each problem. Discussions on the experience gained and lessons learned are provided for each problem. These discussions include the advantages and disadvantages of using the iSIGHT framework for each case as well as the ease of use of various advanced features. Potential areas of improvement are identified.

Particle swarm optimization and gravitational wave data analysis: Performance on a binary inspiral testbed

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

Wang Yan; Mohanty, Soumya D.; Center for Gravitational Wave Astronomy, Department of Physics and Astronomy, University of Texas at Brownsville, 80 Fort Brown, Brownsville, Texas 78520

2010-03-15

The detection and estimation of gravitational wave signals belonging to a parameterized family of waveforms requires, in general, the numerical maximization of a data-dependent function of the signal parameters. Because of noise in the data, the function to be maximized is often highly multimodal with numerous local maxima. Searching for the global maximum then becomes computationally expensive, which in turn can limit the scientific scope of the search. Stochastic optimization is one possible approach to reducing computational costs in such applications. We report results from a first investigation of the particle swarm optimization method in this context. The method ismore » applied to a test bed motivated by the problem of detection and estimation of a binary inspiral signal. Our results show that particle swarm optimization works well in the presence of high multimodality, making it a viable candidate method for further applications in gravitational wave data analysis.« less

A tool for efficient, model-independent management optimization under uncertainty

USGS Publications Warehouse

White, Jeremy; Fienen, Michael N.; Barlow, Paul M.; Welter, Dave E.

2018-01-01

To fill a need for risk-based environmental management optimization, we have developed PESTPP-OPT, a model-independent tool for resource management optimization under uncertainty. PESTPP-OPT solves a sequential linear programming (SLP) problem and also implements (optional) efficient, “on-the-fly” (without user intervention) first-order, second-moment (FOSM) uncertainty techniques to estimate model-derived constraint uncertainty. Combined with a user-specified risk value, the constraint uncertainty estimates are used to form chance-constraints for the SLP solution process, so that any optimal solution includes contributions from model input and observation uncertainty. In this way, a “single answer” that includes uncertainty is yielded from the modeling analysis. PESTPP-OPT uses the familiar PEST/PEST++ model interface protocols, which makes it widely applicable to many modeling analyses. The use of PESTPP-OPT is demonstrated with a synthetic, integrated surface-water/groundwater model. The function and implications of chance constraints for this synthetic model are discussed.

Relaxations to Sparse Optimization Problems and Applications

NASA Astrophysics Data System (ADS)

Skau, Erik West

Parsimony is a fundamental property that is applied to many characteristics in a variety of fields. Of particular interest are optimization problems that apply rank, dimensionality, or support in a parsimonious manner. In this thesis we study some optimization problems and their relaxations, and focus on properties and qualities of the solutions of these problems. The Gramian tensor decomposition problem attempts to decompose a symmetric tensor as a sum of rank one tensors.We approach the Gramian tensor decomposition problem with a relaxation to a semidefinite program. We study conditions which ensure that the solution of the relaxed semidefinite problem gives the minimal Gramian rank decomposition. Sparse representations with learned dictionaries are one of the leading image modeling techniques for image restoration. When learning these dictionaries from a set of training images, the sparsity parameter of the dictionary learning algorithm strongly influences the content of the dictionary atoms.We describe geometrically the content of trained dictionaries and how it changes with the sparsity parameter.We use statistical analysis to characterize how the different content is used in sparse representations. Finally, a method to control the structure of the dictionaries is demonstrated, allowing us to learn a dictionary which can later be tailored for specific applications. Variations of dictionary learning can be broadly applied to a variety of applications.We explore a pansharpening problem with a triple factorization variant of coupled dictionary learning. Another application of dictionary learning is computer vision. Computer vision relies heavily on object detection, which we explore with a hierarchical convolutional dictionary learning model. Data fusion of disparate modalities is a growing topic of interest.We do a case study to demonstrate the benefit of using social media data with satellite imagery to estimate hazard extents. In this case study analysis we apply a maximum entropy model, guided by the social media data, to estimate the flooded regions during a 2013 flood in Boulder, CO and show that the results are comparable to those obtained using expert information.

A cooperative strategy for parameter estimation in large scale systems biology models.

PubMed

Villaverde, Alejandro F; Egea, Jose A; Banga, Julio R

2012-06-22

Mathematical models play a key role in systems biology: they summarize the currently available knowledge in a way that allows to make experimentally verifiable predictions. Model calibration consists of finding the parameters that give the best fit to a set of experimental data, which entails minimizing a cost function that measures the goodness of this fit. Most mathematical models in systems biology present three characteristics which make this problem very difficult to solve: they are highly non-linear, they have a large number of parameters to be estimated, and the information content of the available experimental data is frequently scarce. Hence, there is a need for global optimization methods capable of solving this problem efficiently. A new approach for parameter estimation of large scale models, called Cooperative Enhanced Scatter Search (CeSS), is presented. Its key feature is the cooperation between different programs ("threads") that run in parallel in different processors. Each thread implements a state of the art metaheuristic, the enhanced Scatter Search algorithm (eSS). Cooperation, meaning information sharing between threads, modifies the systemic properties of the algorithm and allows to speed up performance. Two parameter estimation problems involving models related with the central carbon metabolism of E. coli which include different regulatory levels (metabolic and transcriptional) are used as case studies. The performance and capabilities of the method are also evaluated using benchmark problems of large-scale global optimization, with excellent results. The cooperative CeSS strategy is a general purpose technique that can be applied to any model calibration problem. Its capability has been demonstrated by calibrating two large-scale models of different characteristics, improving the performance of previously existing methods in both cases. The cooperative metaheuristic presented here can be easily extended to incorporate other global and local search solvers and specific structural information for particular classes of problems.

A cooperative strategy for parameter estimation in large scale systems biology models

PubMed Central

2012-01-01

Background Mathematical models play a key role in systems biology: they summarize the currently available knowledge in a way that allows to make experimentally verifiable predictions. Model calibration consists of finding the parameters that give the best fit to a set of experimental data, which entails minimizing a cost function that measures the goodness of this fit. Most mathematical models in systems biology present three characteristics which make this problem very difficult to solve: they are highly non-linear, they have a large number of parameters to be estimated, and the information content of the available experimental data is frequently scarce. Hence, there is a need for global optimization methods capable of solving this problem efficiently. Results A new approach for parameter estimation of large scale models, called Cooperative Enhanced Scatter Search (CeSS), is presented. Its key feature is the cooperation between different programs (“threads”) that run in parallel in different processors. Each thread implements a state of the art metaheuristic, the enhanced Scatter Search algorithm (eSS). Cooperation, meaning information sharing between threads, modifies the systemic properties of the algorithm and allows to speed up performance. Two parameter estimation problems involving models related with the central carbon metabolism of E. coli which include different regulatory levels (metabolic and transcriptional) are used as case studies. The performance and capabilities of the method are also evaluated using benchmark problems of large-scale global optimization, with excellent results. Conclusions The cooperative CeSS strategy is a general purpose technique that can be applied to any model calibration problem. Its capability has been demonstrated by calibrating two large-scale models of different characteristics, improving the performance of previously existing methods in both cases. The cooperative metaheuristic presented here can be easily extended to incorporate other global and local search solvers and specific structural information for particular classes of problems. PMID:22727112

Simultaneous optical flow and source estimation: Space–time discretization and preconditioning

PubMed Central

Andreev, R.; Scherzer, O.; Zulehner, W.

2015-01-01

We consider the simultaneous estimation of an optical flow field and an illumination source term in a movie sequence. The particular optical flow equation is obtained by assuming that the image intensity is a conserved quantity up to possible sources and sinks which represent varying illumination. We formulate this problem as an energy minimization problem and propose a space–time simultaneous discretization for the optimality system in saddle-point form. We investigate a preconditioning strategy that renders the discrete system well-conditioned uniformly in the discretization resolution. Numerical experiments complement the theory. PMID:26435561

Extremal Optimization for estimation of the error threshold in topological subsystem codes at T = 0

NASA Astrophysics Data System (ADS)

Millán-Otoya, Jorge E.; Boettcher, Stefan

2014-03-01

Quantum decoherence is a problem that arises in implementations of quantum computing proposals. Topological subsystem codes (TSC) have been suggested as a way to overcome decoherence. These offer a higher optimal error tolerance when compared to typical error-correcting algorithms. A TSC has been translated into a planar Ising spin-glass with constrained bimodal three-spin couplings. This spin-glass has been considered at finite temperature to determine the phase boundary between the unstable phase and the stable phase, where error recovery is possible.[1] We approach the study of the error threshold problem by exploring ground states of this spin-glass with the Extremal Optimization algorithm (EO).[2] EO has proven to be a effective heuristic to explore ground state configurations of glassy spin-systems.[3

Shelf life modelling for first-expired-first-out warehouse management

PubMed Central

Hertog, Maarten L. A. T. M.; Uysal, Ismail; McCarthy, Ultan; Verlinden, Bert M.; Nicolaï, Bart M.

2014-01-01

In the supply chain of perishable food products, large losses are incurred between farm and fork. Given the limited land resources and an ever-growing population, the food supply chain is faced with the challenge of increasing its handling efficiency and minimizing post-harvest food losses. Huge value can be added by optimizing warehouse management systems, taking into account the estimated remaining shelf life of the product, and matching it to the requirements of the subsequent part of the handling chain. This contribution focuses on how model approaches estimating quality changes and remaining shelf life can be combined in optimizing first-expired-first-out cold chain management strategies for perishable products. To this end, shelf-life-related performance indicators are used to introduce remaining shelf life and product quality in the cost function when optimizing the supply chain. A combinatorial exhaustive-search algorithm is shown to be feasible as the complexity of the optimization problem is sufficiently low for the size and properties of a typical commercial cold chain. The estimated shelf life distances for a particular batch can thus be taken as a guide to optimize logistics. PMID:24797134

Optimal pressure regulation of the pneumatic ventricular assist device with bellows-type driver.

PubMed

Lee, Jung Joo; Kim, Bum Soo; Choi, Jaesoon; Choi, Hyuk; Ahn, Chi Bum; Nam, Kyoung Won; Jeong, Gi Seok; Lim, Choon Hak; Son, Ho Sung; Sun, Kyung

2009-08-01

The bellows-type pneumatic ventricular assist device (VAD) generates pneumatic pressure with compression of bellows instead of using an air compressor. This VAD driver has a small volume that is suitable for portable devices. However, improper pneumatic pressure setup can not only cause a lack of adequate flow generation, but also cause durability problems. In this study, a pneumatic pressure regulation system for optimal operation of the bellows-type VAD has been developed. The optimal pneumatic pressure conditions according to various afterload conditions aiming for optimal flow rates were investigated, and an afterload estimation algorithm was developed. The developed regulation system, which consists of a pressure sensor and a two-way solenoid valve, estimates the current afterload and regulates the pneumatic pressure to the optimal point for the current afterload condition. Experiments were performed in a mock circulation system. The afterload estimation algorithm showed sufficient performance with the standard deviation of error, 8.8 mm Hg. The flow rate could be stably regulated with a developed system under various afterload conditions. The shortcoming of a bellows-type VAD could be handled with this simple pressure regulation system.

Optimization of transfer trajectories to the Apophis asteroid for spacecraft with high and low thrust

NASA Astrophysics Data System (ADS)

Ivashkin, V. V.; Krylov, I. V.

2014-03-01

The problem of optimization of a spacecraft transfer to the Apophis asteroid is investigated. The scheme of transfer under analysis includes a geocentric stage of boosting the spacecraft with high thrust, a heliocentric stage of control by a low thrust engine, and a stage of deceleration with injection to an orbit of the asteroid's satellite. In doing this, the problem of optimal control is solved for cases of ideal and piecewise-constant low thrust, and the optimal magnitude and direction of spacecraft's hyperbolic velocity "at infinity" during departure from the Earth are determined. The spacecraft trajectories are found based on a specially developed comprehensive method of optimization. This method combines the method of dynamic programming at the first stage of analysis and the Pontryagin maximum principle at the concluding stage, together with the parameter continuation method. The estimates are obtained for the spacecraft's final mass and for the payload mass that can be delivered to the asteroid using the Soyuz-Fregat carrier launcher.

LS-APC v1.0: a tuning-free method for the linear inverse problem and its application to source-term determination

NASA Astrophysics Data System (ADS)

Tichý, Ondřej; Šmídl, Václav; Hofman, Radek; Stohl, Andreas

2016-11-01

Estimation of pollutant releases into the atmosphere is an important problem in the environmental sciences. It is typically formalized as an inverse problem using a linear model that can explain observable quantities (e.g., concentrations or deposition values) as a product of the source-receptor sensitivity (SRS) matrix obtained from an atmospheric transport model multiplied by the unknown source-term vector. Since this problem is typically ill-posed, current state-of-the-art methods are based on regularization of the problem and solution of a formulated optimization problem. This procedure depends on manual settings of uncertainties that are often very poorly quantified, effectively making them tuning parameters. We formulate a probabilistic model, that has the same maximum likelihood solution as the conventional method using pre-specified uncertainties. Replacement of the maximum likelihood solution by full Bayesian estimation also allows estimation of all tuning parameters from the measurements. The estimation procedure is based on the variational Bayes approximation which is evaluated by an iterative algorithm. The resulting method is thus very similar to the conventional approach, but with the possibility to also estimate all tuning parameters from the observations. The proposed algorithm is tested and compared with the standard methods on data from the European Tracer Experiment (ETEX) where advantages of the new method are demonstrated. A MATLAB implementation of the proposed algorithm is available for download.

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

PubMed

Xu, Qingyang; Zhang, Chengjin; Zhang, Li

2014-01-01

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

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

PubMed Central

Xu, Qingyang; Zhang, Chengjin; Zhang, Li

2014-01-01

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

An almost-parameter-free harmony search algorithm for groundwater pollution source identification.

PubMed

Jiang, Simin; Zhang, Yali; Wang, Pei; Zheng, Maohui

2013-01-01

The spatiotemporal characterization of unknown sources of groundwater pollution is frequently encountered in environmental problems. This study adopts a simulation-optimization approach that combines a contaminant transport simulation model with a heuristic harmony search algorithm to identify unknown pollution sources. In the proposed methodology, an almost-parameter-free harmony search algorithm is developed. The performance of this methodology is evaluated on an illustrative groundwater pollution source identification problem, and the identified results indicate that the proposed almost-parameter-free harmony search algorithm-based optimization model can give satisfactory estimations, even when the irregular geometry, erroneous monitoring data, and prior information shortage of potential locations are considered.

Stochastic Adaptive Estimation and Control.

DTIC Science & Technology

1994-10-26

Marcus, "Language Stability and Stabilizability of Discrete Event Dynamical Systems ," SIAM Journal on Control and Optimization, 31, September 1993...in the hierarchical control of flexible manufacturing systems ; in this problem, the model involves a hybrid process in continuous time whose state is...of the average cost control problem for discrete- time Markov processes. Our exposition covers from finite to Borel state and action spaces and

Extended Decentralized Linear-Quadratic-Gaussian Control

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell

2000-01-01

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

A methodology for airplane parameter estimation and confidence interval determination in nonlinear estimation problems. Ph.D. Thesis - George Washington Univ., Apr. 1985

NASA Technical Reports Server (NTRS)

Murphy, P. C.

1986-01-01

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. With the fitted surface, sensitivity information can be updated at each iteration with less computational effort than that required by either a finite-difference method or integration of the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, and thus provides flexibility to use model equations in any convenient format. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. The degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels and to predict the degree of agreement between CR bounds and search estimates.

Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis :

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

Adams, Brian M.; Ebeida, Mohamed Salah; Eldred, Michael S.

The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components requiredmore » for iterative systems analyses, the Dakota toolkit provides a exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.« less

Distributed State Estimation Using a Modified Partitioned Moving Horizon Strategy for Power Systems.

PubMed

Chen, Tengpeng; Foo, Yi Shyh Eddy; Ling, K V; Chen, Xuebing

2017-10-11

In this paper, a distributed state estimation method based on moving horizon estimation (MHE) is proposed for the large-scale power system state estimation. The proposed method partitions the power systems into several local areas with non-overlapping states. Unlike the centralized approach where all measurements are sent to a processing center, the proposed method distributes the state estimation task to the local processing centers where local measurements are collected. Inspired by the partitioned moving horizon estimation (PMHE) algorithm, each local area solves a smaller optimization problem to estimate its own local states by using local measurements and estimated results from its neighboring areas. In contrast with PMHE, the error from the process model is ignored in our method. The proposed modified PMHE (mPMHE) approach can also take constraints on states into account during the optimization process such that the influence of the outliers can be further mitigated. Simulation results on the IEEE 14-bus and 118-bus systems verify that our method achieves comparable state estimation accuracy but with a significant reduction in the overall computation load.

Statistical mechanical analysis of linear programming relaxation for combinatorial optimization problems

NASA Astrophysics Data System (ADS)

Takabe, Satoshi; Hukushima, Koji

2016-05-01

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

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

PubMed

Takabe, Satoshi; Hukushima, Koji

2016-05-01

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

Optimal Tuner Selection for Kalman-Filter-Based Aircraft Engine Performance Estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2011-01-01

An emerging approach in the field of aircraft engine controls and system health management is the inclusion of real-time, onboard models for the inflight estimation of engine performance variations. This technology, typically based on Kalman-filter concepts, enables the estimation of unmeasured engine performance parameters that can be directly utilized by controls, prognostics, and health-management applications. A challenge that complicates this practice is the fact that an aircraft engine s performance is affected by its level of degradation, generally described in terms of unmeasurable health parameters such as efficiencies and flow capacities related to each major engine module. Through Kalman-filter-based estimation techniques, the level of engine performance degradation can be estimated, given that there are at least as many sensors as health parameters to be estimated. However, in an aircraft engine, the number of sensors available is typically less than the number of health parameters, presenting an under-determined estimation problem. A common approach to address this shortcoming is to estimate a subset of the health parameters, referred to as model tuning parameters. The problem/objective is to optimally select the model tuning parameters to minimize Kalman-filterbased estimation error. A tuner selection technique has been developed that specifically addresses the under-determined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine that seeks to minimize the theoretical mean-squared estimation error of the Kalman filter. This approach can significantly reduce the error in onboard aircraft engine parameter estimation applications such as model-based diagnostic, controls, and life usage calculations. The advantage of the innovation is the significant reduction in estimation errors that it can provide relative to the conventional approach of selecting a subset of health parameters to serve as the model tuning parameter vector. Because this technique needs only to be performed during the system design process, it places no additional computation burden on the onboard Kalman filter implementation. The technique has been developed for aircraft engine onboard estimation applications, as this application typically presents an under-determined estimation problem. However, this generic technique could be applied to other industries using gas turbine engine technology.

Sequential bearings-only-tracking initiation with particle filtering method.

PubMed

Liu, Bin; Hao, Chengpeng

2013-01-01

The tracking initiation problem is examined in the context of autonomous bearings-only-tracking (BOT) of a single appearing/disappearing target in the presence of clutter measurements. In general, this problem suffers from a combinatorial explosion in the number of potential tracks resulted from the uncertainty in the linkage between the target and the measurement (a.k.a the data association problem). In addition, the nonlinear measurements lead to a non-Gaussian posterior probability density function (pdf) in the optimal Bayesian sequential estimation framework. The consequence of this nonlinear/non-Gaussian context is the absence of a closed-form solution. This paper models the linkage uncertainty and the nonlinear/non-Gaussian estimation problem jointly with solid Bayesian formalism. A particle filtering (PF) algorithm is derived for estimating the model's parameters in a sequential manner. Numerical results show that the proposed solution provides a significant benefit over the most commonly used methods, IPDA and IMMPDA. The posterior Cramér-Rao bounds are also involved for performance evaluation.

Adaptive Estimation and Heuristic Optimization of Nonlinear Spacecraft Attitude Dynamics

DTIC Science & Technology

2016-09-15

Algorithm GPS Global Positioning System HOUF Higher Order Unscented Filter IC initial conditions IMM Interacting Multiple Model IMU Inertial Measurement Unit ...sources ranging from inertial measurement units to star sensors are used to construct observations for attitude estimation algorithms. The sensor...parameters. A single vector measurement will provide two independent parameters, as a unit vector constraint removes a DOF making the problem underdetermined

Learning automata-based solutions to the nonlinear fractional knapsack problem with applications to optimal resource allocation.

PubMed

Granmo, Ole-Christoffer; Oommen, B John; Myrer, Svein Arild; Olsen, Morten Goodwin

2007-02-01

This paper considers the nonlinear fractional knapsack problem and demonstrates how its solution can be effectively applied to two resource allocation problems dealing with the World Wide Web. The novel solution involves a "team" of deterministic learning automata (LA). The first real-life problem relates to resource allocation in web monitoring so as to "optimize" information discovery when the polling capacity is constrained. The disadvantages of the currently reported solutions are explained in this paper. The second problem concerns allocating limited sampling resources in a "real-time" manner with the purpose of estimating multiple binomial proportions. This is the scenario encountered when the user has to evaluate multiple web sites by accessing a limited number of web pages, and the proportions of interest are the fraction of each web site that is successfully validated by an HTML validator. Using the general LA paradigm to tackle both of the real-life problems, the proposed scheme improves a current solution in an online manner through a series of informed guesses that move toward the optimal solution. At the heart of the scheme, a team of deterministic LA performs a controlled random walk on a discretized solution space. Comprehensive experimental results demonstrate that the discretization resolution determines the precision of the scheme, and that for a given precision, the current solution (to both problems) is consistently improved until a nearly optimal solution is found--even for switching environments. Thus, the scheme, while being novel to the entire field of LA, also efficiently handles a class of resource allocation problems previously not addressed in the literature.

Reliability-Based Control Design for Uncertain Systems

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Kenny, Sean P.

2005-01-01

This paper presents a robust control design methodology for systems with probabilistic parametric uncertainty. Control design is carried out by solving a reliability-based multi-objective optimization problem where the probability of violating design requirements is minimized. Simultaneously, failure domains are optimally enlarged to enable global improvements in the closed-loop performance. To enable an efficient numerical implementation, a hybrid approach for estimating reliability metrics is developed. This approach, which integrates deterministic sampling and asymptotic approximations, greatly reduces the numerical burden associated with complex probabilistic computations without compromising the accuracy of the results. Examples using output-feedback and full-state feedback with state estimation are used to demonstrate the ideas proposed.

Space Objects Maneuvering Detection and Prediction via Inverse Reinforcement Learning

NASA Astrophysics Data System (ADS)

Linares, R.; Furfaro, R.

This paper determines the behavior of Space Objects (SOs) using inverse Reinforcement Learning (RL) to estimate the reward function that each SO is using for control. The approach discussed in this work can be used to analyze maneuvering of SOs from observational data. The inverse RL problem is solved using the Feature Matching approach. This approach determines the optimal reward function that a SO is using while maneuvering by assuming that the observed trajectories are optimal with respect to the SO's own reward function. This paper uses estimated orbital elements data to determine the behavior of SOs in a data-driven fashion.

Strategic flexibility in computational estimation for Chinese- and Canadian-educated adults.

PubMed

Xu, Chang; Wells, Emma; LeFevre, Jo-Anne; Imbo, Ineke

2014-09-01

The purpose of the present study was to examine factors that influence strategic flexibility in computational estimation for Chinese- and Canadian-educated adults. Strategic flexibility was operationalized as the percentage of trials on which participants chose the problem-based procedure that best balanced proximity to the correct answer with simplification of the required calculation. For example, on 42 × 57, the optimal problem-based solution is 40 × 60 because 2,400 is closer to the exact answer 2,394 than is 40 × 50 or 50 × 60. In Experiment 1 (n = 50), where participants had free choice of estimation procedures, Chinese-educated participants were more likely to choose the optimal problem-based procedure (80% of trials) than Canadian-educated participants (50%). In Experiment 2 (n = 48), participants had to choose 1 of 3 solution procedures. They showed moderate strategic flexibility that was equal across groups (60%). In Experiment 3 (n = 50), participants were given the same 3 procedure choices as in Experiment 2 but different instructions and explicit feedback. When instructed to respond quickly, both groups showed moderate strategic flexibility as in Experiment 2 (60%). When instructed to respond as accurately as possible or to balance speed and accuracy, they showed very high strategic flexibility (greater than 90%). These findings suggest that solvers will show very different levels of strategic flexibility in response to instructions, feedback, and problem characteristics and that these factors interact with individual differences (e.g., arithmetic skills, nationality) to produce variable response patterns.

libSRES: a C library for stochastic ranking evolution strategy for parameter estimation.

PubMed

Ji, Xinglai; Xu, Ying

2006-01-01

Estimation of kinetic parameters in a biochemical pathway or network represents a common problem in systems studies of biological processes. We have implemented a C library, named libSRES, to facilitate a fast implementation of computer software for study of non-linear biochemical pathways. This library implements a (mu, lambda)-ES evolutionary optimization algorithm that uses stochastic ranking as the constraint handling technique. Considering the amount of computing time it might require to solve a parameter-estimation problem, an MPI version of libSRES is provided for parallel implementation, as well as a simple user interface. libSRES is freely available and could be used directly in any C program as a library function. We have extensively tested the performance of libSRES on various pathway parameter-estimation problems and found its performance to be satisfactory. The source code (in C) is free for academic users at http://csbl.bmb.uga.edu/~jix/science/libSRES/

Estimating uncertainty of Full Waveform Inversion with Ensemble-based methods

NASA Astrophysics Data System (ADS)

Thurin, J.; Brossier, R.; Métivier, L.

2017-12-01

Uncertainty estimation is one key feature of tomographic applications for robust interpretation. However, this information is often missing in the frame of large scale linearized inversions, and only the results at convergence are shown, despite the ill-posed nature of the problem. This issue is common in the Full Waveform Inversion community.While few methodologies have already been proposed in the literature, standard FWI workflows do not include any systematic uncertainty quantifications methods yet, but often try to assess the result's quality through cross-comparison with other results from seismic or comparison with other geophysical data. With the development of large seismic networks/surveys, the increase in computational power and the more and more systematic application of FWI, it is crucial to tackle this problem and to propose robust and affordable workflows, in order to address the uncertainty quantification problem faced for near surface targets, crustal exploration, as well as regional and global scales.In this work (Thurin et al., 2017a,b), we propose an approach which takes advantage of the Ensemble Transform Kalman Filter (ETKF) proposed by Bishop et al., (2001), in order to estimate a low-rank approximation of the posterior covariance matrix of the FWI problem, allowing us to evaluate some uncertainty information of the solution. Instead of solving the FWI problem through a Bayesian inversion with the ETKF, we chose to combine a conventional FWI, based on local optimization, and the ETKF strategies. This scheme allows combining the efficiency of local optimization for solving large scale inverse problems and make the sampling of the local solution space possible thanks to its embarrassingly parallel property. References:Bishop, C. H., Etherton, B. J. and Majumdar, S. J., 2001. Adaptive sampling with the ensemble transform Kalman filter. Part I: Theoretical aspects. Monthly weather review, 129(3), 420-436.Thurin, J., Brossier, R. and Métivier, L. 2017,a.: Ensemble-Based Uncertainty Estimation in Full Waveform Inversion. 79th EAGE Conference and Exhibition 2017, (12 - 15 June, 2017)Thurin, J., Brossier, R. and Métivier, L. 2017,b.: An Ensemble-Transform Kalman Filter - Full Waveform Inversion scheme for Uncertainty estimation; SEG Technical Program Expanded Abstracts 2012

A Numerical Comparison of Barrier and Modified Barrier Methods for Large-Scale Bound-Constrained Optimization

NASA Technical Reports Server (NTRS)

Nash, Stephen G.; Polyak, R.; Sofer, Ariela

1994-01-01

When a classical barrier method is applied to the solution of a nonlinear programming problem with inequality constraints, the Hessian matrix of the barrier function becomes increasingly ill-conditioned as the solution is approached. As a result, it may be desirable to consider alternative numerical algorithms. We compare the performance of two methods motivated by barrier functions. The first is a stabilized form of the classical barrier method, where a numerically stable approximation to the Newton direction is used when the barrier parameter is small. The second is a modified barrier method where a barrier function is applied to a shifted form of the problem, and the resulting barrier terms are scaled by estimates of the optimal Lagrange multipliers. The condition number of the Hessian matrix of the resulting modified barrier function remains bounded as the solution to the constrained optimization problem is approached. Both of these techniques can be used in the context of a truncated-Newton method, and hence can be applied to large problems, as well as on parallel computers. In this paper, both techniques are applied to problems with bound constraints and we compare their practical behavior.

Analysis models for the estimation of oceanic fields

NASA Technical Reports Server (NTRS)

Carter, E. F.; Robinson, A. R.

1987-01-01

A general model for statistically optimal estimates is presented for dealing with scalar, vector and multivariate datasets. The method deals with anisotropic fields and treats space and time dependence equivalently. Problems addressed include the analysis, or the production of synoptic time series of regularly gridded fields from irregular and gappy datasets, and the estimate of fields by compositing observations from several different instruments and sampling schemes. Technical issues are discussed, including the convergence of statistical estimates, the choice of representation of the correlations, the influential domain of an observation, and the efficiency of numerical computations.

A Minimum (Delta)V Orbit Maintenance Strategy for Low-Altitude Missions Using Burn Parameter Optimization

NASA Technical Reports Server (NTRS)

Brown, Aaron J.

2011-01-01

Orbit maintenance is the series of burns performed during a mission to ensure the orbit satisfies mission constraints. Low-altitude missions often require non-trivial orbit maintenance (Delta)V due to sizable orbital perturbations and minimum altitude thresholds. A strategy is presented for minimizing this (Delta)V using impulsive burn parameter optimization. An initial estimate for the burn parameters is generated by considering a feasible solution to the orbit maintenance problem. An example demonstrates the dV savings from the feasible solution to the optimal solution.

Graph Design via Convex Optimization: Online and Distributed Perspectives

NASA Astrophysics Data System (ADS)

Meng, De

Network and graph have long been natural abstraction of relations in a variety of applications, e.g. transportation, power system, social network, communication, electrical circuit, etc. As a large number of computation and optimization problems are naturally defined on graphs, graph structures not only enable important properties of these problems, but also leads to highly efficient distributed and online algorithms. For example, graph separability enables the parallelism for computation and operation as well as limits the size of local problems. More interestingly, graphs can be defined and constructed in order to take best advantage of those problem properties. This dissertation focuses on graph structure and design in newly proposed optimization problems, which establish a bridge between graph properties and optimization problem properties. We first study a new optimization problem called Geodesic Distance Maximization Problem (GDMP). Given a graph with fixed edge weights, finding the shortest path, also known as the geodesic, between two nodes is a well-studied network flow problem. We introduce the Geodesic Distance Maximization Problem (GDMP): the problem of finding the edge weights that maximize the length of the geodesic subject to convex constraints on the weights. We show that GDMP is a convex optimization problem for a wide class of flow costs, and provide a physical interpretation using the dual. We present applications of the GDMP in various fields, including optical lens design, network interdiction, and resource allocation in the control of forest fires. We develop an Alternating Direction Method of Multipliers (ADMM) by exploiting specific problem structures to solve large-scale GDMP, and demonstrate its effectiveness in numerical examples. We then turn our attention to distributed optimization on graph with only local communication. Distributed optimization arises in a variety of applications, e.g. distributed tracking and localization, estimation problems in sensor networks, multi-agent coordination. Distributed optimization aims to optimize a global objective function formed by summation of coupled local functions over a graph via only local communication and computation. We developed a weighted proximal ADMM for distributed optimization using graph structure. This fully distributed, single-loop algorithm allows simultaneous updates and can be viewed as a generalization of existing algorithms. More importantly, we achieve faster convergence by jointly designing graph weights and algorithm parameters. Finally, we propose a new problem on networks called Online Network Formation Problem: starting with a base graph and a set of candidate edges, at each round of the game, player one first chooses a candidate edge and reveals it to player two, then player two decides whether to accept it; player two can only accept limited number of edges and make online decisions with the goal to achieve the best properties of the synthesized network. The network properties considered include the number of spanning trees, algebraic connectivity and total effective resistance. These network formation games arise in a variety of cooperative multiagent systems. We propose a primal-dual algorithm framework for the general online network formation game, and analyze the algorithm performance by the competitive ratio and regret.

A note on the estimation of the Pareto efficient set for multiobjective matrix permutation problems.

PubMed

Brusco, Michael J; Steinley, Douglas

2012-02-01

There are a number of important problems in quantitative psychology that require the identification of a permutation of the n rows and columns of an n × n proximity matrix. These problems encompass applications such as unidimensional scaling, paired-comparison ranking, and anti-Robinson forms. The importance of simultaneously incorporating multiple objective criteria in matrix permutation applications is well recognized in the literature; however, to date, there has been a reliance on weighted-sum approaches that transform the multiobjective problem into a single-objective optimization problem. Although exact solutions to these single-objective problems produce supported Pareto efficient solutions to the multiobjective problem, many interesting unsupported Pareto efficient solutions may be missed. We illustrate the limitation of the weighted-sum approach with an example from the psychological literature and devise an effective heuristic algorithm for estimating both the supported and unsupported solutions of the Pareto efficient set. © 2011 The British Psychological Society.

A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems with Application to Porous Medium Flow

NASA Astrophysics Data System (ADS)

Petra, N.; Alexanderian, A.; Stadler, G.; Ghattas, O.

2015-12-01

We address the problem of optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs). The inverse problem seeks to infer a parameter field (e.g., the log permeability field in a porous medium flow model problem) from synthetic observations at a set of sensor locations and from the governing PDEs. The goal of the OED problem is to find an optimal placement of sensors so as to minimize the uncertainty in the inferred parameter field. We formulate the OED objective function by generalizing the classical A-optimal experimental design criterion using the expected value of the trace of the posterior covariance. This expected value is computed through sample averaging over the set of likely experimental data. Due to the infinite-dimensional character of the parameter field, we seek an optimization method that solves the OED problem at a cost (measured in the number of forward PDE solves) that is independent of both the parameter and the sensor dimension. To facilitate this goal, we construct a Gaussian approximation to the posterior at the maximum a posteriori probability (MAP) point, and use the resulting covariance operator to define the OED objective function. We use randomized trace estimation to compute the trace of this covariance operator. The resulting OED problem includes as constraints the system of PDEs characterizing the MAP point, and the PDEs describing the action of the covariance (of the Gaussian approximation to the posterior) to vectors. We control the sparsity of the sensor configurations using sparsifying penalty functions, and solve the resulting penalized bilevel optimization problem via an interior-point quasi-Newton method, where gradient information is computed via adjoints. We elaborate our OED method for the problem of determining the optimal sensor configuration to best infer the log permeability field in a porous medium flow problem. Numerical results show that the number of PDE solves required for the evaluation of the OED objective function and its gradient is essentially independent of both the parameter dimension and the sensor dimension (i.e., the number of candidate sensor locations). The number of quasi-Newton iterations for computing an OED also exhibits the same dimension invariance properties.

Using optimal transport theory to estimate transition probabilities in metapopulation dynamics

USGS Publications Warehouse

Nichols, Jonathan M.; Spendelow, Jeffrey A.; Nichols, James D.

2017-01-01

This work considers the estimation of transition probabilities associated with populations moving among multiple spatial locations based on numbers of individuals at each location at two points in time. The problem is generally underdetermined as there exists an extremely large number of ways in which individuals can move from one set of locations to another. A unique solution therefore requires a constraint. The theory of optimal transport provides such a constraint in the form of a cost function, to be minimized in expectation over the space of possible transition matrices. We demonstrate the optimal transport approach on marked bird data and compare to the probabilities obtained via maximum likelihood estimation based on marked individuals. It is shown that by choosing the squared Euclidean distance as the cost, the estimated transition probabilities compare favorably to those obtained via maximum likelihood with marked individuals. Other implications of this cost are discussed, including the ability to accurately interpolate the population's spatial distribution at unobserved points in time and the more general relationship between the cost and minimum transport energy.

Branch and bound algorithm for accurate estimation of analytical isotropic bidirectional reflectance distribution function models.

PubMed

Yu, Chanki; Lee, Sang Wook

2016-05-20

We present a reliable and accurate global optimization framework for estimating parameters of isotropic analytical bidirectional reflectance distribution function (BRDF) models. This approach is based on a branch and bound strategy with linear programming and interval analysis. Conventional local optimization is often very inefficient for BRDF estimation since its fitting quality is highly dependent on initial guesses due to the nonlinearity of analytical BRDF models. The algorithm presented in this paper employs L₁-norm error minimization to estimate BRDF parameters in a globally optimal way and interval arithmetic to derive our feasibility problem and lower bounding function. Our method is developed for the Cook-Torrance model but with several normal distribution functions such as the Beckmann, Berry, and GGX functions. Experiments have been carried out to validate the presented method using 100 isotropic materials from the MERL BRDF database, and our experimental results demonstrate that the L₁-norm minimization provides a more accurate and reliable solution than the L₂-norm minimization.

Maximum profile likelihood estimation of differential equation parameters through model based smoothing state estimates.

PubMed

Campbell, D A; Chkrebtii, O

2013-12-01

Statistical inference for biochemical models often faces a variety of characteristic challenges. In this paper we examine state and parameter estimation for the JAK-STAT intracellular signalling mechanism, which exemplifies the implementation intricacies common in many biochemical inference problems. We introduce an extension to the Generalized Smoothing approach for estimating delay differential equation models, addressing selection of complexity parameters, choice of the basis system, and appropriate optimization strategies. Motivated by the JAK-STAT system, we further extend the generalized smoothing approach to consider a nonlinear observation process with additional unknown parameters, and highlight how the approach handles unobserved states and unevenly spaced observations. The methodology developed is generally applicable to problems of estimation for differential equation models with delays, unobserved states, nonlinear observation processes, and partially observed histories. Crown Copyright © 2013. Published by Elsevier Inc. All rights reserved.

Robust input design for nonlinear dynamic modeling of AUV.

PubMed

Nouri, Nowrouz Mohammad; Valadi, Mehrdad

2017-09-01

Input design has a dominant role in developing the dynamic model of autonomous underwater vehicles (AUVs) through system identification. Optimal input design is the process of generating informative inputs that can be used to generate the good quality dynamic model of AUVs. In a problem with optimal input design, the desired input signal depends on the unknown system which is intended to be identified. In this paper, the input design approach which is robust to uncertainties in model parameters is used. The Bayesian robust design strategy is applied to design input signals for dynamic modeling of AUVs. The employed approach can design multiple inputs and apply constraints on an AUV system's inputs and outputs. Particle swarm optimization (PSO) is employed to solve the constraint robust optimization problem. The presented algorithm is used for designing the input signals for an AUV, and the estimate obtained by robust input design is compared with that of the optimal input design. According to the results, proposed input design can satisfy both robustness of constraints and optimality. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

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.

On robust parameter estimation in brain-computer interfacing

NASA Astrophysics Data System (ADS)

Samek, Wojciech; Nakajima, Shinichi; Kawanabe, Motoaki; Müller, Klaus-Robert

2017-12-01

Objective. The reliable estimation of parameters such as mean or covariance matrix from noisy and high-dimensional observations is a prerequisite for successful application of signal processing and machine learning algorithms in brain-computer interfacing (BCI). This challenging task becomes significantly more difficult if the data set contains outliers, e.g. due to subject movements, eye blinks or loose electrodes, as they may heavily bias the estimation and the subsequent statistical analysis. Although various robust estimators have been developed to tackle the outlier problem, they ignore important structural information in the data and thus may not be optimal. Typical structural elements in BCI data are the trials consisting of a few hundred EEG samples and indicating the start and end of a task. Approach. This work discusses the parameter estimation problem in BCI and introduces a novel hierarchical view on robustness which naturally comprises different types of outlierness occurring in structured data. Furthermore, the class of minimum divergence estimators is reviewed and a robust mean and covariance estimator for structured data is derived and evaluated with simulations and on a benchmark data set. Main results. The results show that state-of-the-art BCI algorithms benefit from robustly estimated parameters. Significance. Since parameter estimation is an integral part of various machine learning algorithms, the presented techniques are applicable to many problems beyond BCI.

Large-angle slewing maneuvers for flexible spacecraft

NASA Technical Reports Server (NTRS)

Chun, Hon M.; Turner, James D.

1988-01-01

A new class of closed-form solutions for finite-time linear-quadratic optimal control problems is presented. The solutions involve Potter's solution for the differential matrix Riccati equation, which assumes the form of a steady-state plus transient term. Illustrative examples are presented which show that the new solutions are more computationally efficient than alternative solutions based on the state transition matrix. As an application of the closed-form solutions, the neighboring extremal path problem is presented for a spacecraft retargeting maneuver where a perturbed plant with off-nominal boundary conditions now follows a neighboring optimal trajectory. The perturbation feedback approach is further applied to three-dimensional slewing maneuvers of large flexible spacecraft. For this problem, the nominal solution is the optimal three-dimensional rigid body slew. The perturbation feedback then limits the deviations from this nominal solution due to the flexible body effects. The use of frequency shaping in both the nominal and perturbation feedback formulations reduces the excitation of high-frequency unmodeled modes. A modified Kalman filter is presented for estimating the plant states.

Sequential estimation of intrinsic activity and synaptic input in single neurons by particle filtering with optimal importance density

NASA Astrophysics Data System (ADS)

Closas, Pau; Guillamon, Antoni

2017-12-01

This paper deals with the problem of inferring the signals and parameters that cause neural activity to occur. The ultimate challenge being to unveil brain's connectivity, here we focus on a microscopic vision of the problem, where single neurons (potentially connected to a network of peers) are at the core of our study. The sole observation available are noisy, sampled voltage traces obtained from intracellular recordings. We design algorithms and inference methods using the tools provided by stochastic filtering that allow a probabilistic interpretation and treatment of the problem. Using particle filtering, we are able to reconstruct traces of voltages and estimate the time course of auxiliary variables. By extending the algorithm, through PMCMC methodology, we are able to estimate hidden physiological parameters as well, like intrinsic conductances or reversal potentials. Last, but not least, the method is applied to estimate synaptic conductances arriving at a target cell, thus reconstructing the synaptic excitatory/inhibitory input traces. Notably, the performance of these estimations achieve the theoretical lower bounds even in spiking regimes.

Data Assimilation on a Quantum Annealing Computer: Feasibility and Scalability

NASA Astrophysics Data System (ADS)

Nearing, G. S.; Halem, M.; Chapman, D. R.; Pelissier, C. S.

2014-12-01

Data assimilation is one of the ubiquitous and computationally hard problems in the Earth Sciences. In particular, ensemble-based methods require a large number of model evaluations to estimate the prior probability density over system states, and variational methods require adjoint calculations and iteration to locate the maximum a posteriori solution in the presence of nonlinear models and observation operators. Quantum annealing computers (QAC) like the new D-Wave housed at the NASA Ames Research Center can be used for optimization and sampling, and therefore offers a new possibility for efficiently solving hard data assimilation problems. Coding on the QAC is not straightforward: a problem must be posed as a Quadratic Unconstrained Binary Optimization (QUBO) and mapped to a spherical Chimera graph. We have developed a method for compiling nonlinear 4D-Var problems on the D-Wave that consists of five steps: Emulating the nonlinear model and/or observation function using radial basis functions (RBF) or Chebyshev polynomials. Truncating a Taylor series around each RBF kernel. Reducing the Taylor polynomial to a quadratic using ancilla gadgets. Mapping the real-valued quadratic to a fixed-precision binary quadratic. Mapping the fully coupled binary quadratic to a partially coupled spherical Chimera graph using ancilla gadgets. At present the D-Wave contains 512 qbits (with 1024 and 2048 qbit machines due in the next two years); this machine size allows us to estimate only 3 state variables at each satellite overpass. However, QAC's solve optimization problems using a physical (quantum) system, and therefore do not require iterations or calculation of model adjoints. This has the potential to revolutionize our ability to efficiently perform variational data assimilation, as the size of these computers grows in the coming years.

Optimization of Straight Cylindrical Turning Using Artificial Bee Colony (ABC) Algorithm

NASA Astrophysics Data System (ADS)

Prasanth, Rajanampalli Seshasai Srinivasa; Hans Raj, Kandikonda

2017-04-01

Artificial bee colony (ABC) algorithm, that mimics the intelligent foraging behavior of honey bees, is increasingly gaining acceptance in the field of process optimization, as it is capable of handling nonlinearity, complexity and uncertainty. Straight cylindrical turning is a complex and nonlinear machining process which involves the selection of appropriate cutting parameters that affect the quality of the workpiece. This paper presents the estimation of optimal cutting parameters of the straight cylindrical turning process using the ABC algorithm. The ABC algorithm is first tested on four benchmark problems of numerical optimization and its performance is compared with genetic algorithm (GA) and ant colony optimization (ACO) algorithm. Results indicate that, the rate of convergence of ABC algorithm is better than GA and ACO. Then, the ABC algorithm is used to predict optimal cutting parameters such as cutting speed, feed rate, depth of cut and tool nose radius to achieve good surface finish. Results indicate that, the ABC algorithm estimated a comparable surface finish when compared with real coded genetic algorithm and differential evolution algorithm.

Underestimation of Project Costs

NASA Technical Reports Server (NTRS)

Jones, Harry W.

2015-01-01

Large projects almost always exceed their budgets. Estimating cost is difficult and estimated costs are usually too low. Three different reasons are suggested: bad luck, overoptimism, and deliberate underestimation. Project management can usually point to project difficulty and complexity, technical uncertainty, stakeholder conflicts, scope changes, unforeseen events, and other not really unpredictable bad luck. Project planning is usually over-optimistic, so the likelihood and impact of bad luck is systematically underestimated. Project plans reflect optimism and hope for success in a supposedly unique new effort rather than rational expectations based on historical data. Past project problems are claimed to be irrelevant because "This time it's different." Some bad luck is inevitable and reasonable optimism is understandable, but deliberate deception must be condemned. In a competitive environment, project planners and advocates often deliberately underestimate costs to help gain project approval and funding. Project benefits, cost savings, and probability of success are exaggerated and key risks ignored. Project advocates have incentives to distort information and conceal difficulties from project approvers. One naively suggested cure is more openness, honesty, and group adherence to shared overall goals. A more realistic alternative is threatening overrun projects with cancellation. Neither approach seems to solve the problem. A better method to avoid the delusions of over-optimism and the deceptions of biased advocacy is to base the project cost estimate on the actual costs of a large group of similar projects. Over optimism and deception can continue beyond the planning phase and into project execution. Hard milestones based on verified tests and demonstrations can provide a reality check.

Performance Optimizing Adaptive Control with Time-Varying Reference Model Modification

NASA Technical Reports Server (NTRS)

Nguyen, Nhan T.; Hashemi, Kelley E.

2017-01-01

This paper presents a new adaptive control approach that involves a performance optimization objective. The control synthesis involves the design of a performance optimizing adaptive controller from a subset of control inputs. The resulting effect of the performance optimizing adaptive controller is to modify the initial reference model into a time-varying reference model which satisfies the performance optimization requirement obtained from an optimal control problem. The time-varying reference model modification is accomplished by the real-time solutions of the time-varying Riccati and Sylvester equations coupled with the least-squares parameter estimation of the sensitivities of the performance metric. The effectiveness of the proposed method is demonstrated by an application of maneuver load alleviation control for a flexible aircraft.

First-Order System Least Squares for the Stokes Equations, with Application to Linear Elasticity

NASA Technical Reports Server (NTRS)

Cai, Z.; Manteuffel, T. A.; McCormick, S. F.

1996-01-01

Following our earlier work on general second-order scalar equations, here we develop a least-squares functional for the two- and three-dimensional Stokes equations, generalized slightly by allowing a pressure term in the continuity equation. By introducing a velocity flux variable and associated curl and trace equations, we are able to establish ellipticity in an H(exp 1) product norm appropriately weighted by the Reynolds number. This immediately yields optimal discretization error estimates for finite element spaces in this norm and optimal algebraic convergence estimates for multiplicative and additive multigrid methods applied to the resulting discrete systems. Both estimates are uniform in the Reynolds number. Moreover, our pressure-perturbed form of the generalized Stokes equations allows us to develop an analogous result for the Dirichlet problem for linear elasticity with estimates that are uniform in the Lame constants.

Cosmological parameter estimation using Particle Swarm Optimization

NASA Astrophysics Data System (ADS)

Prasad, J.; Souradeep, T.

2014-03-01

Constraining parameters of a theoretical model from observational data is an important exercise in cosmology. There are many theoretically motivated models, which demand greater number of cosmological parameters than the standard model of cosmology uses, and make the problem of parameter estimation challenging. It is a common practice to employ Bayesian formalism for parameter estimation for which, in general, likelihood surface is probed. For the standard cosmological model with six parameters, likelihood surface is quite smooth and does not have local maxima, and sampling based methods like Markov Chain Monte Carlo (MCMC) method are quite successful. However, when there are a large number of parameters or the likelihood surface is not smooth, other methods may be more effective. In this paper, we have demonstrated application of another method inspired from artificial intelligence, called Particle Swarm Optimization (PSO) for estimating cosmological parameters from Cosmic Microwave Background (CMB) data taken from the WMAP satellite.

State estimation of spatio-temporal phenomena

NASA Astrophysics Data System (ADS)

Yu, Dan

This dissertation addresses the state estimation problem of spatio-temporal phenomena which can be modeled by partial differential equations (PDEs), such as pollutant dispersion in the atmosphere. After discretizing the PDE, the dynamical system has a large number of degrees of freedom (DOF). State estimation using Kalman Filter (KF) is computationally intractable, and hence, a reduced order model (ROM) needs to be constructed first. Moreover, the nonlinear terms, external disturbances or unknown boundary conditions can be modeled as unknown inputs, which leads to an unknown input filtering problem. Furthermore, the performance of KF could be improved by placing sensors at feasible locations. Therefore, the sensor scheduling problem to place multiple mobile sensors is of interest. The first part of the dissertation focuses on model reduction for large scale systems with a large number of inputs/outputs. A commonly used model reduction algorithm, the balanced proper orthogonal decomposition (BPOD) algorithm, is not computationally tractable for large systems with a large number of inputs/outputs. Inspired by the BPOD and randomized algorithms, we propose a randomized proper orthogonal decomposition (RPOD) algorithm and a computationally optimal RPOD (RPOD*) algorithm, which construct an ROM to capture the input-output behaviour of the full order model, while reducing the computational cost of BPOD by orders of magnitude. It is demonstrated that the proposed RPOD* algorithm could construct the ROM in real-time, and the performance of the proposed algorithms on different advection-diffusion equations. Next, we consider the state estimation problem of linear discrete-time systems with unknown inputs which can be treated as a wide-sense stationary process with rational power spectral density, while no other prior information needs to be known. We propose an autoregressive (AR) model based unknown input realization technique which allows us to recover the input statistics from the output data by solving an appropriate least squares problem, then fit an AR model to the recovered input statistics and construct an innovations model of the unknown inputs using the eigensystem realization algorithm. The proposed algorithm outperforms the augmented two-stage Kalman Filter (ASKF) and the unbiased minimum-variance (UMV) algorithm are shown in several examples. Finally, we propose a framework to place multiple mobile sensors to optimize the long-term performance of KF in the estimation of the state of a PDE. The major challenges are that placing multiple sensors is an NP-hard problem, and the optimization problem is non-convex in general. In this dissertation, first, we construct an ROM using RPOD* algorithm, and then reduce the feasible sensor locations into a subset using the ROM. The Information Space Receding Horizon Control (I-RHC) approach and a modified Monte Carlo Tree Search (MCTS) approach are applied to solve the sensor scheduling problem using the subset. Various applications have been provided to demonstrate the performance of the proposed approach.

Numerical experience with a class of algorithms for nonlinear optimization using inexact function and gradient information

NASA Technical Reports Server (NTRS)

Carter, Richard G.

1989-01-01

For optimization problems associated with engineering design, parameter estimation, image reconstruction, and other optimization/simulation applications, low accuracy function and gradient values are frequently much less expensive to obtain than high accuracy values. Here, researchers investigate the computational performance of trust region methods for nonlinear optimization when high accuracy evaluations are unavailable or prohibitively expensive, and confirm earlier theoretical predictions when the algorithm is convergent even with relative gradient errors of 0.5 or more. The proper choice of the amount of accuracy to use in function and gradient evaluations can result in orders-of-magnitude savings in computational cost.

Sensor networks for optimal target localization with bearings-only measurements in constrained three-dimensional scenarios.

PubMed

Moreno-Salinas, David; Pascoal, Antonio; Aranda, Joaquin

2013-08-12

In this paper, we address the problem of determining the optimal geometric configuration of an acoustic sensor network that will maximize the angle-related information available for underwater target positioning. In the set-up adopted, a set of autonomous vehicles carries a network of acoustic units that measure the elevation and azimuth angles between a target and each of the receivers on board the vehicles. It is assumed that the angle measurements are corrupted by white Gaussian noise, the variance of which is distance-dependent. Using tools from estimation theory, the problem is converted into that of minimizing, by proper choice of the sensor positions, the trace of the inverse of the Fisher Information Matrix (also called the Cramer-Rao Bound matrix) to determine the sensor configuration that yields the minimum possible covariance of any unbiased target estimator. It is shown that the optimal configuration of the sensors depends explicitly on the intensity of the measurement noise, the constraints imposed on the sensor configuration, the target depth and the probabilistic distribution that defines the prior uncertainty in the target position. Simulation examples illustrate the key results derived.

Unified anomaly suppression and boundary extraction in laser radar range imagery based on a joint curve-evolution and expectation-maximization algorithm.

PubMed

Feng, Haihua; Karl, William Clem; Castañon, David A

2008-05-01

In this paper, we develop a new unified approach for laser radar range anomaly suppression, range profiling, and segmentation. This approach combines an object-based hybrid scene model for representing the range distribution of the field and a statistical mixture model for the range data measurement noise. The image segmentation problem is formulated as a minimization problem which jointly estimates the target boundary together with the target region range variation and background range variation directly from the noisy and anomaly-filled range data. This formulation allows direct incorporation of prior information concerning the target boundary, target ranges, and background ranges into an optimal reconstruction process. Curve evolution techniques and a generalized expectation-maximization algorithm are jointly employed as an efficient solver for minimizing the objective energy, resulting in a coupled pair of object and intensity optimization tasks. The method directly and optimally extracts the target boundary, avoiding a suboptimal two-step process involving image smoothing followed by boundary extraction. Experiments are presented demonstrating that the proposed approach is robust to anomalous pixels (missing data) and capable of producing accurate estimation of the target boundary and range values from noisy data.

Quantum optimization for training support vector machines.

PubMed

Anguita, Davide; Ridella, Sandro; Rivieccio, Fabio; Zunino, Rodolfo

2003-01-01

Refined concepts, such as Rademacher estimates of model complexity and nonlinear criteria for weighting empirical classification errors, represent recent and promising approaches to characterize the generalization ability of Support Vector Machines (SVMs). The advantages of those techniques lie in both improving the SVM representation ability and yielding tighter generalization bounds. On the other hand, they often make Quadratic-Programming algorithms no longer applicable, and SVM training cannot benefit from efficient, specialized optimization techniques. The paper considers the application of Quantum Computing to solve the problem of effective SVM training, especially in the case of digital implementations. The presented research compares the behavioral aspects of conventional and enhanced SVMs; experiments in both a synthetic and real-world problems support the theoretical analysis. At the same time, the related differences between Quadratic-Programming and Quantum-based optimization techniques are considered.

Regularization Methods for High-Dimensional Instrumental Variables Regression With an Application to Genetical Genomics

PubMed Central

Lin, Wei; Feng, Rui; Li, Hongzhe

2014-01-01

In genetical genomics studies, it is important to jointly analyze gene expression data and genetic variants in exploring their associations with complex traits, where the dimensionality of gene expressions and genetic variants can both be much larger than the sample size. Motivated by such modern applications, we consider the problem of variable selection and estimation in high-dimensional sparse instrumental variables models. To overcome the difficulty of high dimensionality and unknown optimal instruments, we propose a two-stage regularization framework for identifying and estimating important covariate effects while selecting and estimating optimal instruments. The methodology extends the classical two-stage least squares estimator to high dimensions by exploiting sparsity using sparsity-inducing penalty functions in both stages. The resulting procedure is efficiently implemented by coordinate descent optimization. For the representative L1 regularization and a class of concave regularization methods, we establish estimation, prediction, and model selection properties of the two-stage regularized estimators in the high-dimensional setting where the dimensionality of co-variates and instruments are both allowed to grow exponentially with the sample size. The practical performance of the proposed method is evaluated by simulation studies and its usefulness is illustrated by an analysis of mouse obesity data. Supplementary materials for this article are available online. PMID:26392642

Quantum metrology of spatial deformation using arrays of classical and quantum light emitters

NASA Astrophysics Data System (ADS)

Sidhu, Jasminder S.; Kok, Pieter

2017-06-01

We introduce spatial deformations to an array of light sources and study how the estimation precision of the interspacing distance d changes with the sources of light used. The quantum Fisher information (QFI) is used as the figure of merit in this work to quantify the amount of information we have on the estimation parameter. We derive the generator of translations G ̂ in d due to an arbitrary homogeneous deformation applied to the array. We show how the variance of the generator can be used to easily consider how different deformations and light sources can effect the estimation precision. The single-parameter estimation problem is applied to the array, and we report on the optimal state that maximizes the QFI for d . Contrary to what may have been expected, the higher average mode occupancies of the classical states performs better in estimating d when compared with single photon emitters (SPEs). The optimal entangled state is constructed from the eigenvectors of the generator and found to outperform all these states. We also find the existence of multiple optimal estimators for the measurement of d . Our results find applications in evaluating stresses and strains, fracture prevention in materials expressing great sensitivities to deformations, and selecting frequency distinguished quantum sources from an array of reference sources.

Estimation of key parameters in adaptive neuron model according to firing patterns based on improved particle swarm optimization algorithm

NASA Astrophysics Data System (ADS)

Yuan, Chunhua; Wang, Jiang; Yi, Guosheng

2017-03-01

Estimation of ion channel parameters is crucial to spike initiation of neurons. The biophysical neuron models have numerous ion channel parameters, but only a few of them play key roles in the firing patterns of the models. So we choose three parameters featuring the adaptation in the Ermentrout neuron model to be estimated. However, the traditional particle swarm optimization (PSO) algorithm is still easy to fall into local optimum and has the premature convergence phenomenon in the study of some problems. In this paper, we propose an improved method that uses a concave function and dynamic logistic chaotic mapping mixed to adjust the inertia weights of the fitness value, effectively improve the global convergence ability of the algorithm. The perfect predicting firing trajectories of the rebuilt model using the estimated parameters prove that only estimating a few important ion channel parameters can establish the model well and the proposed algorithm is effective. Estimations using two classic PSO algorithms are also compared to the improved PSO to verify that the algorithm proposed in this paper can avoid local optimum and quickly converge to the optimal value. The results provide important theoretical foundations for building biologically realistic neuron models.

3-D direct current resistivity anisotropic modelling by goal-oriented adaptive finite element methods

NASA Astrophysics Data System (ADS)

Ren, Zhengyong; Qiu, Lewen; Tang, Jingtian; Wu, Xiaoping; Xiao, Xiao; Zhou, Zilong

2018-01-01

Although accurate numerical solvers for 3-D direct current (DC) isotropic resistivity models are current available even for complicated models with topography, reliable numerical solvers for the anisotropic case are still an open question. This study aims to develop a novel and optimal numerical solver for accurately calculating the DC potentials for complicated models with arbitrary anisotropic conductivity structures in the Earth. First, a secondary potential boundary value problem is derived by considering the topography and the anisotropic conductivity. Then, two a posteriori error estimators with one using the gradient-recovery technique and one measuring the discontinuity of the normal component of current density are developed for the anisotropic cases. Combing the goal-oriented and non-goal-oriented mesh refinements and these two error estimators, four different solving strategies are developed for complicated DC anisotropic forward modelling problems. A synthetic anisotropic two-layer model with analytic solutions verified the accuracy of our algorithms. A half-space model with a buried anisotropic cube and a mountain-valley model are adopted to test the convergence rates of these four solving strategies. We found that the error estimator based on the discontinuity of current density shows better performance than the gradient-recovery based a posteriori error estimator for anisotropic models with conductivity contrasts. Both error estimators working together with goal-oriented concepts can offer optimal mesh density distributions and highly accurate solutions.

High-Order Model and Dynamic Filtering for Frame Rate Up-Conversion.

PubMed

Bao, Wenbo; Zhang, Xiaoyun; Chen, Li; Ding, Lianghui; Gao, Zhiyong

2018-08-01

This paper proposes a novel frame rate up-conversion method through high-order model and dynamic filtering (HOMDF) for video pixels. Unlike the constant brightness and linear motion assumptions in traditional methods, the intensity and position of the video pixels are both modeled with high-order polynomials in terms of time. Then, the key problem of our method is to estimate the polynomial coefficients that represent the pixel's intensity variation, velocity, and acceleration. We propose to solve it with two energy objectives: one minimizes the auto-regressive prediction error of intensity variation by its past samples, and the other minimizes video frame's reconstruction error along the motion trajectory. To efficiently address the optimization problem for these coefficients, we propose the dynamic filtering solution inspired by video's temporal coherence. The optimal estimation of these coefficients is reformulated into a dynamic fusion of the prior estimate from pixel's temporal predecessor and the maximum likelihood estimate from current new observation. Finally, frame rate up-conversion is implemented using motion-compensated interpolation by pixel-wise intensity variation and motion trajectory. Benefited from the advanced model and dynamic filtering, the interpolated frame has much better visual quality. Extensive experiments on the natural and synthesized videos demonstrate the superiority of HOMDF over the state-of-the-art methods in both subjective and objective comparisons.

Variational Lagrangian data assimilation in open channel networks

NASA Astrophysics Data System (ADS)

Wu, Qingfang; Tinka, Andrew; Weekly, Kevin; Beard, Jonathan; Bayen, Alexandre M.

2015-04-01

This article presents a data assimilation method in a tidal system, where data from both Lagrangian drifters and Eulerian flow sensors were fused to estimate water velocity. The system is modeled by first-order, hyperbolic partial differential equations subject to periodic forcing. The estimation problem can then be formulated as the minimization of the difference between the observed variables and model outputs, and eventually provide the velocity and water stage of the hydrodynamic system. The governing equations are linearized and discretized using an implicit discretization scheme, resulting in linear equality constraints in the optimization program. Thus, the flow estimation can be formed as an optimization problem and efficiently solved. The effectiveness of the proposed method was substantiated by a large-scale field experiment in the Sacramento-San Joaquin River Delta in California. A fleet of 100 sensors developed at the University of California, Berkeley, were deployed in Walnut Grove, CA, to collect a set of Lagrangian data, a time series of positions as the sensors moved through the water. Measurements were also taken from Eulerian sensors in the region, provided by the United States Geological Survey. It is shown that the proposed method can effectively integrate Lagrangian and Eulerian measurement data, resulting in a suited estimation of the flow variables within the hydraulic system.

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

PubMed

Li, Xuejun; Xu, Jia; Yang, Yun

2015-01-01

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

Investigation of trunk muscle activities during lifting using a multi-objective optimization-based model and intelligent optimization algorithms.

PubMed

Ghiasi, Mohammad Sadegh; Arjmand, Navid; Boroushaki, Mehrdad; Farahmand, Farzam

2016-03-01

A six-degree-of-freedom musculoskeletal model of the lumbar spine was developed to predict the activity of trunk muscles during light, moderate and heavy lifting tasks in standing posture. The model was formulated into a multi-objective optimization problem, minimizing the sum of the cubed muscle stresses and maximizing the spinal stability index. Two intelligent optimization algorithms, i.e., the vector evaluated particle swarm optimization (VEPSO) and nondominated sorting genetic algorithm (NSGA), were employed to solve the optimization problem. The optimal solution for each task was then found in the way that the corresponding in vivo intradiscal pressure could be reproduced. Results indicated that both algorithms predicted co-activity in the antagonistic abdominal muscles, as well as an increase in the stability index when going from the light to the heavy task. For all of the light, moderate and heavy tasks, the muscles' activities predictions of the VEPSO and the NSGA were generally consistent and in the same order of the in vivo electromyography data. The proposed methodology is thought to provide improved estimations for muscle activities by considering the spinal stability and incorporating the in vivo intradiscal pressure data.

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

PubMed Central

Li, Xuejun; Xu, Jia; Yang, Yun

2015-01-01

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

Affective personality as cognitive-emotional presymptom profiles regulatory for self-reported health predispositions.

PubMed

Archer, T; Adolfsson, B; Karlsson, E

2008-08-01

Three studies that examined the links between affective personality, as constructed from responses to the Positive Affect (PA) and Negative Affect (NA) Scale (PANAS), and individuals' self-report of self-esteem, intrinsic motivation and Beck's Depression Inventory (BDI) depression in high school students and persons in working occupations are described. Self-report estimations of several other neuropsychiatric and psychosocial variables including, the Uppsala Sleep Inventory (USI), the Hospital Anxiety and Depression (HAD) test, Dispositional optimism, Locus of control, the Subjective Stress Experience test (SSE) and the Stress-Energy (SE) test, were also derived. Marked effects due to affective personality type upon somatic and psychological stress, anxiety and depression, self-esteem, internal and external locus of control, optimism, stress and energy, intrinsic motivation, external regulation, identified regulation, major sleep problems, problems falling asleep, and psychophysiological problems were observed; levels of self-esteem, self-motivation and BDI-depression all produced substantial effects on health and well-being. Regression analyses indicated PA was predicted by dispositional optimism (thrice), energy (thrice), and intrinsic motivation, and counter predicted by depression (twice) and stress (twice); and NA by anxiety (twice), stress (twice), psychological stress, identified regulation, BDI depression and psychophysiological problems, and counter predicted by internal locus of control and self-esteem. BDI-depression was predicted by negative affect, major sleep problems and psychophysiological problems (Study III), self-esteem by dispositional optimism and energy, and counter predicted by anxiety, depression and stress (Study I), and intrinsic motivation by dispositional optimism, energy, PA and self-esteem (Study II). These convergent findings are interpreted from a perspective of the cognitive-emotional expressions underlying behavioural or presymptomatic profiles presenting predispositions for health or ill health.

A Galerkin method for the estimation of parameters in hybrid systems governing the vibration of flexible beams with tip bodies

NASA Technical Reports Server (NTRS)

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

1985-01-01

An approximation scheme is developed for the identification of hybrid systems describing the transverse vibrations of flexible beams with attached tip bodies. In particular, problems involving the estimation of functional parameters are considered. The identification problem is formulated as a least squares fit to data subject to the coupled system of partial and ordinary differential equations describing the transverse displacement of the beam and the motion of the tip bodies respectively. A cubic spline-based Galerkin method applied to the state equations in weak form and the discretization of the admissible parameter space yield a sequence of approximating finite dimensional identification problems. It is shown that each of the approximating problems admits a solution and that from the resulting sequence of optimal solutions a convergent subsequence can be extracted, the limit of which is a solution to the original identification problem. The approximating identification problems can be solved using standard techniques and readily available software.

Parameter estimation in large-scale systems biology models: a parallel and self-adaptive cooperative strategy.

PubMed

Penas, David R; González, Patricia; Egea, Jose A; Doallo, Ramón; Banga, Julio R

2017-01-21

The development of large-scale kinetic models is one of the current key issues in computational systems biology and bioinformatics. Here we consider the problem of parameter estimation in nonlinear dynamic models. Global optimization methods can be used to solve this type of problems but the associated computational cost is very large. Moreover, many of these methods need the tuning of a number of adjustable search parameters, requiring a number of initial exploratory runs and therefore further increasing the computation times. Here we present a novel parallel method, self-adaptive cooperative enhanced scatter search (saCeSS), to accelerate the solution of this class of problems. The method is based on the scatter search optimization metaheuristic and incorporates several key new mechanisms: (i) asynchronous cooperation between parallel processes, (ii) coarse and fine-grained parallelism, and (iii) self-tuning strategies. The performance and robustness of saCeSS is illustrated by solving a set of challenging parameter estimation problems, including medium and large-scale kinetic models of the bacterium E. coli, bakerés yeast S. cerevisiae, the vinegar fly D. melanogaster, Chinese Hamster Ovary cells, and a generic signal transduction network. The results consistently show that saCeSS is a robust and efficient method, allowing very significant reduction of computation times with respect to several previous state of the art methods (from days to minutes, in several cases) even when only a small number of processors is used. The new parallel cooperative method presented here allows the solution of medium and large scale parameter estimation problems in reasonable computation times and with small hardware requirements. Further, the method includes self-tuning mechanisms which facilitate its use by non-experts. We believe that this new method can play a key role in the development of large-scale and even whole-cell dynamic models.

A memetic optimization algorithm for multi-constrained multicast routing in ad hoc networks.

PubMed

Ramadan, Rahab M; Gasser, Safa M; El-Mahallawy, Mohamed S; Hammad, Karim; El Bakly, Ahmed M

2018-01-01

A mobile ad hoc network is a conventional self-configuring network where the routing optimization problem-subject to various Quality-of-Service (QoS) constraints-represents a major challenge. Unlike previously proposed solutions, in this paper, we propose a memetic algorithm (MA) employing an adaptive mutation parameter, to solve the multicast routing problem with higher search ability and computational efficiency. The proposed algorithm utilizes an updated scheme, based on statistical analysis, to estimate the best values for all MA parameters and enhance MA performance. The numerical results show that the proposed MA improved the delay and jitter of the network, while reducing computational complexity as compared to existing algorithms.

New numerical methods for open-loop and feedback solutions to dynamic optimization problems

NASA Astrophysics Data System (ADS)

Ghosh, Pradipto

The topic of the first part of this research is trajectory optimization of dynamical systems via computational swarm intelligence. Particle swarm optimization is a nature-inspired heuristic search method that relies on a group of potential solutions to explore the fitness landscape. Conceptually, each particle in the swarm uses its own memory as well as the knowledge accumulated by the entire swarm to iteratively converge on an optimal or near-optimal solution. It is relatively straightforward to implement and unlike gradient-based solvers, does not require an initial guess or continuity in the problem definition. Although particle swarm optimization has been successfully employed in solving static optimization problems, its application in dynamic optimization, as posed in optimal control theory, is still relatively new. In the first half of this thesis particle swarm optimization is used to generate near-optimal solutions to several nontrivial trajectory optimization problems including thrust programming for minimum fuel, multi-burn spacecraft orbit transfer, and computing minimum-time rest-to-rest trajectories for a robotic manipulator. A distinct feature of the particle swarm optimization implementation in this work is the runtime selection of the optimal solution structure. Optimal trajectories are generated by solving instances of constrained nonlinear mixed-integer programming problems with the swarming technique. For each solved optimal programming problem, the particle swarm optimization result is compared with a nearly exact solution found via a direct method using nonlinear programming. Numerical experiments indicate that swarm search can locate solutions to very great accuracy. The second half of this research develops a new extremal-field approach for synthesizing nearly optimal feedback controllers for optimal control and two-player pursuit-evasion games described by general nonlinear differential equations. A notable revelation from this development is that the resulting control law has an algebraic closed-form structure. The proposed method uses an optimal spatial statistical predictor called universal kriging to construct the surrogate model of a feedback controller, which is capable of quickly predicting an optimal control estimate based on current state (and time) information. With universal kriging, an approximation to the optimal feedback map is computed by conceptualizing a set of state-control samples from pre-computed extremals to be a particular realization of a jointly Gaussian spatial process. Feedback policies are computed for a variety of example dynamic optimization problems in order to evaluate the effectiveness of this methodology. This feedback synthesis approach is found to combine good numerical accuracy with low computational overhead, making it a suitable candidate for real-time applications. Particle swarm and universal kriging are combined for a capstone example, a near optimal, near-admissible, full-state feedback control law is computed and tested for the heat-load-limited atmospheric-turn guidance of an aeroassisted transfer vehicle. The performance of this explicit guidance scheme is found to be very promising; initial errors in atmospheric entry due to simulated thruster misfirings are found to be accurately corrected while closely respecting the algebraic state-inequality constraint.

Optimal Allocation of Sampling Effort in Depletion Surveys

EPA Science Inventory

We consider the problem of designing a depletion or removal survey as part of estimating animal abundance for populations with imperfect capture or detection rates. In a depletion survey, animals are captured from a given area, counted, and withheld from the population. This proc...

Empirical Likelihood in Nonignorable Covariate-Missing Data Problems.

PubMed

Xie, Yanmei; Zhang, Biao

2017-04-20

Missing covariate data occurs often in regression analysis, which frequently arises in the health and social sciences as well as in survey sampling. We study methods for the analysis of a nonignorable covariate-missing data problem in an assumed conditional mean function when some covariates are completely observed but other covariates are missing for some subjects. We adopt the semiparametric perspective of Bartlett et al. (Improving upon the efficiency of complete case analysis when covariates are MNAR. Biostatistics 2014;15:719-30) on regression analyses with nonignorable missing covariates, in which they have introduced the use of two working models, the working probability model of missingness and the working conditional score model. In this paper, we study an empirical likelihood approach to nonignorable covariate-missing data problems with the objective of effectively utilizing the two working models in the analysis of covariate-missing data. We propose a unified approach to constructing a system of unbiased estimating equations, where there are more equations than unknown parameters of interest. One useful feature of these unbiased estimating equations is that they naturally incorporate the incomplete data into the data analysis, making it possible to seek efficient estimation of the parameter of interest even when the working regression function is not specified to be the optimal regression function. We apply the general methodology of empirical likelihood to optimally combine these unbiased estimating equations. We propose three maximum empirical likelihood estimators of the underlying regression parameters and compare their efficiencies with other existing competitors. We present a simulation study to compare the finite-sample performance of various methods with respect to bias, efficiency, and robustness to model misspecification. The proposed empirical likelihood method is also illustrated by an analysis of a data set from the US National Health and Nutrition Examination Survey (NHANES).

Uniform, optimal signal processing of mapped deep-sequencing data.

PubMed

Kumar, Vibhor; Muratani, Masafumi; Rayan, Nirmala Arul; Kraus, Petra; Lufkin, Thomas; Ng, Huck Hui; Prabhakar, Shyam

2013-07-01

Despite their apparent diversity, many problems in the analysis of high-throughput sequencing data are merely special cases of two general problems, signal detection and signal estimation. Here we adapt formally optimal solutions from signal processing theory to analyze signals of DNA sequence reads mapped to a genome. We describe DFilter, a detection algorithm that identifies regulatory features in ChIP-seq, DNase-seq and FAIRE-seq data more accurately than assay-specific algorithms. We also describe EFilter, an estimation algorithm that accurately predicts mRNA levels from as few as 1-2 histone profiles (R ∼0.9). Notably, the presence of regulatory motifs in promoters correlates more with histone modifications than with mRNA levels, suggesting that histone profiles are more predictive of cis-regulatory mechanisms. We show by applying DFilter and EFilter to embryonic forebrain ChIP-seq data that regulatory protein identification and functional annotation are feasible despite tissue heterogeneity. The mathematical formalism underlying our tools facilitates integrative analysis of data from virtually any sequencing-based functional profile.

An Algorithm for Efficient Maximum Likelihood Estimation and Confidence Interval Determination in Nonlinear Estimation Problems

NASA Technical Reports Server (NTRS)

Murphy, Patrick Charles

1985-01-01

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The algorithm was developed for airplane parameter estimation problems but is well suited for most nonlinear, multivariable, dynamic systems. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort. MNRES determines the sensitivities with less computational effort than using either a finite-difference method or integrating the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, thus eliminating algorithm reformulation with each new model and providing flexibility to use model equations in any format that is convenient. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. It is observed that the degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. The CR bounds were found to be close to the bounds determined by the search when the degree of nonlinearity was small. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels for the parameter confidence limits. The primary utility of the measure, however, was found to be in predicting the degree of agreement between Cramer-Rao bounds and search estimates.

Nonparametric probability density estimation by optimization theoretic techniques

NASA Technical Reports Server (NTRS)

Scott, D. W.

1976-01-01

Two nonparametric probability density estimators are considered. The first is the kernel estimator. The problem of choosing the kernel scaling factor based solely on a random sample is addressed. An interactive mode is discussed and an algorithm proposed to choose the scaling factor automatically. The second nonparametric probability estimate uses penalty function techniques with the maximum likelihood criterion. A discrete maximum penalized likelihood estimator is proposed and is shown to be consistent in the mean square error. A numerical implementation technique for the discrete solution is discussed and examples displayed. An extensive simulation study compares the integrated mean square error of the discrete and kernel estimators. The robustness of the discrete estimator is demonstrated graphically.

Estimating the Inertia Matrix of a Spacecraft

NASA Technical Reports Server (NTRS)

Acikmese, Behcet; Keim, Jason; Shields, Joel

2007-01-01

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

On Distributed PV Hosting Capacity Estimation, Sensitivity Study, and Improvement

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

Ding, Fei; Mather, Barry

This paper first studies the estimated distributed PV hosting capacities of seventeen utility distribution feeders using the Monte Carlo simulation based stochastic analysis, and then analyzes the sensitivity of PV hosting capacity to both feeder and photovoltaic system characteristics. Furthermore, an active distribution network management approach is proposed to maximize PV hosting capacity by optimally switching capacitors, adjusting voltage regulator taps, managing controllable branch switches and controlling smart PV inverters. The approach is formulated as a mixed-integer nonlinear optimization problem and a genetic algorithm is developed to obtain the solution. Multiple simulation cases are studied and the effectiveness of themore » proposed approach on increasing PV hosting capacity is demonstrated.« less

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.

Co-state initialization for the minimum-time low-thrust trajectory optimization

NASA Astrophysics Data System (ADS)

Taheri, Ehsan; Li, Nan I.; Kolmanovsky, Ilya

2017-05-01

This paper presents an approach for co-state initialization which is a critical step in solving minimum-time low-thrust trajectory optimization problems using indirect optimal control numerical methods. Indirect methods used in determining the optimal space trajectories typically result in two-point boundary-value problems and are solved by single- or multiple-shooting numerical methods. Accurate initialization of the co-state variables facilitates the numerical convergence of iterative boundary value problem solvers. In this paper, we propose a method which exploits the trajectory generated by the so-called pseudo-equinoctial and three-dimensional finite Fourier series shape-based methods to estimate the initial values of the co-states. The performance of the approach for two interplanetary rendezvous missions from Earth to Mars and from Earth to asteroid Dionysus is compared against three other approaches which, respectively, exploit random initialization of co-states, adjoint-control transformation and a standard genetic algorithm. The results indicate that by using our proposed approach the percent of the converged cases is higher for trajectories with higher number of revolutions while the computation time is lower. These features are advantageous for broad trajectory search in the preliminary phase of mission designs.

MEIGO: an open-source software suite based on metaheuristics for global optimization in systems biology and bioinformatics.

PubMed

Egea, Jose A; Henriques, David; Cokelaer, Thomas; Villaverde, Alejandro F; MacNamara, Aidan; Danciu, Diana-Patricia; Banga, Julio R; Saez-Rodriguez, Julio

2014-05-10

Optimization is the key to solving many problems in computational biology. Global optimization methods, which provide a robust methodology, and metaheuristics in particular have proven to be the most efficient methods for many applications. Despite their utility, there is a limited availability of metaheuristic tools. We present MEIGO, an R and Matlab optimization toolbox (also available in Python via a wrapper of the R version), that implements metaheuristics capable of solving diverse problems arising in systems biology and bioinformatics. The toolbox includes the enhanced scatter search method (eSS) for continuous nonlinear programming (cNLP) and mixed-integer programming (MINLP) problems, and variable neighborhood search (VNS) for Integer Programming (IP) problems. Additionally, the R version includes BayesFit for parameter estimation by Bayesian inference. The eSS and VNS methods can be run on a single-thread or in parallel using a cooperative strategy. The code is supplied under GPLv3 and is available at http://www.iim.csic.es/~gingproc/meigo.html. Documentation and examples are included. The R package has been submitted to BioConductor. We evaluate MEIGO against optimization benchmarks, and illustrate its applicability to a series of case studies in bioinformatics and systems biology where it outperforms other state-of-the-art methods. MEIGO provides a free, open-source platform for optimization that can be applied to multiple domains of systems biology and bioinformatics. It includes efficient state of the art metaheuristics, and its open and modular structure allows the addition of further methods.

MEIGO: an open-source software suite based on metaheuristics for global optimization in systems biology and bioinformatics

PubMed Central

2014-01-01

Background Optimization is the key to solving many problems in computational biology. Global optimization methods, which provide a robust methodology, and metaheuristics in particular have proven to be the most efficient methods for many applications. Despite their utility, there is a limited availability of metaheuristic tools. Results We present MEIGO, an R and Matlab optimization toolbox (also available in Python via a wrapper of the R version), that implements metaheuristics capable of solving diverse problems arising in systems biology and bioinformatics. The toolbox includes the enhanced scatter search method (eSS) for continuous nonlinear programming (cNLP) and mixed-integer programming (MINLP) problems, and variable neighborhood search (VNS) for Integer Programming (IP) problems. Additionally, the R version includes BayesFit for parameter estimation by Bayesian inference. The eSS and VNS methods can be run on a single-thread or in parallel using a cooperative strategy. The code is supplied under GPLv3 and is available at http://www.iim.csic.es/~gingproc/meigo.html. Documentation and examples are included. The R package has been submitted to BioConductor. We evaluate MEIGO against optimization benchmarks, and illustrate its applicability to a series of case studies in bioinformatics and systems biology where it outperforms other state-of-the-art methods. Conclusions MEIGO provides a free, open-source platform for optimization that can be applied to multiple domains of systems biology and bioinformatics. It includes efficient state of the art metaheuristics, and its open and modular structure allows the addition of further methods. PMID:24885957

Dynamic Sensor Tasking for Space Situational Awareness via Reinforcement Learning

NASA Astrophysics Data System (ADS)

Linares, R.; Furfaro, R.

2016-09-01

This paper studies the Sensor Management (SM) problem for optical Space Object (SO) tracking. The tasking problem is formulated as a Markov Decision Process (MDP) and solved using Reinforcement Learning (RL). The RL problem is solved using the actor-critic policy gradient approach. The actor provides a policy which is random over actions and given by a parametric probability density function (pdf). The critic evaluates the policy by calculating the estimated total reward or the value function for the problem. The parameters of the policy action pdf are optimized using gradients with respect to the reward function. Both the critic and the actor are modeled using deep neural networks (multi-layer neural networks). The policy neural network takes the current state as input and outputs probabilities for each possible action. This policy is random, and can be evaluated by sampling random actions using the probabilities determined by the policy neural network's outputs. The critic approximates the total reward using a neural network. The estimated total reward is used to approximate the gradient of the policy network with respect to the network parameters. This approach is used to find the non-myopic optimal policy for tasking optical sensors to estimate SO orbits. The reward function is based on reducing the uncertainty for the overall catalog to below a user specified uncertainty threshold. This work uses a 30 km total position error for the uncertainty threshold. This work provides the RL method with a negative reward as long as any SO has a total position error above the uncertainty threshold. This penalizes policies that take longer to achieve the desired accuracy. A positive reward is provided when all SOs are below the catalog uncertainty threshold. An optimal policy is sought that takes actions to achieve the desired catalog uncertainty in minimum time. This work trains the policy in simulation by letting it task a single sensor to "learn" from its performance. The proposed approach for the SM problem is tested in simulation and good performance is found using the actor-critic policy gradient method.

Semilinear programming: applications and implementation

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

Mohan, S.

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

Integrating NOE and RDC using sum-of-squares relaxation for protein structure determination.

PubMed

Khoo, Y; Singer, A; Cowburn, D

2017-07-01

We revisit the problem of protein structure determination from geometrical restraints from NMR, using convex optimization. It is well-known that the NP-hard distance geometry problem of determining atomic positions from pairwise distance restraints can be relaxed into a convex semidefinite program (SDP). However, often the NOE distance restraints are too imprecise and sparse for accurate structure determination. Residual dipolar coupling (RDC) measurements provide additional geometric information on the angles between atom-pair directions and axes of the principal-axis-frame. The optimization problem involving RDC is highly non-convex and requires a good initialization even within the simulated annealing framework. In this paper, we model the protein backbone as an articulated structure composed of rigid units. Determining the rotation of each rigid unit gives the full protein structure. We propose solving the non-convex optimization problems using the sum-of-squares (SOS) hierarchy, a hierarchy of convex relaxations with increasing complexity and approximation power. Unlike classical global optimization approaches, SOS optimization returns a certificate of optimality if the global optimum is found. Based on the SOS method, we proposed two algorithms-RDC-SOS and RDC-NOE-SOS, that have polynomial time complexity in the number of amino-acid residues and run efficiently on a standard desktop. In many instances, the proposed methods exactly recover the solution to the original non-convex optimization problem. To the best of our knowledge this is the first time SOS relaxation is introduced to solve non-convex optimization problems in structural biology. We further introduce a statistical tool, the Cramér-Rao bound (CRB), to provide an information theoretic bound on the highest resolution one can hope to achieve when determining protein structure from noisy measurements using any unbiased estimator. Our simulation results show that when the RDC measurements are corrupted by Gaussian noise of realistic variance, both SOS based algorithms attain the CRB. We successfully apply our method in a divide-and-conquer fashion to determine the structure of ubiquitin from experimental NOE and RDC measurements obtained in two alignment media, achieving more accurate and faster reconstructions compared to the current state of the art.

Approximations and Solution Estimates in Optimization

DTIC Science & Technology

2016-04-06

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

Optimized Kernel Entropy Components.

PubMed

Izquierdo-Verdiguier, Emma; Laparra, Valero; Jenssen, Robert; Gomez-Chova, Luis; Camps-Valls, Gustau

2017-06-01

This brief addresses two main issues of the standard kernel entropy component analysis (KECA) algorithm: the optimization of the kernel decomposition and the optimization of the Gaussian kernel parameter. KECA roughly reduces to a sorting of the importance of kernel eigenvectors by entropy instead of variance, as in the kernel principal components analysis. In this brief, we propose an extension of the KECA method, named optimized KECA (OKECA), that directly extracts the optimal features retaining most of the data entropy by means of compacting the information in very few features (often in just one or two). The proposed method produces features which have higher expressive power. In particular, it is based on the independent component analysis framework, and introduces an extra rotation to the eigen decomposition, which is optimized via gradient-ascent search. This maximum entropy preservation suggests that OKECA features are more efficient than KECA features for density estimation. In addition, a critical issue in both the methods is the selection of the kernel parameter, since it critically affects the resulting performance. Here, we analyze the most common kernel length-scale selection criteria. The results of both the methods are illustrated in different synthetic and real problems. Results show that OKECA returns projections with more expressive power than KECA, the most successful rule for estimating the kernel parameter is based on maximum likelihood, and OKECA is more robust to the selection of the length-scale parameter in kernel density estimation.

Towards Real-Time Maneuver Detection: Automatic State and Dynamics Estimation with the Adaptive Optimal Control Based Estimator

NASA Astrophysics Data System (ADS)

Lubey, D.; Scheeres, D.

Tracking objects in Earth orbit is fraught with complications. This is due to the large population of orbiting spacecraft and debris that continues to grow, passive (i.e. no direct communication) and data-sparse observations, and the presence of maneuvers and dynamics mismodeling. Accurate orbit determination in this environment requires an algorithm to capture both a system's state and its state dynamics in order to account for mismodelings. Previous studies by the authors yielded an algorithm called the Optimal Control Based Estimator (OCBE) - an algorithm that simultaneously estimates a system's state and optimal control policies that represent dynamic mismodeling in the system for an arbitrary orbit-observer setup. The stochastic properties of these estimated controls are then used to determine the presence of mismodelings (maneuver detection), as well as characterize and reconstruct the mismodelings. The purpose of this paper is to develop the OCBE into an accurate real-time orbit tracking and maneuver detection algorithm by automating the algorithm and removing its linear assumptions. This results in a nonlinear adaptive estimator. In its original form the OCBE had a parameter called the assumed dynamic uncertainty, which is selected by the user with each new measurement to reflect the level of dynamic mismodeling in the system. This human-in-the-loop approach precludes real-time application to orbit tracking problems due to their complexity. This paper focuses on the Adaptive OCBE, a version of the estimator where the assumed dynamic uncertainty is chosen automatically with each new measurement using maneuver detection results to ensure that state uncertainties are properly adjusted to account for all dynamic mismodelings. The paper also focuses on a nonlinear implementation of the estimator. Originally, the OCBE was derived from a nonlinear cost function then linearized about a nominal trajectory, which is assumed to be ballistic (i.e. the nominal optimal control policy is zero for all times). In this paper, we relax this assumption on the nominal trajectory in order to allow for controlled nominal trajectories. This allows the estimator to be iterated to obtain a more accurate nonlinear solution for both the state and control estimates. Beyond these developments to the estimator, this paper also introduces a modified distance metric for maneuver detection. The original metric used in the OCBE only accounted for the estimated control and its uncertainty. This new metric accounts for measurement deviation and a priori state deviations, such that it accounts for all three major forms of uncertainty in orbit determination. This allows the user to understand the contributions of each source of uncertainty toward the total system mismodeling so that the user can properly account for them. Together these developments create an accurate orbit determination algorithm that is automated, robust to mismodeling, and capable of detecting and reconstructing the presence of mismodeling. These qualities make this algorithm a good foundation from which to approach the problem of real-time maneuver detection and reconstruction for Space Situational Awareness applications. This is further strengthened by the algorithm's general formulation that allows it to be applied to problems with an arbitrary target and observer.

Robust Adaptive Beamforming with Sensor Position Errors Using Weighted Subspace Fitting-Based Covariance Matrix Reconstruction.

PubMed

Chen, Peng; Yang, Yixin; Wang, Yong; Ma, Yuanliang

2018-05-08

When sensor position errors exist, the performance of recently proposed interference-plus-noise covariance matrix (INCM)-based adaptive beamformers may be severely degraded. In this paper, we propose a weighted subspace fitting-based INCM reconstruction algorithm to overcome sensor displacement for linear arrays. By estimating the rough signal directions, we construct a novel possible mismatched steering vector (SV) set. We analyze the proximity of the signal subspace from the sample covariance matrix (SCM) and the space spanned by the possible mismatched SV set. After solving an iterative optimization problem, we reconstruct the INCM using the estimated sensor position errors. Then we estimate the SV of the desired signal by solving an optimization problem with the reconstructed INCM. The main advantage of the proposed algorithm is its robustness against SV mismatches dominated by unknown sensor position errors. Numerical examples show that even if the position errors are up to half of the assumed sensor spacing, the output signal-to-interference-plus-noise ratio is only reduced by 4 dB. Beam patterns plotted using experiment data show that the interference suppression capability of the proposed beamformer outperforms other tested beamformers.

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.

Approximate Solutions for Certain Optimal Stopping Problems

DTIC Science & Technology

1978-01-05

one-armed bandit problem) has arisen in a number of statistical applications (Chernoff and Ray (1965);, Chernoff (±9&]), Mallik (1971)): Let X(t... Mallik (1971) and Chernoff (1972). These previous approximations were determined without the benefit of the "correction for continuity" given in (5.1...Vol. 1, 3rd edition, John Wiley and Sons, Inc., New York» 7. Mallik , A.K» (1971), "Sequential estimation of the common mean of two normal

Optimal design of minimum mean-square error noise reduction algorithms using the simulated annealing technique.

PubMed

Bai, Mingsian R; Hsieh, Ping-Ju; Hur, Kur-Nan

2009-02-01

The performance of the minimum mean-square error noise reduction (MMSE-NR) algorithm in conjunction with time-recursive averaging (TRA) for noise estimation is found to be very sensitive to the choice of two recursion parameters. To address this problem in a more systematic manner, this paper proposes an optimization method to efficiently search the optimal parameters of the MMSE-TRA-NR algorithms. The objective function is based on a regression model, whereas the optimization process is carried out with the simulated annealing algorithm that is well suited for problems with many local optima. Another NR algorithm proposed in the paper employs linear prediction coding as a preprocessor for extracting the correlated portion of human speech. Objective and subjective tests were undertaken to compare the optimized MMSE-TRA-NR algorithm with several conventional NR algorithms. The results of subjective tests were processed by using analysis of variance to justify the statistic significance. A post hoc test, Tukey's Honestly Significant Difference, was conducted to further assess the pairwise difference between the NR algorithms.

Multiple-Objective Optimal Designs for Studying the Dose Response Function and Interesting Dose Levels

PubMed Central

Hyun, Seung Won; Wong, Weng Kee

2016-01-01

We construct an optimal design to simultaneously estimate three common interesting features in a dose-finding trial with possibly different emphasis on each feature. These features are (1) the shape of the dose-response curve, (2) the median effective dose and (3) the minimum effective dose level. A main difficulty of this task is that an optimal design for a single objective may not perform well for other objectives. There are optimal designs for dual objectives in the literature but we were unable to find optimal designs for 3 or more objectives to date with a concrete application. A reason for this is that the approach for finding a dual-objective optimal design does not work well for a 3 or more multiple-objective design problem. We propose a method for finding multiple-objective optimal designs that estimate the three features with user-specified higher efficiencies for the more important objectives. We use the flexible 4-parameter logistic model to illustrate the methodology but our approach is applicable to find multiple-objective optimal designs for other types of objectives and models. We also investigate robustness properties of multiple-objective optimal designs to mis-specification in the nominal parameter values and to a variation in the optimality criterion. We also provide computer code for generating tailor made multiple-objective optimal designs. PMID:26565557

Multiple-Objective Optimal Designs for Studying the Dose Response Function and Interesting Dose Levels.

PubMed

Hyun, Seung Won; Wong, Weng Kee

2015-11-01

We construct an optimal design to simultaneously estimate three common interesting features in a dose-finding trial with possibly different emphasis on each feature. These features are (1) the shape of the dose-response curve, (2) the median effective dose and (3) the minimum effective dose level. A main difficulty of this task is that an optimal design for a single objective may not perform well for other objectives. There are optimal designs for dual objectives in the literature but we were unable to find optimal designs for 3 or more objectives to date with a concrete application. A reason for this is that the approach for finding a dual-objective optimal design does not work well for a 3 or more multiple-objective design problem. We propose a method for finding multiple-objective optimal designs that estimate the three features with user-specified higher efficiencies for the more important objectives. We use the flexible 4-parameter logistic model to illustrate the methodology but our approach is applicable to find multiple-objective optimal designs for other types of objectives and models. We also investigate robustness properties of multiple-objective optimal designs to mis-specification in the nominal parameter values and to a variation in the optimality criterion. We also provide computer code for generating tailor made multiple-objective optimal designs.

Conditioning of Model Identification Task in Immune Inspired Optimizer SILO

NASA Astrophysics Data System (ADS)

Wojdan, K.; Swirski, K.; Warchol, M.; Maciorowski, M.

2009-10-01

Methods which provide good conditioning of model identification task in immune inspired, steady-state controller SILO (Stochastic Immune Layer Optimizer) are presented in this paper. These methods are implemented in a model based optimization algorithm. The first method uses a safe model to assure that gains of the process's model can be estimated. The second method is responsible for elimination of potential linear dependences between columns of observation matrix. Moreover new results from one of SILO implementation in polish power plant are presented. They confirm high efficiency of the presented solution in solving technical problems.

Multi-objective optimization of GENIE Earth system models.

PubMed

Price, Andrew R; Myerscough, Richard J; Voutchkov, Ivan I; Marsh, Robert; Cox, Simon J

2009-07-13

The tuning of parameters in climate models is essential to provide reliable long-term forecasts of Earth system behaviour. We apply a multi-objective optimization algorithm to the problem of parameter estimation in climate models. This optimization process involves the iterative evaluation of response surface models (RSMs), followed by the execution of multiple Earth system simulations. These computations require an infrastructure that provides high-performance computing for building and searching the RSMs and high-throughput computing for the concurrent evaluation of a large number of models. Grid computing technology is therefore essential to make this algorithm practical for members of the GENIE project.

A MAP-based image interpolation method via Viterbi decoding of Markov chains of interpolation functions.

PubMed

Vedadi, Farhang; Shirani, Shahram

2014-01-01

A new method of image resolution up-conversion (image interpolation) based on maximum a posteriori sequence estimation is proposed. Instead of making a hard decision about the value of each missing pixel, we estimate the missing pixels in groups. At each missing pixel of the high resolution (HR) image, we consider an ensemble of candidate interpolation methods (interpolation functions). The interpolation functions are interpreted as states of a Markov model. In other words, the proposed method undergoes state transitions from one missing pixel position to the next. Accordingly, the interpolation problem is translated to the problem of estimating the optimal sequence of interpolation functions corresponding to the sequence of missing HR pixel positions. We derive a parameter-free probabilistic model for this to-be-estimated sequence of interpolation functions. Then, we solve the estimation problem using a trellis representation and the Viterbi algorithm. Using directional interpolation functions and sequence estimation techniques, we classify the new algorithm as an adaptive directional interpolation using soft-decision estimation techniques. Experimental results show that the proposed algorithm yields images with higher or comparable peak signal-to-noise ratios compared with some benchmark interpolation methods in the literature while being efficient in terms of implementation and complexity considerations.

The value of volume and growth measurements in timber sales management of the National Forests

NASA Technical Reports Server (NTRS)

Lietzke, K. R.

1977-01-01

This paper summarizes work performed in the estimation of gross social value of timber volume and growth rate information used in making regional harvest decisions in the National Forest System. A model was developed to permit parametric analysis. The problem is formulated as one of finding optimal inventory holding patterns. Public timber management differs from other inventory holding problems in that the inventory, itself, generates value over time in providing recreational, aesthetic and environmental goods. 'Nontimber' demand estimates are inferred from past Forest Service harvest and sales levels. The solution requires a description of the harvest rates which maintain the optimum inventory level. Gross benefits of the Landsat systems are estimated by comparison with Forest Service information gathering models. Gross annual benefits are estimated to be $5.9 million for the MSS system and $7.2 million for the TM system.

Selecting a restoration technique to minimize OCR error.

PubMed

Cannon, M; Fugate, M; Hush, D R; Scovel, C

2003-01-01

This paper introduces a learning problem related to the task of converting printed documents to ASCII text files. The goal of the learning procedure is to produce a function that maps documents to restoration techniques in such a way that on average the restored documents have minimum optical character recognition error. We derive a general form for the optimal function and use it to motivate the development of a nonparametric method based on nearest neighbors. We also develop a direct method of solution based on empirical error minimization for which we prove a finite sample bound on estimation error that is independent of distribution. We show that this empirical error minimization problem is an extension of the empirical optimization problem for traditional M-class classification with general loss function and prove computational hardness for this problem. We then derive a simple iterative algorithm called generalized multiclass ratchet (GMR) and prove that it produces an optimal function asymptotically (with probability 1). To obtain the GMR algorithm we introduce a new data map that extends Kesler's construction for the multiclass problem and then apply an algorithm called Ratchet to this mapped data, where Ratchet is a modification of the Pocket algorithm . Finally, we apply these methods to a collection of documents and report on the experimental results.

Solving fuzzy shortest path problem by genetic algorithm

NASA Astrophysics Data System (ADS)

Syarif, A.; Muludi, K.; Adrian, R.; Gen, M.

2018-03-01

Shortest Path Problem (SPP) is known as one of well-studied fields in the area Operations Research and Mathematical Optimization. It has been applied for many engineering and management designs. The objective is usually to determine path(s) in the network with minimum total cost or traveling time. In the past, the cost value for each arc was usually assigned or estimated as a deteministic value. For some specific real world applications, however, it is often difficult to determine the cost value properly. One way of handling such uncertainty in decision making is by introducing fuzzy approach. With this situation, it will become difficult to solve the problem optimally. This paper presents the investigations on the application of Genetic Algorithm (GA) to a new SPP model in which the cost values are represented as Triangular Fuzzy Number (TFN). We adopts the concept of ranking fuzzy numbers to determine how good the solutions. Here, by giving his/her degree value, the decision maker can determine the range of objective value. This would be very valuable for decision support system in the real world applications.Simulation experiments were carried out by modifying several test problems with 10-25 nodes. It is noted that the proposed approach is capable attaining a good solution with different degree of optimism for the tested problems.

Estimation and Control of Distributed Models for Certain Elastic Systems Arising in Large Space Structures.

DTIC Science & Technology

1987-09-30

igennfy by ""aU numiir,) PIAL GROUP Sue. Go. RCI (Cm, inve o owuera Ineeemerv 4R an~ b-, bloca number) The goal of this research was to study...estimation and control of elastic systems compoited of beams and plates. Specifically, the research con- sidered the problem of lcating the optimal placement...estimation and control of elastic systems com- posed of beams and plates. This general goal has served as a guide for our research over the last several

Time-optimal control of the spacecraft trajectories in the Earth-Moon system

NASA Astrophysics Data System (ADS)

Starinova, O. L.; Fain, M. K.; Materova, I. L.

2017-01-01

This paper outlines the multiparametric optimization of the L1-L2 and L2-L1 missions in the Earth-Moon system using electric propulsion. The optimal control laws are obtained using the Fedorenko successful linearization method to estimate the derivatives and the gradient method to optimize the control laws. The study of the transfers is based on the restricted circular three-body problem. The mathematical model of the missions is described within the barycentric system of coordinates. The optimization criterion is the total flight time. The perturbation from the Earth, the Moon and the Sun are taking into account. The impact of the shaded areas, induced by the Earth and the Moon, is also accounted. As the results of the optimization we obtained optimal control laws, corresponding trajectories and minimal total flight times.

Optimization techniques applied to passive measures for in-orbit spacecraft survivability

NASA Technical Reports Server (NTRS)

Mog, Robert A.; Price, D. Marvin

1991-01-01

Spacecraft designers have always been concerned about the effects of meteoroid impacts on mission safety. The engineering solution to this problem has generally been to erect a bumper or shield placed outboard from the spacecraft wall to disrupt/deflect the incoming projectiles. Spacecraft designers have a number of tools at their disposal to aid in the design process. These include hypervelocity impact testing, analytic impact predictors, and hydrodynamic codes. Analytic impact predictors generally provide the best quick-look estimate of design tradeoffs. The most complete way to determine the characteristics of an analytic impact predictor is through optimization of the protective structures design problem formulated with the predictor of interest. Space Station Freedom protective structures design insight is provided through the coupling of design/material requirements, hypervelocity impact phenomenology, meteoroid and space debris environment sensitivities, optimization techniques and operations research strategies, and mission scenarios. Major results are presented.

Method and system for diagnostics of apparatus

NASA Technical Reports Server (NTRS)

Gorinevsky, Dimitry (Inventor)

2012-01-01

Proposed is a method, implemented in software, for estimating fault state of an apparatus outfitted with sensors. At each execution period the method processes sensor data from the apparatus to obtain a set of parity parameters, which are further used for estimating fault state. The estimation method formulates a convex optimization problem for each fault hypothesis and employs a convex solver to compute fault parameter estimates and fault likelihoods for each fault hypothesis. The highest likelihoods and corresponding parameter estimates are transmitted to a display device or an automated decision and control system. The obtained accurate estimate of fault state can be used to improve safety, performance, or maintenance processes for the apparatus.

Joint optimization of maintenance, buffers and machines in manufacturing lines

NASA Astrophysics Data System (ADS)

Nahas, Nabil; Nourelfath, Mustapha

2018-01-01

This article considers a series manufacturing line composed of several machines separated by intermediate buffers of finite capacity. The goal is to find the optimal number of preventive maintenance actions performed on each machine, the optimal selection of machines and the optimal buffer allocation plan that minimize the total system cost, while providing the desired system throughput level. The mean times between failures of all machines are assumed to increase when applying periodic preventive maintenance. To estimate the production line throughput, a decomposition method is used. The decision variables in the formulated optimal design problem are buffer levels, types of machines and times between preventive maintenance actions. Three heuristic approaches are developed to solve the formulated combinatorial optimization problem. The first heuristic consists of a genetic algorithm, the second is based on the nonlinear threshold accepting metaheuristic and the third is an ant colony system. The proposed heuristics are compared and their efficiency is shown through several numerical examples. It is found that the nonlinear threshold accepting algorithm outperforms the genetic algorithm and ant colony system, while the genetic algorithm provides better results than the ant colony system for longer manufacturing lines.

Application of a derivative-free global optimization algorithm to the derivation of a new time integration scheme for the simulation of incompressible turbulence

NASA Astrophysics Data System (ADS)

Alimohammadi, Shahrouz; Cavaglieri, Daniele; Beyhaghi, Pooriya; Bewley, Thomas R.

2016-11-01

This work applies a recently developed Derivative-free optimization algorithm to derive a new mixed implicit-explicit (IMEX) time integration scheme for Computational Fluid Dynamics (CFD) simulations. This algorithm allows imposing a specified order of accuracy for the time integration and other important stability properties in the form of nonlinear constraints within the optimization problem. In this procedure, the coefficients of the IMEX scheme should satisfy a set of constraints simultaneously. Therefore, the optimization process, at each iteration, estimates the location of the optimal coefficients using a set of global surrogates, for both the objective and constraint functions, as well as a model of the uncertainty function of these surrogates based on the concept of Delaunay triangulation. This procedure has been proven to converge to the global minimum of the constrained optimization problem provided the constraints and objective functions are twice differentiable. As a result, a new third-order, low-storage IMEX Runge-Kutta time integration scheme is obtained with remarkably fast convergence. Numerical tests are then performed leveraging the turbulent channel flow simulations to validate the theoretical order of accuracy and stability properties of the new scheme.

The effect of model uncertainty on some optimal routing problems

NASA Technical Reports Server (NTRS)

Mohanty, Bibhu; Cassandras, Christos G.

1991-01-01

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

Approximation of optimal filter for Ornstein-Uhlenbeck process with quantised discrete-time observation

NASA Astrophysics Data System (ADS)

Bania, Piotr; Baranowski, Jerzy

2018-02-01

Quantisation of signals is a ubiquitous property of digital processing. In many cases, it introduces significant difficulties in state estimation and in consequence control. Popular approaches either do not address properly the problem of system disturbances or lead to biased estimates. Our intention was to find a method for state estimation for stochastic systems with quantised and discrete observation, that is free of the mentioned drawbacks. We have formulated a general form of the optimal filter derived by a solution of Fokker-Planck equation. We then propose the approximation method based on Galerkin projections. We illustrate the approach for the Ornstein-Uhlenbeck process, and derive analytic formulae for the approximated optimal filter, also extending the results for the variant with control. Operation is illustrated with numerical experiments and compared with classical discrete-continuous Kalman filter. Results of comparison are substantially in favour of our approach, with over 20 times lower mean squared error. The proposed filter is especially effective for signal amplitudes comparable to the quantisation thresholds. Additionally, it was observed that for high order of approximation, state estimate is very close to the true process value. The results open the possibilities of further analysis, especially for more complex processes.

Predictive Scheduling for Electric Vehicles Considering Uncertainty of Load and User Behaviors

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

Wang, Bin; Huang, Rui; Wang, Yubo

2016-05-02

Un-coordinated Electric Vehicle (EV) charging can create unexpected load in local distribution grid, which may degrade the power quality and system reliability. The uncertainty of EV load, user behaviors and other baseload in distribution grid, is one of challenges that impedes optimal control for EV charging problem. Previous researches did not fully solve this problem due to lack of real-world EV charging data and proper stochastic model to describe these behaviors. In this paper, we propose a new predictive EV scheduling algorithm (PESA) inspired by Model Predictive Control (MPC), which includes a dynamic load estimation module and a predictive optimizationmore » module. The user-related EV load and base load are dynamically estimated based on the historical data. At each time interval, the predictive optimization program will be computed for optimal schedules given the estimated parameters. Only the first element from the algorithm outputs will be implemented according to MPC paradigm. Current-multiplexing function in each Electric Vehicle Supply Equipment (EVSE) is considered and accordingly a virtual load is modeled to handle the uncertainties of future EV energy demands. This system is validated by the real-world EV charging data collected on UCLA campus and the experimental results indicate that our proposed model not only reduces load variation up to 40% but also maintains a high level of robustness. Finally, IEC 61850 standard is utilized to standardize the data models involved, which brings significance to more reliable and large-scale implementation.« less

Optimal image alignment with random projections of manifolds: algorithm and geometric analysis.

PubMed

Kokiopoulou, Effrosyni; Kressner, Daniel; Frossard, Pascal

2011-06-01

This paper addresses the problem of image alignment based on random measurements. Image alignment consists of estimating the relative transformation between a query image and a reference image. We consider the specific problem where the query image is provided in compressed form in terms of linear measurements captured by a vision sensor. We cast the alignment problem as a manifold distance minimization problem in the linear subspace defined by the measurements. The transformation manifold that represents synthesis of shift, rotation, and isotropic scaling of the reference image can be given in closed form when the reference pattern is sparsely represented over a parametric dictionary. We show that the objective function can then be decomposed as the difference of two convex functions (DC) in the particular case where the dictionary is built on Gaussian functions. Thus, the optimization problem becomes a DC program, which in turn can be solved globally by a cutting plane method. The quality of the solution is typically affected by the number of random measurements and the condition number of the manifold that describes the transformations of the reference image. We show that the curvature, which is closely related to the condition number, remains bounded in our image alignment problem, which means that the relative transformation between two images can be determined optimally in a reduced subspace.

Stochastic reduced order models for inverse problems under uncertainty

PubMed Central

Warner, James E.; Aquino, Wilkins; Grigoriu, Mircea D.

2014-01-01

This work presents a novel methodology for solving inverse problems under uncertainty using stochastic reduced order models (SROMs). Given statistical information about an observed state variable in a system, unknown parameters are estimated probabilistically through the solution of a model-constrained, stochastic optimization problem. The point of departure and crux of the proposed framework is the representation of a random quantity using a SROM - a low dimensional, discrete approximation to a continuous random element that permits e cient and non-intrusive stochastic computations. Characterizing the uncertainties with SROMs transforms the stochastic optimization problem into a deterministic one. The non-intrusive nature of SROMs facilitates e cient gradient computations for random vector unknowns and relies entirely on calls to existing deterministic solvers. Furthermore, the method is naturally extended to handle multiple sources of uncertainty in cases where state variable data, system parameters, and boundary conditions are all considered random. The new and widely-applicable SROM framework is formulated for a general stochastic optimization problem in terms of an abstract objective function and constraining model. For demonstration purposes, however, we study its performance in the specific case of inverse identification of random material parameters in elastodynamics. We demonstrate the ability to efficiently recover random shear moduli given material displacement statistics as input data. We also show that the approach remains effective for the case where the loading in the problem is random as well. PMID:25558115

Convex Banding of the Covariance Matrix

PubMed Central

Bien, Jacob; Bunea, Florentina; Xiao, Luo

2016-01-01

We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which tapers the sample covariance matrix by a Toeplitz, sparsely-banded, data-adaptive matrix. As a result of this adaptivity, the convex banding estimator enjoys theoretical optimality properties not attained by previous banding or tapered estimators. In particular, our convex banding estimator is minimax rate adaptive in Frobenius and operator norms, up to log factors, over commonly-studied classes of covariance matrices, and over more general classes. Furthermore, it correctly recovers the bandwidth when the true covariance is exactly banded. Our convex formulation admits a simple and efficient algorithm. Empirical studies demonstrate its practical effectiveness and illustrate that our exactly-banded estimator works well even when the true covariance matrix is only close to a banded matrix, confirming our theoretical results. Our method compares favorably with all existing methods, in terms of accuracy and speed. We illustrate the practical merits of the convex banding estimator by showing that it can be used to improve the performance of discriminant analysis for classifying sound recordings. PMID:28042189

Convex Banding of the Covariance Matrix.

PubMed

Bien, Jacob; Bunea, Florentina; Xiao, Luo

2016-01-01

We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which tapers the sample covariance matrix by a Toeplitz, sparsely-banded, data-adaptive matrix. As a result of this adaptivity, the convex banding estimator enjoys theoretical optimality properties not attained by previous banding or tapered estimators. In particular, our convex banding estimator is minimax rate adaptive in Frobenius and operator norms, up to log factors, over commonly-studied classes of covariance matrices, and over more general classes. Furthermore, it correctly recovers the bandwidth when the true covariance is exactly banded. Our convex formulation admits a simple and efficient algorithm. Empirical studies demonstrate its practical effectiveness and illustrate that our exactly-banded estimator works well even when the true covariance matrix is only close to a banded matrix, confirming our theoretical results. Our method compares favorably with all existing methods, in terms of accuracy and speed. We illustrate the practical merits of the convex banding estimator by showing that it can be used to improve the performance of discriminant analysis for classifying sound recordings.

Experimental Design for Parameter Estimation of Gene Regulatory Networks

PubMed Central

Timmer, Jens

2012-01-01

Systems biology aims for building quantitative models to address unresolved issues in molecular biology. In order to describe the behavior of biological cells adequately, gene regulatory networks (GRNs) are intensively investigated. As the validity of models built for GRNs depends crucially on the kinetic rates, various methods have been developed to estimate these parameters from experimental data. For this purpose, it is favorable to choose the experimental conditions yielding maximal information. However, existing experimental design principles often rely on unfulfilled mathematical assumptions or become computationally demanding with growing model complexity. To solve this problem, we combined advanced methods for parameter and uncertainty estimation with experimental design considerations. As a showcase, we optimized three simulated GRNs in one of the challenges from the Dialogue for Reverse Engineering Assessment and Methods (DREAM). This article presents our approach, which was awarded the best performing procedure at the DREAM6 Estimation of Model Parameters challenge. For fast and reliable parameter estimation, local deterministic optimization of the likelihood was applied. We analyzed identifiability and precision of the estimates by calculating the profile likelihood. Furthermore, the profiles provided a way to uncover a selection of most informative experiments, from which the optimal one was chosen using additional criteria at every step of the design process. In conclusion, we provide a strategy for optimal experimental design and show its successful application on three highly nonlinear dynamic models. Although presented in the context of the GRNs to be inferred for the DREAM6 challenge, the approach is generic and applicable to most types of quantitative models in systems biology and other disciplines. PMID:22815723

Branch target buffer design and optimization

NASA Technical Reports Server (NTRS)

Perleberg, Chris H.; Smith, Alan J.

1993-01-01

Consideration is given to two major issues in the design of branch target buffers (BTBs), with the goal of achieving maximum performance for a given number of bits allocated to the BTB design. The first issue is BTB management; the second is what information to keep in the BTB. A number of solutions to these problems are reviewed, and various optimizations in the design of BTBs are discussed. Design target miss ratios for BTBs are developed, making it possible to estimate the performance of BTBs for real workloads.

Analytic solution to variance optimization with no short positions

NASA Astrophysics Data System (ADS)

Kondor, Imre; Papp, Gábor; Caccioli, Fabio

2017-12-01

We consider the variance portfolio optimization problem with a ban on short selling. We provide an analytical solution by means of the replica method for the case of a portfolio of independent, but not identically distributed, assets. We study the behavior of the solution as a function of the ratio r between the number N of assets and the length T of the time series of returns used to estimate risk. The no-short-selling constraint acts as an asymmetric \

Multiparameter Estimation in Networked Quantum Sensors

NASA Astrophysics Data System (ADS)

Proctor, Timothy J.; Knott, Paul A.; Dunningham, Jacob A.

2018-02-01

We introduce a general model for a network of quantum sensors, and we use this model to consider the following question: When can entanglement between the sensors, and/or global measurements, enhance the precision with which the network can measure a set of unknown parameters? We rigorously answer this question by presenting precise theorems proving that for a broad class of problems there is, at most, a very limited intrinsic advantage to using entangled states or global measurements. Moreover, for many estimation problems separable states and local measurements are optimal, and can achieve the ultimate quantum limit on the estimation uncertainty. This immediately implies that there are broad conditions under which simultaneous estimation of multiple parameters cannot outperform individual, independent estimations. Our results apply to any situation in which spatially localized sensors are unitarily encoded with independent parameters, such as when estimating multiple linear or nonlinear optical phase shifts in quantum imaging, or when mapping out the spatial profile of an unknown magnetic field. We conclude by showing that entangling the sensors can enhance the estimation precision when the parameters of interest are global properties of the entire network.

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

NASA Astrophysics Data System (ADS)

Zhao, Liang; Huang, Shoudong; Dissanayake, Gamini

2018-07-01

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

Output-feedback control of combined sewer networks through receding horizon control with moving horizon estimation

NASA Astrophysics Data System (ADS)

Joseph-Duran, Bernat; Ocampo-Martinez, Carlos; Cembrano, Gabriela

2015-10-01

An output-feedback control strategy for pollution mitigation in combined sewer networks is presented. The proposed strategy provides means to apply model-based predictive control to large-scale sewer networks, in-spite of the lack of measurements at most of the network sewers. In previous works, the authors presented a hybrid linear control-oriented model for sewer networks together with the formulation of Optimal Control Problems (OCP) and State Estimation Problems (SEP). By iteratively solving these problems, preliminary Receding Horizon Control with Moving Horizon Estimation (RHC/MHE) results, based on flow measurements, were also obtained. In this work, the RHC/MHE algorithm has been extended to take into account both flow and water level measurements and the resulting control loop has been extensively simulated to assess the system performance according different measurement availability scenarios and rain events. All simulations have been carried out using a detailed physically based model of a real case-study network as virtual reality.

Optimizing efficiency of height modeling for extensive forest inventories.

Treesearch

T.M. Barrett

2006-01-01

Although critical to monitoring forest ecosystems, inventories are expensive. This paper presents a generalizable method for using an integer programming model to examine tradeoffs between cost and estimation error for alternative measurement strategies in forest inventories. The method is applied to an example problem of choosing alternative height-modeling strategies...

Adaptive design optimization: a mutual information-based approach to model discrimination in cognitive science.

PubMed

Cavagnaro, Daniel R; Myung, Jay I; Pitt, Mark A; Kujala, Janne V

2010-04-01

Discriminating among competing statistical models is a pressing issue for many experimentalists in the field of cognitive science. Resolving this issue begins with designing maximally informative experiments. To this end, the problem to be solved in adaptive design optimization is identifying experimental designs under which one can infer the underlying model in the fewest possible steps. When the models under consideration are nonlinear, as is often the case in cognitive science, this problem can be impossible to solve analytically without simplifying assumptions. However, as we show in this letter, a full solution can be found numerically with the help of a Bayesian computational trick derived from the statistics literature, which recasts the problem as a probability density simulation in which the optimal design is the mode of the density. We use a utility function based on mutual information and give three intuitive interpretations of the utility function in terms of Bayesian posterior estimates. As a proof of concept, we offer a simple example application to an experiment on memory retention.

Estimating multivariate response surface model with data outliers, case study in enhancing surface layer properties of an aircraft aluminium alloy

NASA Astrophysics Data System (ADS)

Widodo, Edy; Kariyam

2017-03-01

To determine the input variable settings that create the optimal compromise in response variable used Response Surface Methodology (RSM). There are three primary steps in the RSM problem, namely data collection, modelling, and optimization. In this study focused on the establishment of response surface models, using the assumption that the data produced is correct. Usually the response surface model parameters are estimated by OLS. However, this method is highly sensitive to outliers. Outliers can generate substantial residual and often affect the estimator models. Estimator models produced can be biased and could lead to errors in the determination of the optimal point of fact, that the main purpose of RSM is not reached. Meanwhile, in real life, the collected data often contain some response variable and a set of independent variables. Treat each response separately and apply a single response procedures can result in the wrong interpretation. So we need a development model for the multi-response case. Therefore, it takes a multivariate model of the response surface that is resistant to outliers. As an alternative, in this study discussed on M-estimation as a parameter estimator in multivariate response surface models containing outliers. As an illustration presented a case study on the experimental results to the enhancement of the surface layer of aluminium alloy air by shot peening.

Automatic yield-line analysis of slabs using discontinuity layout optimization

PubMed Central

Gilbert, Matthew; He, Linwei; Smith, Colin C.; Le, Canh V.

2014-01-01

The yield-line method of analysis is a long established and extremely effective means of estimating the maximum load sustainable by a slab or plate. However, although numerous attempts to automate the process of directly identifying the critical pattern of yield-lines have been made over the past few decades, to date none has proved capable of reliably analysing slabs of arbitrary geometry. Here, it is demonstrated that the discontinuity layout optimization (DLO) procedure can successfully be applied to such problems. The procedure involves discretization of the problem using nodes inter-connected by potential yield-line discontinuities, with the critical layout of these then identified using linear programming. The procedure is applied to various benchmark problems, demonstrating that highly accurate solutions can be obtained, and showing that DLO provides a truly systematic means of directly and reliably automatically identifying yield-line patterns. Finally, since the critical yield-line patterns for many problems are found to be quite complex in form, a means of automatically simplifying these is presented. PMID:25104905

Geodesic regression for image time-series.

PubMed

Niethammer, Marc; Huang, Yang; Vialard, François-Xavier

2011-01-01

Registration of image-time series has so far been accomplished (i) by concatenating registrations between image pairs, (ii) by solving a joint estimation problem resulting in piecewise geodesic paths between image pairs, (iii) by kernel based local averaging or (iv) by augmenting the joint estimation with additional temporal irregularity penalties. Here, we propose a generative model extending least squares linear regression to the space of images by using a second-order dynamic formulation for image registration. Unlike previous approaches, the formulation allows for a compact representation of an approximation to the full spatio-temporal trajectory through its initial values. The method also opens up possibilities to design image-based approximation algorithms. The resulting optimization problem is solved using an adjoint method.

Contract portfolio optimization for a gasoline supply chain

NASA Astrophysics Data System (ADS)

Wang, Shanshan

Major oil companies sell gasoline through three channels of trade: branded (associated with long-term contracts), unbranded (associated with short-term contracts), and spot market. The branded channel provides them with a long-term secured and sustainable demand source, but requires an inflexible long-term commitment with demand and price risks. The unbranded channel provides a medium level of allocation flexibility. The spot market provides them with the greatest allocation flexibility to the changing market conditions, but the spot market's illiquidity mitigates this benefit. In order to sell the product in a profitable and sustainable way, they need an optimal contract portfolio. This dissertation addresses the contract portfolio optimization problem from different perspectives (retrospective view and forward-looking view) at different levels (strategic level, tactical level and operational level). The objective of the retrospective operational model is to develop a financial case to estimate the business value of having a dynamic optimization model and quantify the opportunity values missed in the past. This model proves the financial significance of the problem and provides top management valuable insights into the business. BP has applied the insights and principles gained from this work and implemented the model to the entire Midwest gasoline supply chain to retrospectively review optimization opportunities. The strategic model is the most parsimonious model that captures the essential economic tradeoffs among different contract types, to demonstrate the need for a contract portfolio and what drives the portfolio. We examine the properties of the optimal contract portfolio and provide a comparative statics analysis by changing the model parameters. As the strategic model encapsulates the business problem at the macroscopic level, the tactical model resolves lower level issues. It considers the time dynamics, the information flow and contracting flow. Using this model, we characterize a simple and easily implementable dynamic contract portfolio policy that would enable the company to dynamically rebalance its supply contract portfolio over time in anticipation of the future market conditions in each individual channel while satisfying the contractual obligations. The optimal policy is a state-dependent base-share contract portfolio policy characterized by a branded base-share level and an unbranded contract commitment combination, given as a function of the initial information state. Using real-world market data, we estimate the model parameters. We also apply an efficient modified policy iteration method to compute the optimal contract portfolio strategies and corresponding profit value. We present computational results in order to obtain insights into the structure of optimal policies, capture the value of the dynamic contract portfolio policy by comparing it with static policies, and illustrate the sensitivity of the optimal contract portfolio and corresponding profit value in terms of the different parameters. Considering the geographic dispersion of different market areas and the pipeline network together with the dynamic contract portfolio optimization problem, we formulate a forward-looking operational model, which could be used by gasoline suppliers for lower-level planning. Finally, we discuss the generalization of the framework to other problems and applications, as well as further research.

Linear theory for filtering nonlinear multiscale systems with model error

PubMed Central

Berry, Tyrus; Harlim, John

2014-01-01

In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online, as part of a filtering procedure, simultaneously produce accurate filtering and equilibrium statistical prediction. In contrast, an offline estimation technique based on a linear regression, which fits the parameters to a training dataset without using the filter, yields filter estimates which are worse than the observations or even divergent when the slow variables are not fully observed. This finding does not imply that all offline methods are inherently inferior to the online method for nonlinear estimation problems, it only suggests that an ideal estimation technique should estimate all parameters simultaneously whether it is online or offline. PMID:25002829

Gaussian process surrogates for failure detection: A Bayesian experimental design approach

NASA Astrophysics Data System (ADS)

Wang, Hongqiao; Lin, Guang; Li, Jinglai

2016-05-01

An important task of uncertainty quantification is to identify the probability of undesired events, in particular, system failures, caused by various sources of uncertainties. In this work we consider the construction of Gaussian process surrogates for failure detection and failure probability estimation. In particular, we consider the situation that the underlying computer models are extremely expensive, and in this setting, determining the sampling points in the state space is of essential importance. We formulate the problem as an optimal experimental design for Bayesian inferences of the limit state (i.e., the failure boundary) and propose an efficient numerical scheme to solve the resulting optimization problem. In particular, the proposed limit-state inference method is capable of determining multiple sampling points at a time, and thus it is well suited for problems where multiple computer simulations can be performed in parallel. The accuracy and performance of the proposed method is demonstrated by both academic and practical examples.

Solving Assembly Sequence Planning using Angle Modulated Simulated Kalman Filter

NASA Astrophysics Data System (ADS)

Mustapa, Ainizar; Yusof, Zulkifli Md.; Adam, Asrul; Muhammad, Badaruddin; Ibrahim, Zuwairie

2018-03-01

This paper presents an implementation of Simulated Kalman Filter (SKF) algorithm for optimizing an Assembly Sequence Planning (ASP) problem. The SKF search strategy contains three simple steps; predict-measure-estimate. The main objective of the ASP is to determine the sequence of component installation to shorten assembly time or save assembly costs. Initially, permutation sequence is generated to represent each agent. Each agent is then subjected to a precedence matrix constraint to produce feasible assembly sequence. Next, the Angle Modulated SKF (AMSKF) is proposed for solving ASP problem. The main idea of the angle modulated approach in solving combinatorial optimization problem is to use a function, g(x), to create a continuous signal. The performance of the proposed AMSKF is compared against previous works in solving ASP by applying BGSA, BPSO, and MSPSO. Using a case study of ASP, the results show that AMSKF outperformed all the algorithms in obtaining the best solution.

Optimizing Medical Kits for Spaceflight

NASA Technical Reports Server (NTRS)

Keenan, A. B,; Foy, Millennia; Myers, G.

2014-01-01

The Integrated Medical Model (IMM) is a probabilistic model that estimates medical event occurrences and mission outcomes for different mission profiles. IMM simulation outcomes describing the impact of medical events on the mission may be used to optimize the allocation of resources in medical kits. Efficient allocation of medical resources, subject to certain mass and volume constraints, is crucial to ensuring the best outcomes of in-flight medical events. We implement a new approach to this medical kit optimization problem. METHODS We frame medical kit optimization as a modified knapsack problem and implement an algorithm utilizing a dynamic programming technique. Using this algorithm, optimized medical kits were generated for 3 different mission scenarios with the goal of minimizing the probability of evacuation and maximizing the Crew Health Index (CHI) for each mission subject to mass and volume constraints. Simulation outcomes using these kits were also compared to outcomes using kits optimized..RESULTS The optimized medical kits generated by the algorithm described here resulted in predicted mission outcomes more closely approached the unlimited-resource scenario for Crew Health Index (CHI) than the implementation in under all optimization priorities. Furthermore, the approach described here improves upon in reducing evacuation when the optimization priority is minimizing the probability of evacuation. CONCLUSIONS This algorithm provides an efficient, effective means to objectively allocate medical resources for spaceflight missions using the Integrated Medical Model.

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.

Coupled Research in Ocean Acoustics and Signal Processing for the Next Generation of Underwater Acoustic Communication Systems

DTIC Science & Technology

2016-08-05

technique which used unobserved ”intermediate” variables to break a high-dimensional estimation problem such as least- squares (LS) optimization of a large...Least Squares (GEM-LS). The estimator is iterative and the work in this time period focused on characterizing the convergence properties of this...ap- proach by relaxing the statistical assumptions which is termed the Relaxed Approximate Graph-Structured Recursive Least Squares (RAGS-RLS). This

Identification of dynamic systems, theory and formulation

NASA Technical Reports Server (NTRS)

Maine, R. E.; Iliff, K. W.

1985-01-01

The problem of estimating parameters of dynamic systems is addressed in order to present the theoretical basis of system identification and parameter estimation in a manner that is complete and rigorous, yet understandable with minimal prerequisites. Maximum likelihood and related estimators are highlighted. The approach used requires familiarity with calculus, linear algebra, and probability, but does not require knowledge of stochastic processes or functional analysis. The treatment emphasizes unification of the various areas in estimation in dynamic systems is treated as a direct outgrowth of the static system theory. Topics covered include basic concepts and definitions; numerical optimization methods; probability; statistical estimators; estimation in static systems; stochastic processes; state estimation in dynamic systems; output error, filter error, and equation error methods of parameter estimation in dynamic systems, and the accuracy of the estimates.

Diagnostic performance and optimal cut-off scores of the Massachusetts youth screening instrument-second version in a sample of Swiss youths in welfare and juvenile justice institutions.

PubMed

Dölitzsch, Claudia; Leenarts, Laura E W; Schmeck, Klaus; Fegert, Jorg M; Grisso, Thomas; Schmid, Marc

2017-02-08

There is a growing consensus about the importance of mental health screening of youths in welfare and juvenile justice institutions. The Massachusetts Youth Screening Instrument-second version (MAYSI-2) was specifically designed, normed and validated to assist juvenile justice facilities in the United States of America (USA), in identifying youths with potential emotional or behavioral problems. However, it is not known if the USA norm-based cut-off scores can be used in Switzerland. Therefore, the primary purpose of the current study was to estimate the diagnostic performance and optimal cut-off scores of the MAYSI-2 in a sample of Swiss youths in welfare and juvenile justice institutions. As the sample was drawn from the French-, German- and Italian-speaking parts of Switzerland, the three languages were represented in the total sample of the current study and consequently we could estimate the diagnostic performance and the optimal cut-off scores of the MAYSI-2 for the language regions separately. The other main purpose of the current study was to identify potential gender differences in the diagnostic performance and optimal cut-off scores. Participants were 297 boys and 149 girls (mean age = 16.2, SD = 2.5) recruited from 64 youth welfare and juvenile justice institutions (drawn from the French-, German- and Italian-speaking parts of Switzerland). The MAYSI-2 was used to screen for mental health or behavioral problems that could require further evaluation. Psychiatric classification was based on the Schedule for Affective Disorders and Schizophrenia for School-Age Children, Present and Lifetime version (K-SADS-PL). The MAYSI-2 scores were submitted into Receiver-Operating Characteristic (ROC) analyses to estimate the diagnostic performance and optimal 'caution' cut-off scores of the MAYSI-2. The ROC analyses revealed that nearly all homotypic mappings of MAYSI-2 scales onto (cluster of) psychiatric disorders revealed above chance level accuracy. The optimal 'caution' cut-off scores derived from the ROC curve for predicting (cluster of) psychiatric disorders were, for several MAYSI-2 scales, comparable to the USA norm-based 'caution' cut-off scores. For some MAYSI-2 scales, however, higher optimal 'caution' cut-off scores were found. With adjusted optimal 'caution' cut-off scores, the MAYSI-2 screens potential emotional or behavioral problems well in a sample of Swiss youths in welfare and juvenile justice institutions. However, as for choosing the optimal 'caution' cut off score for the MAYSI-2, both language as well as gender seems to be of importance. The results of this study point to a compelling need to test the diagnostic performance and optimal 'caution' cut-off scores of the MAYSI-2 more elaborately in larger differentiated language samples in Europe.

A review of estimation of distribution algorithms in bioinformatics

PubMed Central

Armañanzas, Rubén; Inza, Iñaki; Santana, Roberto; Saeys, Yvan; Flores, Jose Luis; Lozano, Jose Antonio; Peer, Yves Van de; Blanco, Rosa; Robles, Víctor; Bielza, Concha; Larrañaga, Pedro

2008-01-01

Evolutionary search algorithms have become an essential asset in the algorithmic toolbox for solving high-dimensional optimization problems in across a broad range of bioinformatics problems. Genetic algorithms, the most well-known and representative evolutionary search technique, have been the subject of the major part of such applications. Estimation of distribution algorithms (EDAs) offer a novel evolutionary paradigm that constitutes a natural and attractive alternative to genetic algorithms. They make use of a probabilistic model, learnt from the promising solutions, to guide the search process. In this paper, we set out a basic taxonomy of EDA techniques, underlining the nature and complexity of the probabilistic model of each EDA variant. We review a set of innovative works that make use of EDA techniques to solve challenging bioinformatics problems, emphasizing the EDA paradigm's potential for further research in this domain. PMID:18822112

The optimal dynamic immunization under a controlled heterogeneous node-based SIRS model

NASA Astrophysics Data System (ADS)

Yang, Lu-Xing; Draief, Moez; Yang, Xiaofan

2016-05-01

Dynamic immunizations, under which the state of the propagation network of electronic viruses can be changed by adjusting the control measures, are regarded as an alternative to static immunizations. This paper addresses the optimal dynamical immunization under the widely accepted SIRS assumption. First, based on a controlled heterogeneous node-based SIRS model, an optimal control problem capturing the optimal dynamical immunization is formulated. Second, the existence of an optimal dynamical immunization scheme is shown, and the corresponding optimality system is derived. Next, some numerical examples are given to show that an optimal immunization strategy can be worked out by numerically solving the optimality system, from which it is found that the network topology has a complex impact on the optimal immunization strategy. Finally, the difference between a payoff and the minimum payoff is estimated in terms of the deviation of the corresponding immunization strategy from the optimal immunization strategy. The proposed optimal immunization scheme is justified, because it can achieve a low level of infections at a low cost.

Direct discontinuous Galerkin method and its variations for second order elliptic equations

DOE PAGES

Huang, Hongying; Chen, Zheng; Li, Jin; ...

2016-08-23

In this study, we study direct discontinuous Galerkin method (Liu and Yan in SIAM J Numer Anal 47(1):475–698, 2009) and its variations (Liu and Yan in Commun Comput Phys 8(3):541–564, 2010; Vidden and Yan in J Comput Math 31(6):638–662, 2013; Yan in J Sci Comput 54(2–3):663–683, 2013) for 2nd order elliptic problems. A priori error estimate under energy norm is established for all four methods. Optimal error estimate under L 2 norm is obtained for DDG method with interface correction (Liu and Yan in Commun Comput Phys 8(3):541–564, 2010) and symmetric DDG method (Vidden and Yan in J Comput Mathmore » 31(6):638–662, 2013). A series of numerical examples are carried out to illustrate the accuracy and capability of the schemes. Numerically we obtain optimal (k+1)th order convergence for DDG method with interface correction and symmetric DDG method on nonuniform and unstructured triangular meshes. An interface problem with discontinuous diffusion coefficients is investigated and optimal (k+1)th order accuracy is obtained. Peak solutions with sharp transitions are captured well. Highly oscillatory wave solutions of Helmholz equation are well resolved.« less

Direct discontinuous Galerkin method and its variations for second order elliptic equations

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

Huang, Hongying; Chen, Zheng; Li, Jin

In this study, we study direct discontinuous Galerkin method (Liu and Yan in SIAM J Numer Anal 47(1):475–698, 2009) and its variations (Liu and Yan in Commun Comput Phys 8(3):541–564, 2010; Vidden and Yan in J Comput Math 31(6):638–662, 2013; Yan in J Sci Comput 54(2–3):663–683, 2013) for 2nd order elliptic problems. A priori error estimate under energy norm is established for all four methods. Optimal error estimate under L 2 norm is obtained for DDG method with interface correction (Liu and Yan in Commun Comput Phys 8(3):541–564, 2010) and symmetric DDG method (Vidden and Yan in J Comput Mathmore » 31(6):638–662, 2013). A series of numerical examples are carried out to illustrate the accuracy and capability of the schemes. Numerically we obtain optimal (k+1)th order convergence for DDG method with interface correction and symmetric DDG method on nonuniform and unstructured triangular meshes. An interface problem with discontinuous diffusion coefficients is investigated and optimal (k+1)th order accuracy is obtained. Peak solutions with sharp transitions are captured well. Highly oscillatory wave solutions of Helmholz equation are well resolved.« less

Towards using musculoskeletal models for intelligent control of physically assistive robots.

PubMed

Carmichael, Marc G; Liu, Dikai

2011-01-01

With the increasing number of robots being developed to physically assist humans in tasks such as rehabilitation and assistive living, more intelligent and personalized control systems are desired. In this paper we propose the use of a musculoskeletal model to estimate the strength of the user, from which information can be utilized to improve control schemes in which robots physically assist humans. An optimization model is developed utilizing a musculoskeletal model to estimate human strength in a specified dynamic state. Results of this optimization as well as methods of using it to observe muscle-based weaknesses in task space are presented. Lastly potential methods and problems in incorporating this model into a robot control system are discussed.

Long-Time Behavior and Critical Limit of Subcritical SQG Equations in Scale-Invariant Sobolev Spaces

NASA Astrophysics Data System (ADS)

Coti Zelati, Michele

2018-02-01

We consider the subcritical SQG equation in its natural scale-invariant Sobolev space and prove the existence of a global attractor of optimal regularity. The proof is based on a new energy estimate in Sobolev spaces to bootstrap the regularity to the optimal level, derived by means of nonlinear lower bounds on the fractional Laplacian. This estimate appears to be new in the literature and allows a sharp use of the subcritical nature of the L^∞ bounds for this problem. As a by-product, we obtain attractors for weak solutions as well. Moreover, we study the critical limit of the attractors and prove their stability and upper semicontinuity with respect to the strength of the diffusion.

Inverse Electrocardiographic Source Localization of Ischemia: An Optimization Framework and Finite Element Solution

PubMed Central

Wang, Dafang; Kirby, Robert M.; MacLeod, Rob S.; Johnson, Chris R.

2013-01-01

With the goal of non-invasively localizing cardiac ischemic disease using body-surface potential recordings, we attempted to reconstruct the transmembrane potential (TMP) throughout the myocardium with the bidomain heart model. The task is an inverse source problem governed by partial differential equations (PDE). Our main contribution is solving the inverse problem within a PDE-constrained optimization framework that enables various physically-based constraints in both equality and inequality forms. We formulated the optimality conditions rigorously in the continuum before deriving finite element discretization, thereby making the optimization independent of discretization choice. Such a formulation was derived for the L2-norm Tikhonov regularization and the total variation minimization. The subsequent numerical optimization was fulfilled by a primal-dual interior-point method tailored to our problem’s specific structure. Our simulations used realistic, fiber-included heart models consisting of up to 18,000 nodes, much finer than any inverse models previously reported. With synthetic ischemia data we localized ischemic regions with roughly a 10% false-negative rate or a 20% false-positive rate under conditions up to 5% input noise. With ischemia data measured from animal experiments, we reconstructed TMPs with roughly 0.9 correlation with the ground truth. While precisely estimating the TMP in general cases remains an open problem, our study shows the feasibility of reconstructing TMP during the ST interval as a means of ischemia localization. PMID:23913980

An improved swarm optimization for parameter estimation and biological model selection.

PubMed

Abdullah, Afnizanfaizal; Deris, Safaai; Mohamad, Mohd Saberi; Anwar, Sohail

2013-01-01

One of the key aspects of computational systems biology is the investigation on the dynamic biological processes within cells. Computational models are often required to elucidate the mechanisms and principles driving the processes because of the nonlinearity and complexity. The models usually incorporate a set of parameters that signify the physical properties of the actual biological systems. In most cases, these parameters are estimated by fitting the model outputs with the corresponding experimental data. However, this is a challenging task because the available experimental data are frequently noisy and incomplete. In this paper, a new hybrid optimization method is proposed to estimate these parameters from the noisy and incomplete experimental data. The proposed method, called Swarm-based Chemical Reaction Optimization, integrates the evolutionary searching strategy employed by the Chemical Reaction Optimization, into the neighbouring searching strategy of the Firefly Algorithm method. The effectiveness of the method was evaluated using a simulated nonlinear model and two biological models: synthetic transcriptional oscillators, and extracellular protease production models. The results showed that the accuracy and computational speed of the proposed method were better than the existing Differential Evolution, Firefly Algorithm and Chemical Reaction Optimization methods. The reliability of the estimated parameters was statistically validated, which suggests that the model outputs produced by these parameters were valid even when noisy and incomplete experimental data were used. Additionally, Akaike Information Criterion was employed to evaluate the model selection, which highlighted the capability of the proposed method in choosing a plausible model based on the experimental data. In conclusion, this paper presents the effectiveness of the proposed method for parameter estimation and model selection problems using noisy and incomplete experimental data. This study is hoped to provide a new insight in developing more accurate and reliable biological models based on limited and low quality experimental data.

Constraining the atmosphere of GJ 1214b using an optimal estimation technique

NASA Astrophysics Data System (ADS)

Barstow, J. K.; Aigrain, S.; Irwin, P. G. J.; Fletcher, L. N.; Lee, J.-M.

2013-09-01

We explore cloudy, extended H2-He atmosphere scenarios for the warm super-Earth GJ 1214b using an optimal estimation retrieval technique. This planet, orbiting an M4.5 star only 13 pc from the Earth, is of particular interest because it lies between the Earth and Neptune in size and may be a member of a new class of planet that is neither terrestrial nor gas giant. Its relatively flat transmission spectrum has so far made atmospheric characterization difficult. The Non-linear optimal Estimator for MultivariateE spectral analySIS (NEMESIS) algorithm is used to explore the degenerate model parameter space for a cloudy, H2-He-dominated atmosphere scenario. Optimal estimation is a data-led approach that allows solutions beyond the range permitted by ab initio equilibrium model atmosphere calculations, and as such prevents restriction from prior expectations. We show that optimal estimation retrieval is a powerful tool for this kind of study, and present an exploration of the degenerate atmospheric scenarios for GJ 1214b. Whilst we find a family of solutions that provide a very good fit to the data, the quality and coverage of these data are insufficient for us to more precisely determine the abundances of cloud and trace gases given an H2-He atmosphere, and we also cannot rule out the possibility of a high molecular weight atmosphere. Future ground- and space-based observations will provide the opportunity to confirm or rule out an extended H2-He atmosphere, but more precise constraints will be limited by intrinsic degeneracies in the retrieval problem, such as variations in cloud top pressure and temperature.

Channel Simulation in Quantum Metrology

NASA Astrophysics Data System (ADS)

Laurenza, Riccardo; Lupo, Cosmo; Spedalieri, Gaetana; Braunstein, Samuel L.; Pirandola, Stefano

2018-04-01

In this review we discuss how channel simulation can be used to simplify the most general protocols of quantum parameter estimation, where unlimited entanglement and adaptive joint operations may be employed. Whenever the unknown parameter encoded in a quantum channel is completely transferred in an environmental program state simulating the channel, the optimal adaptive estimation cannot beat the standard quantum limit. In this setting, we elucidate the crucial role of quantum teleportation as a primitive operation which allows one to completely reduce adaptive protocols over suitable teleportation-covariant channels and derive matching upper and lower bounds for parameter estimation. For these channels,wemay express the quantum Cramér Rao bound directly in terms of their Choi matrices. Our review considers both discrete- and continuous-variable systems, also presenting some new results for bosonic Gaussian channels using an alternative sub-optimal simulation. It is an open problem to design simulations for quantum channels that achieve the Heisenberg limit.

Novel cooperative neural fusion algorithms for image restoration and image fusion.

PubMed

Xia, Youshen; Kamel, Mohamed S

2007-02-01

To deal with the problem of restoring degraded images with non-Gaussian noise, this paper proposes a novel cooperative neural fusion regularization (CNFR) algorithm for image restoration. Compared with conventional regularization algorithms for image restoration, the proposed CNFR algorithm can relax need of the optimal regularization parameter to be estimated. Furthermore, to enhance the quality of restored images, this paper presents a cooperative neural fusion (CNF) algorithm for image fusion. Compared with existing signal-level image fusion algorithms, the proposed CNF algorithm can greatly reduce the loss of contrast information under blind Gaussian noise environments. The performance analysis shows that the proposed two neural fusion algorithms can converge globally to the robust and optimal image estimate. Simulation results confirm that in different noise environments, the proposed two neural fusion algorithms can obtain a better image estimate than several well known image restoration and image fusion methods.

Regularized minimum I-divergence methods for the inverse blackbody radiation problem

NASA Astrophysics Data System (ADS)

Choi, Kerkil; Lanterman, Aaron D.; Shin, Jaemin

2006-08-01

This paper proposes iterative methods for estimating the area temperature distribution of a blackbody from its total radiated power spectrum measurements. This is called the inverse blackbody radiation problem. This problem is inherently ill-posed due to the characteristics of the kernel in the underlying integral equation given by Planck's law. The functions involved in the problem are all non-negative. Csiszár's I-divergence is an information-theoretic discrepancy measure between two non-negative functions. We derive iterative methods for minimizing Csiszár's I-divergence between the measured power spectrum and the power spectrum arising from the estimate according to the integral equation. Due to the ill-posedness of the problem, unconstrained algorithms often produce poor estimates, especially when the measurements are corrupted by noise. To alleviate this difficulty, we apply regularization methods to our algorithms. Penalties based on Shannon's entropy, the L1-norm and Good's roughness are chosen to suppress the undesirable artefacts. When a penalty is applied, the pertinent optimization that needs to be performed at each iteration is no longer trivial. In particular, Good's roughness causes couplings between estimate components. To handle this issue, we adapt Green's one-step-late method. This choice is based on the important fact that our minimum I-divergence algorithms can be interpreted as asymptotic forms of certain expectation-maximization algorithms. The effectiveness of our methods is illustrated via various numerical experiments.

Optimizing model: insemination, replacement, seasonal production, and cash flow.

PubMed

DeLorenzo, M A; Spreen, T H; Bryan, G R; Beede, D K; Van Arendonk, J A

1992-03-01

Dynamic programming to solve the Markov decision process problem of optimal insemination and replacement decisions was adapted to address large dairy herd management decision problems in the US. Expected net present values of cow states (151,200) were used to determine the optimal policy. States were specified by class of parity (n = 12), production level (n = 15), month of calving (n = 12), month of lactation (n = 16), and days open (n = 7). Methodology optimized decisions based on net present value of an individual cow and all replacements over a 20-yr decision horizon. Length of decision horizon was chosen to ensure that optimal policies were determined for an infinite planning horizon. Optimization took 286 s of central processing unit time. The final probability transition matrix was determined, in part, by the optimal policy. It was estimated iteratively to determine post-optimization steady state herd structure, milk production, replacement, feed inputs and costs, and resulting cash flow on a calendar month and annual basis if optimal policies were implemented. Implementation of the model included seasonal effects on lactation curve shapes, estrus detection rates, pregnancy rates, milk prices, replacement costs, cull prices, and genetic progress. Other inputs included calf values, values of dietary TDN and CP per kilogram, and discount rate. Stochastic elements included conception (and, thus, subsequent freshening), cow milk production level within herd, and survival. Validation of optimized solutions was by separate simulation model, which implemented policies on a simulated herd and also described herd dynamics during transition to optimized structure.

Robust estimation for ordinary differential equation models.

PubMed

Cao, J; Wang, L; Xu, J

2011-12-01

Applied scientists often like to use ordinary differential equations (ODEs) to model complex dynamic processes that arise in biology, engineering, medicine, and many other areas. It is interesting but challenging to estimate ODE parameters from noisy data, especially when the data have some outliers. We propose a robust method to address this problem. The dynamic process is represented with a nonparametric function, which is a linear combination of basis functions. The nonparametric function is estimated by a robust penalized smoothing method. The penalty term is defined with the parametric ODE model, which controls the roughness of the nonparametric function and maintains the fidelity of the nonparametric function to the ODE model. The basis coefficients and ODE parameters are estimated in two nested levels of optimization. The coefficient estimates are treated as an implicit function of ODE parameters, which enables one to derive the analytic gradients for optimization using the implicit function theorem. Simulation studies show that the robust method gives satisfactory estimates for the ODE parameters from noisy data with outliers. The robust method is demonstrated by estimating a predator-prey ODE model from real ecological data. © 2011, The International Biometric Society.

An improved hybrid of particle swarm optimization and the gravitational search algorithm to produce a kinetic parameter estimation of aspartate biochemical pathways.

PubMed

Ismail, Ahmad Muhaimin; Mohamad, Mohd Saberi; Abdul Majid, Hairudin; Abas, Khairul Hamimah; Deris, Safaai; Zaki, Nazar; Mohd Hashim, Siti Zaiton; Ibrahim, Zuwairie; Remli, Muhammad Akmal

2017-12-01

Mathematical modelling is fundamental to understand the dynamic behavior and regulation of the biochemical metabolisms and pathways that are found in biological systems. Pathways are used to describe complex processes that involve many parameters. It is important to have an accurate and complete set of parameters that describe the characteristics of a given model. However, measuring these parameters is typically difficult and even impossible in some cases. Furthermore, the experimental data are often incomplete and also suffer from experimental noise. These shortcomings make it challenging to identify the best-fit parameters that can represent the actual biological processes involved in biological systems. Computational approaches are required to estimate these parameters. The estimation is converted into multimodal optimization problems that require a global optimization algorithm that can avoid local solutions. These local solutions can lead to a bad fit when calibrating with a model. Although the model itself can potentially match a set of experimental data, a high-performance estimation algorithm is required to improve the quality of the solutions. This paper describes an improved hybrid of particle swarm optimization and the gravitational search algorithm (IPSOGSA) to improve the efficiency of a global optimum (the best set of kinetic parameter values) search. The findings suggest that the proposed algorithm is capable of narrowing down the search space by exploiting the feasible solution areas. Hence, the proposed algorithm is able to achieve a near-optimal set of parameters at a fast convergence speed. The proposed algorithm was tested and evaluated based on two aspartate pathways that were obtained from the BioModels Database. The results show that the proposed algorithm outperformed other standard optimization algorithms in terms of accuracy and near-optimal kinetic parameter estimation. Nevertheless, the proposed algorithm is only expected to work well in small scale systems. In addition, the results of this study can be used to estimate kinetic parameter values in the stage of model selection for different experimental conditions. Copyright © 2017 Elsevier B.V. All rights reserved.

Big climate data analysis

NASA Astrophysics Data System (ADS)

Mudelsee, Manfred

2015-04-01

The Big Data era has begun also in the climate sciences, not only in economics or molecular biology. We measure climate at increasing spatial resolution by means of satellites and look farther back in time at increasing temporal resolution by means of natural archives and proxy data. We use powerful supercomputers to run climate models. The model output of the calculations made for the IPCC's Fifth Assessment Report amounts to ~650 TB. The 'scientific evolution' of grid computing has started, and the 'scientific revolution' of quantum computing is being prepared. This will increase computing power, and data amount, by several orders of magnitude in the future. However, more data does not automatically mean more knowledge. We need statisticians, who are at the core of transforming data into knowledge. Statisticians notably also explore the limits of our knowledge (uncertainties, that is, confidence intervals and P-values). Mudelsee (2014 Climate Time Series Analysis: Classical Statistical and Bootstrap Methods. Second edition. Springer, Cham, xxxii + 454 pp.) coined the term 'optimal estimation'. Consider the hyperspace of climate estimation. It has many, but not infinite, dimensions. It consists of the three subspaces Monte Carlo design, method and measure. The Monte Carlo design describes the data generating process. The method subspace describes the estimation and confidence interval construction. The measure subspace describes how to detect the optimal estimation method for the Monte Carlo experiment. The envisaged large increase in computing power may bring the following idea of optimal climate estimation into existence. Given a data sample, some prior information (e.g. measurement standard errors) and a set of questions (parameters to be estimated), the first task is simple: perform an initial estimation on basis of existing knowledge and experience with such types of estimation problems. The second task requires the computing power: explore the hyperspace to find the suitable method, that is, the mode of estimation and uncertainty-measure determination that optimizes a selected measure for prescribed values close to the initial estimates. Also here, intelligent exploration methods (gradient, Brent, etc.) are useful. The third task is to apply the optimal estimation method to the climate dataset. This conference paper illustrates by means of three examples that optimal estimation has the potential to shape future big climate data analysis. First, we consider various hypothesis tests to study whether climate extremes are increasing in their occurrence. Second, we compare Pearson's and Spearman's correlation measures. Third, we introduce a novel estimator of the tail index, which helps to better quantify climate-change related risks.

Single- and Multiple-Objective Optimization with Differential Evolution and Neural Networks

NASA Technical Reports Server (NTRS)

Rai, Man Mohan

2006-01-01

Genetic and evolutionary algorithms have been applied to solve numerous problems in engineering design where they have been used primarily as optimization procedures. These methods have an advantage over conventional gradient-based search procedures became they are capable of finding global optima of multi-modal functions and searching design spaces with disjoint feasible regions. They are also robust in the presence of noisy data. Another desirable feature of these methods is that they can efficiently use distributed and parallel computing resources since multiple function evaluations (flow simulations in aerodynamics design) can be performed simultaneously and independently on ultiple processors. For these reasons genetic and evolutionary algorithms are being used more frequently in design optimization. Examples include airfoil and wing design and compressor and turbine airfoil design. They are also finding increasing use in multiple-objective and multidisciplinary optimization. This lecture will focus on an evolutionary method that is a relatively new member to the general class of evolutionary methods called differential evolution (DE). This method is easy to use and program and it requires relatively few user-specified constants. These constants are easily determined for a wide class of problems. Fine-tuning the constants will off course yield the solution to the optimization problem at hand more rapidly. DE can be efficiently implemented on parallel computers and can be used for continuous, discrete and mixed discrete/continuous optimization problems. It does not require the objective function to be continuous and is noise tolerant. DE and applications to single and multiple-objective optimization will be included in the presentation and lecture notes. A method for aerodynamic design optimization that is based on neural networks will also be included as a part of this lecture. The method offers advantages over traditional optimization methods. It is more flexible than other methods in dealing with design in the context of both steady and unsteady flows, partial and complete data sets, combined experimental and numerical data, inclusion of various constraints and rules of thumb, and other issues that characterize the aerodynamic design process. Neural networks provide a natural framework within which a succession of numerical solutions of increasing fidelity, incorporating more realistic flow physics, can be represented and utilized for optimization. Neural networks also offer an excellent framework for multiple-objective and multi-disciplinary design optimization. Simulation tools from various disciplines can be integrated within this framework and rapid trade-off studies involving one or many disciplines can be performed. The prospect of combining neural network based optimization methods and evolutionary algorithms to obtain a hybrid method with the best properties of both methods will be included in this presentation. Achieving solution diversity and accurate convergence to the exact Pareto front in multiple objective optimization usually requires a significant computational effort with evolutionary algorithms. In this lecture we will also explore the possibility of using neural networks to obtain estimates of the Pareto optimal front using non-dominated solutions generated by DE as training data. Neural network estimators have the potential advantage of reducing the number of function evaluations required to obtain solution accuracy and diversity, thus reducing cost to design.

Power Consumption Optimization in Tooth Gears Processing

NASA Astrophysics Data System (ADS)

Kanatnikov, N.; Harlamov, G.; Kanatnikova, P.; Pashmentova, A.

2018-01-01

The paper reviews the issue of optimization of technological process of tooth gears production of the power consumption criteria. The authors dwell on the indices used for cutting process estimation by the consumed energy criteria and their applicability in the analysis of the toothed wheel production process. The inventors proposed a method for optimization of power consumptions based on the spatial modeling of cutting pattern. The article is aimed at solving the problem of effective source management in order to achieve economical and ecological effect during the mechanical processing of toothed gears. The research was supported by Russian Science Foundation (project No. 17-79-10316).

Optimized tuner selection for engine performance estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L. (Inventor); Garg, Sanjay (Inventor)

2013-01-01

A methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented. This technique specifically addresses the underdetermined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine which seeks to minimize the theoretical mean-squared estimation error. Theoretical Kalman filter estimation error bias and variance values are derived at steady-state operating conditions, and the tuner selection routine is applied to minimize these values. The new methodology yields an improvement in on-line engine performance estimation accuracy.

Weighted Optimization-Based Distributed Kalman Filter for Nonlinear Target Tracking in Collaborative Sensor Networks.

PubMed

Chen, Jie; Li, Jiahong; Yang, Shuanghua; Deng, Fang

2017-11-01

The identification of the nonlinearity and coupling is crucial in nonlinear target tracking problem in collaborative sensor networks. According to the adaptive Kalman filtering (KF) method, the nonlinearity and coupling can be regarded as the model noise covariance, and estimated by minimizing the innovation or residual errors of the states. However, the method requires large time window of data to achieve reliable covariance measurement, making it impractical for nonlinear systems which are rapidly changing. To deal with the problem, a weighted optimization-based distributed KF algorithm (WODKF) is proposed in this paper. The algorithm enlarges the data size of each sensor by the received measurements and state estimates from its connected sensors instead of the time window. A new cost function is set as the weighted sum of the bias and oscillation of the state to estimate the "best" estimate of the model noise covariance. The bias and oscillation of the state of each sensor are estimated by polynomial fitting a time window of state estimates and measurements of the sensor and its neighbors weighted by the measurement noise covariance. The best estimate of the model noise covariance is computed by minimizing the weighted cost function using the exhaustive method. The sensor selection method is in addition to the algorithm to decrease the computation load of the filter and increase the scalability of the sensor network. The existence, suboptimality and stability analysis of the algorithm are given. The local probability data association method is used in the proposed algorithm for the multitarget tracking case. The algorithm is demonstrated in simulations on tracking examples for a random signal, one nonlinear target, and four nonlinear targets. Results show the feasibility and superiority of WODKF against other filtering algorithms for a large class of systems.

On computing the global time-optimal motions of robotic manipulators in the presence of obstacles

NASA Technical Reports Server (NTRS)

Shiller, Zvi; Dubowsky, Steven

1991-01-01

A method for computing the time-optimal motions of robotic manipulators is presented that considers the nonlinear manipulator dynamics, actuator constraints, joint limits, and obstacles. The optimization problem is reduced to a search for the time-optimal path in the n-dimensional position space. A small set of near-optimal paths is first efficiently selected from a grid, using a branch and bound search and a series of lower bound estimates on the traveling time along a given path. These paths are further optimized with a local path optimization to yield the global optimal solution. Obstacles are considered by eliminating the collision points from the tessellated space and by adding a penalty function to the motion time in the local optimization. The computational efficiency of the method stems from the reduced dimensionality of the searched spaced and from combining the grid search with a local optimization. The method is demonstrated in several examples for two- and six-degree-of-freedom manipulators with obstacles.

Variable Complexity Structural Optimization of Shells

NASA Technical Reports Server (NTRS)

Haftka, Raphael T.; Venkataraman, Satchi

1999-01-01

Structural designers today face both opportunities and challenges in a vast array of available analysis and optimization programs. Some programs such as NASTRAN, are very general, permitting the designer to model any structure, to any degree of accuracy, but often at a higher computational cost. Additionally, such general procedures often do not allow easy implementation of all constraints of interest to the designer. Other programs, based on algebraic expressions used by designers one generation ago, have limited applicability for general structures with modem materials. However, when applicable, they provide easy understanding of design decisions trade-off. Finally, designers can also use specialized programs suitable for designing efficiently a subset of structural problems. For example, PASCO and PANDA2 are panel design codes, which calculate response and estimate failure much more efficiently than general-purpose codes, but are narrowly applicable in terms of geometry and loading. Therefore, the problem of optimizing structures based on simultaneous use of several models and computer programs is a subject of considerable interest. The problem of using several levels of models in optimization has been dubbed variable complexity modeling. Work under NASA grant NAG1-2110 has been concerned with the development of variable complexity modeling strategies with special emphasis on response surface techniques. In addition, several modeling issues for the design of shells of revolution were studied.

Variable Complexity Structural Optimization of Shells

NASA Technical Reports Server (NTRS)

Haftka, Raphael T.; Venkataraman, Satchi

1998-01-01

Structural designers today face both opportunities and challenges in a vast array of available analysis and optimization programs. Some programs such as NASTRAN, are very general, permitting the designer to model any structure, to any degree of accuracy, but often at a higher computational cost. Additionally, such general procedures often do not allow easy implementation of all constraints of interest to the designer. Other programs, based on algebraic expressions used by designers one generation ago, have limited applicability for general structures with modem materials. However, when applicable, they provide easy understanding of design decisions trade-off. Finally, designers can also use specialized programs suitable for designing efficiently a subset of structural problems. For example, PASCO and PANDA2 are panel design codes, which calculate response and estimate failure much more efficiently than general-purpose codes, but are narrowly applicable in terms of geometry and loading. Therefore, the problem of optimizing structures based on simultaneous use of several models and computer programs is a subject of considerable interest. The problem of using several levels of models in optimization has been dubbed variable complexity modeling. Work under NASA grant NAG1-1808 has been concerned with the development of variable complexity modeling strategies with special emphasis on response surface techniques. In addition several modeling issues for the design of shells of revolution were studied.

A Differential Evolution Based Approach to Estimate the Shape and Size of Complex Shaped Anomalies Using EIT Measurements

NASA Astrophysics Data System (ADS)

Rashid, Ahmar; Khambampati, Anil Kumar; Kim, Bong Seok; Liu, Dong; Kim, Sin; Kim, Kyung Youn

EIT image reconstruction is an ill-posed problem, the spatial resolution of the estimated conductivity distribution is usually poor and the external voltage measurements are subject to variable noise. Therefore, EIT conductivity estimation cannot be used in the raw form to correctly estimate the shape and size of complex shaped regional anomalies. An efficient algorithm employing a shape based estimation scheme is needed. The performance of traditional inverse algorithms, such as the Newton Raphson method, used for this purpose is below par and depends upon the initial guess and the gradient of the cost functional. This paper presents the application of differential evolution (DE) algorithm to estimate complex shaped region boundaries, expressed as coefficients of truncated Fourier series, using EIT. DE is a simple yet powerful population-based, heuristic algorithm with the desired features to solve global optimization problems under realistic conditions. The performance of the algorithm has been tested through numerical simulations, comparing its results with that of the traditional modified Newton Raphson (mNR) method.

Quantum State Tomography via Linear Regression Estimation

PubMed Central

Qi, Bo; Hou, Zhibo; Li, Li; Dong, Daoyi; Xiang, Guoyong; Guo, Guangcan

2013-01-01

A simple yet efficient state reconstruction algorithm of linear regression estimation (LRE) is presented for quantum state tomography. In this method, quantum state reconstruction is converted into a parameter estimation problem of a linear regression model and the least-squares method is employed to estimate the unknown parameters. An asymptotic mean squared error (MSE) upper bound for all possible states to be estimated is given analytically, which depends explicitly upon the involved measurement bases. This analytical MSE upper bound can guide one to choose optimal measurement sets. The computational complexity of LRE is O(d4) where d is the dimension of the quantum state. Numerical examples show that LRE is much faster than maximum-likelihood estimation for quantum state tomography. PMID:24336519

Robust optimization for nonlinear time-delay dynamical system of dha regulon with cost sensitivity constraint in batch culture

NASA Astrophysics Data System (ADS)

Yuan, Jinlong; Zhang, Xu; Liu, Chongyang; Chang, Liang; Xie, Jun; Feng, Enmin; Yin, Hongchao; Xiu, Zhilong

2016-09-01

Time-delay dynamical systems, which depend on both the current state of the system and the state at delayed times, have been an active area of research in many real-world applications. In this paper, we consider a nonlinear time-delay dynamical system of dha-regulonwith unknown time-delays in batch culture of glycerol bioconversion to 1,3-propanediol induced by Klebsiella pneumonia. Some important properties and strong positive invariance are discussed. Because of the difficulty in accurately measuring the concentrations of intracellular substances and the absence of equilibrium points for the time-delay system, a quantitative biological robustness for the concentrations of intracellular substances is defined by penalizing a weighted sum of the expectation and variance of the relative deviation between system outputs before and after the time-delays are perturbed. Our goal is to determine optimal values of the time-delays. To this end, we formulate an optimization problem in which the time delays are decision variables and the cost function is to minimize the biological robustness. This optimization problem is subject to the time-delay system, parameter constraints, continuous state inequality constraints for ensuring that the concentrations of extracellular and intracellular substances lie within specified limits, a quality constraint to reflect operational requirements and a cost sensitivity constraint for ensuring that an acceptable level of the system performance is achieved. It is approximated as a sequence of nonlinear programming sub-problems through the application of constraint transcription and local smoothing approximation techniques. Due to the highly complex nature of this optimization problem, the computational cost is high. Thus, a parallel algorithm is proposed to solve these nonlinear programming sub-problems based on the filled function method. Finally, it is observed that the obtained optimal estimates for the time-delays are highly satisfactory via numerical simulations.

Estimation of distribution overlap of urn models.

PubMed

Hampton, Jerrad; Lladser, Manuel E

2012-01-01

A classical problem in statistics is estimating the expected coverage of a sample, which has had applications in gene expression, microbial ecology, optimization, and even numismatics. Here we consider a related extension of this problem to random samples of two discrete distributions. Specifically, we estimate what we call the dissimilarity probability of a sample, i.e., the probability of a draw from one distribution not being observed in [Formula: see text] draws from another distribution. We show our estimator of dissimilarity to be a [Formula: see text]-statistic and a uniformly minimum variance unbiased estimator of dissimilarity over the largest appropriate range of [Formula: see text]. Furthermore, despite the non-Markovian nature of our estimator when applied sequentially over [Formula: see text], we show it converges uniformly in probability to the dissimilarity parameter, and we present criteria when it is approximately normally distributed and admits a consistent jackknife estimator of its variance. As proof of concept, we analyze V35 16S rRNA data to discern between various microbial environments. Other potential applications concern any situation where dissimilarity of two discrete distributions may be of interest. For instance, in SELEX experiments, each urn could represent a random RNA pool and each draw a possible solution to a particular binding site problem over that pool. The dissimilarity of these pools is then related to the probability of finding binding site solutions in one pool that are absent in the other.

Hydraulic Conductivity Estimation using Bayesian Model Averaging and Generalized Parameterization

NASA Astrophysics Data System (ADS)

Tsai, F. T.; Li, X.

2006-12-01

Non-uniqueness in parameterization scheme is an inherent problem in groundwater inverse modeling due to limited data. To cope with the non-uniqueness problem of parameterization, we introduce a Bayesian Model Averaging (BMA) method to integrate a set of selected parameterization methods. The estimation uncertainty in BMA includes the uncertainty in individual parameterization methods as the within-parameterization variance and the uncertainty from using different parameterization methods as the between-parameterization variance. Moreover, the generalized parameterization (GP) method is considered in the geostatistical framework in this study. The GP method aims at increasing the flexibility of parameterization through the combination of a zonation structure and an interpolation method. The use of BMP with GP avoids over-confidence in a single parameterization method. A normalized least-squares estimation (NLSE) is adopted to calculate the posterior probability for each GP. We employee the adjoint state method for the sensitivity analysis on the weighting coefficients in the GP method. The adjoint state method is also applied to the NLSE problem. The proposed methodology is implemented to the Alamitos Barrier Project (ABP) in California, where the spatially distributed hydraulic conductivity is estimated. The optimal weighting coefficients embedded in GP are identified through the maximum likelihood estimation (MLE) where the misfits between the observed and calculated groundwater heads are minimized. The conditional mean and conditional variance of the estimated hydraulic conductivity distribution using BMA are obtained to assess the estimation uncertainty.

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.

Particle swarm optimization and its application in MEG source localization using single time sliced data

NASA Astrophysics Data System (ADS)

Lin, Juan; Liu, Chenglian; Guo, Yongning

2014-10-01

The estimation of neural active sources from the magnetoencephalography (MEG) data is a very critical issue for both clinical neurology and brain functions research. A widely accepted source-modeling technique for MEG involves calculating a set of equivalent current dipoles (ECDs). Depth in the brain is one of difficulties in MEG source localization. Particle swarm optimization(PSO) is widely used to solve various optimization problems. In this paper we discuss its ability and robustness to find the global optimum in different depths of the brain when using single equivalent current dipole (sECD) model and single time sliced data. The results show that PSO is an effective global optimization to MEG source localization when given one dipole in different depths.

Determination of Nerve Fiber Diameter Distribution From Compound Action Potential: A Continuous Approach.

PubMed

Un, M Kerem; Kaghazchi, Hamed

2018-01-01

When a signal is initiated in the nerve, it is transmitted along each nerve fiber via an action potential (called single fiber action potential (SFAP)) which travels with a velocity that is related with the diameter of the fiber. The additive superposition of SFAPs constitutes the compound action potential (CAP) of the nerve. The fiber diameter distribution (FDD) in the nerve can be computed from the CAP data by solving an inverse problem. This is usually achieved by dividing the fibers into a finite number of diameter groups and solve a corresponding linear system to optimize FDD. However, number of fibers in a nerve can be measured sometimes in thousands and it is possible to assume a continuous distribution for the fiber diameters which leads to a gradient optimization problem. In this paper, we have evaluated this continuous approach to the solution of the inverse problem. We have utilized an analytical function for SFAP and an assumed a polynomial form for FDD. The inverse problem involves the optimization of polynomial coefficients to obtain the best estimate for the FDD. We have observed that an eighth order polynomial for FDD can capture both unimodal and bimodal fiber distributions present in vivo, even in case of noisy CAP data. The assumed FDD distribution regularizes the ill-conditioned inverse problem and produces good results.

A Particle Swarm Optimization Approach to Composing Serial Test Sheets for Multiple Assessment Criteria

ERIC Educational Resources Information Center

Yin, Peng-Yeng; Chang, Kuang-Cheng; Hwang, Gwo-Jen; Hwang, Gwo-Haur; Chan, Ying

2006-01-01

To accurately analyze the problems of students in learning, the composed test sheets must meet multiple assessment criteria, such as the ratio of relevant concepts to be evaluated, the average discrimination degree, difficulty degree and estimated testing time. Furthermore, to precisely evaluate the improvement of student's learning performance…

Dynamically consistent hydrography and absolute velocity in the eastern North Atlantic Ocean

NASA Technical Reports Server (NTRS)

Wunsch, Carl

1994-01-01

The problem of mapping a dynamically consistent hydrographic field and associated absolute geostrophic flow in the eastern North Atlantic between 24 deg and 36 deg N is related directly to the solution of the so-called thermocline equations. A nonlinear optimization problem involving Needler's P equation is solved to find the hydrography and resulting flow that minimizes the vertical mixing above about 1500 m in the ocean and is simultaneously consistent with the observations. A sharp minimum (at least in some dimensions) is found, apparently corresponding to a solution nearly conserving potential vorticity and with vertical eddy coefficient less than about 10(exp -5) sq m/s. Estimates of `residual' quantities such as eddy coefficients are extremely sensitive to slight modifications to the observed fields. Boundary conditions, vertical velocities, etc., are a product of the optimization and produce estimates differing quantitatively from prior ones relying directly upon observed hydrography. The results are generally insensitive to particular elements of the solution methodology, but many questions remain concerning the extent to which different synoptic sections can be asserted to represent the same ocean. The method can be regarded as a practical generalization of the beta spiral and geostrophic balance inverses for the estimate of absolute geostrophic flows. Numerous improvements to the methodology used in this preliminary attempt are possible.

Dynamic Granger-Geweke causality modeling with application to interictal spike propagation

PubMed Central

Lin, Fa-Hsuan; Hara, Keiko; Solo, Victor; Vangel, Mark; Belliveau, John W.; Stufflebeam, Steven M.; Hamalainen, Matti S.

2010-01-01

A persistent problem in developing plausible neurophysiological models of perception, cognition, and action is the difficulty of characterizing the interactions between different neural systems. Previous studies have approached this problem by estimating causal influences across brain areas activated during cognitive processing using Structural Equation Modeling and, more recently, with Granger-Geweke causality. While SEM is complicated by the need for a priori directional connectivity information, the temporal resolution of dynamic Granger-Geweke estimates is limited because the underlying autoregressive (AR) models assume stationarity over the period of analysis. We have developed a novel optimal method for obtaining data-driven directional causality estimates with high temporal resolution in both time and frequency domains. This is achieved by simultaneously optimizing the length of the analysis window and the chosen AR model order using the SURE criterion. Dynamic Granger-Geweke causality in time and frequency domains is subsequently calculated within a moving analysis window. We tested our algorithm by calculating the Granger-Geweke causality of epileptic spike propagation from the right frontal lobe to the left frontal lobe. The results quantitatively suggested the epileptic activity at the left frontal lobe was propagated from the right frontal lobe, in agreement with the clinical diagnosis. Our novel computational tool can be used to help elucidate complex directional interactions in the human brain. PMID:19378280

A hyperbolastic type-I diffusion process: Parameter estimation by means of the firefly algorithm.

PubMed

Barrera, Antonio; Román-Román, Patricia; Torres-Ruiz, Francisco

2018-01-01

A stochastic diffusion process, whose mean function is a hyperbolastic curve of type I, is presented. The main characteristics of the process are studied and the problem of maximum likelihood estimation for the parameters of the process is considered. To this end, the firefly metaheuristic optimization algorithm is applied after bounding the parametric space by a stagewise procedure. Some examples based on simulated sample paths and real data illustrate this development. Copyright © 2017 Elsevier B.V. All rights reserved.

Multidisciplinary Optimization Branch Experience Using iSIGHT Software

NASA Technical Reports Server (NTRS)

Padula, S. L.; Korte, J. J.; Dunn, H. J.; Salas, A. O.

1999-01-01

The Multidisciplinary Optimization (MDO) Branch at NASA Langley is investigating frameworks for supporting multidisciplinary analysis and optimization research. A framework provides software and system services to integrate computational tasks and allows the researcher to concentrate more on the application and less on the programming details. A framework also provides a common working environment and a full range of optimization tools, and so increases the productivity of multidisciplinary research teams. Finally, a framework enables staff members to develop applications for use by disciplinary experts in other organizations. This year, the MDO Branch has gained experience with the iSIGHT framework. This paper describes experiences with four aerospace applications, including: (1) reusable launch vehicle sizing, (2) aerospike nozzle design, (3) low-noise rotorcraft trajectories, and (4) acoustic liner design. Brief overviews of each problem are provided, including the number and type of disciplinary codes and computation time estimates. In addition, the optimization methods, objective functions, design variables, and constraints are described for each problem. For each case, discussions on the advantages and disadvantages of using the iSIGHT framework are provided as well as notes on the ease of use of various advanced features and suggestions for areas of improvement.

Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis version 6.0 theory manual

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

Adams, Brian M.; Ebeida, Mohamed Salah; Eldred, Michael S

The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components requiredmore » for iterative systems analyses, the Dakota toolkit provides a exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quanti cation, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.« less

Maximum Margin Clustering of Hyperspectral Data

NASA Astrophysics Data System (ADS)

Niazmardi, S.; Safari, A.; Homayouni, S.

2013-09-01

In recent decades, large margin methods such as Support Vector Machines (SVMs) are supposed to be the state-of-the-art of supervised learning methods for classification of hyperspectral data. However, the results of these algorithms mainly depend on the quality and quantity of available training data. To tackle down the problems associated with the training data, the researcher put effort into extending the capability of large margin algorithms for unsupervised learning. One of the recent proposed algorithms is Maximum Margin Clustering (MMC). The MMC is an unsupervised SVMs algorithm that simultaneously estimates both the labels and the hyperplane parameters. Nevertheless, the optimization of the MMC algorithm is a non-convex problem. Most of the existing MMC methods rely on the reformulating and the relaxing of the non-convex optimization problem as semi-definite programs (SDP), which are computationally very expensive and only can handle small data sets. Moreover, most of these algorithms are two-class classification, which cannot be used for classification of remotely sensed data. In this paper, a new MMC algorithm is used that solve the original non-convex problem using Alternative Optimization method. This algorithm is also extended for multi-class classification and its performance is evaluated. The results of the proposed algorithm show that the algorithm has acceptable results for hyperspectral data clustering.

Estimating model parameters for an impact-produced shock-wave simulation: Optimal use of partial data with the extended Kalman filter

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

Kao, Jim; Flicker, Dawn; Ide, Kayo

2006-05-20

This paper builds upon our recent data assimilation work with the extended Kalman filter (EKF) method [J. Kao, D. Flicker, R. Henninger, S. Frey, M. Ghil, K. Ide, Data assimilation with an extended Kalman filter for an impact-produced shock-wave study, J. Comp. Phys. 196 (2004) 705-723.]. The purpose is to test the capability of EKF in optimizing a model's physical parameters. The problem is to simulate the evolution of a shock produced through a high-speed flyer plate. In the earlier work, we have showed that the EKF allows one to estimate the evolving state of the shock wave from amore » single pressure measurement, assuming that all model parameters are known. In the present paper, we show that imperfectly known model parameters can also be estimated accordingly, along with the evolving model state, from the same single measurement. The model parameter optimization using the EKF can be achieved through a simple modification of the original EKF formalism by including the model parameters into an augmented state variable vector. While the regular state variables are governed by both deterministic and stochastic forcing mechanisms, the parameters are only subject to the latter. The optimally estimated model parameters are thus obtained through a unified assimilation operation. We show that improving the accuracy of the model parameters also improves the state estimate. The time variation of the optimized model parameters results from blending the data and the corresponding values generated from the model and lies within a small range, of less than 2%, from the parameter values of the original model. The solution computed with the optimized parameters performs considerably better and has a smaller total variance than its counterpart using the original time-constant parameters. These results indicate that the model parameters play a dominant role in the performance of the shock-wave hydrodynamic code at hand.« less

Optimal two-stage dynamic treatment regimes from a classification perspective with censored survival data.

PubMed

Hager, Rebecca; Tsiatis, Anastasios A; Davidian, Marie

2018-05-18

Clinicians often make multiple treatment decisions at key points over the course of a patient's disease. A dynamic treatment regime is a sequence of decision rules, each mapping a patient's observed history to the set of available, feasible treatment options at each decision point, and thus formalizes this process. An optimal regime is one leading to the most beneficial outcome on average if used to select treatment for the patient population. We propose a method for estimation of an optimal regime involving two decision points when the outcome of interest is a censored survival time, which is based on maximizing a locally efficient, doubly robust, augmented inverse probability weighted estimator for average outcome over a class of regimes. By casting this optimization as a classification problem, we exploit well-studied classification techniques such as support vector machines to characterize the class of regimes and facilitate implementation via a backward iterative algorithm. Simulation studies of performance and application of the method to data from a sequential, multiple assignment randomized clinical trial in acute leukemia are presented. © 2018, The International Biometric Society.

Combining optimization methods with response spectra curve-fitting toward improved damping ratio estimation

NASA Astrophysics Data System (ADS)

Brewick, Patrick T.; Smyth, Andrew W.

2016-12-01

The authors have previously shown that many traditional approaches to operational modal analysis (OMA) struggle to properly identify the modal damping ratios for bridges under traffic loading due to the interference caused by the driving frequencies of the traffic loads. This paper presents a novel methodology for modal parameter estimation in OMA that overcomes the problems presented by driving frequencies and significantly improves the damping estimates. This methodology is based on finding the power spectral density (PSD) of a given modal coordinate, and then dividing the modal PSD into separate regions, left- and right-side spectra. The modal coordinates were found using a blind source separation (BSS) algorithm and a curve-fitting technique was developed that uses optimization to find the modal parameters that best fit each side spectra of the PSD. Specifically, a pattern-search optimization method was combined with a clustering analysis algorithm and together they were employed in a series of stages in order to improve the estimates of the modal damping ratios. This method was used to estimate the damping ratios from a simulated bridge model subjected to moving traffic loads. The results of this method were compared to other established OMA methods, such as Frequency Domain Decomposition (FDD) and BSS methods, and they were found to be more accurate and more reliable, even for modes that had their PSDs distorted or altered by driving frequencies.

Reliability Analysis and Reliability-Based Design Optimization of Circular Composite Cylinders Under Axial Compression

NASA Technical Reports Server (NTRS)

Rais-Rohani, Masoud

2001-01-01

This report describes the preliminary results of an investigation on component reliability analysis and reliability-based design optimization of thin-walled circular composite cylinders with average diameter and average length of 15 inches. Structural reliability is based on axial buckling strength of the cylinder. Both Monte Carlo simulation and First Order Reliability Method are considered for reliability analysis with the latter incorporated into the reliability-based structural optimization problem. To improve the efficiency of reliability sensitivity analysis and design optimization solution, the buckling strength of the cylinder is estimated using a second-order response surface model. The sensitivity of the reliability index with respect to the mean and standard deviation of each random variable is calculated and compared. The reliability index is found to be extremely sensitive to the applied load and elastic modulus of the material in the fiber direction. The cylinder diameter was found to have the third highest impact on the reliability index. Also the uncertainty in the applied load, captured by examining different values for its coefficient of variation, is found to have a large influence on cylinder reliability. The optimization problem for minimum weight is solved subject to a design constraint on element reliability index. The methodology, solution procedure and optimization results are included in this report.

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

PubMed

Kostromins, Andrejs; Mozga, Ivars; Stalidzans, Egils

2012-01-01

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

Extracting motor synergies from random movements for low-dimensional task-space control of musculoskeletal robots.

PubMed

Fu, Kin Chung Denny; Dalla Libera, Fabio; Ishiguro, Hiroshi

2015-10-08

In the field of human motor control, the motor synergy hypothesis explains how humans simplify body control dimensionality by coordinating groups of muscles, called motor synergies, instead of controlling muscles independently. In most applications of motor synergies to low-dimensional control in robotics, motor synergies are extracted from given optimal control signals. In this paper, we address the problems of how to extract motor synergies without optimal data given, and how to apply motor synergies to achieve low-dimensional task-space tracking control of a human-like robotic arm actuated by redundant muscles, without prior knowledge of the robot. We propose to extract motor synergies from a subset of randomly generated reaching-like movement data. The essence is to first approximate the corresponding optimal control signals, using estimations of the robot's forward dynamics, and to extract the motor synergies subsequently. In order to avoid modeling difficulties, a learning-based control approach is adopted such that control is accomplished via estimations of the robot's inverse dynamics. We present a kernel-based regression formulation to estimate the forward and the inverse dynamics, and a sliding controller in order to cope with estimation error. Numerical evaluations show that the proposed method enables extraction of motor synergies for low-dimensional task-space control.

Minimax confidence intervals in geomagnetism

NASA Technical Reports Server (NTRS)

Stark, Philip B.

1992-01-01

The present paper uses theory of Donoho (1989) to find lower bounds on the lengths of optimally short fixed-length confidence intervals (minimax confidence intervals) for Gauss coefficients of the field of degree 1-12 using the heat flow constraint. The bounds on optimal minimax intervals are about 40 percent shorter than Backus' intervals: no procedure for producing fixed-length confidence intervals, linear or nonlinear, can give intervals shorter than about 60 percent the length of Backus' in this problem. While both methods rigorously account for the fact that core field models are infinite-dimensional, the application of the techniques to the geomagnetic problem involves approximations and counterfactual assumptions about the data errors, and so these results are likely to be extremely optimistic estimates of the actual uncertainty in Gauss coefficients.

Numerical algebraic geometry for model selection and its application to the life sciences

PubMed Central

Gross, Elizabeth; Davis, Brent; Ho, Kenneth L.; Bates, Daniel J.

2016-01-01

Researchers working with mathematical models are often confronted by the related problems of parameter estimation, model validation and model selection. These are all optimization problems, well known to be challenging due to nonlinearity, non-convexity and multiple local optima. Furthermore, the challenges are compounded when only partial data are available. Here, we consider polynomial models (e.g. mass-action chemical reaction networks at steady state) and describe a framework for their analysis based on optimization using numerical algebraic geometry. Specifically, we use probability-one polynomial homotopy continuation methods to compute all critical points of the objective function, then filter to recover the global optima. Our approach exploits the geometrical structures relating models and data, and we demonstrate its utility on examples from cell signalling, synthetic biology and epidemiology. PMID:27733697

Singular perturbation techniques for real time aircraft trajectory optimization and control

NASA Technical Reports Server (NTRS)

Calise, A. J.; Moerder, D. D.

1982-01-01

The usefulness of singular perturbation methods for developing real time computer algorithms to control and optimize aircraft flight trajectories is examined. A minimum time intercept problem using F-8 aerodynamic and propulsion data is used as a baseline. This provides a framework within which issues relating to problem formulation, solution methodology and real time implementation are examined. Theoretical questions relating to separability of dynamics are addressed. With respect to implementation, situations leading to numerical singularities are identified, and procedures for dealing with them are outlined. Also, particular attention is given to identifying quantities that can be precomputed and stored, thus greatly reducing the on-board computational load. Numerical results are given to illustrate the minimum time algorithm, and the resulting flight paths. An estimate is given for execution time and storage requirements.

A BDDC Algorithm with Deluxe Scaling for Three-Dimensional H (curl) Problems

DOE PAGES

Dohrmann, Clark R.; Widlund, Olof B.

2015-04-28

In our paper, we present and analyze a BDDC algorithm for a class of elliptic problems in the three-dimensional H(curl) space. Compared with existing results, our condition number estimate requires fewer assumptions and also involves two fewer powers of log(H/h), making it consistent with optimal estimates for other elliptic problems. Here, H/his the maximum of Hi/hi over all subdomains, where Hi and hi are the diameter and the smallest element diameter for the subdomain Ωi. The analysis makes use of two recent developments. The first is our new approach to averaging across the subdomain interfaces, while the second is amore » new technical tool that allows arguments involving trace classes to be avoided. Furthermore, numerical examples are presented to confirm the theory and demonstrate the importance of the new averaging approach in certain cases.« less

An Optimization-Based State Estimatioin Framework for Large-Scale Natural Gas Networks

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

Jalving, Jordan; Zavala, Victor M.

We propose an optimization-based state estimation framework to track internal spacetime flow and pressure profiles of natural gas networks during dynamic transients. We find that the estimation problem is ill-posed (because of the infinite-dimensional nature of the states) and that this leads to instability of the estimator when short estimation horizons are used. To circumvent this issue, we propose moving horizon strategies that incorporate prior information. In particular, we propose a strategy that initializes the prior using steady-state information and compare its performance against a strategy that does not initialize the prior. We find that both strategies are capable ofmore » tracking the state profiles but we also find that superior performance is obtained with steady-state prior initialization. We also find that, under the proposed framework, pressure sensor information at junctions is sufficient to track the state profiles. We also derive approximate transport models and show that some of these can be used to achieve significant computational speed-ups without sacrificing estimation performance. We show that the estimator can be easily implemented in the graph-based modeling framework Plasmo.jl and use a multipipeline network study to demonstrate the developments.« less

Optimal heavy tail estimation - Part 1: Order selection

NASA Astrophysics Data System (ADS)

Mudelsee, Manfred; Bermejo, Miguel A.

2017-12-01

The tail probability, P, of the distribution of a variable is important for risk analysis of extremes. Many variables in complex geophysical systems show heavy tails, where P decreases with the value, x, of a variable as a power law with a characteristic exponent, α. Accurate estimation of α on the basis of data is currently hindered by the problem of the selection of the order, that is, the number of largest x values to utilize for the estimation. This paper presents a new, widely applicable, data-adaptive order selector, which is based on computer simulations and brute force search. It is the first in a set of papers on optimal heavy tail estimation. The new selector outperforms competitors in a Monte Carlo experiment, where simulated data are generated from stable distributions and AR(1) serial dependence. We calculate error bars for the estimated α by means of simulations. We illustrate the method on an artificial time series. We apply it to an observed, hydrological time series from the River Elbe and find an estimated characteristic exponent of 1.48 ± 0.13. This result indicates finite mean but infinite variance of the statistical distribution of river runoff.

Surface Estimation, Variable Selection, and the Nonparametric Oracle Property.

PubMed

Storlie, Curtis B; Bondell, Howard D; Reich, Brian J; Zhang, Hao Helen

2011-04-01

Variable selection for multivariate nonparametric regression is an important, yet challenging, problem due, in part, to the infinite dimensionality of the function space. An ideal selection procedure should be automatic, stable, easy to use, and have desirable asymptotic properties. In particular, we define a selection procedure to be nonparametric oracle (np-oracle) if it consistently selects the correct subset of predictors and at the same time estimates the smooth surface at the optimal nonparametric rate, as the sample size goes to infinity. In this paper, we propose a model selection procedure for nonparametric models, and explore the conditions under which the new method enjoys the aforementioned properties. Developed in the framework of smoothing spline ANOVA, our estimator is obtained via solving a regularization problem with a novel adaptive penalty on the sum of functional component norms. Theoretical properties of the new estimator are established. Additionally, numerous simulated and real examples further demonstrate that the new approach substantially outperforms other existing methods in the finite sample setting.

Surface Estimation, Variable Selection, and the Nonparametric Oracle Property

PubMed Central

Storlie, Curtis B.; Bondell, Howard D.; Reich, Brian J.; Zhang, Hao Helen

2010-01-01

Variable selection for multivariate nonparametric regression is an important, yet challenging, problem due, in part, to the infinite dimensionality of the function space. An ideal selection procedure should be automatic, stable, easy to use, and have desirable asymptotic properties. In particular, we define a selection procedure to be nonparametric oracle (np-oracle) if it consistently selects the correct subset of predictors and at the same time estimates the smooth surface at the optimal nonparametric rate, as the sample size goes to infinity. In this paper, we propose a model selection procedure for nonparametric models, and explore the conditions under which the new method enjoys the aforementioned properties. Developed in the framework of smoothing spline ANOVA, our estimator is obtained via solving a regularization problem with a novel adaptive penalty on the sum of functional component norms. Theoretical properties of the new estimator are established. Additionally, numerous simulated and real examples further demonstrate that the new approach substantially outperforms other existing methods in the finite sample setting. PMID:21603586

Porosity estimation by semi-supervised learning with sparsely available labeled samples

NASA Astrophysics Data System (ADS)

Lima, Luiz Alberto; Görnitz, Nico; Varella, Luiz Eduardo; Vellasco, Marley; Müller, Klaus-Robert; Nakajima, Shinichi

2017-09-01

This paper addresses the porosity estimation problem from seismic impedance volumes and porosity samples located in a small group of exploratory wells. Regression methods, trained on the impedance as inputs and the porosity as output labels, generally suffer from extremely expensive (and hence sparsely available) porosity samples. To optimally make use of the valuable porosity data, a semi-supervised machine learning method was proposed, Transductive Conditional Random Field Regression (TCRFR), showing good performance (Görnitz et al., 2017). TCRFR, however, still requires more labeled data than those usually available, which creates a gap when applying the method to the porosity estimation problem in realistic situations. In this paper, we aim to fill this gap by introducing two graph-based preprocessing techniques, which adapt the original TCRFR for extremely weakly supervised scenarios. Our new method outperforms the previous automatic estimation methods on synthetic data and provides a comparable result to the manual labored, time-consuming geostatistics approach on real data, proving its potential as a practical industrial tool.

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.

An optimized Nash nonlinear grey Bernoulli model based on particle swarm optimization and its application in prediction for the incidence of Hepatitis B in Xinjiang, China.

PubMed

Zhang, Liping; Zheng, Yanling; Wang, Kai; Zhang, Xueliang; Zheng, Yujian

2014-06-01

In this paper, by using a particle swarm optimization algorithm to solve the optimal parameter estimation problem, an improved Nash nonlinear grey Bernoulli model termed PSO-NNGBM(1,1) is proposed. To test the forecasting performance, the optimized model is applied for forecasting the incidence of hepatitis B in Xinjiang, China. Four models, traditional GM(1,1), grey Verhulst model (GVM), original nonlinear grey Bernoulli model (NGBM(1,1)) and Holt-Winters exponential smoothing method, are also established for comparison with the proposed model under the criteria of mean absolute percentage error and root mean square percent error. The prediction results show that the optimized NNGBM(1,1) model is more accurate and performs better than the traditional GM(1,1), GVM, NGBM(1,1) and Holt-Winters exponential smoothing method. Copyright © 2014. Published by Elsevier Ltd.

Optimization of MLS receivers for multipath environments

NASA Technical Reports Server (NTRS)

Mcalpine, G. A.; Highfill, J. H., III

1976-01-01

The design of a microwave landing system (MLS) aircraft receiver, capable of optimal performance in multipath environments found in air terminal areas, is reported. Special attention was given to the angle tracking problem of the receiver and includes tracking system design considerations, study and application of locally optimum estimation involving multipath adaptive reception and then envelope processing, and microcomputer system design. Results show processing is competitive in this application with i-f signal processing performance-wise and is much more simple and cheaper. A summary of the signal model is given.

Finite-Dimensional Representations for Controlled Diffusions with Delay

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

Federico, Salvatore, E-mail: salvatore.federico@unimi.it; Tankov, Peter, E-mail: tankov@math.univ-paris-diderot.fr

2015-02-15

We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which the solution of the SDDE and a linear path functional of it admit a finite-dimensional Markovian representation. As a second contribution, we show how approximate finite-dimensional Markovian representations may be constructed when these conditions are not satisfied, and provide an estimate of the error corresponding to these approximations. These results are applied to optimal control and optimal stopping problems for stochastic systems with delay.

Optimal Signal Processing of Frequency-Stepped CW Radar Data

NASA Technical Reports Server (NTRS)

Ybarra, Gary A.; Wu, Shawkang M.; Bilbro, Griff L.; Ardalan, Sasan H.; Hearn, Chase P.; Neece, Robert T.

1995-01-01

An optimal signal processing algorithm is derived for estimating the time delay and amplitude of each scatterer reflection using a frequency-stepped CW system. The channel is assumed to be composed of abrupt changes in the reflection coefficient profile. The optimization technique is intended to maximize the target range resolution achievable from any set of frequency-stepped CW radar measurements made in such an environment. The algorithm is composed of an iterative two-step procedure. First, the amplitudes of the echoes are optimized by solving an overdetermined least squares set of equations. Then, a nonlinear objective function is scanned in an organized fashion to find its global minimum. The result is a set of echo strengths and time delay estimates. Although this paper addresses the specific problem of resolving the time delay between the first two echoes, the derivation is general in the number of echoes. Performance of the optimization approach is illustrated using measured data obtained from an HP-X510 network analyzer. It is demonstrated that the optimization approach offers a significant resolution enhancement over the standard processing approach that employs an IFFT. Degradation in the performance of the algorithm due to suboptimal model order selection and the effects of additive white Gaussion noise are addressed.

Optimal Signal Processing of Frequency-Stepped CW Radar Data

NASA Technical Reports Server (NTRS)

Ybarra, Gary A.; Wu, Shawkang M.; Bilbro, Griff L.; Ardalan, Sasan H.; Hearn, Chase P.; Neece, Robert T.

1995-01-01

An optimal signal processing algorithm is derived for estimating the time delay and amplitude of each scatterer reflection using a frequency-stepped CW system. The channel is assumed to be composed of abrupt changes in the reflection coefficient profile. The optimization technique is intended to maximize the target range resolution achievable from any set of frequency-stepped CW radar measurements made in such an environment. The algorithm is composed of an iterative two-step procedure. First, the amplitudes of the echoes are optimized by solving an overdetermined least squares set of equations. Then, a nonlinear objective function is scanned in an organized fashion to find its global minimum. The result is a set of echo strengths and time delay estimates. Although this paper addresses the specific problem of resolving the time delay between the two echoes, the derivation is general in the number of echoes. Performance of the optimization approach is illustrated using measured data obtained from an HP-851O network analyzer. It is demonstrated that the optimization approach offers a significant resolution enhancement over the standard processing approach that employs an IFFT. Degradation in the performance of the algorithm due to suboptimal model order selection and the effects of additive white Gaussion noise are addressed.

Inversion for Refractivity Parameters Using a Dynamic Adaptive Cuckoo Search with Crossover Operator Algorithm

PubMed Central

Zhang, Zhihua; Sheng, Zheng; Shi, Hanqing; Fan, Zhiqiang

2016-01-01

Using the RFC technique to estimate refractivity parameters is a complex nonlinear optimization problem. In this paper, an improved cuckoo search (CS) algorithm is proposed to deal with this problem. To enhance the performance of the CS algorithm, a parameter dynamic adaptive operation and crossover operation were integrated into the standard CS (DACS-CO). Rechenberg's 1/5 criteria combined with learning factor were used to control the parameter dynamic adaptive adjusting process. The crossover operation of genetic algorithm was utilized to guarantee the population diversity. The new hybrid algorithm has better local search ability and contributes to superior performance. To verify the ability of the DACS-CO algorithm to estimate atmospheric refractivity parameters, the simulation data and real radar clutter data are both implemented. The numerical experiments demonstrate that the DACS-CO algorithm can provide an effective method for near-real-time estimation of the atmospheric refractivity profile from radar clutter. PMID:27212938

Simulation Model for Scenario Optimization of the Ready-Mix Concrete Delivery Problem

NASA Astrophysics Data System (ADS)

Galić, Mario; Kraus, Ivan

2016-12-01

This paper introduces a discrete simulation model for solving routing and network material flow problems in construction projects. Before the description of the model a detailed literature review is provided. The model is verified using a case study of solving the ready-mix concrete network flow and routing problem in metropolitan area in Croatia. Within this study real-time input parameters were taken into account. Simulation model is structured in Enterprise Dynamics simulation software and Microsoft Excel linked with Google Maps. The model is dynamic, easily managed and adjustable, but also provides good estimation for minimization of costs and realization time in solving discrete routing and material network flow problems.

Practical input optimization for aircraft parameter estimation experiments. Ph.D. Thesis, 1990

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.

1993-01-01

The object of this research was to develop an algorithm for the design of practical, optimal flight test inputs for aircraft parameter estimation experiments. A general, single pass technique was developed which allows global optimization of the flight test input design for parameter estimation using the principles of dynamic programming with the input forms limited to square waves only. Provision was made for practical constraints on the input, including amplitude constraints, control system dynamics, and selected input frequency range exclusions. In addition, the input design was accomplished while imposing output amplitude constraints required by model validity and considerations of safety during the flight test. The algorithm has multiple input design capability, with optional inclusion of a constraint that only one control move at a time, so that a human pilot can implement the inputs. It is shown that the technique can be used to design experiments for estimation of open loop model parameters from closed loop flight test data. The report includes a new formulation of the optimal input design problem, a description of a new approach to the solution, and a summary of the characteristics of the algorithm, followed by three example applications of the new technique which demonstrate the quality and expanded capabilities of the input designs produced by the new technique. In all cases, the new input design approach showed significant improvement over previous input design methods in terms of achievable parameter accuracies.

A constraint-based evolutionary learning approach to the expectation maximization for optimal estimation of the hidden Markov model for speech signal modeling.

PubMed

Huda, Shamsul; Yearwood, John; Togneri, Roberto

2009-02-01

This paper attempts to overcome the tendency of the expectation-maximization (EM) algorithm to locate a local rather than global maximum when applied to estimate the hidden Markov model (HMM) parameters in speech signal modeling. We propose a hybrid algorithm for estimation of the HMM in automatic speech recognition (ASR) using a constraint-based evolutionary algorithm (EA) and EM, the CEL-EM. The novelty of our hybrid algorithm (CEL-EM) is that it is applicable for estimation of the constraint-based models with many constraints and large numbers of parameters (which use EM) like HMM. Two constraint-based versions of the CEL-EM with different fusion strategies have been proposed using a constraint-based EA and the EM for better estimation of HMM in ASR. The first one uses a traditional constraint-handling mechanism of EA. The other version transforms a constrained optimization problem into an unconstrained problem using Lagrange multipliers. Fusion strategies for the CEL-EM use a staged-fusion approach where EM has been plugged with the EA periodically after the execution of EA for a specific period of time to maintain the global sampling capabilities of EA in the hybrid algorithm. A variable initialization approach (VIA) has been proposed using a variable segmentation to provide a better initialization for EA in the CEL-EM. Experimental results on the TIMIT speech corpus show that CEL-EM obtains higher recognition accuracies than the traditional EM algorithm as well as a top-standard EM (VIA-EM, constructed by applying the VIA to EM).

Multiparameter Estimation in Networked Quantum Sensors

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

Proctor, Timothy J.; Knott, Paul A.; Dunningham, Jacob A.

We introduce a general model for a network of quantum sensors, and we use this model to consider the question: When can entanglement between the sensors, and/or global measurements, enhance the precision with which the network can measure a set of unknown parameters? We rigorously answer this question by presenting precise theorems proving that for a broad class of problems there is, at most, a very limited intrinsic advantage to using entangled states or global measurements. Moreover, for many estimation problems separable states and local measurements are optimal, and can achieve the ultimate quantum limit on the estimation uncertainty. Thismore » immediately implies that there are broad conditions under which simultaneous estimation of multiple parameters cannot outperform individual, independent estimations. Our results apply to any situation in which spatially localized sensors are unitarily encoded with independent parameters, such as when estimating multiple linear or non-linear optical phase shifts in quantum imaging, or when mapping out the spatial profile of an unknown magnetic field. We conclude by showing that entangling the sensors can enhance the estimation precision when the parameters of interest are global properties of the entire network.« less

Multiparameter Estimation in Networked Quantum Sensors

DOE PAGES

Proctor, Timothy J.; Knott, Paul A.; Dunningham, Jacob A.

2018-02-21

We introduce a general model for a network of quantum sensors, and we use this model to consider the question: When can entanglement between the sensors, and/or global measurements, enhance the precision with which the network can measure a set of unknown parameters? We rigorously answer this question by presenting precise theorems proving that for a broad class of problems there is, at most, a very limited intrinsic advantage to using entangled states or global measurements. Moreover, for many estimation problems separable states and local measurements are optimal, and can achieve the ultimate quantum limit on the estimation uncertainty. Thismore » immediately implies that there are broad conditions under which simultaneous estimation of multiple parameters cannot outperform individual, independent estimations. Our results apply to any situation in which spatially localized sensors are unitarily encoded with independent parameters, such as when estimating multiple linear or non-linear optical phase shifts in quantum imaging, or when mapping out the spatial profile of an unknown magnetic field. We conclude by showing that entangling the sensors can enhance the estimation precision when the parameters of interest are global properties of the entire network.« less

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

NASA Astrophysics Data System (ADS)

Becker, Roland; Vexler, Boris

2005-06-01

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

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

PubMed

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

2014-03-15

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

Least-squares dual characterization for ROI assessment in emission tomography

NASA Astrophysics Data System (ADS)

Ben Bouallègue, F.; Crouzet, J. F.; Dubois, A.; Buvat, I.; Mariano-Goulart, D.

2013-06-01

Our aim is to describe an original method for estimating the statistical properties of regions of interest (ROIs) in emission tomography. Drawn upon the works of Louis on the approximate inverse, we propose a dual formulation of the ROI estimation problem to derive the ROI activity and variance directly from the measured data without any image reconstruction. The method requires the definition of an ROI characteristic function that can be extracted from a co-registered morphological image. This characteristic function can be smoothed to optimize the resolution-variance tradeoff. An iterative procedure is detailed for the solution of the dual problem in the least-squares sense (least-squares dual (LSD) characterization), and a linear extrapolation scheme is described to compensate for sampling partial volume effect and reduce the estimation bias (LSD-ex). LSD and LSD-ex are compared with classical ROI estimation using pixel summation after image reconstruction and with Huesman's method. For this comparison, we used Monte Carlo simulations (GATE simulation tool) of 2D PET data of a Hoffman brain phantom containing three small uniform high-contrast ROIs and a large non-uniform low-contrast ROI. Our results show that the performances of LSD characterization are at least as good as those of the classical methods in terms of root mean square (RMS) error. For the three small tumor regions, LSD-ex allows a reduction in the estimation bias by up to 14%, resulting in a reduction in the RMS error of up to 8.5%, compared with the optimal classical estimation. For the large non-specific region, LSD using appropriate smoothing could intuitively and efficiently handle the resolution-variance tradeoff.

Decentralized state estimation for a large-scale spatially interconnected system.

PubMed

Liu, Huabo; Yu, Haisheng

2018-03-01

A decentralized state estimator is derived for the spatially interconnected systems composed of many subsystems with arbitrary connection relations. An optimization problem on the basis of linear matrix inequality (LMI) is constructed for the computations of improved subsystem parameter matrices. Several computationally effective approaches are derived which efficiently utilize the block-diagonal characteristic of system parameter matrices and the sparseness of subsystem connection matrix. Moreover, this decentralized state estimator is proved to converge to a stable system and obtain a bounded covariance matrix of estimation errors under certain conditions. Numerical simulations show that the obtained decentralized state estimator is attractive in the synthesis of a large-scale networked system. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Partial differential equations constrained combinatorial optimization on an adiabatic quantum computer

NASA Astrophysics Data System (ADS)

Chandra, Rishabh

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

SfM with MRFs: discrete-continuous optimization for large-scale structure from motion.

PubMed

Crandall, David J; Owens, Andrew; Snavely, Noah; Huttenlocher, Daniel P

2013-12-01

Recent work in structure from motion (SfM) has built 3D models from large collections of images downloaded from the Internet. Many approaches to this problem use incremental algorithms that solve progressively larger bundle adjustment problems. These incremental techniques scale poorly as the image collection grows, and can suffer from drift or local minima. We present an alternative framework for SfM based on finding a coarse initial solution using hybrid discrete-continuous optimization and then improving that solution using bundle adjustment. The initial optimization step uses a discrete Markov random field (MRF) formulation, coupled with a continuous Levenberg-Marquardt refinement. The formulation naturally incorporates various sources of information about both the cameras and points, including noisy geotags and vanishing point (VP) estimates. We test our method on several large-scale photo collections, including one with measured camera positions, and show that it produces models that are similar to or better than those produced by incremental bundle adjustment, but more robustly and in a fraction of the time.

Identification of optimal feedback control rules from micro-quadrotor and insect flight trajectories.

PubMed

Faruque, Imraan A; Muijres, Florian T; Macfarlane, Kenneth M; Kehlenbeck, Andrew; Humbert, J Sean

2018-06-01

This paper presents "optimal identification," a framework for using experimental data to identify the optimality conditions associated with the feedback control law implemented in the measurements. The technique compares closed loop trajectory measurements against a reduced order model of the open loop dynamics, and uses linear matrix inequalities to solve an inverse optimal control problem as a convex optimization that estimates the controller optimality conditions. In this study, the optimal identification technique is applied to two examples, that of a millimeter-scale micro-quadrotor with an engineered controller on board, and the example of a population of freely flying Drosophila hydei maneuvering about forward flight. The micro-quadrotor results show that the performance indices used to design an optimal flight control law for a micro-quadrotor may be recovered from the closed loop simulated flight trajectories, and the Drosophila results indicate that the combined effect of the insect longitudinal flight control sensing and feedback acts principally to regulate pitch rate.