Essays on variational approximation techniques for stochastic optimization problems

NASA Astrophysics Data System (ADS)

Deride Silva, Julio A.

This dissertation presents five essays on approximation and modeling techniques, based on variational analysis, applied to stochastic optimization problems. It is divided into two parts, where the first is devoted to equilibrium problems and maxinf optimization, and the second corresponds to two essays in statistics and uncertainty modeling. Stochastic optimization lies at the core of this research as we were interested in relevant equilibrium applications that contain an uncertain component, and the design of a solution strategy. In addition, every stochastic optimization problem relies heavily on the underlying probability distribution that models the uncertainty. We studied these distributions, in particular, their design process and theoretical properties such as their convergence. Finally, the last aspect of stochastic optimization that we covered is the scenario creation problem, in which we described a procedure based on a probabilistic model to create scenarios for the applied problem of power estimation of renewable energies. In the first part, Equilibrium problems and maxinf optimization, we considered three Walrasian equilibrium problems: from economics, we studied a stochastic general equilibrium problem in a pure exchange economy, described in Chapter 3, and a stochastic general equilibrium with financial contracts, in Chapter 4; finally from engineering, we studied an infrastructure planning problem in Chapter 5. We stated these problems as belonging to the maxinf optimization class and, in each instance, we provided an approximation scheme based on the notion of lopsided convergence and non-concave duality. This strategy is the foundation of the augmented Walrasian algorithm, whose convergence is guaranteed by lopsided convergence, that was implemented computationally, obtaining numerical results for relevant examples. The second part, Essays about statistics and uncertainty modeling, contains two essays covering a convergence problem for a sequence of estimators, and a problem for creating probabilistic scenarios on renewable energies estimation. In Chapter 7 we re-visited one of the "folk theorems" in statistics, where a family of Bayes estimators under 0-1 loss functions is claimed to converge to the maximum a posteriori estimator. This assertion is studied under the scope of the hypo-convergence theory, and the density functions are included in the class of upper semicontinuous functions. We conclude this chapter with an example in which the convergence does not hold true, and we provided sufficient conditions that guarantee convergence. The last chapter, Chapter 8, addresses the important topic of creating probabilistic scenarios for solar power generation. Scenarios are a fundamental input for the stochastic optimization problem of energy dispatch, especially when incorporating renewables. We proposed a model designed to capture the constraints induced by physical characteristics of the variables based on the application of an epi-spline density estimation along with a copula estimation, in order to account for partial correlations between variables.

Set Convergences In Nonlinear Analysis and Optimization (Abstracts) (Convergences en Analyse Multivoque et Unilaterale (Resumes de Conferences),

DTIC Science & Technology

1992-06-01

Anal. Appl. 102 (1984), 399-414. 43 On B-subgradients and applications Alejandro Jofre Departamento de Ingenieria Matemrtica, Universidad de Chile...Universitd de Provence51)2S Catania Italic 3, place Victor Hugo 13331 Marseille Cedex Steve Robinson Michel Th~raDepartment of Industrial Engineering

Gradient descent for robust kernel-based regression

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

Optimizer convergence and local minima errors and their clinical importance

NASA Astrophysics Data System (ADS)

Jeraj, Robert; Wu, Chuan; Mackie, Thomas R.

2003-09-01

Two of the errors common in the inverse treatment planning optimization have been investigated. The first error is the optimizer convergence error, which appears because of non-perfect convergence to the global or local solution, usually caused by a non-zero stopping criterion. The second error is the local minima error, which occurs when the objective function is not convex and/or the feasible solution space is not convex. The magnitude of the errors, their relative importance in comparison to other errors as well as their clinical significance in terms of tumour control probability (TCP) and normal tissue complication probability (NTCP) were investigated. Two inherently different optimizers, a stochastic simulated annealing and deterministic gradient method were compared on a clinical example. It was found that for typical optimization the optimizer convergence errors are rather small, especially compared to other convergence errors, e.g., convergence errors due to inaccuracy of the current dose calculation algorithms. This indicates that stopping criteria could often be relaxed leading into optimization speed-ups. The local minima errors were also found to be relatively small and typically in the range of the dose calculation convergence errors. Even for the cases where significantly higher objective function scores were obtained the local minima errors were not significantly higher. Clinical evaluation of the optimizer convergence error showed good correlation between the convergence of the clinical TCP or NTCP measures and convergence of the physical dose distribution. On the other hand, the local minima errors resulted in significantly different TCP or NTCP values (up to a factor of 2) indicating clinical importance of the local minima produced by physical optimization.

Optimizer convergence and local minima errors and their clinical importance.

PubMed

Jeraj, Robert; Wu, Chuan; Mackie, Thomas R

2003-09-07

Two of the errors common in the inverse treatment planning optimization have been investigated. The first error is the optimizer convergence error, which appears because of non-perfect convergence to the global or local solution, usually caused by a non-zero stopping criterion. The second error is the local minima error, which occurs when the objective function is not convex and/or the feasible solution space is not convex. The magnitude of the errors, their relative importance in comparison to other errors as well as their clinical significance in terms of tumour control probability (TCP) and normal tissue complication probability (NTCP) were investigated. Two inherently different optimizers, a stochastic simulated annealing and deterministic gradient method were compared on a clinical example. It was found that for typical optimization the optimizer convergence errors are rather small, especially compared to other convergence errors, e.g., convergence errors due to inaccuracy of the current dose calculation algorithms. This indicates that stopping criteria could often be relaxed leading into optimization speed-ups. The local minima errors were also found to be relatively small and typically in the range of the dose calculation convergence errors. Even for the cases where significantly higher objective function scores were obtained the local minima errors were not significantly higher. Clinical evaluation of the optimizer convergence error showed good correlation between the convergence of the clinical TCP or NTCP measures and convergence of the physical dose distribution. On the other hand, the local minima errors resulted in significantly different TCP or NTCP values (up to a factor of 2) indicating clinical importance of the local minima produced by physical optimization.

Application of a neural network to simulate analysis in an optimization process

NASA Technical Reports Server (NTRS)

Rogers, James L.; Lamarsh, William J., II

1992-01-01

A new experimental software package called NETS/PROSSS aimed at reducing the computing time required to solve a complex design problem is described. The software combines a neural network for simulating the analysis program with an optimization program. The neural network is applied to approximate results of a finite element analysis program to quickly obtain a near-optimal solution. Results of the NETS/PROSSS optimization process can also be used as an initial design in a normal optimization process and make it possible to converge to an optimum solution with significantly fewer iterations.

Fourier analysis of the SOR iteration

NASA Technical Reports Server (NTRS)

Leveque, R. J.; Trefethen, L. N.

1986-01-01

The SOR iteration for solving linear systems of equations depends upon an overrelaxation factor omega. It is shown that for the standard model problem of Poisson's equation on a rectangle, the optimal omega and corresponding convergence rate can be rigorously obtained by Fourier analysis. The trick is to tilt the space-time grid so that the SOR stencil becomes symmetrical. The tilted grid also gives insight into the relation between convergence rates of several variants.

Optimally growing boundary layer disturbances in a convergent nozzle preceded by a circular pipe

NASA Astrophysics Data System (ADS)

Uzun, Ali; Davis, Timothy B.; Alvi, Farrukh S.; Hussaini, M. Yousuff

2017-06-01

We report the findings from a theoretical analysis of optimally growing disturbances in an initially turbulent boundary layer. The motivation behind this study originates from the desire to generate organized structures in an initially turbulent boundary layer via excitation by disturbances that are tailored to be preferentially amplified. Such optimally growing disturbances are of interest for implementation in an active flow control strategy that is investigated for effective jet noise control. Details of the optimal perturbation theory implemented in this study are discussed. The relevant stability equations are derived using both the standard decomposition and the triple decomposition. The chosen test case geometry contains a convergent nozzle, which generates a Mach 0.9 round jet, preceded by a circular pipe. Optimally growing disturbances are introduced at various stations within the circular pipe section to facilitate disturbance energy amplification upstream of the favorable pressure gradient zone within the convergent nozzle, which has a stabilizing effect on disturbance growth. Effects of temporal frequency, disturbance input and output plane locations as well as separation distance between output and input planes are investigated. The results indicate that optimally growing disturbances appear in the form of longitudinal counter-rotating vortex pairs, whose size can be on the order of several times the input plane mean boundary layer thickness. The azimuthal wavenumber, which represents the number of counter-rotating vortex pairs, is found to generally decrease with increasing separation distance. Compared to the standard decomposition, the triple decomposition analysis generally predicts relatively lower azimuthal wavenumbers and significantly reduced energy amplification ratios for the optimal disturbances.

Program Aids Analysis And Optimization Of Design

NASA Technical Reports Server (NTRS)

Rogers, James L., Jr.; Lamarsh, William J., II

1994-01-01

NETS/ PROSSS (NETS Coupled With Programming System for Structural Synthesis) computer program developed to provide system for combining NETS (MSC-21588), neural-network application program and CONMIN (Constrained Function Minimization, ARC-10836), optimization program. Enables user to reach nearly optimal design. Design then used as starting point in normal optimization process, possibly enabling user to converge to optimal solution in significantly fewer iterations. NEWT/PROSSS written in C language and FORTRAN 77.

Degeneracy in NLP and the development of results motivated by its presence

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

Fiacco, A.; Liu, J.

We study notions of nondegeneracy and several levels of increasing degeneracy from the perspective of the local behavior of a local solution of a nonlinear program when problem parameters are slightly perturbed. This overview may be viewed as a structured survey of sensitivity and stability results: the focus is on progressive levels of degeneracy. We note connections of nondegeneracy with the convergence of algorithms and observe the striking parallel between the effects of nondegeneracy and degeneracy on optimality conditions, stability analysis and algorithmic convergence behavior. Although our orientation here is primarily interpretive and noncritical, we conclude that more effort ismore » needed to unify optimality, stability and convergence theory and more results are needed in all three areas for radically degenerate problems.« less

Multidisciplinary optimization of an HSCT wing using a response surface methodology

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

Giunta, A.A.; Grossman, B.; Mason, W.H.

1994-12-31

Aerospace vehicle design is traditionally divided into three phases: conceptual, preliminary, and detailed. Each of these design phases entails a particular level of accuracy and computational expense. While there are several computer programs which perform inexpensive conceptual-level aircraft multidisciplinary design optimization (MDO), aircraft MDO remains prohibitively expensive using preliminary- and detailed-level analysis tools. This occurs due to the expense of computational analyses and because gradient-based optimization requires the analysis of hundreds or thousands of aircraft configurations to estimate design sensitivity information. A further hindrance to aircraft MDO is the problem of numerical noise which occurs frequently in engineering computations. Computermore » models produce numerical noise as a result of the incomplete convergence of iterative processes, round-off errors, and modeling errors. Such numerical noise is typically manifested as a high frequency, low amplitude variation in the results obtained from the computer models. Optimization attempted using noisy computer models may result in the erroneous calculation of design sensitivities and may slow or prevent convergence to an optimal design.« less

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

PubMed

Wei, Qinglai; Liu, Derong; Lin, Hanquan

2016-03-01

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

Privacy Preservation in Distributed Subgradient Optimization Algorithms.

PubMed

Lou, Youcheng; Yu, Lean; Wang, Shouyang; Yi, Peng

2017-07-31

In this paper, some privacy-preserving features for distributed subgradient optimization algorithms are considered. Most of the existing distributed algorithms focus mainly on the algorithm design and convergence analysis, but not the protection of agents' privacy. Privacy is becoming an increasingly important issue in applications involving sensitive information. In this paper, we first show that the distributed subgradient synchronous homogeneous-stepsize algorithm is not privacy preserving in the sense that the malicious agent can asymptotically discover other agents' subgradients by transmitting untrue estimates to its neighbors. Then a distributed subgradient asynchronous heterogeneous-stepsize projection algorithm is proposed and accordingly its convergence and optimality is established. In contrast to the synchronous homogeneous-stepsize algorithm, in the new algorithm agents make their optimization updates asynchronously with heterogeneous stepsizes. The introduced two mechanisms of projection operation and asynchronous heterogeneous-stepsize optimization can guarantee that agents' privacy can be effectively protected.

Efficient robust conditional random fields.

PubMed

Song, Dongjin; Liu, Wei; Zhou, Tianyi; Tao, Dacheng; Meyer, David A

2015-10-01

Conditional random fields (CRFs) are a flexible yet powerful probabilistic approach and have shown advantages for popular applications in various areas, including text analysis, bioinformatics, and computer vision. Traditional CRF models, however, are incapable of selecting relevant features as well as suppressing noise from noisy original features. Moreover, conventional optimization methods often converge slowly in solving the training procedure of CRFs, and will degrade significantly for tasks with a large number of samples and features. In this paper, we propose robust CRFs (RCRFs) to simultaneously select relevant features. An optimal gradient method (OGM) is further designed to train RCRFs efficiently. Specifically, the proposed RCRFs employ the l1 norm of the model parameters to regularize the objective used by traditional CRFs, therefore enabling discovery of the relevant unary features and pairwise features of CRFs. In each iteration of OGM, the gradient direction is determined jointly by the current gradient together with the historical gradients, and the Lipschitz constant is leveraged to specify the proper step size. We show that an OGM can tackle the RCRF model training very efficiently, achieving the optimal convergence rate [Formula: see text] (where k is the number of iterations). This convergence rate is theoretically superior to the convergence rate O(1/k) of previous first-order optimization methods. Extensive experiments performed on three practical image segmentation tasks demonstrate the efficacy of OGM in training our proposed RCRFs.

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.

Neural network for nonsmooth pseudoconvex optimization with general convex constraints.

PubMed

Bian, Wei; Ma, Litao; Qin, Sitian; Xue, Xiaoping

2018-05-01

In this paper, a one-layer recurrent neural network is proposed for solving a class of nonsmooth, pseudoconvex optimization problems with general convex constraints. Based on the smoothing method, we construct a new regularization function, which does not depend on any information of the feasible region. Thanks to the special structure of the regularization function, we prove the global existence, uniqueness and "slow solution" character of the state of the proposed neural network. Moreover, the state solution of the proposed network is proved to be convergent to the feasible region in finite time and to the optimal solution set of the related optimization problem subsequently. In particular, the convergence of the state to an exact optimal solution is also considered in this paper. Numerical examples with simulation results are given to show the efficiency and good characteristics of the proposed network. In addition, some preliminary theoretical analysis and application of the proposed network for a wider class of dynamic portfolio optimization are included. Copyright © 2018 Elsevier Ltd. All rights reserved.

Testing Adaptive Hypotheses of Convergence with Functional Landscapes: A Case Study of Bone-Cracking Hypercarnivores

PubMed Central

Tseng, Zhijie Jack

2013-01-01

Morphological convergence is a well documented phenomenon in mammals, and adaptive explanations are commonly employed to infer similar functions for convergent characteristics. I present a study that adopts aspects of theoretical morphology and engineering optimization to test hypotheses about adaptive convergent evolution. Bone-cracking ecomorphologies in Carnivora were used as a case study. Previous research has shown that skull deepening and widening are major evolutionary patterns in convergent bone-cracking canids and hyaenids. A simple two-dimensional design space, with skull width-to-length and depth-to-length ratios as variables, was used to examine optimized shapes for two functional properties: mechanical advantage (MA) and strain energy (SE). Functionality of theoretical skull shapes was studied using finite element analysis (FEA) and visualized as functional landscapes. The distribution of actual skull shapes in the landscape showed a convergent trend of plesiomorphically low-MA and moderate-SE skulls evolving towards higher-MA and moderate-SE skulls; this is corroborated by FEA of 13 actual specimens. Nevertheless, regions exist in the landscape where high-MA and lower-SE shapes are not represented by existing species; their vacancy is observed even at higher taxonomic levels. Results highlight the interaction of biomechanical and non-biomechanical factors in constraining general skull dimensions to localized functional optima through evolution. PMID:23734244

Survey of optimization techniques for nonlinear spacecraft trajectory searches

NASA Technical Reports Server (NTRS)

Wang, Tseng-Chan; Stanford, Richard H.; Sunseri, Richard F.; Breckheimer, Peter J.

1988-01-01

Mathematical analysis of the optimal search of a nonlinear spacecraft trajectory to arrive at a set of desired targets is presented. A high precision integrated trajectory program and several optimization software libraries are used to search for a converged nonlinear spacecraft trajectory. Several examples for the Galileo Jupiter Orbiter and the Ocean Topography Experiment (TOPEX) are presented that illustrate a variety of the optimization methods used in nonlinear spacecraft trajectory searches.

Constructing analytic solutions on the Tricomi equation

NASA Astrophysics Data System (ADS)

Ghiasi, Emran Khoshrouye; Saleh, Reza

2018-04-01

In this paper, homotopy analysis method (HAM) and variational iteration method (VIM) are utilized to derive the approximate solutions of the Tricomi equation. Afterwards, the HAM is optimized to accelerate the convergence of the series solution by minimizing its square residual error at any order of the approximation. It is found that effect of the optimal values of auxiliary parameter on the convergence of the series solution is not negligible. Furthermore, the present results are found to agree well with those obtained through a closed-form equation available in the literature. To conclude, it is seen that the two are effective to achieve the solution of the partial differential equations.

Variational Methods in Design Optimization and Sensitivity Analysis for Two-Dimensional Euler Equations

NASA Technical Reports Server (NTRS)

Ibrahim, A. H.; Tiwari, S. N.; Smith, R. E.

1997-01-01

Variational methods (VM) sensitivity analysis employed to derive the costate (adjoint) equations, the transversality conditions, and the functional sensitivity derivatives. In the derivation of the sensitivity equations, the variational methods use the generalized calculus of variations, in which the variable boundary is considered as the design function. The converged solution of the state equations together with the converged solution of the costate equations are integrated along the domain boundary to uniquely determine the functional sensitivity derivatives with respect to the design function. The application of the variational methods to aerodynamic shape optimization problems is demonstrated for internal flow problems at supersonic Mach number range. The study shows, that while maintaining the accuracy of the functional sensitivity derivatives within the reasonable range for engineering prediction purposes, the variational methods show a substantial gain in computational efficiency, i.e., computer time and memory, when compared with the finite difference sensitivity analysis.

Optimization of Stereo Matching in 3D Reconstruction Based on Binocular Vision

NASA Astrophysics Data System (ADS)

Gai, Qiyang

2018-01-01

Stereo matching is one of the key steps of 3D reconstruction based on binocular vision. In order to improve the convergence speed and accuracy in 3D reconstruction based on binocular vision, this paper adopts the combination method of polar constraint and ant colony algorithm. By using the line constraint to reduce the search range, an ant colony algorithm is used to optimize the stereo matching feature search function in the proposed search range. Through the establishment of the stereo matching optimization process analysis model of ant colony algorithm, the global optimization solution of stereo matching in 3D reconstruction based on binocular vision system is realized. The simulation results show that by the combining the advantage of polar constraint and ant colony algorithm, the stereo matching range of 3D reconstruction based on binocular vision is simplified, and the convergence speed and accuracy of this stereo matching process are improved.

Optimization methods and silicon solar cell numerical models

NASA Technical Reports Server (NTRS)

Girardini, K.; Jacobsen, S. E.

1986-01-01

An optimization algorithm for use with numerical silicon solar cell models was developed. By coupling an optimization algorithm with a solar cell model, it is possible to simultaneously vary design variables such as impurity concentrations, front junction depth, back junction depth, and cell thickness to maximize the predicted cell efficiency. An optimization algorithm was developed and interfaced with the Solar Cell Analysis Program in 1 Dimension (SCAP1D). SCAP1D uses finite difference methods to solve the differential equations which, along with several relations from the physics of semiconductors, describe mathematically the performance of a solar cell. A major obstacle is that the numerical methods used in SCAP1D require a significant amount of computer time, and during an optimization the model is called iteratively until the design variables converge to the values associated with the maximum efficiency. This problem was alleviated by designing an optimization code specifically for use with numerically intensive simulations, to reduce the number of times the efficiency has to be calculated to achieve convergence to the optimal solution.

Variational Methods in Sensitivity Analysis and Optimization for Aerodynamic Applications

NASA Technical Reports Server (NTRS)

Ibrahim, A. H.; Hou, G. J.-W.; Tiwari, S. N. (Principal Investigator)

1996-01-01

Variational methods (VM) sensitivity analysis, which is the continuous alternative to the discrete sensitivity analysis, is employed to derive the costate (adjoint) equations, the transversality conditions, and the functional sensitivity derivatives. In the derivation of the sensitivity equations, the variational methods use the generalized calculus of variations, in which the variable boundary is considered as the design function. The converged solution of the state equations together with the converged solution of the costate equations are integrated along the domain boundary to uniquely determine the functional sensitivity derivatives with respect to the design function. The determination of the sensitivity derivatives of the performance index or functional entails the coupled solutions of the state and costate equations. As the stable and converged numerical solution of the costate equations with their boundary conditions are a priori unknown, numerical stability analysis is performed on both the state and costate equations. Thereafter, based on the amplification factors obtained by solving the generalized eigenvalue equations, the stability behavior of the costate equations is discussed and compared with the state (Euler) equations. The stability analysis of the costate equations suggests that the converged and stable solution of the costate equation is possible only if the computational domain of the costate equations is transformed to take into account the reverse flow nature of the costate equations. The application of the variational methods to aerodynamic shape optimization problems is demonstrated for internal flow problems at supersonic Mach number range. The study shows, that while maintaining the accuracy of the functional sensitivity derivatives within the reasonable range for engineering prediction purposes, the variational methods show a substantial gain in computational efficiency, i.e., computer time and memory, when compared with the finite difference sensitivity analysis.

Particle Swarm Optimization with Double Learning Patterns.

PubMed

Shen, Yuanxia; Wei, Linna; Zeng, Chuanhua; Chen, Jian

2016-01-01

Particle Swarm Optimization (PSO) is an effective tool in solving optimization problems. However, PSO usually suffers from the premature convergence due to the quick losing of the swarm diversity. In this paper, we first analyze the motion behavior of the swarm based on the probability characteristic of learning parameters. Then a PSO with double learning patterns (PSO-DLP) is developed, which employs the master swarm and the slave swarm with different learning patterns to achieve a trade-off between the convergence speed and the swarm diversity. The particles in the master swarm and the slave swarm are encouraged to explore search for keeping the swarm diversity and to learn from the global best particle for refining a promising solution, respectively. When the evolutionary states of two swarms interact, an interaction mechanism is enabled. This mechanism can help the slave swarm in jumping out of the local optima and improve the convergence precision of the master swarm. The proposed PSO-DLP is evaluated on 20 benchmark functions, including rotated multimodal and complex shifted problems. The simulation results and statistical analysis show that PSO-DLP obtains a promising performance and outperforms eight PSO variants.

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.

An Improved Ensemble of Random Vector Functional Link Networks Based on Particle Swarm Optimization with Double Optimization Strategy

PubMed Central

Ling, Qing-Hua; Song, Yu-Qing; Han, Fei; Yang, Dan; Huang, De-Shuang

2016-01-01

For ensemble learning, how to select and combine the candidate classifiers are two key issues which influence the performance of the ensemble system dramatically. Random vector functional link networks (RVFL) without direct input-to-output links is one of suitable base-classifiers for ensemble systems because of its fast learning speed, simple structure and good generalization performance. In this paper, to obtain a more compact ensemble system with improved convergence performance, an improved ensemble of RVFL based on attractive and repulsive particle swarm optimization (ARPSO) with double optimization strategy is proposed. In the proposed method, ARPSO is applied to select and combine the candidate RVFL. As for using ARPSO to select the optimal base RVFL, ARPSO considers both the convergence accuracy on the validation data and the diversity of the candidate ensemble system to build the RVFL ensembles. In the process of combining RVFL, the ensemble weights corresponding to the base RVFL are initialized by the minimum norm least-square method and then further optimized by ARPSO. Finally, a few redundant RVFL is pruned, and thus the more compact ensemble of RVFL is obtained. Moreover, in this paper, theoretical analysis and justification on how to prune the base classifiers on classification problem is presented, and a simple and practically feasible strategy for pruning redundant base classifiers on both classification and regression problems is proposed. Since the double optimization is performed on the basis of the single optimization, the ensemble of RVFL built by the proposed method outperforms that built by some single optimization methods. Experiment results on function approximation and classification problems verify that the proposed method could improve its convergence accuracy as well as reduce the complexity of the ensemble system. PMID:27835638

An Improved Ensemble of Random Vector Functional Link Networks Based on Particle Swarm Optimization with Double Optimization Strategy.

PubMed

Ling, Qing-Hua; Song, Yu-Qing; Han, Fei; Yang, Dan; Huang, De-Shuang

2016-01-01

For ensemble learning, how to select and combine the candidate classifiers are two key issues which influence the performance of the ensemble system dramatically. Random vector functional link networks (RVFL) without direct input-to-output links is one of suitable base-classifiers for ensemble systems because of its fast learning speed, simple structure and good generalization performance. In this paper, to obtain a more compact ensemble system with improved convergence performance, an improved ensemble of RVFL based on attractive and repulsive particle swarm optimization (ARPSO) with double optimization strategy is proposed. In the proposed method, ARPSO is applied to select and combine the candidate RVFL. As for using ARPSO to select the optimal base RVFL, ARPSO considers both the convergence accuracy on the validation data and the diversity of the candidate ensemble system to build the RVFL ensembles. In the process of combining RVFL, the ensemble weights corresponding to the base RVFL are initialized by the minimum norm least-square method and then further optimized by ARPSO. Finally, a few redundant RVFL is pruned, and thus the more compact ensemble of RVFL is obtained. Moreover, in this paper, theoretical analysis and justification on how to prune the base classifiers on classification problem is presented, and a simple and practically feasible strategy for pruning redundant base classifiers on both classification and regression problems is proposed. Since the double optimization is performed on the basis of the single optimization, the ensemble of RVFL built by the proposed method outperforms that built by some single optimization methods. Experiment results on function approximation and classification problems verify that the proposed method could improve its convergence accuracy as well as reduce the complexity of the ensemble system.

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

PubMed

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

2017-10-01

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

Evaluation of Genetic Algorithm Concepts Using Model Problems. Part 2; Multi-Objective Optimization

NASA Technical Reports Server (NTRS)

Holst, Terry L.; Pulliam, Thomas H.

2003-01-01

A genetic algorithm approach suitable for solving multi-objective optimization problems is described and evaluated using a series of simple model problems. Several new features including a binning selection algorithm and a gene-space transformation procedure are included. The genetic algorithm is suitable for finding pareto optimal solutions in search spaces that are defined by any number of genes and that contain any number of local extrema. Results indicate that the genetic algorithm optimization approach is flexible in application and extremely reliable, providing optimal results for all optimization problems attempted. The binning algorithm generally provides pareto front quality enhancements and moderate convergence efficiency improvements for most of the model problems. The gene-space transformation procedure provides a large convergence efficiency enhancement for problems with non-convoluted pareto fronts and a degradation in efficiency for problems with convoluted pareto fronts. The most difficult problems --multi-mode search spaces with a large number of genes and convoluted pareto fronts-- require a large number of function evaluations for GA convergence, but always converge.

Aerospace engineering design by systematic decomposition and multilevel optimization

NASA Technical Reports Server (NTRS)

Sobieszczanski-Sobieski, J.; Barthelemy, J. F. M.; Giles, G. L.

1984-01-01

A method for systematic analysis and optimization of large engineering systems, by decomposition of a large task into a set of smaller subtasks that is solved concurrently is described. The subtasks may be arranged in hierarchical levels. Analyses are carried out in each subtask using inputs received from other subtasks, and are followed by optimizations carried out from the bottom up. Each optimization at the lower levels is augmented by analysis of its sensitivity to the inputs received from other subtasks to account for the couplings among the subtasks in a formal manner. The analysis and optimization operations alternate iteratively until they converge to a system design whose performance is maximized with all constraints satisfied. The method, which is still under development, is tentatively validated by test cases in structural applications and an aircraft configuration optimization.

Visualizing and improving the robustness of phase retrieval algorithms

DOE PAGES

Tripathi, Ashish; Leyffer, Sven; Munson, Todd; ...

2015-06-01

Coherent x-ray diffractive imaging is a novel imaging technique that utilizes phase retrieval and nonlinear optimization methods to image matter at nanometer scales. We explore how the convergence properties of a popular phase retrieval algorithm, Fienup's HIO, behave by introducing a reduced dimensionality problem allowing us to visualize and quantify convergence to local minima and the globally optimal solution. We then introduce generalizations of HIO that improve upon the original algorithm's ability to converge to the globally optimal solution.

Visualizing and improving the robustness of phase retrieval algorithms

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

Tripathi, Ashish; Leyffer, Sven; Munson, Todd

Coherent x-ray diffractive imaging is a novel imaging technique that utilizes phase retrieval and nonlinear optimization methods to image matter at nanometer scales. We explore how the convergence properties of a popular phase retrieval algorithm, Fienup's HIO, behave by introducing a reduced dimensionality problem allowing us to visualize and quantify convergence to local minima and the globally optimal solution. We then introduce generalizations of HIO that improve upon the original algorithm's ability to converge to the globally optimal solution.

Analysis of convergence of an evolutionary algorithm with self-adaptation using a stochastic Lyapunov function.

PubMed

Semenov, Mikhail A; Terkel, Dmitri A

2003-01-01

This paper analyses the convergence of evolutionary algorithms using a technique which is based on a stochastic Lyapunov function and developed within the martingale theory. This technique is used to investigate the convergence of a simple evolutionary algorithm with self-adaptation, which contains two types of parameters: fitness parameters, belonging to the domain of the objective function; and control parameters, responsible for the variation of fitness parameters. Although both parameters mutate randomly and independently, they converge to the "optimum" due to the direct (for fitness parameters) and indirect (for control parameters) selection. We show that the convergence velocity of the evolutionary algorithm with self-adaptation is asymptotically exponential, similar to the velocity of the optimal deterministic algorithm on the class of unimodal functions. Although some martingale inequalities have not be proved analytically, they have been numerically validated with 0.999 confidence using Monte-Carlo simulations.

Asymptotic analysis of SPTA-based algorithms for no-wait flow shop scheduling problem with release dates.

PubMed

Ren, Tao; Zhang, Chuan; Lin, Lin; Guo, Meiting; Xie, Xionghang

2014-01-01

We address the scheduling problem for a no-wait flow shop to optimize total completion time with release dates. With the tool of asymptotic analysis, we prove that the objective values of two SPTA-based algorithms converge to the optimal value for sufficiently large-sized problems. To further enhance the performance of the SPTA-based algorithms, an improvement scheme based on local search is provided for moderate scale problems. New lower bound is presented for evaluating the asymptotic optimality of the algorithms. Numerical simulations demonstrate the effectiveness of the proposed algorithms.

Asymptotic Analysis of SPTA-Based Algorithms for No-Wait Flow Shop Scheduling Problem with Release Dates

PubMed Central

Ren, Tao; Zhang, Chuan; Lin, Lin; Guo, Meiting; Xie, Xionghang

2014-01-01

We address the scheduling problem for a no-wait flow shop to optimize total completion time with release dates. With the tool of asymptotic analysis, we prove that the objective values of two SPTA-based algorithms converge to the optimal value for sufficiently large-sized problems. To further enhance the performance of the SPTA-based algorithms, an improvement scheme based on local search is provided for moderate scale problems. New lower bound is presented for evaluating the asymptotic optimality of the algorithms. Numerical simulations demonstrate the effectiveness of the proposed algorithms. PMID:24764774

On convergence of differential evolution over a class of continuous functions with unique global optimum.

PubMed

Ghosh, Sayan; Das, Swagatam; Vasilakos, Athanasios V; Suresh, Kaushik

2012-02-01

Differential evolution (DE) is arguably one of the most powerful stochastic real-parameter optimization algorithms of current interest. Since its inception in the mid 1990s, DE has been finding many successful applications in real-world optimization problems from diverse domains of science and engineering. This paper takes a first significant step toward the convergence analysis of a canonical DE (DE/rand/1/bin) algorithm. It first deduces a time-recursive relationship for the probability density function (PDF) of the trial solutions, taking into consideration the DE-type mutation, crossover, and selection mechanisms. Then, by applying the concepts of Lyapunov stability theorems, it shows that as time approaches infinity, the PDF of the trial solutions concentrates narrowly around the global optimum of the objective function, assuming the shape of a Dirac delta distribution. Asymptotic convergence behavior of the population PDF is established by constructing a Lyapunov functional based on the PDF and showing that it monotonically decreases with time. The analysis is applicable to a class of continuous and real-valued objective functions that possesses a unique global optimum (but may have multiple local optima). Theoretical results have been substantiated with relevant computer simulations.

Stochastic Averaging for Constrained Optimization With Application to Online Resource Allocation

NASA Astrophysics Data System (ADS)

Chen, Tianyi; Mokhtari, Aryan; Wang, Xin; Ribeiro, Alejandro; Giannakis, Georgios B.

2017-06-01

Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource allocation tasks. By recognizing the central role of Lagrange multipliers, the underlying constrained optimization problem is formulated as a machine learning task involving both training and operational modes, with the goal of learning the sought multipliers in a fast and efficient manner. To this end, an order-optimal offline learning approach is developed first for batch training, and it is then generalized to the online setting with a procedure termed learn-and-adapt. The novel resource allocation protocol permeates benefits of stochastic approximation and statistical learning to obtain low-complexity online updates with learning errors close to the statistical accuracy limits, while still preserving adaptation performance, which in the stochastic network optimization context guarantees queue stability. Analysis and simulated tests demonstrate that the proposed data-driven approach improves the delay and convergence performance of existing resource allocation schemes.

An all-at-once reduced Hessian SQP scheme for aerodynamic design optimization

NASA Technical Reports Server (NTRS)

Feng, Dan; Pulliam, Thomas H.

1995-01-01

This paper introduces a computational scheme for solving a class of aerodynamic design problems that can be posed as nonlinear equality constrained optimizations. The scheme treats the flow and design variables as independent variables, and solves the constrained optimization problem via reduced Hessian successive quadratic programming. It updates the design and flow variables simultaneously at each iteration and allows flow variables to be infeasible before convergence. The solution of an adjoint flow equation is never needed. In addition, a range space basis is chosen so that in a certain sense the 'cross term' ignored in reduced Hessian SQP methods is minimized. Numerical results for a nozzle design using the quasi-one-dimensional Euler equations show that this scheme is computationally efficient and robust. The computational cost of a typical nozzle design is only a fraction more than that of the corresponding analysis flow calculation. Superlinear convergence is also observed, which agrees with the theoretical properties of this scheme. All optimal solutions are obtained by starting far away from the final solution.

Research on particle swarm optimization algorithm based on optimal movement probability

NASA Astrophysics Data System (ADS)

Ma, Jianhong; Zhang, Han; He, Baofeng

2017-01-01

The particle swarm optimization algorithm to improve the control precision, and has great application value training neural network and fuzzy system control fields etc.The traditional particle swarm algorithm is used for the training of feed forward neural networks,the search efficiency is low, and easy to fall into local convergence.An improved particle swarm optimization algorithm is proposed based on error back propagation gradient descent. Particle swarm optimization for Solving Least Squares Problems to meme group, the particles in the fitness ranking, optimization problem of the overall consideration, the error back propagation gradient descent training BP neural network, particle to update the velocity and position according to their individual optimal and global optimization, make the particles more to the social optimal learning and less to its optimal learning, it can avoid the particles fall into local optimum, by using gradient information can accelerate the PSO local search ability, improve the multi beam particle swarm depth zero less trajectory information search efficiency, the realization of improved particle swarm optimization algorithm. Simulation results show that the algorithm in the initial stage of rapid convergence to the global optimal solution can be near to the global optimal solution and keep close to the trend, the algorithm has faster convergence speed and search performance in the same running time, it can improve the convergence speed of the algorithm, especially the later search efficiency.

Particle Swarm Optimization with Double Learning Patterns

PubMed Central

Shen, Yuanxia; Wei, Linna; Zeng, Chuanhua; Chen, Jian

2016-01-01

Particle Swarm Optimization (PSO) is an effective tool in solving optimization problems. However, PSO usually suffers from the premature convergence due to the quick losing of the swarm diversity. In this paper, we first analyze the motion behavior of the swarm based on the probability characteristic of learning parameters. Then a PSO with double learning patterns (PSO-DLP) is developed, which employs the master swarm and the slave swarm with different learning patterns to achieve a trade-off between the convergence speed and the swarm diversity. The particles in the master swarm and the slave swarm are encouraged to explore search for keeping the swarm diversity and to learn from the global best particle for refining a promising solution, respectively. When the evolutionary states of two swarms interact, an interaction mechanism is enabled. This mechanism can help the slave swarm in jumping out of the local optima and improve the convergence precision of the master swarm. The proposed PSO-DLP is evaluated on 20 benchmark functions, including rotated multimodal and complex shifted problems. The simulation results and statistical analysis show that PSO-DLP obtains a promising performance and outperforms eight PSO variants. PMID:26858747

A New Stochastic Technique for Painlevé Equation-I Using Neural Network Optimized with Swarm Intelligence

PubMed Central

Raja, Muhammad Asif Zahoor; Khan, Junaid Ali; Ahmad, Siraj-ul-Islam; Qureshi, Ijaz Mansoor

2012-01-01

A methodology for solution of Painlevé equation-I is presented using computational intelligence technique based on neural networks and particle swarm optimization hybridized with active set algorithm. The mathematical model of the equation is developed with the help of linear combination of feed-forward artificial neural networks that define the unsupervised error of the model. This error is minimized subject to the availability of appropriate weights of the networks. The learning of the weights is carried out using particle swarm optimization algorithm used as a tool for viable global search method, hybridized with active set algorithm for rapid local convergence. The accuracy, convergence rate, and computational complexity of the scheme are analyzed based on large number of independents runs and their comprehensive statistical analysis. The comparative studies of the results obtained are made with MATHEMATICA solutions, as well as, with variational iteration method and homotopy perturbation method. PMID:22919371

Adaptive Dynamic Programming for Discrete-Time Zero-Sum Games.

PubMed

Wei, Qinglai; Liu, Derong; Lin, Qiao; Song, Ruizhuo

2018-04-01

In this paper, a novel adaptive dynamic programming (ADP) algorithm, called "iterative zero-sum ADP algorithm," is developed to solve infinite-horizon discrete-time two-player zero-sum games of nonlinear systems. The present iterative zero-sum ADP algorithm permits arbitrary positive semidefinite functions to initialize the upper and lower iterations. A novel convergence analysis is developed to guarantee the upper and lower iterative value functions to converge to the upper and lower optimums, respectively. When the saddle-point equilibrium exists, it is emphasized that both the upper and lower iterative value functions are proved to converge to the optimal solution of the zero-sum game, where the existence criteria of the saddle-point equilibrium are not required. If the saddle-point equilibrium does not exist, the upper and lower optimal performance index functions are obtained, respectively, where the upper and lower performance index functions are proved to be not equivalent. Finally, simulation results and comparisons are shown to illustrate the performance of the present method.

Uncertainty Quantification and Statistical Convergence Guidelines for PIV Data

NASA Astrophysics Data System (ADS)

Stegmeir, Matthew; Kassen, Dan

2016-11-01

As Particle Image Velocimetry has continued to mature, it has developed into a robust and flexible technique for velocimetry used by expert and non-expert users. While historical estimates of PIV accuracy have typically relied heavily on "rules of thumb" and analysis of idealized synthetic images, recently increased emphasis has been placed on better quantifying real-world PIV measurement uncertainty. Multiple techniques have been developed to provide per-vector instantaneous uncertainty estimates for PIV measurements. Often real-world experimental conditions introduce complications in collecting "optimal" data, and the effect of these conditions is important to consider when planning an experimental campaign. The current work utilizes the results of PIV Uncertainty Quantification techniques to develop a framework for PIV users to utilize estimated PIV confidence intervals to compute reliable data convergence criteria for optimal sampling of flow statistics. Results are compared using experimental and synthetic data, and recommended guidelines and procedures leveraging estimated PIV confidence intervals for efficient sampling for converged statistics are provided.

Design for a Crane Metallic Structure Based on Imperialist Competitive Algorithm and Inverse Reliability Strategy

NASA Astrophysics Data System (ADS)

Fan, Xiao-Ning; Zhi, Bo

2017-07-01

Uncertainties in parameters such as materials, loading, and geometry are inevitable in designing metallic structures for cranes. When considering these uncertainty factors, reliability-based design optimization (RBDO) offers a more reasonable design approach. However, existing RBDO methods for crane metallic structures are prone to low convergence speed and high computational cost. A unilevel RBDO method, combining a discrete imperialist competitive algorithm with an inverse reliability strategy based on the performance measure approach, is developed. Application of the imperialist competitive algorithm at the optimization level significantly improves the convergence speed of this RBDO method. At the reliability analysis level, the inverse reliability strategy is used to determine the feasibility of each probabilistic constraint at each design point by calculating its α-percentile performance, thereby avoiding convergence failure, calculation error, and disproportionate computational effort encountered using conventional moment and simulation methods. Application of the RBDO method to an actual crane structure shows that the developed RBDO realizes a design with the best tradeoff between economy and safety together with about one-third of the convergence speed and the computational cost of the existing method. This paper provides a scientific and effective design approach for the design of metallic structures of cranes.

Propeller performance analysis and multidisciplinary optimization using a genetic algorithm

NASA Astrophysics Data System (ADS)

Burger, Christoph

A propeller performance analysis program has been developed and integrated into a Genetic Algorithm for design optimization. The design tool will produce optimal propeller geometries for a given goal, which includes performance and/or acoustic signature. A vortex lattice model is used for the propeller performance analysis and a subsonic compact source model is used for the acoustic signature determination. Compressibility effects are taken into account with the implementation of Prandtl-Glauert domain stretching. Viscous effects are considered with a simple Reynolds number based model to account for the effects of viscosity in the spanwise direction. An empirical flow separation model developed from experimental lift and drag coefficient data of a NACA 0012 airfoil is included. The propeller geometry is generated using a recently introduced Class/Shape function methodology to allow for efficient use of a wide design space. Optimizing the angle of attack, the chord, the sweep and the local airfoil sections, produced blades with favorable tradeoffs between single and multiple point optimizations of propeller performance and acoustic noise signatures. Optimizations using a binary encoded IMPROVE(c) Genetic Algorithm (GA) and a real encoded GA were obtained after optimization runs with some premature convergence. The newly developed real encoded GA was used to obtain the majority of the results which produced generally better convergence characteristics when compared to the binary encoded GA. The optimization trade-offs show that single point optimized propellers have favorable performance, but circulation distributions were less smooth when compared to dual point or multiobjective optimizations. Some of the single point optimizations generated propellers with proplets which show a loading shift to the blade tip region. When noise is included into the objective functions some propellers indicate a circulation shift to the inboard sections of the propeller as well as a reduction in propeller diameter. In addition the propeller number was increased in some optimizations to reduce the acoustic blade signature.

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.

Fast Marching Tree: a Fast Marching Sampling-Based Method for Optimal Motion Planning in Many Dimensions*

PubMed Central

Janson, Lucas; Schmerling, Edward; Clark, Ashley; Pavone, Marco

2015-01-01

In this paper we present a novel probabilistic sampling-based motion planning algorithm called the Fast Marching Tree algorithm (FMT*). The algorithm is specifically aimed at solving complex motion planning problems in high-dimensional configuration spaces. This algorithm is proven to be asymptotically optimal and is shown to converge to an optimal solution faster than its state-of-the-art counterparts, chiefly PRM* and RRT*. The FMT* algorithm performs a “lazy” dynamic programming recursion on a predetermined number of probabilistically-drawn samples to grow a tree of paths, which moves steadily outward in cost-to-arrive space. As such, this algorithm combines features of both single-query algorithms (chiefly RRT) and multiple-query algorithms (chiefly PRM), and is reminiscent of the Fast Marching Method for the solution of Eikonal equations. As a departure from previous analysis approaches that are based on the notion of almost sure convergence, the FMT* algorithm is analyzed under the notion of convergence in probability: the extra mathematical flexibility of this approach allows for convergence rate bounds—the first in the field of optimal sampling-based motion planning. Specifically, for a certain selection of tuning parameters and configuration spaces, we obtain a convergence rate bound of order O(n−1/d+ρ), where n is the number of sampled points, d is the dimension of the configuration space, and ρ is an arbitrarily small constant. We go on to demonstrate asymptotic optimality for a number of variations on FMT*, namely when the configuration space is sampled non-uniformly, when the cost is not arc length, and when connections are made based on the number of nearest neighbors instead of a fixed connection radius. Numerical experiments over a range of dimensions and obstacle configurations confirm our the-oretical and heuristic arguments by showing that FMT*, for a given execution time, returns substantially better solutions than either PRM* or RRT*, especially in high-dimensional configuration spaces and in scenarios where collision-checking is expensive. PMID:27003958

Fast alternating projection methods for constrained tomographic reconstruction

PubMed Central

Liu, Li; Han, Yongxin

2017-01-01

The alternating projection algorithms are easy to implement and effective for large-scale complex optimization problems, such as constrained reconstruction of X-ray computed tomography (CT). A typical method is to use projection onto convex sets (POCS) for data fidelity, nonnegative constraints combined with total variation (TV) minimization (so called TV-POCS) for sparse-view CT reconstruction. However, this type of method relies on empirically selected parameters for satisfactory reconstruction and is generally slow and lack of convergence analysis. In this work, we use a convex feasibility set approach to address the problems associated with TV-POCS and propose a framework using full sequential alternating projections or POCS (FS-POCS) to find the solution in the intersection of convex constraints of bounded TV function, bounded data fidelity error and non-negativity. The rationale behind FS-POCS is that the mathematically optimal solution of the constrained objective function may not be the physically optimal solution. The breakdown of constrained reconstruction into an intersection of several feasible sets can lead to faster convergence and better quantification of reconstruction parameters in a physical meaningful way than that in an empirical way of trial-and-error. In addition, for large-scale optimization problems, first order methods are usually used. Not only is the condition for convergence of gradient-based methods derived, but also a primal-dual hybrid gradient (PDHG) method is used for fast convergence of bounded TV. The newly proposed FS-POCS is evaluated and compared with TV-POCS and another convex feasibility projection method (CPTV) using both digital phantom and pseudo-real CT data to show its superior performance on reconstruction speed, image quality and quantification. PMID:28253298

Numerical Optimization of converging diverging miniature cavitating nozzles

NASA Astrophysics Data System (ADS)

Chavan, Kanchan; Bhingole, B.; Raut, J.; Pandit, A. B.

2015-12-01

The work focuses on the numerical optimization of converging diverging cavitating nozzles through nozzle dimensions and wall shape. The objective is to develop design rules for the geometry of cavitating nozzles for desired end-use. Two main aspects of nozzle design which affects the cavitation have been studied i.e. end dimensions of the geometry (i.e. angle and/or curvature of the inlet, outlet and the throat and the lengths of the converging and diverging sections) and wall curvatures(concave or convex). Angle of convergence at the inlet was found to control the cavity growth whereas angle of divergence of the exit controls the collapse of cavity. CFD simulations were carried out for the straight line converging and diverging sections by varying converging and diverging angles to study its effect on the collapse pressure generated by the cavity. Optimized geometry configurations were obtained on the basis of maximum Cavitational Efficacy Ratio (CER)i.e. cavity collapse pressure generated for a given permanent pressure drop across the system. With increasing capabilities in machining and fabrication, it is possible to exploit the effect of wall curvature to create nozzles with further increase in the CER. Effect of wall curvature has been studied for the straight, concave and convex shapes. Curvature has been varied and effect of concave and convex wall curvatures vis-à-vis straight walls studied for fixed converging and diverging angles.It is concluded that concave converging-diverging nozzles with converging angle of 20° and diverging angle of 5° with the radius of curvature 0.03 m and 0.1530 m respectively gives maximum CER. Preliminary experiments using optimized geometry are indicating similar trends and are currently being carried out. Refinements of the CFD technique using two phase flow simulations are planned.

2D Inviscid and Viscous Inverse Design Using Continuous Adjoint and Lax-Wendroff Formulation

NASA Astrophysics Data System (ADS)

Proctor, Camron Lisle

The continuous adjoint (CA) technique for optimization and/or inverse-design of aerodynamic components has seen nearly 30 years of documented success in academia. The benefits of using CA versus a direct sensitivity analysis are shown repeatedly in the literature. However, the use of CA in industry is relatively unheard-of. The sparseness of industry contributions to the field may be attributed to the tediousness of the derivation and/or to the difficulties in implementation due to the lack of well-documented adjoint numerical methods. The focus of this work has been to thoroughly document the techniques required to build a two-dimensional CA inverse-design tool. To this end, this work begins with a short background on computational fluid dynamics (CFD) and the use of optimization tools in conjunction with CFD tools to solve aerodynamic optimization problems. A thorough derivation of the continuous adjoint equations and the accompanying gradient calculations for inviscid and viscous constraining equations follows the introduction. Next, the numerical techniques used for solving the partial differential equations (PDEs) governing the flow equations and the adjoint equations are described. Numerical techniques for the supplementary equations are discussed briefly. Subsequently, a verification of the efficacy of the inverse design tool, for the inviscid adjoint equations as well as possible numerical implementation pitfalls are discussed. The NACA0012 airfoil is used as an initial airfoil and surface pressure distribution and the NACA16009 is used as the desired pressure and vice versa. Using a Savitsky-Golay gradient filter, convergence (defined as a cost function<1E-5) is reached in approximately 220 design iteration using 121 design variables. The inverse-design using inviscid adjoint equations results are followed by the discussion of the viscous inverse design results and techniques used to further the convergence of the optimizer. The relationship between limiting step-size and convergence in a line-search optimization is shown to slightly decrease the final cost function at significant computational cost. A gradient damping technique is presented and shown to increase the convergence rate for the optimization in viscous problems, at a negligible increase in computational cost, but is insufficient to converge the solution. Systematically including adjacent surface vertices in the perturbation of a design variable, also a surface vertex, is shown to affect the convergence capability of the viscous optimizer. Finally, a comparison of using inviscid adjoint equations, as opposed to viscous adjoint equations, on viscous flow is presented, and the inviscid adjoint paired with viscous flow is found to reduce the cost function further than the viscous adjoint for the presented problem.

String-averaging incremental subgradients for constrained convex optimization with applications to reconstruction of tomographic images

NASA Astrophysics Data System (ADS)

Massambone de Oliveira, Rafael; Salomão Helou, Elias; Fontoura Costa, Eduardo

2016-11-01

We present a method for non-smooth convex minimization which is based on subgradient directions and string-averaging techniques. In this approach, the set of available data is split into sequences (strings) and a given iterate is processed independently along each string, possibly in parallel, by an incremental subgradient method (ISM). The end-points of all strings are averaged to form the next iterate. The method is useful to solve sparse and large-scale non-smooth convex optimization problems, such as those arising in tomographic imaging. A convergence analysis is provided under realistic, standard conditions. Numerical tests are performed in a tomographic image reconstruction application, showing good performance for the convergence speed when measured as the decrease ratio of the objective function, in comparison to classical ISM.

Sparse Learning with Stochastic Composite Optimization.

PubMed

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

2017-06-01

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

A homotopy algorithm for digital optimal projection control GASD-HADOC

NASA Technical Reports Server (NTRS)

Collins, Emmanuel G., Jr.; Richter, Stephen; Davis, Lawrence D.

1993-01-01

The linear-quadratic-gaussian (LQG) compensator was developed to facilitate the design of control laws for multi-input, multi-output (MIMO) systems. The compensator is computed by solving two algebraic equations for which standard closed-loop solutions exist. Unfortunately, the minimal dimension of an LQG compensator is almost always equal to the dimension of the plant and can thus often violate practical implementation constraints on controller order. This deficiency is especially highlighted when considering control-design for high-order systems such as flexible space structures. This deficiency motivated the development of techniques that enable the design of optimal controllers whose dimension is less than that of the design plant. A homotopy approach based on the optimal projection equations that characterize the necessary conditions for optimal reduced-order control. Homotopy algorithms have global convergence properties and hence do not require that the initializing reduced-order controller be close to the optimal reduced-order controller to guarantee convergence. However, the homotopy algorithm previously developed for solving the optimal projection equations has sublinear convergence properties and the convergence slows at higher authority levels and may fail. A new homotopy algorithm for synthesizing optimal reduced-order controllers for discrete-time systems is described. Unlike the previous homotopy approach, the new algorithm is a gradient-based, parameter optimization formulation and was implemented in MATLAB. The results reported may offer the foundation for a reliable approach to optimal, reduced-order controller design.

Design and Analysis of Optimization Algorithms to Minimize Cryptographic Processing in BGP Security Protocols.

PubMed

Sriram, Vinay K; Montgomery, Doug

2017-07-01

The Internet is subject to attacks due to vulnerabilities in its routing protocols. One proposed approach to attain greater security is to cryptographically protect network reachability announcements exchanged between Border Gateway Protocol (BGP) routers. This study proposes and evaluates the performance and efficiency of various optimization algorithms for validation of digitally signed BGP updates. In particular, this investigation focuses on the BGPSEC (BGP with SECurity extensions) protocol, currently under consideration for standardization in the Internet Engineering Task Force. We analyze three basic BGPSEC update processing algorithms: Unoptimized, Cache Common Segments (CCS) optimization, and Best Path Only (BPO) optimization. We further propose and study cache management schemes to be used in conjunction with the CCS and BPO algorithms. The performance metrics used in the analyses are: (1) routing table convergence time after BGPSEC peering reset or router reboot events and (2) peak-second signature verification workload. Both analytical modeling and detailed trace-driven simulation were performed. Results show that the BPO algorithm is 330% to 628% faster than the unoptimized algorithm for routing table convergence in a typical Internet core-facing provider edge router.

System Sensitivity Analysis Applied to the Conceptual Design of a Dual-Fuel Rocket SSTO

NASA Technical Reports Server (NTRS)

Olds, John R.

1994-01-01

This paper reports the results of initial efforts to apply the System Sensitivity Analysis (SSA) optimization method to the conceptual design of a single-stage-to-orbit (SSTO) launch vehicle. SSA is an efficient, calculus-based MDO technique for generating sensitivity derivatives in a highly multidisciplinary design environment. The method has been successfully applied to conceptual aircraft design and has been proven to have advantages over traditional direct optimization methods. The method is applied to the optimization of an advanced, piloted SSTO design similar to vehicles currently being analyzed by NASA as possible replacements for the Space Shuttle. Powered by a derivative of the Russian RD-701 rocket engine, the vehicle employs a combination of hydrocarbon, hydrogen, and oxygen propellants. Three primary disciplines are included in the design - propulsion, performance, and weights & sizing. A complete, converged vehicle analysis depends on the use of three standalone conceptual analysis computer codes. Efforts to minimize vehicle dry (empty) weight are reported in this paper. The problem consists of six system-level design variables and one system-level constraint. Using SSA in a 'manual' fashion to generate gradient information, six system-level iterations were performed from each of two different starting points. The results showed a good pattern of convergence for both starting points. A discussion of the advantages and disadvantages of the method, possible areas of improvement, and future work is included.

The optimal modified variational iteration method for the Lane-Emden equations with Neumann and Robin boundary conditions

NASA Astrophysics Data System (ADS)

Singh, Randhir; Das, Nilima; Kumar, Jitendra

2017-06-01

An effective analytical technique is proposed for the solution of the Lane-Emden equations. The proposed technique is based on the variational iteration method (VIM) and the convergence control parameter h . In order to avoid solving a sequence of nonlinear algebraic or complicated integrals for the derivation of unknown constant, the boundary conditions are used before designing the recursive scheme for solution. The series solutions are found which converges rapidly to the exact solution. Convergence analysis and error bounds are discussed. Accuracy, applicability of the method is examined by solving three singular problems: i) nonlinear Poisson-Boltzmann equation, ii) distribution of heat sources in the human head, iii) second-kind Lane-Emden equation.

Development of gradient descent adaptive algorithms to remove common mode artifact for improvement of cardiovascular signal quality.

PubMed

Ciaccio, Edward J; Micheli-Tzanakou, Evangelia

2007-07-01

Common-mode noise degrades cardiovascular signal quality and diminishes measurement accuracy. Filtering to remove noise components in the frequency domain often distorts the signal. Two adaptive noise canceling (ANC) algorithms were tested to adjust weighted reference signals for optimal subtraction from a primary signal. Update of weight w was based upon the gradient term of the steepest descent equation: [see text], where the error epsilon is the difference between primary and weighted reference signals. nabla was estimated from Deltaepsilon(2) and Deltaw without using a variable Deltaw in the denominator which can cause instability. The Parallel Comparison (PC) algorithm computed Deltaepsilon(2) using fixed finite differences +/- Deltaw in parallel during each discrete time k. The ALOPEX algorithm computed Deltaepsilon(2)x Deltaw from time k to k + 1 to estimate nabla, with a random number added to account for Deltaepsilon(2) . Deltaw--> 0 near the optimal weighting. Using simulated data, both algorithms stably converged to the optimal weighting within 50-2000 discrete sample points k even with a SNR = 1:8 and weights which were initialized far from the optimal. Using a sharply pulsatile cardiac electrogram signal with added noise so that the SNR = 1:5, both algorithms exhibited stable convergence within 100 ms (100 sample points). Fourier spectral analysis revealed minimal distortion when comparing the signal without added noise to the ANC restored signal. ANC algorithms based upon difference calculations can rapidly and stably converge to the optimal weighting in simulated and real cardiovascular data. Signal quality is restored with minimal distortion, increasing the accuracy of biophysical measurement.

Performance Analysis and Design Synthesis (PADS) computer program. Volume 2: Program description, part 2

NASA Technical Reports Server (NTRS)

1972-01-01

The QL module of the Performance Analysis and Design Synthesis (PADS) computer program is described. Execution of this module is initiated when and if subroutine PADSI calls subroutine GROPE. Subroutine GROPE controls the high level logical flow of the QL module. The purpose of the module is to determine a trajectory that satisfies the necessary variational conditions for optimal performance. The module achieves this by solving a nonlinear multi-point boundary value problem. The numerical method employed is described. It is an iterative technique that converges quadratically when it does converge. The three basic steps of the module are: (1) initialization, (2) iteration, and (3) culmination. For Volume 1 see N73-13199.

DQM: Decentralized Quadratically Approximated Alternating Direction Method of Multipliers

NASA Astrophysics Data System (ADS)

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

2016-10-01

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

Convergence Analysis of Triangular MAC Schemes for Two Dimensional Stokes Equations

PubMed Central

Wang, Ming; Zhong, Lin

2015-01-01

In this paper, we consider the use of H(div) elements in the velocity–pressure formulation to discretize Stokes equations in two dimensions. We address the error estimate of the element pair RT0–P0, which is known to be suboptimal, and render the error estimate optimal by the symmetry of the grids and by the superconvergence result of Lagrange inter-polant. By enlarging RT0 such that it becomes a modified BDM-type element, we develop a new discretization BDM1b–P0. We, therefore, generalize the classical MAC scheme on rectangular grids to triangular grids and retain all the desirable properties of the MAC scheme: exact divergence-free, solver-friendly, and local conservation of physical quantities. Further, we prove that the proposed discretization BDM1b–P0 achieves the optimal convergence rate for both velocity and pressure on general quasi-uniform grids, and one and half order convergence rate for the vorticity and a recovered pressure. We demonstrate the validity of theories developed here by numerical experiments. PMID:26041948

Segmentation of MRI Brain Images with an Improved Harmony Searching Algorithm.

PubMed

Yang, Zhang; Shufan, Ye; Li, Guo; Weifeng, Ding

2016-01-01

The harmony searching (HS) algorithm is a kind of optimization search algorithm currently applied in many practical problems. The HS algorithm constantly revises variables in the harmony database and the probability of different values that can be used to complete iteration convergence to achieve the optimal effect. Accordingly, this study proposed a modified algorithm to improve the efficiency of the algorithm. First, a rough set algorithm was employed to improve the convergence and accuracy of the HS algorithm. Then, the optimal value was obtained using the improved HS algorithm. The optimal value of convergence was employed as the initial value of the fuzzy clustering algorithm for segmenting magnetic resonance imaging (MRI) brain images. Experimental results showed that the improved HS algorithm attained better convergence and more accurate results than those of the original HS algorithm. In our study, the MRI image segmentation effect of the improved algorithm was superior to that of the original fuzzy clustering method.

Segmentation of MRI Brain Images with an Improved Harmony Searching Algorithm

PubMed Central

Yang, Zhang; Li, Guo; Weifeng, Ding

2016-01-01

The harmony searching (HS) algorithm is a kind of optimization search algorithm currently applied in many practical problems. The HS algorithm constantly revises variables in the harmony database and the probability of different values that can be used to complete iteration convergence to achieve the optimal effect. Accordingly, this study proposed a modified algorithm to improve the efficiency of the algorithm. First, a rough set algorithm was employed to improve the convergence and accuracy of the HS algorithm. Then, the optimal value was obtained using the improved HS algorithm. The optimal value of convergence was employed as the initial value of the fuzzy clustering algorithm for segmenting magnetic resonance imaging (MRI) brain images. Experimental results showed that the improved HS algorithm attained better convergence and more accurate results than those of the original HS algorithm. In our study, the MRI image segmentation effect of the improved algorithm was superior to that of the original fuzzy clustering method. PMID:27403428

Optimization methods and silicon solar cell numerical models

NASA Technical Reports Server (NTRS)

Girardini, K.

1986-01-01

The goal of this project is the development of an optimization algorithm for use with a solar cell model. It is possible to simultaneously vary design variables such as impurity concentrations, front junction depth, back junctions depth, and cell thickness to maximize the predicted cell efficiency. An optimization algorithm has been developed and interfaced with the Solar Cell Analysis Program in 1 Dimension (SCAPID). SCAPID uses finite difference methods to solve the differential equations which, along with several relations from the physics of semiconductors, describe mathematically the operation of a solar cell. A major obstacle is that the numerical methods used in SCAPID require a significant amount of computer time, and during an optimization the model is called iteratively until the design variables converge to the value associated with the maximum efficiency. This problem has been alleviated by designing an optimization code specifically for use with numerically intensive simulations, to reduce the number of times the efficiency has to be calculated to achieve convergence to the optimal solution. Adapting SCAPID so that it could be called iteratively by the optimization code provided another means of reducing the cpu time required to complete an optimization. Instead of calculating the entire I-V curve, as is usually done in SCAPID, only the efficiency is calculated (maximum power voltage and current) and the solution from previous calculations is used to initiate the next solution.

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

PubMed

Narayanan, Vignesh; Jagannathan, Sarangapani

2017-06-08

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

Illumination system development using design and analysis of computer experiments

NASA Astrophysics Data System (ADS)

Keresztes, Janos C.; De Ketelaere, Bart; Audenaert, Jan; Koshel, R. J.; Saeys, Wouter

2015-09-01

Computer assisted optimal illumination design is crucial when developing cost-effective machine vision systems. Standard local optimization methods, such as downhill simplex optimization (DHSO), often result in an optimal solution that is influenced by the starting point by converging to a local minimum, especially when dealing with high dimensional illumination designs or nonlinear merit spaces. This work presents a novel nonlinear optimization approach, based on design and analysis of computer experiments (DACE). The methodology is first illustrated with a 2D case study of four light sources symmetrically positioned along a fixed arc in order to obtain optimal irradiance uniformity on a flat Lambertian reflecting target at the arc center. The first step consists of choosing angular positions with no overlap between sources using a fast, flexible space filling design. Ray-tracing simulations are then performed at the design points and a merit function is used for each configuration to quantify the homogeneity of the irradiance at the target. The obtained homogeneities at the design points are further used as input to a Gaussian Process (GP), which develops a preliminary distribution for the expected merit space. Global optimization is then performed on the GP more likely providing optimal parameters. Next, the light positioning case study is further investigated by varying the radius of the arc, and by adding two spots symmetrically positioned along an arc diametrically opposed to the first one. The added value of using DACE with regard to the performance in convergence is 6 times faster than the standard simplex method for equal uniformity of 97%. The obtained results were successfully validated experimentally using a short-wavelength infrared (SWIR) hyperspectral imager monitoring a Spectralon panel illuminated by tungsten halogen sources with 10% of relative error.

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

PubMed

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

2012-01-01

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

Sensitivity of Optimal Solutions to Control Problems for Second Order Evolution Subdifferential Inclusions.

PubMed

Bartosz, Krzysztof; Denkowski, Zdzisław; Kalita, Piotr

In this paper the sensitivity of optimal solutions to control problems described by second order evolution subdifferential inclusions under perturbations of state relations and of cost functionals is investigated. First we establish a new existence result for a class of such inclusions. Then, based on the theory of sequential [Formula: see text]-convergence we recall the abstract scheme concerning convergence of minimal values and minimizers. The abstract scheme works provided we can establish two properties: the Kuratowski convergence of solution sets for the state relations and some complementary [Formula: see text]-convergence of the cost functionals. Then these two properties are implemented in the considered case.

Modified artificial bee colony algorithm for reactive power optimization

NASA Astrophysics Data System (ADS)

Sulaiman, Noorazliza; Mohamad-Saleh, Junita; Abro, Abdul Ghani

2015-05-01

Bio-inspired algorithms (BIAs) implemented to solve various optimization problems have shown promising results which are very important in this severely complex real-world. Artificial Bee Colony (ABC) algorithm, a kind of BIAs has demonstrated tremendous results as compared to other optimization algorithms. This paper presents a new modified ABC algorithm referred to as JA-ABC3 with the aim to enhance convergence speed and avoid premature convergence. The proposed algorithm has been simulated on ten commonly used benchmarks functions. Its performance has also been compared with other existing ABC variants. To justify its robust applicability, the proposed algorithm has been tested to solve Reactive Power Optimization problem. The results have shown that the proposed algorithm has superior performance to other existing ABC variants e.g. GABC, BABC1, BABC2, BsfABC dan IABC in terms of convergence speed. Furthermore, the proposed algorithm has also demonstrated excellence performance in solving Reactive Power Optimization problem.

Geomagnetic field modeling by optimal recursive filtering

NASA Technical Reports Server (NTRS)

1980-01-01

Data sets selected for mini-batches and the software modifications required for processing these sets are described. Initial analysis was performed on minibatch field model recovery. Studies are being performed to examine the convergence of the solutions and the maximum expansion order the data will support in the constant and secular terms.

Trajectory optimization of spacecraft high-thrust orbit transfer using a modified evolutionary algorithm

NASA Astrophysics Data System (ADS)

Shirazi, Abolfazl

2016-10-01

This article introduces a new method to optimize finite-burn orbital manoeuvres based on a modified evolutionary algorithm. Optimization is carried out based on conversion of the orbital manoeuvre into a parameter optimization problem by assigning inverse tangential functions to the changes in direction angles of the thrust vector. The problem is analysed using boundary delimitation in a common optimization algorithm. A method is introduced to achieve acceptable values for optimization variables using nonlinear simulation, which results in an enlarged convergence domain. The presented algorithm benefits from high optimality and fast convergence time. A numerical example of a three-dimensional optimal orbital transfer is presented and the accuracy of the proposed algorithm is shown.

Surrogate-based Analysis and Optimization

NASA Technical Reports Server (NTRS)

Queipo, Nestor V.; Haftka, Raphael T.; Shyy, Wei; Goel, Tushar; Vaidyanathan, Raj; Tucker, P. Kevin

2005-01-01

A major challenge to the successful full-scale development of modem aerospace systems is to address competing objectives such as improved performance, reduced costs, and enhanced safety. Accurate, high-fidelity models are typically time consuming and computationally expensive. Furthermore, informed decisions should be made with an understanding of the impact (global sensitivity) of the design variables on the different objectives. In this context, the so-called surrogate-based approach for analysis and optimization can play a very valuable role. The surrogates are constructed using data drawn from high-fidelity models, and provide fast approximations of the objectives and constraints at new design points, thereby making sensitivity and optimization studies feasible. This paper provides a comprehensive discussion of the fundamental issues that arise in surrogate-based analysis and optimization (SBAO), highlighting concepts, methods, techniques, as well as practical implications. The issues addressed include the selection of the loss function and regularization criteria for constructing the surrogates, design of experiments, surrogate selection and construction, sensitivity analysis, convergence, and optimization. The multi-objective optimal design of a liquid rocket injector is presented to highlight the state of the art and to help guide future efforts.

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

PubMed

Liu, Qingshan; Wang, Jun

2011-04-01

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

Multi-modulus algorithm based on global artificial fish swarm intelligent optimization of DNA encoding sequences.

PubMed

Guo, Y C; Wang, H; Wu, H P; Zhang, M Q

2015-12-21

Aimed to address the defects of the large mean square error (MSE), and the slow convergence speed in equalizing the multi-modulus signals of the constant modulus algorithm (CMA), a multi-modulus algorithm (MMA) based on global artificial fish swarm (GAFS) intelligent optimization of DNA encoding sequences (GAFS-DNA-MMA) was proposed. To improve the convergence rate and reduce the MSE, this proposed algorithm adopted an encoding method based on DNA nucleotide chains to provide a possible solution to the problem. Furthermore, the GAFS algorithm, with its fast convergence and global search ability, was used to find the best sequence. The real and imaginary parts of the initial optimal weight vector of MMA were obtained through DNA coding of the best sequence. The simulation results show that the proposed algorithm has a faster convergence speed and smaller MSE in comparison with the CMA, the MMA, and the AFS-DNA-MMA.

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

NASA Astrophysics Data System (ADS)

Hayat, Tasawar; Rashid, Madiha; Alsaedi, Ahmed

2018-03-01

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

A Stochastic Total Least Squares Solution of Adaptive Filtering Problem

PubMed Central

Ahmad, Noor Atinah

2014-01-01

An efficient and computationally linear algorithm is derived for total least squares solution of adaptive filtering problem, when both input and output signals are contaminated by noise. The proposed total least mean squares (TLMS) algorithm is designed by recursively computing an optimal solution of adaptive TLS problem by minimizing instantaneous value of weighted cost function. Convergence analysis of the algorithm is given to show the global convergence of the proposed algorithm, provided that the stepsize parameter is appropriately chosen. The TLMS algorithm is computationally simpler than the other TLS algorithms and demonstrates a better performance as compared with the least mean square (LMS) and normalized least mean square (NLMS) algorithms. It provides minimum mean square deviation by exhibiting better convergence in misalignment for unknown system identification under noisy inputs. PMID:24688412

Augmenting the one-shot framework by additional constraints

DOE PAGES

Bosse, Torsten

2016-05-12

The (multistep) one-shot method for design optimization problems has been successfully implemented for various applications. To this end, a slowly convergent primal fixed-point iteration of the state equation is augmented by an adjoint iteration and a corresponding preconditioned design update. In this paper we present a modification of the method that allows for additional equality constraints besides the usual state equation. Finally, a retardation analysis and the local convergence of the method in terms of necessary and sufficient conditions are given, which depend on key characteristics of the underlying problem and the quality of the utilized preconditioner.

Augmenting the one-shot framework by additional constraints

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

Bosse, Torsten

The (multistep) one-shot method for design optimization problems has been successfully implemented for various applications. To this end, a slowly convergent primal fixed-point iteration of the state equation is augmented by an adjoint iteration and a corresponding preconditioned design update. In this paper we present a modification of the method that allows for additional equality constraints besides the usual state equation. Finally, a retardation analysis and the local convergence of the method in terms of necessary and sufficient conditions are given, which depend on key characteristics of the underlying problem and the quality of the utilized preconditioner.

Electronic neural networks for global optimization

NASA Technical Reports Server (NTRS)

Thakoor, A. P.; Moopenn, A. W.; Eberhardt, S.

1990-01-01

An electronic neural network with feedback architecture, implemented in analog custom VLSI is described. Its application to problems of global optimization for dynamic assignment is discussed. The convergence properties of the neural network hardware are compared with computer simulation results. The neural network's ability to provide optimal or near optimal solutions within only a few neuron time constants, a speed enhancement of several orders of magnitude over conventional search methods, is demonstrated. The effect of noise on the circuit dynamics and the convergence behavior of the neural network hardware is also examined.

First-Order Model Management With Variable-Fidelity Physics Applied to Multi-Element Airfoil Optimization

NASA Technical Reports Server (NTRS)

Alexandrov, N. M.; Nielsen, E. J.; Lewis, R. M.; Anderson, W. K.

2000-01-01

First-order approximation and model management is a methodology for a systematic use of variable-fidelity models or approximations in optimization. The intent of model management is to attain convergence to high-fidelity solutions with minimal expense in high-fidelity computations. The savings in terms of computationally intensive evaluations depends on the ability of the available lower-fidelity model or a suite of models to predict the improvement trends for the high-fidelity problem, Variable-fidelity models can be represented by data-fitting approximations, variable-resolution models. variable-convergence models. or variable physical fidelity models. The present work considers the use of variable-fidelity physics models. We demonstrate the performance of model management on an aerodynamic optimization of a multi-element airfoil designed to operate in the transonic regime. Reynolds-averaged Navier-Stokes equations represent the high-fidelity model, while the Euler equations represent the low-fidelity model. An unstructured mesh-based analysis code FUN2D evaluates functions and sensitivity derivatives for both models. Model management for the present demonstration problem yields fivefold savings in terms of high-fidelity evaluations compared to optimization done with high-fidelity computations alone.

Transonic airfoil analysis and design in nonuniform flow

NASA Technical Reports Server (NTRS)

Chang, J. F.; Lan, C. E.

1986-01-01

A nonuniform transonic airfoil code is developed for applications in analysis, inverse design and direct optimization involving an airfoil immersed in propfan slipstream. Problems concerning the numerical stability, convergence, divergence and solution oscillations are discussed. The code is validated by comparing with some known results in incompressible flow. A parametric investigation indicates that the airfoil lift-drag ratio can be increased by decreasing the thickness ratio. A better performance can be achieved if the airfoil is located below the slipstream center. Airfoil characteristics designed by the inverse method and a direct optimization are compared. The airfoil designed with the method of direct optimization exhibits better characteristics and achieves a gain of 22 percent in lift-drag ratio with a reduction of 4 percent in thickness.

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

PubMed

Liu, Qingshan; Cao, Jinde; Chen, Guanrong

2010-11-01

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

Genetic Particle Swarm Optimization-Based Feature Selection for Very-High-Resolution Remotely Sensed Imagery Object Change Detection.

PubMed

Chen, Qiang; Chen, Yunhao; Jiang, Weiguo

2016-07-30

In the field of multiple features Object-Based Change Detection (OBCD) for very-high-resolution remotely sensed images, image objects have abundant features and feature selection affects the precision and efficiency of OBCD. Through object-based image analysis, this paper proposes a Genetic Particle Swarm Optimization (GPSO)-based feature selection algorithm to solve the optimization problem of feature selection in multiple features OBCD. We select the Ratio of Mean to Variance (RMV) as the fitness function of GPSO, and apply the proposed algorithm to the object-based hybrid multivariate alternative detection model. Two experiment cases on Worldview-2/3 images confirm that GPSO can significantly improve the speed of convergence, and effectively avoid the problem of premature convergence, relative to other feature selection algorithms. According to the accuracy evaluation of OBCD, GPSO is superior at overall accuracy (84.17% and 83.59%) and Kappa coefficient (0.6771 and 0.6314) than other algorithms. Moreover, the sensitivity analysis results show that the proposed algorithm is not easily influenced by the initial parameters, but the number of features to be selected and the size of the particle swarm would affect the algorithm. The comparison experiment results reveal that RMV is more suitable than other functions as the fitness function of GPSO-based feature selection algorithm.

Evolutionary pattern search algorithms

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

Hart, W.E.

1995-09-19

This paper defines a class of evolutionary algorithms called evolutionary pattern search algorithms (EPSAs) and analyzes their convergence properties. This class of algorithms is closely related to evolutionary programming, evolutionary strategie and real-coded genetic algorithms. EPSAs are self-adapting systems that modify the step size of the mutation operator in response to the success of previous optimization steps. The rule used to adapt the step size can be used to provide a stationary point convergence theory for EPSAs on any continuous function. This convergence theory is based on an extension of the convergence theory for generalized pattern search methods. An experimentalmore » analysis of the performance of EPSAs demonstrates that these algorithms can perform a level of global search that is comparable to that of canonical EAs. We also describe a stopping rule for EPSAs, which reliably terminated near stationary points in our experiments. This is the first stopping rule for any class of EAs that can terminate at a given distance from stationary points.« less

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

NASA Astrophysics Data System (ADS)

Villanueva Perez, Carlos Hernan

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

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

PubMed Central

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

2012-01-01

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

Convergent evolution of mechanically optimal locomotion in aquatic invertebrates and vertebrates.

PubMed

Bale, Rahul; Neveln, Izaak D; Bhalla, Amneet Pal Singh; MacIver, Malcolm A; Patankar, Neelesh A

2015-04-01

Examples of animals evolving similar traits despite the absence of that trait in the last common ancestor, such as the wing and camera-type lens eye in vertebrates and invertebrates, are called cases of convergent evolution. Instances of convergent evolution of locomotory patterns that quantitatively agree with the mechanically optimal solution are very rare. Here, we show that, with respect to a very diverse group of aquatic animals, a mechanically optimal method of swimming with elongated fins has evolved independently at least eight times in both vertebrate and invertebrate swimmers across three different phyla. Specifically, if we take the length of an undulation along an animal's fin during swimming and divide it by the mean amplitude of undulations along the fin length, the result is consistently around twenty. We call this value the optimal specific wavelength (OSW). We show that the OSW maximizes the force generated by the body, which also maximizes swimming speed. We hypothesize a mechanical basis for this optimality and suggest reasons for its repeated emergence through evolution.

Design Optimization Method for Composite Components Based on Moment Reliability-Sensitivity Criteria

NASA Astrophysics Data System (ADS)

Sun, Zhigang; Wang, Changxi; Niu, Xuming; Song, Yingdong

2017-08-01

In this paper, a Reliability-Sensitivity Based Design Optimization (RSBDO) methodology for the design of the ceramic matrix composites (CMCs) components has been proposed. A practical and efficient method for reliability analysis and sensitivity analysis of complex components with arbitrary distribution parameters are investigated by using the perturbation method, the respond surface method, the Edgeworth series and the sensitivity analysis approach. The RSBDO methodology is then established by incorporating sensitivity calculation model into RBDO methodology. Finally, the proposed RSBDO methodology is applied to the design of the CMCs components. By comparing with Monte Carlo simulation, the numerical results demonstrate that the proposed methodology provides an accurate, convergent and computationally efficient method for reliability-analysis based finite element modeling engineering practice.

Aerospace engineering design by systematic decomposition and multilevel optimization

NASA Technical Reports Server (NTRS)

Sobieszczanski-Sobieski, J.; Giles, G. L.; Barthelemy, J.-F. M.

1984-01-01

This paper describes a method for systematic analysis and optimization of large engineering systems, e.g., aircraft, by decomposition of a large task into a set of smaller, self-contained subtasks that can be solved concurrently. The subtasks may be arranged in many hierarchical levels with the assembled system at the top level. Analyses are carried out in each subtask using inputs received from other subtasks, and are followed by optimizations carried out from the bottom up. Each optimization at the lower levels is augmented by analysis of its sensitivity to the inputs received from other subtasks to account for the couplings among the subtasks in a formal manner. The analysis and optimization operations alternate iteratively until they converge to a system design whose performance is maximized with all constraints satisfied. The method, which is still under development, is tentatively validated by test cases in structural applications and an aircraft configuration optimization. It is pointed out that the method is intended to be compatible with the typical engineering organization and the modern technology of distributed computing.

Data-Driven Zero-Sum Neuro-Optimal Control for a Class of Continuous-Time Unknown Nonlinear Systems With Disturbance Using ADP.

PubMed

Wei, Qinglai; Song, Ruizhuo; Yan, Pengfei

2016-02-01

This paper is concerned with a new data-driven zero-sum neuro-optimal control problem for continuous-time unknown nonlinear systems with disturbance. According to the input-output data of the nonlinear system, an effective recurrent neural network is introduced to reconstruct the dynamics of the nonlinear system. Considering the system disturbance as a control input, a two-player zero-sum optimal control problem is established. Adaptive dynamic programming (ADP) is developed to obtain the optimal control under the worst case of the disturbance. Three single-layer neural networks, including one critic and two action networks, are employed to approximate the performance index function, the optimal control law, and the disturbance, respectively, for facilitating the implementation of the ADP method. Convergence properties of the ADP method are developed to show that the system state will converge to a finite neighborhood of the equilibrium. The weight matrices of the critic and the two action networks are also convergent to finite neighborhoods of their optimal ones. Finally, the simulation results will show the effectiveness of the developed data-driven ADP methods.

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.

Stochastic optimization algorithms for barrier dividend strategies

NASA Astrophysics Data System (ADS)

Yin, G.; Song, Q. S.; Yang, H.

2009-01-01

This work focuses on finding optimal barrier policy for an insurance risk model when the dividends are paid to the share holders according to a barrier strategy. A new approach based on stochastic optimization methods is developed. Compared with the existing results in the literature, more general surplus processes are considered. Precise models of the surplus need not be known; only noise-corrupted observations of the dividends are used. Using barrier-type strategies, a class of stochastic optimization algorithms are developed. Convergence of the algorithm is analyzed; rate of convergence is also provided. Numerical results are reported to demonstrate the performance of the algorithm.

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.

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

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

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

NASA Technical Reports Server (NTRS)

Gibson, J. S.; Adamian, A.

1988-01-01

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

Advancement of Bi-Level Integrated System Synthesis (BLISS)

NASA Technical Reports Server (NTRS)

Sobieszczanski-Sobieski, Jaroslaw; Emiley, Mark S.; Agte, Jeremy S.; Sandusky, Robert R., Jr.

2000-01-01

Bi-Level Integrated System Synthesis (BLISS) is a method for optimization of an engineering system, e.g., an aerospace vehicle. BLISS consists of optimizations at the subsystem (module) and system levels to divide the overall large optimization task into sets of smaller ones that can be executed concurrently. In the initial version of BLISS that was introduced and documented in previous publications, analysis in the modules was kept at the early conceptual design level. This paper reports on the next step in the BLISS development in which the fidelity of the aerodynamic drag and structural stress and displacement analyses were upgraded while the method's satisfactory convergence rate was retained.

Flow analysis and design optimization methods for nozzle afterbody of a hypersonic vehicle

NASA Technical Reports Server (NTRS)

Baysal, Oktay

1991-01-01

This report summarizes the methods developed for the aerodynamic analysis and the shape optimization of the nozzle-afterbody section of a hypersonic vehicle. Initially, exhaust gases were assumed to be air. Internal-external flows around a single scramjet module were analyzed by solving the three dimensional Navier-Stokes equations. Then, exhaust gases were simulated by a cold mixture of Freon and Argon. Two different models were used to compute these multispecies flows as they mixed with the hypersonic airflow. Surface and off-surface properties were successfully compared with the experimental data. In the second phase of this project, the Aerodynamic Design Optimization with Sensitivity analysis (ADOS) was developed. Pre and post optimization sensitivity coefficients were derived and used in this quasi-analytical method. These coefficients were also used to predict inexpensively the flow field around a changed shape when the flow field of an unchanged shape was given. Starting with totally arbitrary initial afterbody shapes, independent computations were converged to the same optimum shape, which rendered the maximum axial thrust.

Strong convergence and convergence rates of approximating solutions for algebraic Riccati equations in Hilbert spaces

NASA Technical Reports Server (NTRS)

Ito, Kazufumi

1987-01-01

The linear quadratic optimal control problem on infinite time interval for linear time-invariant systems defined on Hilbert spaces is considered. The optimal control is given by a feedback form in terms of solution pi to the associated algebraic Riccati equation (ARE). A Ritz type approximation is used to obtain a sequence pi sup N of finite dimensional approximations of the solution to ARE. A sufficient condition that shows pi sup N converges strongly to pi is obtained. Under this condition, a formula is derived which can be used to obtain a rate of convergence of pi sup N to pi. The results of the Galerkin approximation is demonstrated and applied for parabolic systems and the averaging approximation for hereditary differential systems.

Operator induced multigrid algorithms using semirefinement

NASA Technical Reports Server (NTRS)

Decker, Naomi; Vanrosendale, John

1989-01-01

A variant of multigrid, based on zebra relaxation, and a new family of restriction/prolongation operators is described. Using zebra relaxation in combination with an operator-induced prolongation leads to fast convergence, since the coarse grid can correct all error components. The resulting algorithms are not only fast, but are also robust, in the sense that the convergence rate is insensitive to the mesh aspect ratio. This is true even though line relaxation is performed in only one direction. Multigrid becomes a direct method if an operator-induced prolongation is used, together with the induced coarse grid operators. Unfortunately, this approach leads to stencils which double in size on each coarser grid. The use of an implicit three point restriction can be used to factor these large stencils, in order to retain the usual five or nine point stencils, while still achieving fast convergence. This algorithm achieves a V-cycle convergence rate of 0.03 on Poisson's equation, using 1.5 zebra sweeps per level, while the convergence rate improves to 0.003 if optimal nine point stencils are used. Numerical results for two and three dimensional model problems are presented, together with a two level analysis explaining these results.

Utilization of the Discrete Differential Evolution for Optimization in Multidimensional Point Clouds.

PubMed

Uher, Vojtěch; Gajdoš, Petr; Radecký, Michal; Snášel, Václav

2016-01-01

The Differential Evolution (DE) is a widely used bioinspired optimization algorithm developed by Storn and Price. It is popular for its simplicity and robustness. This algorithm was primarily designed for real-valued problems and continuous functions, but several modified versions optimizing both integer and discrete-valued problems have been developed. The discrete-coded DE has been mostly used for combinatorial problems in a set of enumerative variants. However, the DE has a great potential in the spatial data analysis and pattern recognition. This paper formulates the problem as a search of a combination of distinct vertices which meet the specified conditions. It proposes a novel approach called the Multidimensional Discrete Differential Evolution (MDDE) applying the principle of the discrete-coded DE in discrete point clouds (PCs). The paper examines the local searching abilities of the MDDE and its convergence to the global optimum in the PCs. The multidimensional discrete vertices cannot be simply ordered to get a convenient course of the discrete data, which is crucial for good convergence of a population. A novel mutation operator utilizing linear ordering of spatial data based on the space filling curves is introduced. The algorithm is tested on several spatial datasets and optimization problems. The experiments show that the MDDE is an efficient and fast method for discrete optimizations in the multidimensional point clouds.

Utilization of the Discrete Differential Evolution for Optimization in Multidimensional Point Clouds

PubMed Central

Radecký, Michal; Snášel, Václav

2016-01-01

The Differential Evolution (DE) is a widely used bioinspired optimization algorithm developed by Storn and Price. It is popular for its simplicity and robustness. This algorithm was primarily designed for real-valued problems and continuous functions, but several modified versions optimizing both integer and discrete-valued problems have been developed. The discrete-coded DE has been mostly used for combinatorial problems in a set of enumerative variants. However, the DE has a great potential in the spatial data analysis and pattern recognition. This paper formulates the problem as a search of a combination of distinct vertices which meet the specified conditions. It proposes a novel approach called the Multidimensional Discrete Differential Evolution (MDDE) applying the principle of the discrete-coded DE in discrete point clouds (PCs). The paper examines the local searching abilities of the MDDE and its convergence to the global optimum in the PCs. The multidimensional discrete vertices cannot be simply ordered to get a convenient course of the discrete data, which is crucial for good convergence of a population. A novel mutation operator utilizing linear ordering of spatial data based on the space filling curves is introduced. The algorithm is tested on several spatial datasets and optimization problems. The experiments show that the MDDE is an efficient and fast method for discrete optimizations in the multidimensional point clouds. PMID:27974884

Blocking reduction of Landsat Thematic Mapper JPEG browse images using optimal PSNR estimated spectra adaptive postfiltering

NASA Technical Reports Server (NTRS)

Linares, Irving; Mersereau, Russell M.; Smith, Mark J. T.

1994-01-01

Two representative sample images of Band 4 of the Landsat Thematic Mapper are compressed with the JPEG algorithm at 8:1, 16:1 and 24:1 Compression Ratios for experimental browsing purposes. We then apply the Optimal PSNR Estimated Spectra Adaptive Postfiltering (ESAP) algorithm to reduce the DCT blocking distortion. ESAP reduces the blocking distortion while preserving most of the image's edge information by adaptively postfiltering the decoded image using the block's spectral information already obtainable from each block's DCT coefficients. The algorithm iteratively applied a one dimensional log-sigmoid weighting function to the separable interpolated local block estimated spectra of the decoded image until it converges to the optimal PSNR with respect to the original using a 2-D steepest ascent search. Convergence is obtained in a few iterations for integer parameters. The optimal logsig parameters are transmitted to the decoder as a negligible byte of overhead data. A unique maxima is guaranteed due to the 2-D asymptotic exponential overshoot shape of the surface generated by the algorithm. ESAP is based on a DFT analysis of the DCT basis functions. It is implemented with pixel-by-pixel spatially adaptive separable FIR postfilters. PSNR objective improvements between 0.4 to 0.8 dB are shown together with their corresponding optimal PSNR adaptive postfiltered images.

A class of finite-time dual neural networks for solving quadratic programming problems and its k-winners-take-all application.

PubMed

Li, Shuai; Li, Yangming; Wang, Zheng

2013-03-01

This paper presents a class of recurrent neural networks to solve quadratic programming problems. Different from most existing recurrent neural networks for solving quadratic programming problems, the proposed neural network model converges in finite time and the activation function is not required to be a hard-limiting function for finite convergence time. The stability, finite-time convergence property and the optimality of the proposed neural network for solving the original quadratic programming problem are proven in theory. Extensive simulations are performed to evaluate the performance of the neural network with different parameters. In addition, the proposed neural network is applied to solving the k-winner-take-all (k-WTA) problem. Both theoretical analysis and numerical simulations validate the effectiveness of our method for solving the k-WTA problem. Copyright © 2012 Elsevier Ltd. All rights reserved.

Bayesian ensemble refinement by replica simulations and reweighting.

PubMed

Hummer, Gerhard; Köfinger, Jürgen

2015-12-28

We describe different Bayesian ensemble refinement methods, examine their interrelation, and discuss their practical application. With ensemble refinement, the properties of dynamic and partially disordered (bio)molecular structures can be characterized by integrating a wide range of experimental data, including measurements of ensemble-averaged observables. We start from a Bayesian formulation in which the posterior is a functional that ranks different configuration space distributions. By maximizing this posterior, we derive an optimal Bayesian ensemble distribution. For discrete configurations, this optimal distribution is identical to that obtained by the maximum entropy "ensemble refinement of SAXS" (EROS) formulation. Bayesian replica ensemble refinement enhances the sampling of relevant configurations by imposing restraints on averages of observables in coupled replica molecular dynamics simulations. We show that the strength of the restraints should scale linearly with the number of replicas to ensure convergence to the optimal Bayesian result in the limit of infinitely many replicas. In the "Bayesian inference of ensembles" method, we combine the replica and EROS approaches to accelerate the convergence. An adaptive algorithm can be used to sample directly from the optimal ensemble, without replicas. We discuss the incorporation of single-molecule measurements and dynamic observables such as relaxation parameters. The theoretical analysis of different Bayesian ensemble refinement approaches provides a basis for practical applications and a starting point for further investigations.

Bayesian ensemble refinement by replica simulations and reweighting

NASA Astrophysics Data System (ADS)

Hummer, Gerhard; Köfinger, Jürgen

2015-12-01

We describe different Bayesian ensemble refinement methods, examine their interrelation, and discuss their practical application. With ensemble refinement, the properties of dynamic and partially disordered (bio)molecular structures can be characterized by integrating a wide range of experimental data, including measurements of ensemble-averaged observables. We start from a Bayesian formulation in which the posterior is a functional that ranks different configuration space distributions. By maximizing this posterior, we derive an optimal Bayesian ensemble distribution. For discrete configurations, this optimal distribution is identical to that obtained by the maximum entropy "ensemble refinement of SAXS" (EROS) formulation. Bayesian replica ensemble refinement enhances the sampling of relevant configurations by imposing restraints on averages of observables in coupled replica molecular dynamics simulations. We show that the strength of the restraints should scale linearly with the number of replicas to ensure convergence to the optimal Bayesian result in the limit of infinitely many replicas. In the "Bayesian inference of ensembles" method, we combine the replica and EROS approaches to accelerate the convergence. An adaptive algorithm can be used to sample directly from the optimal ensemble, without replicas. We discuss the incorporation of single-molecule measurements and dynamic observables such as relaxation parameters. The theoretical analysis of different Bayesian ensemble refinement approaches provides a basis for practical applications and a starting point for further investigations.

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

PubMed

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

2017-01-01

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

Convergent Evolution of Mechanically Optimal Locomotion in Aquatic Invertebrates and Vertebrates

PubMed Central

Bale, Rahul; Neveln, Izaak D.; Bhalla, Amneet Pal Singh

2015-01-01

Examples of animals evolving similar traits despite the absence of that trait in the last common ancestor, such as the wing and camera-type lens eye in vertebrates and invertebrates, are called cases of convergent evolution. Instances of convergent evolution of locomotory patterns that quantitatively agree with the mechanically optimal solution are very rare. Here, we show that, with respect to a very diverse group of aquatic animals, a mechanically optimal method of swimming with elongated fins has evolved independently at least eight times in both vertebrate and invertebrate swimmers across three different phyla. Specifically, if we take the length of an undulation along an animal’s fin during swimming and divide it by the mean amplitude of undulations along the fin length, the result is consistently around twenty. We call this value the optimal specific wavelength (OSW). We show that the OSW maximizes the force generated by the body, which also maximizes swimming speed. We hypothesize a mechanical basis for this optimality and suggest reasons for its repeated emergence through evolution. PMID:25919026

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

NASA Astrophysics Data System (ADS)

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

2016-01-01

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

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

NASA Technical Reports Server (NTRS)

Pironneau, O.; Polak, E.

1973-01-01

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

Application of Improved APO Algorithm in Vulnerability Assessment and Reconstruction of Microgrid

NASA Astrophysics Data System (ADS)

Xie, Jili; Ma, Hailing

2018-01-01

Artificial Physics Optimization (APO) has good global search ability and can avoid the premature convergence phenomenon in PSO algorithm, which has good stability of fast convergence and robustness. On the basis of APO of the vector model, a reactive power optimization algorithm based on improved APO algorithm is proposed for the static structure and dynamic operation characteristics of microgrid. The simulation test is carried out through the IEEE 30-bus system and the result shows that the algorithm has better efficiency and accuracy compared with other optimization algorithms.

PS-FW: A Hybrid Algorithm Based on Particle Swarm and Fireworks for Global Optimization

PubMed Central

Chen, Shuangqing; Wei, Lixin; Guan, Bing

2018-01-01

Particle swarm optimization (PSO) and fireworks algorithm (FWA) are two recently developed optimization methods which have been applied in various areas due to their simplicity and efficiency. However, when being applied to high-dimensional optimization problems, PSO algorithm may be trapped in the local optima owing to the lack of powerful global exploration capability, and fireworks algorithm is difficult to converge in some cases because of its relatively low local exploitation efficiency for noncore fireworks. In this paper, a hybrid algorithm called PS-FW is presented, in which the modified operators of FWA are embedded into the solving process of PSO. In the iteration process, the abandonment and supplement mechanism is adopted to balance the exploration and exploitation ability of PS-FW, and the modified explosion operator and the novel mutation operator are proposed to speed up the global convergence and to avoid prematurity. To verify the performance of the proposed PS-FW algorithm, 22 high-dimensional benchmark functions have been employed, and it is compared with PSO, FWA, stdPSO, CPSO, CLPSO, FIPS, Frankenstein, and ALWPSO algorithms. Results show that the PS-FW algorithm is an efficient, robust, and fast converging optimization method for solving global optimization problems. PMID:29675036

Hybrid glowworm swarm optimization for task scheduling in the cloud environment

NASA Astrophysics Data System (ADS)

Zhou, Jing; Dong, Shoubin

2018-06-01

In recent years many heuristic algorithms have been proposed to solve task scheduling problems in the cloud environment owing to their optimization capability. This article proposes a hybrid glowworm swarm optimization (HGSO) based on glowworm swarm optimization (GSO), which uses a technique of evolutionary computation, a strategy of quantum behaviour based on the principle of neighbourhood, offspring production and random walk, to achieve more efficient scheduling with reasonable scheduling costs. The proposed HGSO reduces the redundant computation and the dependence on the initialization of GSO, accelerates the convergence and more easily escapes from local optima. The conducted experiments and statistical analysis showed that in most cases the proposed HGSO algorithm outperformed previous heuristic algorithms to deal with independent tasks.

Optimal least-squares finite element method for elliptic problems

NASA Technical Reports Server (NTRS)

Jiang, Bo-Nan; Povinelli, Louis A.

1991-01-01

An optimal least squares finite element method is proposed for two dimensional and three dimensional elliptic problems and its advantages are discussed over the mixed Galerkin method and the usual least squares finite element method. In the usual least squares finite element method, the second order equation (-Delta x (Delta u) + u = f) is recast as a first order system (-Delta x p + u = f, Delta u - p = 0). The error analysis and numerical experiment show that, in this usual least squares finite element method, the rate of convergence for flux p is one order lower than optimal. In order to get an optimal least squares method, the irrotationality Delta x p = 0 should be included in the first order system.

Adaptive disturbance compensation finite control set optimal control for PMSM systems based on sliding mode extended state observer

NASA Astrophysics Data System (ADS)

Wu, Yun-jie; Li, Guo-fei

2018-01-01

Based on sliding mode extended state observer (SMESO) technique, an adaptive disturbance compensation finite control set optimal control (FCS-OC) strategy is proposed for permanent magnet synchronous motor (PMSM) system driven by voltage source inverter (VSI). So as to improve robustness of finite control set optimal control strategy, a SMESO is proposed to estimate the output-effect disturbance. The estimated value is fed back to finite control set optimal controller for implementing disturbance compensation. It is indicated through theoretical analysis that the designed SMESO could converge in finite time. The simulation results illustrate that the proposed adaptive disturbance compensation FCS-OC possesses better dynamical response behavior in the presence of disturbance.

A hybrid nonlinear programming method for design optimization

NASA Technical Reports Server (NTRS)

Rajan, S. D.

1986-01-01

Solutions to engineering design problems formulated as nonlinear programming (NLP) problems usually require the use of more than one optimization technique. Moreover, the interaction between the user (analysis/synthesis) program and the NLP system can lead to interface, scaling, or convergence problems. An NLP solution system is presented that seeks to solve these problems by providing a programming system to ease the user-system interface. A simple set of rules is used to select an optimization technique or to switch from one technique to another in an attempt to detect, diagnose, and solve some potential problems. Numerical examples involving finite element based optimal design of space trusses and rotor bearing systems are used to illustrate the applicability of the proposed methodology.

Optimal discrete-time LQR problems for parabolic systems with unbounded input: Approximation and convergence

NASA Technical Reports Server (NTRS)

Rosen, I. G.

1988-01-01

An abstract approximation and convergence theory for the closed-loop solution of discrete-time linear-quadratic regulator problems for parabolic systems with unbounded input is developed. Under relatively mild stabilizability and detectability assumptions, functional analytic, operator techniques are used to demonstrate the norm convergence of Galerkin-based approximations to the optimal feedback control gains. The application of the general theory to a class of abstract boundary control systems is considered. Two examples, one involving the Neumann boundary control of a one-dimensional heat equation, and the other, the vibration control of a cantilevered viscoelastic beam via shear input at the free end, are discussed.

RES: Regularized Stochastic BFGS Algorithm

NASA Astrophysics Data System (ADS)

Mokhtari, Aryan; Ribeiro, Alejandro

2014-12-01

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

Error field optimization in DIII-D using extremum seeking control

NASA Astrophysics Data System (ADS)

Lanctot, M. J.; Olofsson, K. E. J.; Capella, M.; Humphreys, D. A.; Eidietis, N.; Hanson, J. M.; Paz-Soldan, C.; Strait, E. J.; Walker, M. L.

2016-07-01

DIII-D experiments have demonstrated a new real-time approach to tokamak error field control based on maximizing the toroidal angular momentum. This approach uses extremum seeking control theory to optimize the error field in real time without inducing instabilities. Slowly-rotating n  =  1 fields (the dither), generated by external coils, are used to perturb the angular momentum, monitored in real-time using a charge-exchange spectroscopy diagnostic. Simple signal processing of the rotation measurements extracts information about the rotation gradient with respect to the control coil currents. This information is used to converge the control coil currents to a point that maximizes the toroidal angular momentum. The technique is well-suited for multi-coil, multi-harmonic error field optimizations in disruption sensitive devices as it does not require triggering locked tearing modes or plasma current disruptions. Control simulations highlight the importance of the initial search direction on the rate of the convergence, and identify future algorithm upgrades that may allow more rapid convergence that projects to convergence times in ITER on the order of tens of seconds.

Non-linear Multidimensional Optimization for use in Wire Scanner Fitting

NASA Astrophysics Data System (ADS)

Henderson, Alyssa; Terzic, Balsa; Hofler, Alicia; Center Advanced Studies of Accelerators Collaboration

2014-03-01

To ensure experiment efficiency and quality from the Continuous Electron Beam Accelerator at Jefferson Lab, beam energy, size, and position must be measured. Wire scanners are devices inserted into the beamline to produce measurements which are used to obtain beam properties. Extracting physical information from the wire scanner measurements begins by fitting Gaussian curves to the data. This study focuses on optimizing and automating this curve-fitting procedure. We use a hybrid approach combining the efficiency of Newton Conjugate Gradient (NCG) method with the global convergence of three nature-inspired (NI) optimization approaches: genetic algorithm, differential evolution, and particle-swarm. In this Python-implemented approach, augmenting the locally-convergent NCG with one of the globally-convergent methods ensures the quality, robustness, and automation of curve-fitting. After comparing the methods, we establish that given an initial data-derived guess, each finds a solution with the same chi-square- a measurement of the agreement of the fit to the data. NCG is the fastest method, so it is the first to attempt data-fitting. The curve-fitting procedure escalates to one of the globally-convergent NI methods only if NCG fails, thereby ensuring a successful fit. This method allows for the most optimal signal fit and can be easily applied to similar problems.

Approximation of the Newton Step by a Defect Correction Process

NASA Technical Reports Server (NTRS)

Arian, E.; Batterman, A.; Sachs, E. W.

1999-01-01

In this paper, an optimal control problem governed by a partial differential equation is considered. The Newton step for this system can be computed by solving a coupled system of equations. To do this efficiently with an iterative defect correction process, a modifying operator is introduced into the system. This operator is motivated by local mode analysis. The operator can be used also for preconditioning in Generalized Minimum Residual (GMRES). We give a detailed convergence analysis for the defect correction process and show the derivation of the modifying operator. Numerical tests are done on the small disturbance shape optimization problem in two dimensions for the defect correction process and for GMRES.

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.

Study on transfer optimization of urban rail transit and conventional public transport

NASA Astrophysics Data System (ADS)

Wang, Jie; Sun, Quan Xin; Mao, Bao Hua

2018-04-01

This paper mainly studies the time optimization of feeder connection between rail transit and conventional bus in a shopping center. In order to achieve the goal of connecting rail transportation effectively and optimizing the convergence between the two transportations, the things had to be done are optimizing the departure intervals, shorting the passenger transfer time and improving the service level of public transit. Based on the goal that has the minimum of total waiting time of passengers and the number of start of classes, establish the optimizing model of bus connecting of departure time. This model has some constrains such as transfer time, load factor, and the convergence of public transportation grid spacing. It solves the problems by using genetic algorithms.

Robust Adaptive Modified Newton Algorithm for Generalized Eigendecomposition and Its Application

NASA Astrophysics Data System (ADS)

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

2007-12-01

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

Multi-views storage model and access methods of conversation history in converged IP messaging system

NASA Astrophysics Data System (ADS)

Lu, Meilian; Yang, Dong; Zhou, Xing

2013-03-01

Based on the analysis of the requirements of conversation history storage in CPM (Converged IP Messaging) system, a Multi-views storage model and access methods of conversation history are proposed. The storage model separates logical views from physical storage and divides the storage into system managed region and user managed region. It simultaneously supports conversation view, system pre-defined view and user-defined view of storage. The rationality and feasibility of multi-view presentation, the physical storage model and access methods are validated through the implemented prototype. It proves that, this proposal has good scalability, which will help to optimize the physical data storage structure and improve storage performance.

Modified dwell time optimization model and its applications in subaperture polishing.

PubMed

Dong, Zhichao; Cheng, Haobo; Tam, Hon-Yuen

2014-05-20

The optimization of dwell time is an important procedure in deterministic subaperture polishing. We present a modified optimization model of dwell time by iterative and numerical method, assisted by extended surface forms and tool paths for suppressing the edge effect. Compared with discrete convolution and linear equation models, the proposed model has essential compatibility with arbitrary tool paths, multiple tool influence functions (TIFs) in one optimization, and asymmetric TIFs. The emulational fabrication of a Φ200  mm workpiece by the proposed model yields a smooth, continuous, and non-negative dwell time map with a root-mean-square (RMS) convergence rate of 99.6%, and the optimization costs much less time. By the proposed model, influences of TIF size and path interval to convergence rate and polishing time are optimized, respectively, for typical low and middle spatial-frequency errors. Results show that (1) the TIF size is nonlinear inversely proportional to convergence rate and polishing time. A TIF size of ~1/7 workpiece size is preferred; (2) the polishing time is less sensitive to path interval, but increasing the interval markedly reduces the convergence rate. A path interval of ~1/8-1/10 of the TIF size is deemed to be appropriate. The proposed model is deployed on a JR-1800 and MRF-180 machine. Figuring results of Φ920  mm Zerodur paraboloid and Φ100  mm Zerodur plane by them yield RMS of 0.016λ and 0.013λ (λ=632.8  nm), respectively, and thereby validate the feasibility of proposed dwell time model used for subaperture polishing.

Exploratory power of the harmony search algorithm: analysis and improvements for global numerical optimization.

PubMed

Das, Swagatam; Mukhopadhyay, Arpan; Roy, Anwit; Abraham, Ajith; Panigrahi, Bijaya K

2011-02-01

The theoretical analysis of evolutionary algorithms is believed to be very important for understanding their internal search mechanism and thus to develop more efficient algorithms. This paper presents a simple mathematical analysis of the explorative search behavior of a recently developed metaheuristic algorithm called harmony search (HS). HS is a derivative-free real parameter optimization algorithm, and it draws inspiration from the musical improvisation process of searching for a perfect state of harmony. This paper analyzes the evolution of the population-variance over successive generations in HS and thereby draws some important conclusions regarding the explorative power of HS. A simple but very useful modification to the classical HS has been proposed in light of the mathematical analysis undertaken here. A comparison with the most recently published variants of HS and four other state-of-the-art optimization algorithms over 15 unconstrained and five constrained benchmark functions reflects the efficiency of the modified HS in terms of final accuracy, convergence speed, and robustness.

QPSO-Based Adaptive DNA Computing Algorithm

PubMed Central

Karakose, Mehmet; Cigdem, Ugur

2013-01-01

DNA (deoxyribonucleic acid) computing that is a new computation model based on DNA molecules for information storage has been increasingly used for optimization and data analysis in recent years. However, DNA computing algorithm has some limitations in terms of convergence speed, adaptability, and effectiveness. In this paper, a new approach for improvement of DNA computing is proposed. This new approach aims to perform DNA computing algorithm with adaptive parameters towards the desired goal using quantum-behaved particle swarm optimization (QPSO). Some contributions provided by the proposed QPSO based on adaptive DNA computing algorithm are as follows: (1) parameters of population size, crossover rate, maximum number of operations, enzyme and virus mutation rate, and fitness function of DNA computing algorithm are simultaneously tuned for adaptive process, (2) adaptive algorithm is performed using QPSO algorithm for goal-driven progress, faster operation, and flexibility in data, and (3) numerical realization of DNA computing algorithm with proposed approach is implemented in system identification. Two experiments with different systems were carried out to evaluate the performance of the proposed approach with comparative results. Experimental results obtained with Matlab and FPGA demonstrate ability to provide effective optimization, considerable convergence speed, and high accuracy according to DNA computing algorithm. PMID:23935409

Optimizing convergence rates of alternating minimization reconstruction algorithms for real-time explosive detection applications

NASA Astrophysics Data System (ADS)

Bosch, Carl; Degirmenci, Soysal; Barlow, Jason; Mesika, Assaf; Politte, David G.; O'Sullivan, Joseph A.

2016-05-01

X-ray computed tomography reconstruction for medical, security and industrial applications has evolved through 40 years of experience with rotating gantry scanners using analytic reconstruction techniques such as filtered back projection (FBP). In parallel, research into statistical iterative reconstruction algorithms has evolved to apply to sparse view scanners in nuclear medicine, low data rate scanners in Positron Emission Tomography (PET) [5, 7, 10] and more recently to reduce exposure to ionizing radiation in conventional X-ray CT scanners. Multiple approaches to statistical iterative reconstruction have been developed based primarily on variations of expectation maximization (EM) algorithms. The primary benefit of EM algorithms is the guarantee of convergence that is maintained when iterative corrections are made within the limits of convergent algorithms. The primary disadvantage, however is that strict adherence to correction limits of convergent algorithms extends the number of iterations and ultimate timeline to complete a 3D volumetric reconstruction. Researchers have studied methods to accelerate convergence through more aggressive corrections [1], ordered subsets [1, 3, 4, 9] and spatially variant image updates. In this paper we describe the development of an AM reconstruction algorithm with accelerated convergence for use in a real-time explosive detection application for aviation security. By judiciously applying multiple acceleration techniques and advanced GPU processing architectures, we are able to perform 3D reconstruction of scanned passenger baggage at a rate of 75 slices per second. Analysis of the results on stream of commerce passenger bags demonstrates accelerated convergence by factors of 8 to 15, when comparing images from accelerated and strictly convergent algorithms.

Discrete-Time Stable Generalized Self-Learning Optimal Control With Approximation Errors.

PubMed

Wei, Qinglai; Li, Benkai; Song, Ruizhuo

2018-04-01

In this paper, a generalized policy iteration (GPI) algorithm with approximation errors is developed for solving infinite horizon optimal control problems for nonlinear systems. The developed stable GPI algorithm provides a general structure of discrete-time iterative adaptive dynamic programming algorithms, by which most of the discrete-time reinforcement learning algorithms can be described using the GPI structure. It is for the first time that approximation errors are explicitly considered in the GPI algorithm. The properties of the stable GPI algorithm with approximation errors are analyzed. The admissibility of the approximate iterative control law can be guaranteed if the approximation errors satisfy the admissibility criteria. The convergence of the developed algorithm is established, which shows that the iterative value function is convergent to a finite neighborhood of the optimal performance index function, if the approximate errors satisfy the convergence criterion. Finally, numerical examples and comparisons are presented.

Annealing Ant Colony Optimization with Mutation Operator for Solving TSP.

PubMed

Mohsen, Abdulqader M

2016-01-01

Ant Colony Optimization (ACO) has been successfully applied to solve a wide range of combinatorial optimization problems such as minimum spanning tree, traveling salesman problem, and quadratic assignment problem. Basic ACO has drawbacks of trapping into local minimum and low convergence rate. Simulated annealing (SA) and mutation operator have the jumping ability and global convergence; and local search has the ability to speed up the convergence. Therefore, this paper proposed a hybrid ACO algorithm integrating the advantages of ACO, SA, mutation operator, and local search procedure to solve the traveling salesman problem. The core of algorithm is based on the ACO. SA and mutation operator were used to increase the ants population diversity from time to time and the local search was used to exploit the current search area efficiently. The comparative experiments, using 24 TSP instances from TSPLIB, show that the proposed algorithm outperformed some well-known algorithms in the literature in terms of solution quality.

Delineating the joint hierarchical structure of clinical and personality disorders in an outpatient psychiatric sample.

PubMed

Forbes, Miriam K; Kotov, Roman; Ruggero, Camilo J; Watson, David; Zimmerman, Mark; Krueger, Robert F

2017-11-01

A large body of research has focused on identifying the optimal number of dimensions - or spectra - to model individual differences in psychopathology. Recently, it has become increasingly clear that ostensibly competing models with varying numbers of spectra can be synthesized in empirically derived hierarchical structures. We examined the convergence between top-down (bass-ackwards or sequential principal components analysis) and bottom-up (hierarchical agglomerative cluster analysis) statistical methods for elucidating hierarchies to explicate the joint hierarchical structure of clinical and personality disorders. Analyses examined 24 clinical and personality disorders based on semi-structured clinical interviews in an outpatient psychiatric sample (n=2900). The two methods of hierarchical analysis converged on a three-tier joint hierarchy of psychopathology. At the lowest tier, there were seven spectra - disinhibition, antagonism, core thought disorder, detachment, core internalizing, somatoform, and compulsivity - that emerged in both methods. These spectra were nested under the same three higher-order superspectra in both methods: externalizing, broad thought dysfunction, and broad internalizing. In turn, these three superspectra were nested under a single general psychopathology spectrum, which represented the top tier of the hierarchical structure. The hierarchical structure mirrors and extends upon past research, with the inclusion of a novel compulsivity spectrum, and the finding that psychopathology is organized in three superordinate domains. This hierarchy can thus be used as a flexible and integrative framework to facilitate psychopathology research with varying levels of specificity (i.e., focusing on the optimal level of detailed information, rather than the optimal number of factors). Copyright © 2017 Elsevier Inc. All rights reserved.

Robust L1-norm two-dimensional linear discriminant analysis.

PubMed

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

2015-05-01

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

Pulmonary Nodule Recognition Based on Multiple Kernel Learning Support Vector Machine-PSO

PubMed Central

Zhu, Zhichuan; Zhao, Qingdong; Liu, Liwei; Zhang, Lijuan

2018-01-01

Pulmonary nodule recognition is the core module of lung CAD. The Support Vector Machine (SVM) algorithm has been widely used in pulmonary nodule recognition, and the algorithm of Multiple Kernel Learning Support Vector Machine (MKL-SVM) has achieved good results therein. Based on grid search, however, the MKL-SVM algorithm needs long optimization time in course of parameter optimization; also its identification accuracy depends on the fineness of grid. In the paper, swarm intelligence is introduced and the Particle Swarm Optimization (PSO) is combined with MKL-SVM algorithm to be MKL-SVM-PSO algorithm so as to realize global optimization of parameters rapidly. In order to obtain the global optimal solution, different inertia weights such as constant inertia weight, linear inertia weight, and nonlinear inertia weight are applied to pulmonary nodules recognition. The experimental results show that the model training time of the proposed MKL-SVM-PSO algorithm is only 1/7 of the training time of the MKL-SVM grid search algorithm, achieving better recognition effect. Moreover, Euclidean norm of normalized error vector is proposed to measure the proximity between the average fitness curve and the optimal fitness curve after convergence. Through statistical analysis of the average of 20 times operation results with different inertial weights, it can be seen that the dynamic inertial weight is superior to the constant inertia weight in the MKL-SVM-PSO algorithm. In the dynamic inertial weight algorithm, the parameter optimization time of nonlinear inertia weight is shorter; the average fitness value after convergence is much closer to the optimal fitness value, which is better than the linear inertial weight. Besides, a better nonlinear inertial weight is verified. PMID:29853983

Pulmonary Nodule Recognition Based on Multiple Kernel Learning Support Vector Machine-PSO.

PubMed

Li, Yang; Zhu, Zhichuan; Hou, Alin; Zhao, Qingdong; Liu, Liwei; Zhang, Lijuan

2018-01-01

Pulmonary nodule recognition is the core module of lung CAD. The Support Vector Machine (SVM) algorithm has been widely used in pulmonary nodule recognition, and the algorithm of Multiple Kernel Learning Support Vector Machine (MKL-SVM) has achieved good results therein. Based on grid search, however, the MKL-SVM algorithm needs long optimization time in course of parameter optimization; also its identification accuracy depends on the fineness of grid. In the paper, swarm intelligence is introduced and the Particle Swarm Optimization (PSO) is combined with MKL-SVM algorithm to be MKL-SVM-PSO algorithm so as to realize global optimization of parameters rapidly. In order to obtain the global optimal solution, different inertia weights such as constant inertia weight, linear inertia weight, and nonlinear inertia weight are applied to pulmonary nodules recognition. The experimental results show that the model training time of the proposed MKL-SVM-PSO algorithm is only 1/7 of the training time of the MKL-SVM grid search algorithm, achieving better recognition effect. Moreover, Euclidean norm of normalized error vector is proposed to measure the proximity between the average fitness curve and the optimal fitness curve after convergence. Through statistical analysis of the average of 20 times operation results with different inertial weights, it can be seen that the dynamic inertial weight is superior to the constant inertia weight in the MKL-SVM-PSO algorithm. In the dynamic inertial weight algorithm, the parameter optimization time of nonlinear inertia weight is shorter; the average fitness value after convergence is much closer to the optimal fitness value, which is better than the linear inertial weight. Besides, a better nonlinear inertial weight is verified.

A Subsonic Aircraft Design Optimization With Neural Network and Regression Approximators

NASA Technical Reports Server (NTRS)

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

2004-01-01

The Flight-Optimization-System (FLOPS) code encountered difficulty in analyzing a subsonic aircraft. The limitation made the design optimization problematic. The deficiencies have been alleviated through use of neural network and regression approximations. The insight gained from using the approximators is discussed in this paper. The FLOPS code is reviewed. Analysis models are developed and validated for each approximator. The regression method appears to hug the data points, while the neural network approximation follows a mean path. For an analysis cycle, the approximate model required milliseconds of central processing unit (CPU) time versus seconds by the FLOPS code. Performance of the approximators was satisfactory for aircraft analysis. A design optimization capability has been created by coupling the derived analyzers to the optimization test bed CometBoards. The approximators were efficient reanalysis tools in the aircraft design optimization. Instability encountered in the FLOPS analyzer was eliminated. The convergence characteristics were improved for the design optimization. The CPU time required to calculate the optimum solution, measured in hours with the FLOPS code was reduced to minutes with the neural network approximation and to seconds with the regression method. Generation of the approximators required the manipulation of a very large quantity of data. Design sensitivity with respect to the bounds of aircraft constraints is easily generated.

Weighted Global Artificial Bee Colony Algorithm Makes Gas Sensor Deployment Efficient

PubMed Central

Jiang, Ye; He, Ziqing; Li, Yanhai; Xu, Zhengyi; Wei, Jianming

2016-01-01

This paper proposes an improved artificial bee colony algorithm named Weighted Global ABC (WGABC) algorithm, which is designed to improve the convergence speed in the search stage of solution search equation. The new method not only considers the effect of global factors on the convergence speed in the search phase, but also provides the expression of global factor weights. Experiment on benchmark functions proved that the algorithm can improve the convergence speed greatly. We arrive at the gas diffusion concentration based on the theory of CFD and then simulate the gas diffusion model with the influence of buildings based on the algorithm. Simulation verified the effectiveness of the WGABC algorithm in improving the convergence speed in optimal deployment scheme of gas sensors. Finally, it is verified that the optimal deployment method based on WGABC algorithm can improve the monitoring efficiency of sensors greatly as compared with the conventional deployment methods. PMID:27322262

The trust-region self-consistent field method in Kohn-Sham density-functional theory.

PubMed

Thøgersen, Lea; Olsen, Jeppe; Köhn, Andreas; Jørgensen, Poul; Sałek, Paweł; Helgaker, Trygve

2005-08-15

The trust-region self-consistent field (TRSCF) method is extended to the optimization of the Kohn-Sham energy. In the TRSCF method, both the Roothaan-Hall step and the density-subspace minimization step are replaced by trust-region optimizations of local approximations to the Kohn-Sham energy, leading to a controlled, monotonic convergence towards the optimized energy. Previously the TRSCF method has been developed for optimization of the Hartree-Fock energy, which is a simple quadratic function in the density matrix. However, since the Kohn-Sham energy is a nonquadratic function of the density matrix, the local energy functions must be generalized for use with the Kohn-Sham model. Such a generalization, which contains the Hartree-Fock model as a special case, is presented here. For comparison, a rederivation of the popular direct inversion in the iterative subspace (DIIS) algorithm is performed, demonstrating that the DIIS method may be viewed as a quasi-Newton method, explaining its fast local convergence. In the global region the convergence behavior of DIIS is less predictable. The related energy DIIS technique is also discussed and shown to be inappropriate for the optimization of the Kohn-Sham energy.

Computerized optimization of multiple isocentres in stereotactic convergent beam irradiation

NASA Astrophysics Data System (ADS)

Treuer, U.; Treuer, H.; Hoevels, M.; Müller, R. P.; Sturm, V.

1998-01-01

A method for the fully computerized determination and optimization of positions of target points and collimator sizes in convergent beam irradiation is presented. In conventional interactive trial and error methods, which are very time consuming, the treatment parameters are chosen according to the operator's experience and improved successively. This time is reduced significantly by the use of a computerized procedure. After the definition of target volume and organs at risk in the CT or MR scans, an initial configuration is created automatically. In the next step the target point positions and collimator diameters are optimized by the program. The aim of the optimization is to find a configuration for which a prescribed dose at the target surface is approximated as close as possible. At the same time dose peaks inside the target volume are minimized and organs at risk and tissue surrounding the target are spared. To enhance the speed of the optimization a fast method for approximate dose calculation in convergent beam irradiation is used. A possible application of the method for calculating the leaf positions when irradiating with a micromultileaf collimator is briefly discussed. The success of the procedure has been demonstrated for several clinical cases with up to six target points.

Psychometric properties of the mobility inventory for agoraphobia: convergent, discriminant, and criterion-related validity.

PubMed

Chambless, Dianne L; Sharpless, Brian A; Rodriguez, Dianeth; McCarthy, Kevin S; Milrod, Barbara L; Khalsa, Shabad-Ratan; Barber, Jacques P

2011-12-01

Aims of this study were (a) to summarize the psychometric literature on the Mobility Inventory for Agoraphobia (MIA), (b) to examine the convergent and discriminant validity of the MIA's Avoidance Alone and Avoidance Accompanied rating scales relative to clinical severity ratings of anxiety disorders from the Anxiety Disorders Interview Schedule (ADIS), and (c) to establish a cutoff score indicative of interviewers' diagnosis of agoraphobia for the Avoidance Alone scale. A meta-analytic synthesis of 10 published studies yielded positive evidence for internal consistency and convergent and discriminant validity of the scales. Participants in the present study were 129 people with a diagnosis of panic disorder. Internal consistency was excellent for this sample, α=.95 for AAC and .96 for AAL. When the MIA scales were correlated with interviewer ratings, evidence for convergent and discriminant validity for AAL was strong (convergent r with agoraphobia severity ratings=.63 vs. discriminant rs of .10-.29 for other anxiety disorders) and more modest but still positive for AAC (.54 vs. .01-.37). Receiver operating curve analysis indicated that the optimal operating point for AAL as an indicator of ADIS agoraphobia diagnosis was 1.61, which yielded sensitivity of .87 and specificity of .73. Copyright © 2011. Published by Elsevier Ltd.

Psychometric Properties of the Mobility Inventory for Agoraphobia: Convergent, Discriminant, and Criterion-Related Validity

PubMed Central

Chambless, Dianne L.; Sharpless, Brian A.; Rodriguez, Dianeth; McCarthy, Kevin S.; Milrod, Barbara L.; Khalsa, Shabad-Ratan; Barber, Jacques P.

2012-01-01

Aims of this study were (a) to summarize the psychometric literature on the Mobility Inventory for Agoraphobia (MIA), (b) to examine the convergent and discriminant validity of the MIA’s Avoidance Alone and Avoidance Accompanied rating scales relative to clinical severity ratings of anxiety disorders from the Anxiety Disorders Interview Schedule (ADIS), and (c) to establish a cutoff score indicative of interviewers’ diagnosis of agoraphobia for the Avoidance Alone scale. A meta-analytic synthesis of 10 published studies yielded positive evidence for internal consistency and convergent and discriminant validity of the scales. Participants in the present study were 129 people with a diagnosis of panic disorder. Internal consistency was excellent for this sample, α = .95 for AAC and .96 for AAL. When the MIA scales were correlated with interviewer ratings, evidence for convergent and discriminant validity for AAL was strong (convergent r with agoraphobia severity ratings = .63 vs. discriminant rs of .10-.29 for other anxiety disorders) and more modest but still positive for AAC (.54 vs. .01-.37). Receiver operating curve analysis indicated that the optimal operating point for AAL as an indicator of ADIS agoraphobia diagnosis was 1.61, which yielded sensitivity of .87 and specificity of .73. PMID:22035997

New convergence results for the scaled gradient projection method

NASA Astrophysics Data System (ADS)

Bonettini, S.; Prato, M.

2015-09-01

The aim of this paper is to deepen the convergence analysis of the scaled gradient projection (SGP) method, proposed by Bonettini et al in a recent paper for constrained smooth optimization. The main feature of SGP is the presence of a variable scaling matrix multiplying the gradient, which may change at each iteration. In the last few years, extensive numerical experimentation showed that SGP equipped with a suitable choice of the scaling matrix is a very effective tool for solving large scale variational problems arising in image and signal processing. In spite of the very reliable numerical results observed, only a weak convergence theorem is provided establishing that any limit point of the sequence generated by SGP is stationary. Here, under the only assumption that the objective function is convex and that a solution exists, we prove that the sequence generated by SGP converges to a minimum point, if the scaling matrices sequence satisfies a simple and implementable condition. Moreover, assuming that the gradient of the objective function is Lipschitz continuous, we are also able to prove the {O}(1/k) convergence rate with respect to the objective function values. Finally, we present the results of a numerical experience on some relevant image restoration problems, showing that the proposed scaling matrix selection rule performs well also from the computational point of view.

Non-linear Multidimensional Optimization for use in Wire Scanner Fitting

NASA Astrophysics Data System (ADS)

Henderson, Alyssa; Terzic, Balsa; Hofler, Alicia; CASA and Accelerator Ops Collaboration

2013-10-01

To ensure experiment efficiency and quality from the Continuous Electron Beam Accelerator at Jefferson Lab, beam energy, size, and position must be measured. Wire scanners are devices inserted into the beamline to produce measurements which are used to obtain beam properties. Extracting physical information from the wire scanner measurements begins by fitting Gaussian curves to the data. This study focuses on optimizing and automating this curve-fitting procedure. We use a hybrid approach combining the efficiency of Newton Conjugate Gradient (NCG) method with the global convergence of three nature-inspired (NI) optimization approaches: genetic algorithm, differential evolution, and particle-swarm. In this Python-implemented approach, augmenting the locally-convergent NCG with one of the globally-convergent methods ensures the quality, robustness, and automation of curve-fitting. After comparing the methods, we establish that given an initial data-derived guess, each finds a solution with the same chi-square- a measurement of the agreement of the fit to the data. NCG is the fastest method, so it is the first to attempt data-fitting. The curve-fitting procedure escalates to one of the globally-convergent NI methods only if NCG fails, thereby ensuring a successful fit. This method allows for the most optimal signal fit and can be easily applied to similar problems. Financial support from DoE, NSF, ODU, DoD, and Jefferson Lab.

The effect of statistical noise on IMRT plan quality and convergence for MC-based and MC-correction-based optimized treatment plans.

PubMed

Siebers, Jeffrey V

2008-04-04

Monte Carlo (MC) is rarely used for IMRT plan optimization outside of research centres due to the extensive computational resources or long computation times required to complete the process. Time can be reduced by degrading the statistical precision of the MC dose calculation used within the optimization loop. However, this eventually introduces optimization convergence errors (OCEs). This study determines the statistical noise levels tolerated during MC-IMRT optimization under the condition that the optimized plan has OCEs <100 cGy (1.5% of the prescription dose) for MC-optimized IMRT treatment plans.Seven-field prostate IMRT treatment plans for 10 prostate patients are used in this study. Pre-optimization is performed for deliverable beams with a pencil-beam (PB) dose algorithm. Further deliverable-based optimization proceeds using: (1) MC-based optimization, where dose is recomputed with MC after each intensity update or (2) a once-corrected (OC) MC-hybrid optimization, where a MC dose computation defines beam-by-beam dose correction matrices that are used during a PB-based optimization. Optimizations are performed with nominal per beam MC statistical precisions of 2, 5, 8, 10, 15, and 20%. Following optimizer convergence, beams are re-computed with MC using 2% per beam nominal statistical precision and the 2 PTV and 10 OAR dose indices used in the optimization objective function are tallied. For both the MC-optimization and OC-optimization methods, statistical equivalence tests found that OCEs are less than 1.5% of the prescription dose for plans optimized with nominal statistical uncertainties of up to 10% per beam. The achieved statistical uncertainty in the patient for the 10% per beam simulations from the combination of the 7 beams is ~3% with respect to maximum dose for voxels with D>0.5D(max). The MC dose computation time for the OC-optimization is only 6.2 minutes on a single 3 Ghz processor with results clinically equivalent to high precision MC computations.

A Coarse-Alignment Method Based on the Optimal-REQUEST Algorithm

PubMed Central

Zhu, Yongyun

2018-01-01

In this paper, we proposed a coarse-alignment method for strapdown inertial navigation systems based on attitude determination. The observation vectors, which can be obtained by inertial sensors, usually contain various types of noise, which affects the convergence rate and the accuracy of the coarse alignment. Given this drawback, we studied an attitude-determination method named optimal-REQUEST, which is an optimal method for attitude determination that is based on observation vectors. Compared to the traditional attitude-determination method, the filtering gain of the proposed method is tuned autonomously; thus, the convergence rate of the attitude determination is faster than in the traditional method. Within the proposed method, we developed an iterative method for determining the attitude quaternion. We carried out simulation and turntable tests, which we used to validate the proposed method’s performance. The experiment’s results showed that the convergence rate of the proposed optimal-REQUEST algorithm is faster and that the coarse alignment’s stability is higher. In summary, the proposed method has a high applicability to practical systems. PMID:29337895

Error field optimization in DIII-D using extremum seeking control

DOE PAGES

Lanctot, M. J.; Olofsson, K. E. J.; Capella, M.; ...

2016-06-03

A closed-loop error field control algorithm is implemented in the Plasma Control System of the DIII-D tokamak and used to identify optimal control currents during a single plasma discharge. The algorithm, based on established extremum seeking control theory, exploits the link in tokamaks between maximizing the toroidal angular momentum and minimizing deleterious non-axisymmetric magnetic fields. Slowly-rotating n = 1 fields (the dither), generated by external coils, are used to perturb the angular momentum, monitored in real-time using a charge-exchange spectroscopy diagnostic. Simple signal processing of the rotation measurements extracts information about the rotation gradient with respect to the control coilmore » currents. This information is used to converge the control coil currents to a point that maximizes the toroidal angular momentum. The technique is well-suited for multi-coil, multi-harmonic error field optimizations in disruption sensitive devices as it does not require triggering locked tearing modes or plasma current disruptions. Control simulations highlight the importance of the initial search direction on the rate of the convergence, and identify future algorithm upgrades that may allow more rapid convergence that projects to convergence times in ITER on the order of tens of seconds.« less

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

NASA Technical Reports Server (NTRS)

Arian, Eyal; Taasan, Shlomo

1994-01-01

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

Angular filter refractometry analysis using simulated annealing.

PubMed

Angland, P; Haberberger, D; Ivancic, S T; Froula, D H

2017-10-01

Angular filter refractometry (AFR) is a novel technique used to characterize the density profiles of laser-produced, long-scale-length plasmas [Haberberger et al., Phys. Plasmas 21, 056304 (2014)]. A new method of analysis for AFR images was developed using an annealing algorithm to iteratively converge upon a solution. A synthetic AFR image is constructed by a user-defined density profile described by eight parameters, and the algorithm systematically alters the parameters until the comparison is optimized. The optimization and statistical uncertainty calculation is based on the minimization of the χ 2 test statistic. The algorithm was successfully applied to experimental data of plasma expanding from a flat, laser-irradiated target, resulting in an average uncertainty in the density profile of 5%-20% in the region of interest.

Cascade Optimization Strategy for Aircraft and Air-Breathing Propulsion System Concepts

NASA Technical Reports Server (NTRS)

Patnaik, Surya N.; Lavelle, Thomas M.; Hopkins, Dale A.; Coroneos, Rula M.

1996-01-01

Design optimization for subsonic and supersonic aircraft and for air-breathing propulsion engine concepts has been accomplished by soft-coupling the Flight Optimization System (FLOPS) and the NASA Engine Performance Program analyzer (NEPP), to the NASA Lewis multidisciplinary optimization tool COMETBOARDS. Aircraft and engine design problems, with their associated constraints and design variables, were cast as nonlinear optimization problems with aircraft weight and engine thrust as the respective merit functions. Because of the diversity of constraint types and the overall distortion of the design space, the most reliable single optimization algorithm available in COMETBOARDS could not produce a satisfactory feasible optimum solution. Some of COMETBOARDS' unique features, which include a cascade strategy, variable and constraint formulations, and scaling devised especially for difficult multidisciplinary applications, successfully optimized the performance of both aircraft and engines. The cascade method has two principal steps: In the first, the solution initiates from a user-specified design and optimizer, in the second, the optimum design obtained in the first step with some random perturbation is used to begin the next specified optimizer. The second step is repeated for a specified sequence of optimizers or until a successful solution of the problem is achieved. A successful solution should satisfy the specified convergence criteria and have several active constraints but no violated constraints. The cascade strategy available in the combined COMETBOARDS, FLOPS, and NEPP design tool converges to the same global optimum solution even when it starts from different design points. This reliable and robust design tool eliminates manual intervention in the design of aircraft and of air-breathing propulsion engines where it eases the cycle analysis procedures. The combined code is also much easier to use, which is an added benefit. This paper describes COMETBOARDS and its cascade strategy and illustrates the capability of the combined design tool through the optimization of a subsonic aircraft and a high-bypass-turbofan wave-rotor-topped engine.

Optimizing the Long-Term Operating Plan of Railway Marshalling Station for Capacity Utilization Analysis

PubMed Central

Zhou, Wenliang; Yang, Xia; Deng, Lianbo

2014-01-01

Not only is the operating plan the basis of organizing marshalling station's operation, but it is also used to analyze in detail the capacity utilization of each facility in marshalling station. In this paper, a long-term operating plan is optimized mainly for capacity utilization analysis. Firstly, a model is developed to minimize railcars' average staying time with the constraints of minimum time intervals, marshalling track capacity, and so forth. Secondly, an algorithm is designed to solve this model based on genetic algorithm (GA) and simulation method. It divides the plan of whole planning horizon into many subplans, and optimizes them with GA one by one in order to obtain a satisfactory plan with less computing time. Finally, some numeric examples are constructed to analyze (1) the convergence of the algorithm, (2) the effect of some algorithm parameters, and (3) the influence of arrival train flow on the algorithm. PMID:25525614

Demons deformable registration for CBCT-guided procedures in the head and neck: Convergence and accuracy

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

Nithiananthan, S.; Brock, K. K.; Daly, M. J.

2009-10-15

Purpose: The accuracy and convergence behavior of a variant of the Demons deformable registration algorithm were investigated for use in cone-beam CT (CBCT)-guided procedures of the head and neck. Online use of deformable registration for guidance of therapeutic procedures such as image-guided surgery or radiation therapy places trade-offs on accuracy and computational expense. This work describes a convergence criterion for Demons registration developed to balance these demands; the accuracy of a multiscale Demons implementation using this convergence criterion is quantified in CBCT images of the head and neck. Methods: Using an open-source ''symmetric'' Demons registration algorithm, a convergence criterion basedmore » on the change in the deformation field between iterations was developed to advance among multiple levels of a multiscale image pyramid in a manner that optimized accuracy and computation time. The convergence criterion was optimized in cadaver studies involving CBCT images acquired using a surgical C-arm prototype modified for 3D intraoperative imaging. CBCT-to-CBCT registration was performed and accuracy was quantified in terms of the normalized cross-correlation (NCC) and target registration error (TRE). The accuracy and robustness of the algorithm were then tested in clinical CBCT images of ten patients undergoing radiation therapy of the head and neck. Results: The cadaver model allowed optimization of the convergence factor and initial measurements of registration accuracy: Demons registration exhibited TRE=(0.8{+-}0.3) mm and NCC=0.99 in the cadaveric head compared to TRE=(2.6{+-}1.0) mm and NCC=0.93 with rigid registration. Similarly for the patient data, Demons registration gave mean TRE=(1.6{+-}0.9) mm compared to rigid registration TRE=(3.6{+-}1.9) mm, suggesting registration accuracy at or near the voxel size of the patient images (1x1x2 mm{sup 3}). The multiscale implementation based on optimal convergence criteria completed registration in 52 s for the cadaveric head and in an average time of 270 s for the larger FOV patient images. Conclusions: Appropriate selection of convergence and multiscale parameters in Demons registration was shown to reduce computational expense without sacrificing registration performance. For intraoperative CBCT imaging with deformable registration, the ability to perform accurate registration within the stringent time requirements of the operating environment could offer a useful clinical tool allowing integration of preoperative information while accurately reflecting changes in the patient anatomy. Similarly for CBCT-guided radiation therapy, fast accurate deformable registration could further augment high-precision treatment strategies.« less

Demons deformable registration for CBCT-guided procedures in the head and neck: convergence and accuracy.

PubMed

Nithiananthan, S; Brock, K K; Daly, M J; Chan, H; Irish, J C; Siewerdsen, J H

2009-10-01

The accuracy and convergence behavior of a variant of the Demons deformable registration algorithm were investigated for use in cone-beam CT (CBCT)-guided procedures of the head and neck. Online use of deformable registration for guidance of therapeutic procedures such as image-guided surgery or radiation therapy places trade-offs on accuracy and computational expense. This work describes a convergence criterion for Demons registration developed to balance these demands; the accuracy of a multiscale Demons implementation using this convergence criterion is quantified in CBCT images of the head and neck. Using an open-source "symmetric" Demons registration algorithm, a convergence criterion based on the change in the deformation field between iterations was developed to advance among multiple levels of a multiscale image pyramid in a manner that optimized accuracy and computation time. The convergence criterion was optimized in cadaver studies involving CBCT images acquired using a surgical C-arm prototype modified for 3D intraoperative imaging. CBCT-to-CBCT registration was performed and accuracy was quantified in terms of the normalized cross-correlation (NCC) and target registration error (TRE). The accuracy and robustness of the algorithm were then tested in clinical CBCT images of ten patients undergoing radiation therapy of the head and neck. The cadaver model allowed optimization of the convergence factor and initial measurements of registration accuracy: Demons registration exhibited TRE=(0.8+/-0.3) mm and NCC =0.99 in the cadaveric head compared to TRE=(2.6+/-1.0) mm and NCC=0.93 with rigid registration. Similarly for the patient data, Demons registration gave mean TRE=(1.6+/-0.9) mm compared to rigid registration TRE=(3.6+/-1.9) mm, suggesting registration accuracy at or near the voxel size of the patient images (1 x 1 x 2 mm3). The multiscale implementation based on optimal convergence criteria completed registration in 52 s for the cadaveric head and in an average time of 270 s for the larger FOV patient images. Appropriate selection of convergence and multiscale parameters in Demons registration was shown to reduce computational expense without sacrificing registration performance. For intraoperative CBCT imaging with deformable registration, the ability to perform accurate registration within the stringent time requirements of the operating environment could offer a useful clinical tool allowing integration of preoperative information while accurately reflecting changes in the patient anatomy. Similarly for CBCT-guided radiation therapy, fast accurate deformable registration could further augment high-precision treatment strategies.

Demons deformable registration for CBCT-guided procedures in the head and neck: Convergence and accuracy

PubMed Central

Nithiananthan, S.; Brock, K. K.; Daly, M. J.; Chan, H.; Irish, J. C.; Siewerdsen, J. H.

2009-01-01

Purpose: The accuracy and convergence behavior of a variant of the Demons deformable registration algorithm were investigated for use in cone-beam CT (CBCT)-guided procedures of the head and neck. Online use of deformable registration for guidance of therapeutic procedures such as image-guided surgery or radiation therapy places trade-offs on accuracy and computational expense. This work describes a convergence criterion for Demons registration developed to balance these demands; the accuracy of a multiscale Demons implementation using this convergence criterion is quantified in CBCT images of the head and neck. Methods: Using an open-source “symmetric” Demons registration algorithm, a convergence criterion based on the change in the deformation field between iterations was developed to advance among multiple levels of a multiscale image pyramid in a manner that optimized accuracy and computation time. The convergence criterion was optimized in cadaver studies involving CBCT images acquired using a surgical C-arm prototype modified for 3D intraoperative imaging. CBCT-to-CBCT registration was performed and accuracy was quantified in terms of the normalized cross-correlation (NCC) and target registration error (TRE). The accuracy and robustness of the algorithm were then tested in clinical CBCT images of ten patients undergoing radiation therapy of the head and neck. Results: The cadaver model allowed optimization of the convergence factor and initial measurements of registration accuracy: Demons registration exhibited TRE=(0.8±0.3) mm and NCC=0.99 in the cadaveric head compared to TRE=(2.6±1.0) mm and NCC=0.93 with rigid registration. Similarly for the patient data, Demons registration gave mean TRE=(1.6±0.9) mm compared to rigid registration TRE=(3.6±1.9) mm, suggesting registration accuracy at or near the voxel size of the patient images (1×1×2 mm3). The multiscale implementation based on optimal convergence criteria completed registration in 52 s for the cadaveric head and in an average time of 270 s for the larger FOV patient images. Conclusions: Appropriate selection of convergence and multiscale parameters in Demons registration was shown to reduce computational expense without sacrificing registration performance. For intraoperative CBCT imaging with deformable registration, the ability to perform accurate registration within the stringent time requirements of the operating environment could offer a useful clinical tool allowing integration of preoperative information while accurately reflecting changes in the patient anatomy. Similarly for CBCT-guided radiation therapy, fast accurate deformable registration could further augment high-precision treatment strategies. PMID:19928106

A modified estimation distribution algorithm based on extreme elitism.

PubMed

Gao, Shujun; de Silva, Clarence W

2016-12-01

An existing estimation distribution algorithm (EDA) with univariate marginal Gaussian model was improved by designing and incorporating an extreme elitism selection method. This selection method highlighted the effect of a few top best solutions in the evolution and advanced EDA to form a primary evolution direction and obtain a fast convergence rate. Simultaneously, this selection can also keep the population diversity to make EDA avoid premature convergence. Then the modified EDA was tested by means of benchmark low-dimensional and high-dimensional optimization problems to illustrate the gains in using this extreme elitism selection. Besides, no-free-lunch theorem was implemented in the analysis of the effect of this new selection on EDAs. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

Evaluation of Genetic Algorithm Concepts using Model Problems. Part 1; Single-Objective Optimization

NASA Technical Reports Server (NTRS)

Holst, Terry L.; Pulliam, Thomas H.

2003-01-01

A genetic-algorithm-based optimization approach is described and evaluated using a simple hill-climbing model problem. The model problem utilized herein allows for the broad specification of a large number of search spaces including spaces with an arbitrary number of genes or decision variables and an arbitrary number hills or modes. In the present study, only single objective problems are considered. Results indicate that the genetic algorithm optimization approach is flexible in application and extremely reliable, providing optimal results for all problems attempted. The most difficult problems - those with large hyper-volumes and multi-mode search spaces containing a large number of genes - require a large number of function evaluations for GA convergence, but they always converge.

A hybrid multi-objective evolutionary algorithm for wind-turbine blade optimization

NASA Astrophysics Data System (ADS)

Sessarego, M.; Dixon, K. R.; Rival, D. E.; Wood, D. H.

2015-08-01

A concurrent-hybrid non-dominated sorting genetic algorithm (hybrid NSGA-II) has been developed and applied to the simultaneous optimization of the annual energy production, flapwise root-bending moment and mass of the NREL 5 MW wind-turbine blade. By hybridizing a multi-objective evolutionary algorithm (MOEA) with gradient-based local search, it is believed that the optimal set of blade designs could be achieved in lower computational cost than for a conventional MOEA. To measure the convergence between the hybrid and non-hybrid NSGA-II on a wind-turbine blade optimization problem, a computationally intensive case was performed using the non-hybrid NSGA-II. From this particular case, a three-dimensional surface representing the optimal trade-off between the annual energy production, flapwise root-bending moment and blade mass was achieved. The inclusion of local gradients in the blade optimization, however, shows no improvement in the convergence for this three-objective problem.

Flow analysis and design optimization methods for nozzle-afterbody of a hypersonic vehicle

NASA Technical Reports Server (NTRS)

Baysal, O.

1992-01-01

This report summarizes the methods developed for the aerodynamic analysis and the shape optimization of the nozzle-afterbody section of a hypersonic vehicle. Initially, exhaust gases were assumed to be air. Internal-external flows around a single scramjet module were analyzed by solving the 3D Navier-Stokes equations. Then, exhaust gases were simulated by a cold mixture of Freon and Ar. Two different models were used to compute these multispecies flows as they mixed with the hypersonic airflow. Surface and off-surface properties were successfully compared with the experimental data. The Aerodynamic Design Optimization with Sensitivity analysis was then developed. Pre- and postoptimization sensitivity coefficients were derived and used in this quasi-analytical method. These coefficients were also used to predict inexpensively the flow field around a changed shape when the flow field of an unchanged shape was given. Starting with totally arbitrary initial afterbody shapes, independent computations were converged to the same optimum shape, which rendered the maximum axial thrust.

Common aero vehicle autonomous reentry trajectory optimization satisfying waypoint and no-fly zone constraints

NASA Astrophysics Data System (ADS)

Jorris, Timothy R.

2007-12-01

To support the Air Force's Global Reach concept, a Common Aero Vehicle is being designed to support the Global Strike mission. "Waypoints" are specified for reconnaissance or multiple payload deployments and "no-fly zones" are specified for geopolitical restrictions or threat avoidance. Due to time critical targets and multiple scenario analysis, an autonomous solution is preferred over a time-intensive, manually iterative one. Thus, a real-time or near real-time autonomous trajectory optimization technique is presented to minimize the flight time, satisfy terminal and intermediate constraints, and remain within the specified vehicle heating and control limitations. This research uses the Hypersonic Cruise Vehicle (HCV) as a simplified two-dimensional platform to compare multiple solution techniques. The solution techniques include a unique geometric approach developed herein, a derived analytical dynamic optimization technique, and a rapidly emerging collocation numerical approach. This up-and-coming numerical technique is a direct solution method involving discretization then dualization, with pseudospectral methods and nonlinear programming used to converge to the optimal solution. This numerical approach is applied to the Common Aero Vehicle (CAV) as the test platform for the full three-dimensional reentry trajectory optimization problem. The culmination of this research is the verification of the optimality of this proposed numerical technique, as shown for both the two-dimensional and three-dimensional models. Additionally, user implementation strategies are presented to improve accuracy and enhance solution convergence. Thus, the contributions of this research are the geometric approach, the user implementation strategies, and the determination and verification of a numerical solution technique for the optimal reentry trajectory problem that minimizes time to target while satisfying vehicle dynamics and control limitation, and heating, waypoint, and no-fly zone constraints.

Non-adaptive and adaptive hybrid approaches for enhancing water quality management

NASA Astrophysics Data System (ADS)

Kalwij, Ineke M.; Peralta, Richard C.

2008-09-01

SummaryUsing optimization to help solve groundwater management problems cost-effectively is becoming increasingly important. Hybrid optimization approaches, that combine two or more optimization algorithms, will become valuable and common tools for addressing complex nonlinear hydrologic problems. Hybrid heuristic optimizers have capabilities far beyond those of a simple genetic algorithm (SGA), and are continuously improving. SGAs having only parent selection, crossover, and mutation are inefficient and rarely used for optimizing contaminant transport management. Even an advanced genetic algorithm (AGA) that includes elitism (to emphasize using the best strategies as parents) and healing (to help assure optimal strategy feasibility) is undesirably inefficient. Much more efficient than an AGA is the presented hybrid (AGCT), which adds comprehensive tabu search (TS) features to an AGA. TS mechanisms (TS probability, tabu list size, search coarseness and solution space size, and a TS threshold value) force the optimizer to search portions of the solution space that yield superior pumping strategies, and to avoid reproducing similar or inferior strategies. An AGCT characteristic is that TS control parameters are unchanging during optimization. However, TS parameter values that are ideal for optimization commencement can be undesirable when nearing assumed global optimality. The second presented hybrid, termed global converger (GC), is significantly better than the AGCT. GC includes AGCT plus feedback-driven auto-adaptive control that dynamically changes TS parameters during run-time. Before comparing AGCT and GC, we empirically derived scaled dimensionless TS control parameter guidelines by evaluating 50 sets of parameter values for a hypothetical optimization problem. For the hypothetical area, AGCT optimized both well locations and pumping rates. The parameters are useful starting values because using trial-and-error to identify an ideal combination of control parameter values for a new optimization problem can be time consuming. For comparison, AGA, AGCT, and GC are applied to optimize pumping rates for assumed well locations of a complex large-scale contaminant transport and remediation optimization problem at Blaine Naval Ammunition Depot (NAD). Both hybrid approaches converged more closely to the optimal solution than the non-hybrid AGA. GC averaged 18.79% better convergence than AGCT, and 31.9% than AGA, within the same computation time (12.5 days). AGCT averaged 13.1% better convergence than AGA. The GC can significantly reduce the burden of employing computationally intensive hydrologic simulation models within a limited time period and for real-world optimization problems. Although demonstrated for a groundwater quality problem, it is also applicable to other arenas, such as managing salt water intrusion and surface water contaminant loading.

Application of the optimal homotopy asymptotic method to nonlinear Bingham fluid dampers

NASA Astrophysics Data System (ADS)

Marinca, Vasile; Ene, Remus-Daniel; Bereteu, Liviu

2017-10-01

Dynamic response time is an important feature for determining the performance of magnetorheological (MR) dampers in practical civil engineering applications. The objective of this paper is to show how to use the Optimal Homotopy Asymptotic Method (OHAM) to give approximate analytical solutions of the nonlinear differential equation of a modified Bingham model with non-viscous exponential damping. Our procedure does not depend upon small parameters and provides us with a convenient way to optimally control the convergence of the approximate solutions. OHAM is very efficient in practice for ensuring very rapid convergence of the solution after only one iteration and with a small number of steps.

Influence of wave-front curvature on supercontinuum energy during filamentation of femtosecond laser pulses in water

NASA Astrophysics Data System (ADS)

Potemkin, F. V.; Mareev, E. I.; Smetanina, E. O.

2018-03-01

We demonstrate that using spatially divergent incident femtosecond 1240-nm laser pulses in water leads to an efficient supercontinuum generation in filaments. Optimal conditions were found when the focal plane is placed 100 -400 μ m before the water surface. Under sufficiently weak focusing conditions [numerical aperture (NA )<0.2 ] and low-energy laser pulses, the supercontinuum energy generated in divergent beams is higher than the supercontinuum energy generated in convergent beams. Analysis by means of the unidirectional pulse propagation equation shows a dramatic difference between filamentation scenarios of divergent and convergent beams, that explains corresponding features of the supercontinuum generation. Under strong focusing conditions (NA ⩾0.2 ) and high-energy laser pulses, the supercontinuum generation is suppressed for convergent beams in contrast to divergent beams that nevertheless are shown experimentally to allow supercontinuum generation. The presented technique of the supercontinuum generation in divergent beams in water is highly demanded in a development of femtosecond optical parametric amplifiers.

Convergence analysis of sliding mode trajectories in multi-objective neural networks learning.

PubMed

Costa, Marcelo Azevedo; Braga, Antonio Padua; de Menezes, Benjamin Rodrigues

2012-09-01

The Pareto-optimality concept is used in this paper in order to represent a constrained set of solutions that are able to trade-off the two main objective functions involved in neural networks supervised learning: data-set error and network complexity. The neural network is described as a dynamic system having error and complexity as its state variables and learning is presented as a process of controlling a learning trajectory in the resulting state space. In order to control the trajectories, sliding mode dynamics is imposed to the network. It is shown that arbitrary learning trajectories can be achieved by maintaining the sliding mode gains within their convergence intervals. Formal proofs of convergence conditions are therefore presented. The concept of trajectory learning presented in this paper goes further beyond the selection of a final state in the Pareto set, since it can be reached through different trajectories and states in the trajectory can be assessed individually against an additional objective function. Copyright © 2012 Elsevier Ltd. All rights reserved.

Learning-Based Adaptive Optimal Tracking Control of Strict-Feedback Nonlinear Systems.

PubMed

Gao, Weinan; Jiang, Zhong-Ping; Weinan Gao; Zhong-Ping Jiang; Gao, Weinan; Jiang, Zhong-Ping

2018-06-01

This paper proposes a novel data-driven control approach to address the problem of adaptive optimal tracking for a class of nonlinear systems taking the strict-feedback form. Adaptive dynamic programming (ADP) and nonlinear output regulation theories are integrated for the first time to compute an adaptive near-optimal tracker without any a priori knowledge of the system dynamics. Fundamentally different from adaptive optimal stabilization problems, the solution to a Hamilton-Jacobi-Bellman (HJB) equation, not necessarily a positive definite function, cannot be approximated through the existing iterative methods. This paper proposes a novel policy iteration technique for solving positive semidefinite HJB equations with rigorous convergence analysis. A two-phase data-driven learning method is developed and implemented online by ADP. The efficacy of the proposed adaptive optimal tracking control methodology is demonstrated via a Van der Pol oscillator with time-varying exogenous signals.

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

PubMed

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

2011-01-01

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

A zonal method for modeling powered-lift aircraft flow fields

NASA Technical Reports Server (NTRS)

Roberts, D. W.

1989-01-01

A zonal method for modeling powered-lift aircraft flow fields is based on the coupling of a three-dimensional Navier-Stokes code to a potential flow code. By minimizing the extent of the viscous Navier-Stokes zones the zonal method can be a cost effective flow analysis tool. The successful coupling of the zonal solutions provides the viscous/inviscid interations that are necessary to achieve convergent and unique overall solutions. The feasibility of coupling the two vastly different codes is demonstrated. The interzone boundaries were overlapped to facilitate the passing of boundary condition information between the codes. Routines were developed to extract the normal velocity boundary conditions for the potential flow zone from the viscous zone solution. Similarly, the velocity vector direction along with the total conditions were obtained from the potential flow solution to provide boundary conditions for the Navier-Stokes solution. Studies were conducted to determine the influence of the overlap of the interzone boundaries and the convergence of the zonal solutions on the convergence of the overall solution. The zonal method was applied to a jet impingement problem to model the suckdown effect that results from the entrainment of the inviscid zone flow by the viscous zone jet. The resultant potential flow solution created a lower pressure on the base of the vehicle which produces the suckdown load. The feasibility of the zonal method was demonstrated. By enhancing the Navier-Stokes code for powered-lift flow fields and optimizing the convergence of the coupled analysis a practical flow analysis tool will result.

Cosmological information in Gaussianized weak lensing signals

NASA Astrophysics Data System (ADS)

Joachimi, B.; Taylor, A. N.; Kiessling, A.

2011-11-01

Gaussianizing the one-point distribution of the weak gravitational lensing convergence has recently been shown to increase the signal-to-noise ratio contained in two-point statistics. We investigate the information on cosmology that can be extracted from the transformed convergence fields. Employing Box-Cox transformations to determine optimal transformations to Gaussianity, we develop analytical models for the transformed power spectrum, including effects of noise and smoothing. We find that optimized Box-Cox transformations perform substantially better than an offset logarithmic transformation in Gaussianizing the convergence, but both yield very similar results for the signal-to-noise ratio. None of the transformations is capable of eliminating correlations of the power spectra between different angular frequencies, which we demonstrate to have a significant impact on the errors in cosmology. Analytic models of the Gaussianized power spectrum yield good fits to the simulations and produce unbiased parameter estimates in the majority of cases, where the exceptions can be traced back to the limitations in modelling the higher order correlations of the original convergence. In the ideal case, without galaxy shape noise, we find an increase in the cumulative signal-to-noise ratio by a factor of 2.6 for angular frequencies up to ℓ= 1500, and a decrease in the area of the confidence region in the Ωm-σ8 plane, measured in terms of q-values, by a factor of 4.4 for the best performing transformation. When adding a realistic level of shape noise, all transformations perform poorly with little decorrelation of angular frequencies, a maximum increase in signal-to-noise ratio of 34 per cent, and even slightly degraded errors on cosmological parameters. We argue that to find Gaussianizing transformations of practical use, it will be necessary to go beyond transformations of the one-point distribution of the convergence, extend the analysis deeper into the non-linear regime and resort to an exploration of parameter space via simulations.

Decentralized Network Interdiction Games

DTIC Science & Technology

2015-12-31

approach is termed as the sample average approximation ( SAA ) method, and theories on the asymptotic convergence to the original problem’s optimal...used in the SAA method’s convergence. While we provided detailed proof of such convergence in [P3], a side benefit of the proof is that it weakens the...conditions required when applying the general SAA approach to the block-structured stochastic programming problem 17. As the conditions known in the

Establishing a Dynamic Self-Adaptation Learning Algorithm of the BP Neural Network and Its Applications

NASA Astrophysics Data System (ADS)

Li, Xiaofeng; Xiang, Suying; Zhu, Pengfei; Wu, Min

2015-12-01

In order to avoid the inherent deficiencies of the traditional BP neural network, such as slow convergence speed, that easily leading to local minima, poor generalization ability and difficulty in determining the network structure, the dynamic self-adaptive learning algorithm of the BP neural network is put forward to improve the function of the BP neural network. The new algorithm combines the merit of principal component analysis, particle swarm optimization, correlation analysis and self-adaptive model, hence can effectively solve the problems of selecting structural parameters, initial connection weights and thresholds and learning rates of the BP neural network. This new algorithm not only reduces the human intervention, optimizes the topological structures of BP neural networks and improves the network generalization ability, but also accelerates the convergence speed of a network, avoids trapping into local minima, and enhances network adaptation ability and prediction ability. The dynamic self-adaptive learning algorithm of the BP neural network is used to forecast the total retail sale of consumer goods of Sichuan Province, China. Empirical results indicate that the new algorithm is superior to the traditional BP network algorithm in predicting accuracy and time consumption, which shows the feasibility and effectiveness of the new algorithm.

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

Investigation and appreciation of optimal output feedback. Volume 1: A convergent algorithm for the stochastic infinite-time discrete optimal output feedback problem

NASA Technical Reports Server (NTRS)

Halyo, N.; Broussard, J. R.

1984-01-01

The stochastic, infinite time, discrete output feedback problem for time invariant linear systems is examined. Two sets of sufficient conditions for the existence of a stable, globally optimal solution are presented. An expression for the total change in the cost function due to a change in the feedback gain is obtained. This expression is used to show that a sequence of gains can be obtained by an algorithm, so that the corresponding cost sequence is monotonically decreasing and the corresponding sequence of the cost gradient converges to zero. The algorithm is guaranteed to obtain a critical point of the cost function. The computational steps necessary to implement the algorithm on a computer are presented. The results are applied to a digital outer loop flight control problem. The numerical results for this 13th order problem indicate a rate of convergence considerably faster than two other algorithms used for comparison.

Annealing Ant Colony Optimization with Mutation Operator for Solving TSP

PubMed Central

2016-01-01

Ant Colony Optimization (ACO) has been successfully applied to solve a wide range of combinatorial optimization problems such as minimum spanning tree, traveling salesman problem, and quadratic assignment problem. Basic ACO has drawbacks of trapping into local minimum and low convergence rate. Simulated annealing (SA) and mutation operator have the jumping ability and global convergence; and local search has the ability to speed up the convergence. Therefore, this paper proposed a hybrid ACO algorithm integrating the advantages of ACO, SA, mutation operator, and local search procedure to solve the traveling salesman problem. The core of algorithm is based on the ACO. SA and mutation operator were used to increase the ants population diversity from time to time and the local search was used to exploit the current search area efficiently. The comparative experiments, using 24 TSP instances from TSPLIB, show that the proposed algorithm outperformed some well-known algorithms in the literature in terms of solution quality. PMID:27999590

Last-position elimination-based learning automata.

PubMed

Zhang, Junqi; Wang, Cheng; Zhou, MengChu

2014-12-01

An update scheme of the state probability vector of actions is critical for learning automata (LA). The most popular is the pursuit scheme that pursues the estimated optimal action and penalizes others. This paper proposes a reverse philosophy that leads to last-position elimination-based learning automata (LELA). The action graded last in terms of the estimated performance is penalized by decreasing its state probability and is eliminated when its state probability becomes zero. All active actions, that is, actions with nonzero state probability, equally share the penalized state probability from the last-position action at each iteration. The proposed LELA is characterized by the relaxed convergence condition for the optimal action, the accelerated step size of the state probability update scheme for the estimated optimal action, and the enriched sampling for the estimated nonoptimal actions. The proof of the ϵ-optimal property for the proposed algorithm is presented. Last-position elimination is a widespread philosophy in the real world and has proved to be also helpful for the update scheme of the learning automaton via the simulations of well-known benchmark environments. In the simulations, two versions of the LELA, using different selection strategies of the last action, are compared with the classical pursuit algorithms Discretized Pursuit Reward-Inaction (DP(RI)) and Discretized Generalized Pursuit Algorithm (DGPA). Simulation results show that the proposed schemes achieve significantly faster convergence and higher accuracy than the classical ones. Specifically, the proposed schemes reduce the interval to find the best parameter for a specific environment in the classical pursuit algorithms. Thus, they can have their parameter tuning easier to perform and can save much more time when applied to a practical case. Furthermore, the convergence curves and the corresponding variance coefficient curves of the contenders are illustrated to characterize their essential differences and verify the analysis results of the proposed algorithms.

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

PubMed

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

2015-07-29

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

Interpreting SF-12 mental component score: an investigation of its convergent validity with CESD-10.

PubMed

Yu, Doris S F; Yan, Elsie C W; Chow, Choi Kai

2015-09-01

To examine the convergent validity of Mental Component Scale of the Short-Form 12 (SF-12 MCS) with the Center for Epidemiologic Studies Depression Scale (CESD-10). The CESD-10 is a screening tool for probably clinically significant depression in the Chinese population. Data were obtained from a household survey carried out in Hong Kong. A two-stage stratified sampling method successfully interviewed 1795 adult subjects from 1239 households. Data on SF-12 MCS and the CESD-10 were extracted. Receiver operating characteristics (ROC) analyses were performed to examine the convergent validity of SF-12 MCS against the CESD-10 threshold for probably clinically significant depression for the younger to middle-aged, late middle-aged and older population cohorts. ROC analysis indicated the excellent convergent validity of SF-12 MCS with the CESD-10 threshold for identifying probably clinically significant depression, with the area under curve ranged from 0.81 to 0.85. The optimal cutoff scores for depression among the younger to middle age group, late middle age group and older age group were 48.1, 50.2 and 50.2, respectively, with sensitivities ranged from 77 to 83 % and specificities ranged from 73 to 78 %. Bootstrapping estimates of the mean difference indicated no significant difference in the optimal cutoff scores between these age cohorts. SF-12 is a widely adopted measure to capture the health profile of Chinese population. The study findings indicated the satisfactory performance of the SF-12 MCS in identifying probably clinical depression. Future study is warrant to examine the diagnostic validity of the SF-12 MCS by using gold standard to assess clinical depression.

Methodological aspects of an adaptive multidirectional pattern search to optimize speech perception using three hearing-aid algorithms

NASA Astrophysics Data System (ADS)

Franck, Bas A. M.; Dreschler, Wouter A.; Lyzenga, Johannes

2004-12-01

In this study we investigated the reliability and convergence characteristics of an adaptive multidirectional pattern search procedure, relative to a nonadaptive multidirectional pattern search procedure. The procedure was designed to optimize three speech-processing strategies. These comprise noise reduction, spectral enhancement, and spectral lift. The search is based on a paired-comparison paradigm, in which subjects evaluated the listening comfort of speech-in-noise fragments. The procedural and nonprocedural factors that influence the reliability and convergence of the procedure are studied using various test conditions. The test conditions combine different tests, initial settings, background noise types, and step size configurations. Seven normal hearing subjects participated in this study. The results indicate that the reliability of the optimization strategy may benefit from the use of an adaptive step size. Decreasing the step size increases accuracy, while increasing the step size can be beneficial to create clear perceptual differences in the comparisons. The reliability also depends on starting point, stop criterion, step size constraints, background noise, algorithms used, as well as the presence of drifting cues and suboptimal settings. There appears to be a trade-off between reliability and convergence, i.e., when the step size is enlarged the reliability improves, but the convergence deteriorates. .

An efficient interior-point algorithm with new non-monotone line search filter method for nonlinear constrained programming

NASA Astrophysics Data System (ADS)

Wang, Liwei; Liu, Xinggao; Zhang, Zeyin

2017-02-01

An efficient primal-dual interior-point algorithm using a new non-monotone line search filter method is presented for nonlinear constrained programming, which is widely applied in engineering optimization. The new non-monotone line search technique is introduced to lead to relaxed step acceptance conditions and improved convergence performance. It can also avoid the choice of the upper bound on the memory, which brings obvious disadvantages to traditional techniques. Under mild assumptions, the global convergence of the new non-monotone line search filter method is analysed, and fast local convergence is ensured by second order corrections. The proposed algorithm is applied to the classical alkylation process optimization problem and the results illustrate its effectiveness. Some comprehensive comparisons to existing methods are also presented.

Cuckoo Search Algorithm Based on Repeat-Cycle Asymptotic Self-Learning and Self-Evolving Disturbance for Function Optimization

PubMed Central

Wang, Jie-sheng; Li, Shu-xia; Song, Jiang-di

2015-01-01

In order to improve convergence velocity and optimization accuracy of the cuckoo search (CS) algorithm for solving the function optimization problems, a new improved cuckoo search algorithm based on the repeat-cycle asymptotic self-learning and self-evolving disturbance (RC-SSCS) is proposed. A disturbance operation is added into the algorithm by constructing a disturbance factor to make a more careful and thorough search near the bird's nests location. In order to select a reasonable repeat-cycled disturbance number, a further study on the choice of disturbance times is made. Finally, six typical test functions are adopted to carry out simulation experiments, meanwhile, compare algorithms of this paper with two typical swarm intelligence algorithms particle swarm optimization (PSO) algorithm and artificial bee colony (ABC) algorithm. The results show that the improved cuckoo search algorithm has better convergence velocity and optimization accuracy. PMID:26366164

Feed-Forward Neural Network Soft-Sensor Modeling of Flotation Process Based on Particle Swarm Optimization and Gravitational Search Algorithm

PubMed Central

Wang, Jie-Sheng; Han, Shuang

2015-01-01

For predicting the key technology indicators (concentrate grade and tailings recovery rate) of flotation process, a feed-forward neural network (FNN) based soft-sensor model optimized by the hybrid algorithm combining particle swarm optimization (PSO) algorithm and gravitational search algorithm (GSA) is proposed. Although GSA has better optimization capability, it has slow convergence velocity and is easy to fall into local optimum. So in this paper, the velocity vector and position vector of GSA are adjusted by PSO algorithm in order to improve its convergence speed and prediction accuracy. Finally, the proposed hybrid algorithm is adopted to optimize the parameters of FNN soft-sensor model. Simulation results show that the model has better generalization and prediction accuracy for the concentrate grade and tailings recovery rate to meet the online soft-sensor requirements of the real-time control in the flotation process. PMID:26583034

Teaching-learning-based Optimization Algorithm for Parameter Identification in the Design of IIR Filters

NASA Astrophysics Data System (ADS)

Singh, R.; Verma, H. K.

2013-12-01

This paper presents a teaching-learning-based optimization (TLBO) algorithm to solve parameter identification problems in the designing of digital infinite impulse response (IIR) filter. TLBO based filter modelling is applied to calculate the parameters of unknown plant in simulations. Unlike other heuristic search algorithms, TLBO algorithm is an algorithm-specific parameter-less algorithm. In this paper big bang-big crunch (BB-BC) optimization and PSO algorithms are also applied to filter design for comparison. Unknown filter parameters are considered as a vector to be optimized by these algorithms. MATLAB programming is used for implementation of proposed algorithms. Experimental results show that the TLBO is more accurate to estimate the filter parameters than the BB-BC optimization algorithm and has faster convergence rate when compared to PSO algorithm. TLBO is used where accuracy is more essential than the convergence speed.

High resolution near on-axis digital holography using constrained optimization approach with faster convergence

NASA Astrophysics Data System (ADS)

Pandiyan, Vimal Prabhu; Khare, Kedar; John, Renu

2017-09-01

A constrained optimization approach with faster convergence is proposed to recover the complex object field from a near on-axis digital holography (DH). We subtract the DC from the hologram after recording the object beam and reference beam intensities separately. The DC-subtracted hologram is used to recover the complex object information using a constrained optimization approach with faster convergence. The recovered complex object field is back propagated to the image plane using the Fresnel back-propagation method. The results reported in this approach provide high-resolution images compared with the conventional Fourier filtering approach and is 25% faster than the previously reported constrained optimization approach due to the subtraction of two DC terms in the cost function. We report this approach in DH and digital holographic microscopy using the U.S. Air Force resolution target as the object to retrieve the high-resolution image without DC and twin image interference. We also demonstrate the high potential of this technique in transparent microelectrode patterned on indium tin oxide-coated glass, by reconstructing a high-resolution quantitative phase microscope image. We also demonstrate this technique by imaging yeast cells.

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

PubMed

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

2016-10-01

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

Adaptive optimal control of unknown constrained-input systems using policy iteration and neural networks.

PubMed

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

2013-10-01

This paper presents an online policy iteration (PI) algorithm to learn the continuous-time optimal control solution for unknown constrained-input systems. The proposed PI algorithm is implemented on an actor-critic structure where two neural networks (NNs) are tuned online and simultaneously to generate the optimal bounded control policy. The requirement of complete knowledge of the system dynamics is obviated by employing a novel NN identifier in conjunction with the actor and critic NNs. It is shown how the identifier weights estimation error affects the convergence of the critic NN. A novel learning rule is developed to guarantee that the identifier weights converge to small neighborhoods of their ideal values exponentially fast. To provide an easy-to-check persistence of excitation condition, the experience replay technique is used. That is, recorded past experiences are used simultaneously with current data for the adaptation of the identifier weights. Stability of the whole system consisting of the actor, critic, system state, and system identifier is guaranteed while all three networks undergo adaptation. Convergence to a near-optimal control law is also shown. The effectiveness of the proposed method is illustrated with a simulation example.

Stochastic optimization for modeling physiological time series: application to the heart rate response to exercise

NASA Astrophysics Data System (ADS)

Zakynthinaki, M. S.; Stirling, J. R.

2007-01-01

Stochastic optimization is applied to the problem of optimizing the fit of a model to the time series of raw physiological (heart rate) data. The physiological response to exercise has been recently modeled as a dynamical system. Fitting the model to a set of raw physiological time series data is, however, not a trivial task. For this reason and in order to calculate the optimal values of the parameters of the model, the present study implements the powerful stochastic optimization method ALOPEX IV, an algorithm that has been proven to be fast, effective and easy to implement. The optimal parameters of the model, calculated by the optimization method for the particular athlete, are very important as they characterize the athlete's current condition. The present study applies the ALOPEX IV stochastic optimization to the modeling of a set of heart rate time series data corresponding to different exercises of constant intensity. An analysis of the optimization algorithm, together with an analytic proof of its convergence (in the absence of noise), is also presented.

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.

Advanced Understanding of Convection Initiation and Optimizing Cloud Seeding by Advanced Remote Sensing and Land Cover Modification over the United Arab Emirates

NASA Astrophysics Data System (ADS)

Wulfmeyer, V.; Behrendt, A.; Branch, O.; Schwitalla, T.

2016-12-01

A prerequisite for significant precipitation amounts is the presence of convergence zones. These are due to land surface heterogeneity, orography as well as mesoscale and synoptic scale circulations. Only, if these convergence zones are strong enough and interact with an upper level instability, deep convection can be initiated. For the understanding of convection initiation (CI) and optimal cloud seeding deployment, it is essential that these convergence zones are detected before clouds are developing in order to preempt the decisive microphysical processes for liquid water and ice formation. In this presentation, a new project on Optimizing Cloud Seeding by Advanced Remote Sensing and Land Cover Modification (OCAL) is introduced, which is funded by the United Arab Emirates Rain Enhancement Program (UAEREP). This project has two research components. The first component focuses on an improved detection and forecasting of convergence zones and CI by a) operation of scanning Doppler lidar and cloud radar systems during two seasonal field campaigns in orographic terrain and over the desert in the UAE, and b) advanced forecasting of convergence zones and CI with the WRF-NOAHMP model system. Nowcasting to short-range forecasting of convection will be improved by the assimilation of Doppler lidar and the UAE radar network data. For the latter, we will apply a new model forward operator developed at our institute. Forecast uncertainties will be assessed by ensemble simulations driven by ECMWF boundaries. The second research component of OCAL will study whether artificial modifications of land surface heterogeneity are possible through plantations or changes of terrain, leading to an amplification of convergence zones. This is based on our pioneering work on high-resolution modeling of the impact of plantations on weather and climate in arid regions. A specific design of the shape and location of plantations can lead to the formation of convergence zones, which can strengthen convergent flows already existing in the region of interest, thus amplifying convection and precipitation. We expect that this method can be successfully applied in regions with pre-existing land-surface heterogeneity and orography such as coastal areas with land-sea breezes and the Al Hajar Mountain range.

Network intrusion detection based on a general regression neural network optimized by an improved artificial immune algorithm.

PubMed

Wu, Jianfa; Peng, Dahao; Li, Zhuping; Zhao, Li; Ling, Huanzhang

2015-01-01

To effectively and accurately detect and classify network intrusion data, this paper introduces a general regression neural network (GRNN) based on the artificial immune algorithm with elitist strategies (AIAE). The elitist archive and elitist crossover were combined with the artificial immune algorithm (AIA) to produce the AIAE-GRNN algorithm, with the aim of improving its adaptivity and accuracy. In this paper, the mean square errors (MSEs) were considered the affinity function. The AIAE was used to optimize the smooth factors of the GRNN; then, the optimal smooth factor was solved and substituted into the trained GRNN. Thus, the intrusive data were classified. The paper selected a GRNN that was separately optimized using a genetic algorithm (GA), particle swarm optimization (PSO), and fuzzy C-mean clustering (FCM) to enable a comparison of these approaches. As shown in the results, the AIAE-GRNN achieves a higher classification accuracy than PSO-GRNN, but the running time of AIAE-GRNN is long, which was proved first. FCM and GA-GRNN were eliminated because of their deficiencies in terms of accuracy and convergence. To improve the running speed, the paper adopted principal component analysis (PCA) to reduce the dimensions of the intrusive data. With the reduction in dimensionality, the PCA-AIAE-GRNN decreases in accuracy less and has better convergence than the PCA-PSO-GRNN, and the running speed of the PCA-AIAE-GRNN was relatively improved. The experimental results show that the AIAE-GRNN has a higher robustness and accuracy than the other algorithms considered and can thus be used to classify the intrusive data.

Kranz and single-cell forms of C4 plants in the subfamily Suaedoideae show kinetic C4 convergence for PEPC and Rubisco with divergent amino acid substitutions

PubMed Central

Rosnow, Josh J.; Evans, Marc A.; Kapralov, Maxim V.; Cousins, Asaph B.; Edwards, Gerald E.; Roalson, Eric H.

2015-01-01

The two carboxylation reactions performed by phosphoenolpyruvate carboxylase (PEPC) and ribulose-1,5-bisphosphate carboxylase/oxygenase (Rubisco) are vital in the fixation of inorganic carbon for C4 plants. The abundance of PEPC is substantially elevated in C4 leaves, while the location of Rubisco is restricted to one of two chloroplast types. These differences compared with C3 leaves have been shown to result in convergent enzyme optimization in some C4 species. Investigation into the kinetic properties of PEPC and Rubisco from Kranz C4, single cell C4, and C3 species in Chenopodiaceae s. s. subfamily Suaedoideae showed that these major carboxylases in C4 Suaedoideae species lack the same mutations found in other C4 systems which have been examined; but still have similar convergent kinetic properties. Positive selection analysis on the N-terminus of PEPC identified residues 364 and 368 to be under positive selection with a posterior probability >0.99 using Bayes empirical Bayes. Compared with previous analyses on other C4 species, PEPC from C4 Suaedoideae species have different convergent amino acids that result in a higher K m for PEP and malate tolerance compared with C3 species. Kinetic analysis of Rubisco showed that C4 species have a higher catalytic efficiency of Rubisco (k catc in mol CO2 mol–1 Rubisco active sites s–1), despite lacking convergent substitutions in the rbcL gene. The importance of kinetic changes to the two-carboxylation reactions in C4 leaves related to amino acid selection is discussed. PMID:26417023

Kranz and single-cell forms of C4 plants in the subfamily Suaedoideae show kinetic C4 convergence for PEPC and Rubisco with divergent amino acid substitutions.

PubMed

Rosnow, Josh J; Evans, Marc A; Kapralov, Maxim V; Cousins, Asaph B; Edwards, Gerald E; Roalson, Eric H

2015-12-01

The two carboxylation reactions performed by phosphoenolpyruvate carboxylase (PEPC) and ribulose-1,5-bisphosphate carboxylase/oxygenase (Rubisco) are vital in the fixation of inorganic carbon for C4 plants. The abundance of PEPC is substantially elevated in C4 leaves, while the location of Rubisco is restricted to one of two chloroplast types. These differences compared with C3 leaves have been shown to result in convergent enzyme optimization in some C4 species. Investigation into the kinetic properties of PEPC and Rubisco from Kranz C4, single cell C4, and C3 species in Chenopodiaceae s. s. subfamily Suaedoideae showed that these major carboxylases in C4 Suaedoideae species lack the same mutations found in other C4 systems which have been examined; but still have similar convergent kinetic properties. Positive selection analysis on the N-terminus of PEPC identified residues 364 and 368 to be under positive selection with a posterior probability >0.99 using Bayes empirical Bayes. Compared with previous analyses on other C4 species, PEPC from C4 Suaedoideae species have different convergent amino acids that result in a higher K m for PEP and malate tolerance compared with C3 species. Kinetic analysis of Rubisco showed that C4 species have a higher catalytic efficiency of Rubisco (k catc in mol CO2 mol(-1) Rubisco active sites s(-1)), despite lacking convergent substitutions in the rbcL gene. The importance of kinetic changes to the two-carboxylation reactions in C4 leaves related to amino acid selection is discussed. © The Author 2015. Published by Oxford University Press on behalf of the Society for Experimental Biology.

An Energy Integrated Dispatching Strategy of Multi- energy Based on Energy Internet

NASA Astrophysics Data System (ADS)

Jin, Weixia; Han, Jun

2018-01-01

Energy internet is a new way of energy use. Energy internet achieves energy efficiency and low cost by scheduling a variety of different forms of energy. Particle Swarm Optimization (PSO) is an advanced algorithm with few parameters, high computational precision and fast convergence speed. By improving the parameters ω, c1 and c2, PSO can improve the convergence speed and calculation accuracy. The objective of optimizing model is lowest cost of fuel, which can meet the load of electricity, heat and cold after all the renewable energy is received. Due to the different energy structure and price in different regions, the optimization strategy needs to be determined according to the algorithm and model.

A modified conjugate gradient coefficient with inexact line search for unconstrained optimization

NASA Astrophysics Data System (ADS)

Aini, Nurul; Rivaie, Mohd; Mamat, Mustafa

2016-11-01

Conjugate gradient (CG) method is a line search algorithm mostly known for its wide application in solving unconstrained optimization problems. Its low memory requirements and global convergence properties makes it one of the most preferred method in real life application such as in engineering and business. In this paper, we present a new CG method based on AMR* and CD method for solving unconstrained optimization functions. The resulting algorithm is proven to have both the sufficient descent and global convergence properties under inexact line search. Numerical tests are conducted to assess the effectiveness of the new method in comparison to some previous CG methods. The results obtained indicate that our method is indeed superior.

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

Technology, energy and the environment

NASA Astrophysics Data System (ADS)

Mitchell, Glenn Terry

This dissertation consists of three distinct papers concerned with technology, energy and the environment. The first paper is an empirical analysis of production under uncertainty, using agricultural production data from the central United States. Unlike previous work, this analysis identifies the effect of actual realizations of weather as well as farmers' expectations about weather. The results indicate that both of these are significant factors explaining short run profits in agriculture. Expectations about weather, called climate, affect production choices, and actual weather affects realized output. These results provide better understanding of the effect of climate change in agriculture. The second paper examines how emissions taxes induce innovation that reduces pollution. A polluting firm chooses technical improvement to minimize cost over an infinite horizon, given an emission tax set by a planner. This leads to a solution path for technical change. Changes in the tax rate affect the path for innovation. Setting the tax at equal to the marginal damage (which is optimal in a static setting with no technical change) is not optimal in the presence of technical change. When abatement is also available as an alternative to technical change, changes in the tax can have mixed effects, due to substitution effects. The third paper extends the theoretical framework for exploring the diffusion of new technologies. Information about new technologies spreads through the economy by means of a network. The pattern of diffusion will depend on the structure of this network. Observed networks are the result of an evolutionary process. This paper identifies how these evolutionary outcomes compare with optimal solutions. The conditions guaranteeing convergence to an optimal outcome are quite stringent. It is useful to determine the set of initial population states that do converge to an optimal outcome. The distribution of costs and benefits among the agents within an information processing structure plays a critical role in defining this set. These distributional arrangements represent alternative institutional regimes. Institutional changes can improve outcomes, free the flow of information, and encourage the diffusion of profitable new technologies.

Rapid computation of directional wellbore drawdown in a confined aquifer via Poisson resummation

NASA Astrophysics Data System (ADS)

Blumenthal, Benjamin J.; Zhan, Hongbin

2016-08-01

We have derived a rapidly computed analytical solution for drawdown caused by a partially or fully penetrating directional wellbore (vertical, horizontal, or slant) via Green's function method. The mathematical model assumes an anisotropic, homogeneous, confined, box-shaped aquifer. Any dimension of the box can have one of six possible boundary conditions: 1) both sides no-flux; 2) one side no-flux - one side constant-head; 3) both sides constant-head; 4) one side no-flux; 5) one side constant-head; 6) free boundary conditions. The solution has been optimized for rapid computation via Poisson Resummation, derivation of convergence rates, and numerical optimization of integration techniques. Upon application of the Poisson Resummation method, we were able to derive two sets of solutions with inverse convergence rates, namely an early-time rapidly convergent series (solution-A) and a late-time rapidly convergent series (solution-B). From this work we were able to link Green's function method (solution-B) back to image well theory (solution-A). We then derived an equation defining when the convergence rate between solution-A and solution-B is the same, which we termed the switch time. Utilizing the more rapidly convergent solution at the appropriate time, we obtained rapid convergence at all times. We have also shown that one may simplify each of the three infinite series for the three-dimensional solution to 11 terms and still maintain a maximum relative error of less than 10-14.

Optimal design of solidification processes

NASA Technical Reports Server (NTRS)

Dantzig, Jonathan A.; Tortorelli, Daniel A.

1991-01-01

An optimal design algorithm is presented for the analysis of general solidification processes, and is demonstrated for the growth of GaAs crystals in a Bridgman furnace. The system is optimal in the sense that the prespecified temperature distribution in the solidifying materials is obtained to maximize product quality. The optimization uses traditional numerical programming techniques which require the evaluation of cost and constraint functions and their sensitivities. The finite element method is incorporated to analyze the crystal solidification problem, evaluate the cost and constraint functions, and compute the sensitivities. These techniques are demonstrated in the crystal growth application by determining an optimal furnace wall temperature distribution to obtain the desired temperature profile in the crystal, and hence to maximize the crystal's quality. Several numerical optimization algorithms are studied to determine the proper convergence criteria, effective 1-D search strategies, appropriate forms of the cost and constraint functions, etc. In particular, we incorporate the conjugate gradient and quasi-Newton methods for unconstrained problems. The efficiency and effectiveness of each algorithm is presented in the example problem.

A Conjugate Gradient Algorithm with Function Value Information and N-Step Quadratic Convergence for Unconstrained Optimization.

PubMed

Li, Xiangrong; Zhao, Xupei; Duan, Xiabin; Wang, Xiaoliang

2015-01-01

It is generally acknowledged that the conjugate gradient (CG) method achieves global convergence--with at most a linear convergence rate--because CG formulas are generated by linear approximations of the objective functions. The quadratically convergent results are very limited. We introduce a new PRP method in which the restart strategy is also used. Moreover, the method we developed includes not only n-step quadratic convergence but also both the function value information and gradient value information. In this paper, we will show that the new PRP method (with either the Armijo line search or the Wolfe line search) is both linearly and quadratically convergent. The numerical experiments demonstrate that the new PRP algorithm is competitive with the normal CG method.

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.

Speedup of lexicographic optimization by superiorization and its applications to cancer radiotherapy treatment

NASA Astrophysics Data System (ADS)

Bonacker, Esther; Gibali, Aviv; Küfer, Karl-Heinz; Süss, Philipp

2017-04-01

Multicriteria optimization problems occur in many real life applications, for example in cancer radiotherapy treatment and in particular in intensity modulated radiation therapy (IMRT). In this work we focus on optimization problems with multiple objectives that are ranked according to their importance. We solve these problems numerically by combining lexicographic optimization with our recently proposed level set scheme, which yields a sequence of auxiliary convex feasibility problems; solved here via projection methods. The projection enables us to combine the newly introduced superiorization methodology with multicriteria optimization methods to speed up computation while guaranteeing convergence of the optimization. We demonstrate our scheme with a simple 2D academic example (used in the literature) and also present results from calculations on four real head neck cases in IMRT (Radiation Oncology of the Ludwig-Maximilians University, Munich, Germany) for two different choices of superiorization parameter sets suited to yield fast convergence for each case individually or robust behavior for all four cases.

Modeling of frequency-domain scalar wave equation with the average-derivative optimal scheme based on a multigrid-preconditioned iterative solver

NASA Astrophysics Data System (ADS)

Cao, Jian; Chen, Jing-Bo; Dai, Meng-Xue

2018-01-01

An efficient finite-difference frequency-domain modeling of seismic wave propagation relies on the discrete schemes and appropriate solving methods. The average-derivative optimal scheme for the scalar wave modeling is advantageous in terms of the storage saving for the system of linear equations and the flexibility for arbitrary directional sampling intervals. However, using a LU-decomposition-based direct solver to solve its resulting system of linear equations is very costly for both memory and computational requirements. To address this issue, we consider establishing a multigrid-preconditioned BI-CGSTAB iterative solver fit for the average-derivative optimal scheme. The choice of preconditioning matrix and its corresponding multigrid components is made with the help of Fourier spectral analysis and local mode analysis, respectively, which is important for the convergence. Furthermore, we find that for the computation with unequal directional sampling interval, the anisotropic smoothing in the multigrid precondition may affect the convergence rate of this iterative solver. Successful numerical applications of this iterative solver for the homogenous and heterogeneous models in 2D and 3D are presented where the significant reduction of computer memory and the improvement of computational efficiency are demonstrated by comparison with the direct solver. In the numerical experiments, we also show that the unequal directional sampling interval will weaken the advantage of this multigrid-preconditioned iterative solver in the computing speed or, even worse, could reduce its accuracy in some cases, which implies the need for a reasonable control of directional sampling interval in the discretization.

Gradient-Based Aerodynamic Shape Optimization Using ADI Method for Large-Scale Problems

NASA Technical Reports Server (NTRS)

Pandya, Mohagna J.; Baysal, Oktay

1997-01-01

A gradient-based shape optimization methodology, that is intended for practical three-dimensional aerodynamic applications, has been developed. It is based on the quasi-analytical sensitivities. The flow analysis is rendered by a fully implicit, finite volume formulation of the Euler equations.The aerodynamic sensitivity equation is solved using the alternating-direction-implicit (ADI) algorithm for memory efficiency. A flexible wing geometry model, that is based on surface parameterization and platform schedules, is utilized. The present methodology and its components have been tested via several comparisons. Initially, the flow analysis for for a wing is compared with those obtained using an unfactored, preconditioned conjugate gradient approach (PCG), and an extensively validated CFD code. Then, the sensitivities computed with the present method have been compared with those obtained using the finite-difference and the PCG approaches. Effects of grid refinement and convergence tolerance on the analysis and shape optimization have been explored. Finally the new procedure has been demonstrated in the design of a cranked arrow wing at Mach 2.4. Despite the expected increase in the computational time, the results indicate that shape optimization, which require large numbers of grid points can be resolved with a gradient-based approach.

New approaches to optimization in aerospace conceptual design

NASA Technical Reports Server (NTRS)

Gage, Peter J.

1995-01-01

Aerospace design can be viewed as an optimization process, but conceptual studies are rarely performed using formal search algorithms. Three issues that restrict the success of automatic search are identified in this work. New approaches are introduced to address the integration of analyses and optimizers, to avoid the need for accurate gradient information and a smooth search space (required for calculus-based optimization), and to remove the restrictions imposed by fixed complexity problem formulations. (1) Optimization should be performed in a flexible environment. A quasi-procedural architecture is used to conveniently link analysis modules and automatically coordinate their execution. It efficiently controls a large-scale design tasks. (2) Genetic algorithms provide a search method for discontinuous or noisy domains. The utility of genetic optimization is demonstrated here, but parameter encodings and constraint-handling schemes must be carefully chosen to avoid premature convergence to suboptimal designs. The relationship between genetic and calculus-based methods is explored. (3) A variable-complexity genetic algorithm is created to permit flexible parameterization, so that the level of description can change during optimization. This new optimizer automatically discovers novel designs in structural and aerodynamic tasks.

Converging on the optimal attainment of requirements

NASA Technical Reports Server (NTRS)

Feather, M. S.; Menzies, T.

2002-01-01

Planning for the optimal attainment of requirements is an important early lifecycle activity. However, such planning is difficult when dealing with competing requirements, limited resources, and the incompleteness of information available at requirements time.

An Improved DINEOF Algorithm for Filling Missing Values in Spatio-Temporal Sea Surface Temperature Data.

PubMed

Ping, Bo; Su, Fenzhen; Meng, Yunshan

2016-01-01

In this study, an improved Data INterpolating Empirical Orthogonal Functions (DINEOF) algorithm for determination of missing values in a spatio-temporal dataset is presented. Compared with the ordinary DINEOF algorithm, the iterative reconstruction procedure until convergence based on every fixed EOF to determine the optimal EOF mode is not necessary and the convergence criterion is only reached once in the improved DINEOF algorithm. Moreover, in the ordinary DINEOF algorithm, after optimal EOF mode determination, the initial matrix with missing data will be iteratively reconstructed based on the optimal EOF mode until the reconstruction is convergent. However, the optimal EOF mode may be not the best EOF for some reconstructed matrices generated in the intermediate steps. Hence, instead of using asingle EOF to fill in the missing data, in the improved algorithm, the optimal EOFs for reconstruction are variable (because the optimal EOFs are variable, the improved algorithm is called VE-DINEOF algorithm in this study). To validate the accuracy of the VE-DINEOF algorithm, a sea surface temperature (SST) data set is reconstructed by using the DINEOF, I-DINEOF (proposed in 2015) and VE-DINEOF algorithms. Four parameters (Pearson correlation coefficient, signal-to-noise ratio, root-mean-square error, and mean absolute difference) are used as a measure of reconstructed accuracy. Compared with the DINEOF and I-DINEOF algorithms, the VE-DINEOF algorithm can significantly enhance the accuracy of reconstruction and shorten the computational time.

Applied Chaos Level Test for Validation of Signal Conditions Underlying Optimal Performance of Voice Classification Methods.

PubMed

Liu, Boquan; Polce, Evan; Sprott, Julien C; Jiang, Jack J

2018-05-17

The purpose of this study is to introduce a chaos level test to evaluate linear and nonlinear voice type classification method performances under varying signal chaos conditions without subjective impression. Voice signals were constructed with differing degrees of noise to model signal chaos. Within each noise power, 100 Monte Carlo experiments were applied to analyze the output of jitter, shimmer, correlation dimension, and spectrum convergence ratio. The computational output of the 4 classifiers was then plotted against signal chaos level to investigate the performance of these acoustic analysis methods under varying degrees of signal chaos. A diffusive behavior detection-based chaos level test was used to investigate the performances of different voice classification methods. Voice signals were constructed by varying the signal-to-noise ratio to establish differing signal chaos conditions. Chaos level increased sigmoidally with increasing noise power. Jitter and shimmer performed optimally when the chaos level was less than or equal to 0.01, whereas correlation dimension was capable of analyzing signals with chaos levels of less than or equal to 0.0179. Spectrum convergence ratio demonstrated proficiency in analyzing voice signals with all chaos levels investigated in this study. The results of this study corroborate the performance relationships observed in previous studies and, therefore, demonstrate the validity of the validation test method. The presented chaos level validation test could be broadly utilized to evaluate acoustic analysis methods and establish the most appropriate methodology for objective voice analysis in clinical practice.

Generalized fictitious methods for fluid-structure interactions: Analysis and simulations

NASA Astrophysics Data System (ADS)

Yu, Yue; Baek, Hyoungsu; Karniadakis, George Em

2013-07-01

We present a new fictitious pressure method for fluid-structure interaction (FSI) problems in incompressible flow by generalizing the fictitious mass and damping methods we published previously in [1]. The fictitious pressure method involves modification of the fluid solver whereas the fictitious mass and damping methods modify the structure solver. We analyze all fictitious methods for simplified problems and obtain explicit expressions for the optimal reduction factor (convergence rate index) at the FSI interface [2]. This analysis also demonstrates an apparent similarity of fictitious methods to the FSI approach based on Robin boundary conditions, which have been found to be very effective in FSI problems. We implement all methods, including the semi-implicit Robin based coupling method, in the context of spectral element discretization, which is more sensitive to temporal instabilities than low-order methods. However, the methods we present here are simple and general, and hence applicable to FSI based on any other spatial discretization. In numerical tests, we verify the selection of optimal values for the fictitious parameters for simplified problems and for vortex-induced vibrations (VIV) even at zero mass ratio ("for-ever-resonance"). We also develop an empirical a posteriori analysis for complex geometries and apply it to 3D patient-specific flexible brain arteries with aneurysms for very large deformations. We demonstrate that the fictitious pressure method enhances stability and convergence, and is comparable or better in most cases to the Robin approach or the other fictitious methods.

Analysis of modal behavior at frequency cross-over

NASA Astrophysics Data System (ADS)

Costa, Robert N., Jr.

1994-11-01

The existence of the mode crossing condition is detected and analyzed in the Active Control of Space Structures Model 4 (ACOSS4). The condition is studied for its contribution to the inability of previous algorithms to successfully optimize the structure and converge to a feasible solution. A new algorithm is developed to detect and correct for mode crossings. The existence of the mode crossing condition is verified in ACOSS4 and found not to have appreciably affected the solution. The structure is then successfully optimized using new analytic methods based on modal expansion. An unrelated error in the optimization algorithm previously used is verified and corrected, thereby equipping the optimization algorithm with a second analytic method for eigenvector differentiation based on Nelson's Method. The second structure is the Control of Flexible Structures (COFS). The COFS structure is successfully reproduced and an initial eigenanalysis completed.

Low-Thrust Trajectory Optimization with Simplified SQP Algorithm

NASA Technical Reports Server (NTRS)

Parrish, Nathan L.; Scheeres, Daniel J.

2017-01-01

The problem of low-thrust trajectory optimization in highly perturbed dynamics is a stressing case for many optimization tools. Highly nonlinear dynamics and continuous thrust are each, separately, non-trivial problems in the field of optimal control, and when combined, the problem is even more difficult. This paper de-scribes a fast, robust method to design a trajectory in the CRTBP (circular restricted three body problem), beginning with no or very little knowledge of the system. The approach is inspired by the SQP (sequential quadratic programming) algorithm, in which a general nonlinear programming problem is solved via a sequence of quadratic problems. A few key simplifications make the algorithm presented fast and robust to initial guess: a quadratic cost function, neglecting the line search step when the solution is known to be far away, judicious use of end-point constraints, and mesh refinement on multiple shooting with fixed-step integration.In comparison to the traditional approach of plugging the problem into a “black-box” NLP solver, the methods shown converge even when given no knowledge of the solution at all. It was found that the only piece of information that the user needs to provide is a rough guess for the time of flight, as the transfer time guess will dictate which set of local solutions the algorithm could converge on. This robustness to initial guess is a compelling feature, as three-body orbit transfers are challenging to design with intuition alone. Of course, if a high-quality initial guess is available, the methods shown are still valid.We have shown that endpoints can be efficiently constrained to lie on 3-body repeating orbits, and that time of flight can be optimized as well. When optimizing the endpoints, we must make a trade between converging quickly on sub-optimal endpoints or converging more slowly on end-points that are arbitrarily close to optimal. It is easy for the mission design engineer to adjust this trade based on the problem at hand.The biggest limitation to the algorithm at this point is that multi-revolution transfers (greater than 2 revolutions) do not work nearly as well. This restriction comes in because the relationship between node 1 and node N becomes increasingly nonlinear as the angular distance grows. Trans-fers with more than about 1.5 complete revolutions generally require the line search to improve convergence. Future work includes: Comparison of this algorithm with other established tools; improvements to how multiple-revolution transfers are handled; parallelization of the Jacobian computation; in-creased efficiency for the line search; and optimization of many more trajectories between a variety of 3-body orbits.

NUMERICAL CONVERGENCE IN SMOOTHED PARTICLE HYDRODYNAMICS

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

Zhu, Qirong; Li, Yuexing; Hernquist, Lars

2015-02-10

We study the convergence properties of smoothed particle hydrodynamics (SPH) using numerical tests and simple analytic considerations. Our analysis shows that formal numerical convergence is possible in SPH only in the joint limit N → ∞, h → 0, and N{sub nb} → ∞, where N is the total number of particles, h is the smoothing length, and N{sub nb} is the number of neighbor particles within the smoothing volume used to compute smoothed estimates. Previous work has generally assumed that the conditions N → ∞ and h → 0 are sufficient to achieve convergence, while holding N{sub nb} fixed.more » We demonstrate that if N{sub nb} is held fixed as the resolution is increased, there will be a residual source of error that does not vanish as N → ∞ and h → 0. Formal numerical convergence in SPH is possible only if N{sub nb} is increased systematically as the resolution is improved. Using analytic arguments, we derive an optimal compromise scaling for N{sub nb} by requiring that this source of error balance that present in the smoothing procedure. For typical choices of the smoothing kernel, we find N{sub nb} ∝N {sup 0.5}. This means that if SPH is to be used as a numerically convergent method, the required computational cost does not scale with particle number as O(N), but rather as O(N {sup 1} {sup +} {sup δ}), where δ ≈ 0.5, with a weak dependence on the form of the smoothing kernel.« less

Separation analysis, a tool for analyzing multigrid algorithms

NASA Technical Reports Server (NTRS)

Costiner, Sorin; Taasan, Shlomo

1995-01-01

The separation of vectors by multigrid (MG) algorithms is applied to the study of convergence and to the prediction of the performance of MG algorithms. The separation operator for a two level cycle algorithm is derived. It is used to analyze the efficiency of the cycle when mixing of eigenvectors occurs. In particular cases the separation analysis reduces to Fourier type analysis. The separation operator of a two level cycle for a Schridubger eigenvalue problem, is derived and analyzed in a Fourier basis. Separation analysis gives information on how to choose performance relaxations and inter-level transfers. Separation analysis is a tool for analyzing and designing algorithms, and for optimizing their performance.

A PDE Sensitivity Equation Method for Optimal Aerodynamic Design

NASA Technical Reports Server (NTRS)

Borggaard, Jeff; Burns, John

1996-01-01

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

Spinal Cord Injury Pain Instrument and painDETECT questionnaire: Convergent construct validity in individuals with Spinal Cord Injury.

PubMed

Franz, S; Schuld, C; Wilder-Smith, E P; Heutehaus, L; Lang, S; Gantz, S; Schuh-Hofer, S; Treede, R-D; Bryce, T N; Wang, H; Weidner, N

2017-11-01

Neuropathic pain (NeuP) is a frequent sequel of spinal cord injury (SCI). The SCI Pain Instrument (SCIPI) was developed as a SCI-specific NeuP screening tool. A preliminary validation reported encouraging results requiring further evaluation in terms of psychometric properties. The painDETECT questionnaire (PDQ), a commonly applied NeuP assessment tool, was primarily validated in German, but not specifically developed for SCI and not yet validated according to current diagnostic guidelines. We aimed to provide convergent construct validity and to identify the optimal item combination for the SCIPI. The PDQ was re-evaluated according to current guidelines with respect to SCI-related NeuP. Prospective monocentric study. Subjects received a neurological examination according to the International Standards for Neurological Classification of SCI. After linguistic validation of the SCIPI, the IASP-grading system served as reference to diagnose NeuP, accompanied by the PDQ after its re-evaluation as binary classifier. Statistics were evaluated through ROC-analysis, with the area under the ROC curve (AUROC) as optimality criterion. The SCIPI was refined by systematic item permutation. Eighty-eight individuals were assessed with the German SCIPI. Of 127 possible combinations, a 4-item-SCIPI (cut-off-score = 1.5/sensitivity = 0.864/specificity = 0.839) was identified as most reasonable. The SCIPI showed a strong correlation (r sp  = 0.76) with PDQ. ROC-analysis of SCIPI/PDQ (AUROC = 0.877) revealed comparable results to SCIPI/IASP (AUROC = 0.916). ROC-analysis of PDQ/IASP delivered a score threshold of 10.5 (sensitivity = 0.727/specificity = 0.903). The SCIPI is a valid easy-to-apply NeuP screening tool in SCI. The PDQ is recommended as complementary NeuP assessment tool in SCI, e.g. to monitor pain severity and/or its time-dependent course. In SCI-related pain, both SCIPI and PainDETECT show strong convergent construct validity versus the current IASP-grading system. SCIPI is now optimized from a 7-item to an easy-to-apply 4-item screening tool in German and English. We provided evidence that the scope for PainDETECT can be expanded to individuals with SCI. © 2017 European Pain Federation - EFIC®.

Human-in-the-loop Bayesian optimization of wearable device parameters

PubMed Central

Malcolm, Philippe; Speeckaert, Jozefien; Siviy, Christoper J.; Walsh, Conor J.; Kuindersma, Scott

2017-01-01

The increasing capabilities of exoskeletons and powered prosthetics for walking assistance have paved the way for more sophisticated and individualized control strategies. In response to this opportunity, recent work on human-in-the-loop optimization has considered the problem of automatically tuning control parameters based on realtime physiological measurements. However, the common use of metabolic cost as a performance metric creates significant experimental challenges due to its long measurement times and low signal-to-noise ratio. We evaluate the use of Bayesian optimization—a family of sample-efficient, noise-tolerant, and global optimization methods—for quickly identifying near-optimal control parameters. To manage experimental complexity and provide comparisons against related work, we consider the task of minimizing metabolic cost by optimizing walking step frequencies in unaided human subjects. Compared to an existing approach based on gradient descent, Bayesian optimization identified a near-optimal step frequency with a faster time to convergence (12 minutes, p < 0.01), smaller inter-subject variability in convergence time (± 2 minutes, p < 0.01), and lower overall energy expenditure (p < 0.01). PMID:28926613

Numerical modeling and optimization of the Iguassu gas centrifuge

NASA Astrophysics Data System (ADS)

Bogovalov, S. V.; Borman, V. D.; Borisevich, V. D.; Tronin, V. N.; Tronin, I. V.

2017-07-01

The full procedure of the numerical calculation of the optimized parameters of the Iguassu gas centrifuge (GC) is under discussion. The procedure consists of a few steps. On the first step the problem of a hydrodynamical flow of the gas in the rotating rotor of the GC is solved numerically. On the second step the problem of diffusion of the binary mixture of isotopes is solved. The separation power of the gas centrifuge is calculated after that. On the last step the time consuming procedure of optimization of the GC is performed providing us the maximum of the separation power. The optimization is based on the BOBYQA method exploring the results of numerical simulations of the hydrodynamics and diffusion of the mixture of isotopes. Fast convergence of calculations is achieved due to exploring of a direct solver at the solution of the hydrodynamical and diffusion parts of the problem. Optimized separative power and optimal internal parameters of the Iguassu GC with 1 m rotor were calculated using the developed approach. Optimization procedure converges in 45 iterations taking 811 minutes.

Performance Analysis of Fuzzy-PID Controller for Blood Glucose Regulation in Type-1 Diabetic Patients.

PubMed

Yadav, Jyoti; Rani, Asha; Singh, Vijander

2016-12-01

This paper presents Fuzzy-PID (FPID) control scheme for a blood glucose control of type 1 diabetic subjects. A new metaheuristic Cuckoo Search Algorithm (CSA) is utilized to optimize the gains of FPID controller. CSA provides fast convergence and is capable of handling global optimization of continuous nonlinear systems. The proposed controller is an amalgamation of fuzzy logic and optimization which may provide an efficient solution for complex problems like blood glucose control. The task is to maintain normal glucose levels in the shortest possible time with minimum insulin dose. The glucose control is achieved by tuning the PID (Proportional Integral Derivative) and FPID controller with the help of Genetic Algorithm and CSA for comparative analysis. The designed controllers are tested on Bergman minimal model to control the blood glucose level in the facets of parameter uncertainties, meal disturbances and sensor noise. The results reveal that the performance of CSA-FPID controller is superior as compared to other designed controllers.

A New Artificial Neural Network Enhanced by the Shuffled Complex Evolution Optimization with Principal Component Analysis (SP-UCI) for Water Resources Management

NASA Astrophysics Data System (ADS)

Hayatbini, N.; Faridzad, M.; Yang, T.; Akbari Asanjan, A.; Gao, X.; Sorooshian, S.

2016-12-01

The Artificial Neural Networks (ANNs) are useful in many fields, including water resources engineering and management. However, due to the non-linear and chaotic characteristics associated with natural processes and human decision making, the use of ANNs in real-world applications is still limited, and its performance needs to be further improved for a broader practical use. The commonly used Back-Propagation (BP) scheme and gradient-based optimization in training the ANNs have already found to be problematic in some cases. The BP scheme and gradient-based optimization methods are associated with the risk of premature convergence, stuck in local optimums, and the searching is highly dependent on initial conditions. Therefore, as an alternative to BP and gradient-based searching scheme, we propose an effective and efficient global searching method, termed the Shuffled Complex Evolutionary Global optimization algorithm with Principal Component Analysis (SP-UCI), to train the ANN connectivity weights. Large number of real-world datasets are tested with the SP-UCI-based ANN, as well as various popular Evolutionary Algorithms (EAs)-enhanced ANNs, i.e., Particle Swarm Optimization (PSO)-, Genetic Algorithm (GA)-, Simulated Annealing (SA)-, and Differential Evolution (DE)-enhanced ANNs. Results show that SP-UCI-enhanced ANN is generally superior over other EA-enhanced ANNs with regard to the convergence and computational performance. In addition, we carried out a case study for hydropower scheduling in the Trinity Lake in the western U.S. In this case study, multiple climate indices are used as predictors for the SP-UCI-enhanced ANN. The reservoir inflows and hydropower releases are predicted up to sub-seasonal to seasonal scale. Results show that SP-UCI-enhanced ANN is able to achieve better statistics than other EAs-based ANN, which implies the usefulness and powerfulness of proposed SP-UCI-enhanced ANN for reservoir operation, water resources engineering and management. The SP-UCI-enhanced ANN is universally applicable to many other regression and prediction problems, and it has a good potential to be an alternative to the classical BP scheme and gradient-based optimization methods.

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

Statistical Mechanical Analysis of Online Learning with Weight Normalization in Single Layer Perceptron

NASA Astrophysics Data System (ADS)

Yoshida, Yuki; Karakida, Ryo; Okada, Masato; Amari, Shun-ichi

2017-04-01

Weight normalization, a newly proposed optimization method for neural networks by Salimans and Kingma (2016), decomposes the weight vector of a neural network into a radial length and a direction vector, and the decomposed parameters follow their steepest descent update. They reported that learning with the weight normalization achieves better converging speed in several tasks including image recognition and reinforcement learning than learning with the conventional parameterization. However, it remains theoretically uncovered how the weight normalization improves the converging speed. In this study, we applied a statistical mechanical technique to analyze on-line learning in single layer linear and nonlinear perceptrons with weight normalization. By deriving order parameters of the learning dynamics, we confirmed quantitatively that weight normalization realizes fast converging speed by automatically tuning the effective learning rate, regardless of the nonlinearity of the neural network. This property is realized when the initial value of the radial length is near the global minimum; therefore, our theory suggests that it is important to choose the initial value of the radial length appropriately when using weight normalization.

Computational and Physical Analysis of Catalytic Compounds

NASA Astrophysics Data System (ADS)

Wu, Richard; Sohn, Jung Jae; Kyung, Richard

2015-03-01

Nanoparticles exhibit unique physical and chemical properties depending on their geometrical properties. For this reason, synthesis of nanoparticles with controlled shape and size is important to use their unique properties. Catalyst supports are usually made of high-surface-area porous oxides or carbon nanomaterials. These support materials stabilize metal catalysts against sintering at high reaction temperatures. Many studies have demonstrated large enhancements of catalytic behavior due to the role of the oxide-metal interface. In this paper, the catalyzing ability of supported nano metal oxides, such as silicon oxide and titanium oxide compounds as catalysts have been analyzed using computational chemistry method. Computational programs such as Gamess and Chemcraft has been used in an effort to compute the efficiencies of catalytic compounds, and bonding energy changes during the optimization convergence. The result illustrates how the metal oxides stabilize and the steps that it takes. The graph of the energy computation step(N) versus energy(kcal/mol) curve shows that the energy of the titania converges faster at the 7th iteration calculation, whereas the silica converges at the 9th iteration calculation.

Self-emergence of Lexicon Consensus in a Population of Autonomous Agents by Means of Evolutionary Strategies

NASA Astrophysics Data System (ADS)

Maravall, Darío; de Lope, Javier; Domínguez, Raúl

In Multi-agent systems, the study of language and communication is an active field of research. In this paper we present the application of evolutionary strategies to the self-emergence of a common lexicon in a population of agents. By modeling the vocabulary or lexicon of each agent as an association matrix or look-up table that maps the meanings (i.e. the objects encountered by the agents or the states of the environment itself) into symbols or signals we check whether it is possible for the population to converge in an autonomous, decentralized way to a common lexicon, so that the communication efficiency of the entire population is optimal. We have conducted several experiments, from the simplest case of a 2×2 association matrix (i.e. two meanings and two symbols) to a 3×3 lexicon case and in both cases we have attained convergence to the optimal communication system by means of evolutionary strategies. To analyze the convergence of the population of agents we have defined the population's consensus when all the agents (i.e. the 100% of the population) share the same association matrix or lexicon. As a general conclusion we have shown that evolutionary strategies are powerful enough optimizers to guarantee the convergence to lexicon consensus in a population of autonomous agents.

ATLAS, an integrated structural analysis and design system. Volume 6: Design module theory

NASA Technical Reports Server (NTRS)

Backman, B. F.

1979-01-01

The automated design theory underlying the operation of the ATLAS Design Module is decribed. The methods, applications and limitations associated with the fully stressed design, the thermal fully stressed design and a regional optimization algorithm are presented. A discussion of the convergence characteristics of the fully stressed design is also included. Derivations and concepts specific to the ATLAS design theory are shown, while conventional terminology and established methods are identified by references.

Kernel-Based Approximate Dynamic Programming Using Bellman Residual Elimination

DTIC Science & Technology

2010-02-01

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

Genetic Particle Swarm Optimization–Based Feature Selection for Very-High-Resolution Remotely Sensed Imagery Object Change Detection

PubMed Central

Chen, Qiang; Chen, Yunhao; Jiang, Weiguo

2016-01-01

In the field of multiple features Object-Based Change Detection (OBCD) for very-high-resolution remotely sensed images, image objects have abundant features and feature selection affects the precision and efficiency of OBCD. Through object-based image analysis, this paper proposes a Genetic Particle Swarm Optimization (GPSO)-based feature selection algorithm to solve the optimization problem of feature selection in multiple features OBCD. We select the Ratio of Mean to Variance (RMV) as the fitness function of GPSO, and apply the proposed algorithm to the object-based hybrid multivariate alternative detection model. Two experiment cases on Worldview-2/3 images confirm that GPSO can significantly improve the speed of convergence, and effectively avoid the problem of premature convergence, relative to other feature selection algorithms. According to the accuracy evaluation of OBCD, GPSO is superior at overall accuracy (84.17% and 83.59%) and Kappa coefficient (0.6771 and 0.6314) than other algorithms. Moreover, the sensitivity analysis results show that the proposed algorithm is not easily influenced by the initial parameters, but the number of features to be selected and the size of the particle swarm would affect the algorithm. The comparison experiment results reveal that RMV is more suitable than other functions as the fitness function of GPSO-based feature selection algorithm. PMID:27483285

Identifying Synergies in Multilevel Interventions: The Convergence Strategy

ERIC Educational Resources Information Center

Lewis, Megan A.; Fitzgerald, Tania M.; Zulkiewicz, Brittany; Peinado, Susana; Williams, Pamela A.

2017-01-01

Social ecological models of health often describe multiple levels of influence that interact to influence health. However, it is still common for interventions to target only one or two of these levels, perhaps owing in part to a lack of guidance on how to design multilevel interventions to achieve optimal impact. The convergence strategy…

Optimized bio-inspired stiffening design for an engine nacelle.

PubMed

Lazo, Neil; Vodenitcharova, Tania; Hoffman, Mark

2015-11-04

Structural efficiency is a common engineering goal in which an ideal solution provides a structure with optimized performance at minimized weight, with consideration of material mechanical properties, structural geometry, and manufacturability. This study aims to address this goal in developing high performance lightweight, stiff mechanical components by creating an optimized design from a biologically-inspired template. The approach is implemented on the optimization of rib stiffeners along an aircraft engine nacelle. The helical and angled arrangements of cellulose fibres in plants were chosen as the bio-inspired template. Optimization of total displacement and weight was carried out using a genetic algorithm (GA) coupled with finite element analysis. Iterations showed a gradual convergence in normalized fitness. Displacement was given higher emphasis in optimization, thus the GA optimization tended towards individual designs with weights near the mass constraint. Dominant features of the resulting designs were helical ribs with rectangular cross-sections having large height-to-width ratio. Displacement reduction was at 73% as compared to an unreinforced nacelle, and is attributed to the geometric features and layout of the stiffeners, while mass is maintained within the constraint.

Switching neuronal state: optimal stimuli revealed using a stochastically-seeded gradient algorithm.

PubMed

Chang, Joshua; Paydarfar, David

2014-12-01

Inducing a switch in neuronal state using energy optimal stimuli is relevant to a variety of problems in neuroscience. Analytical techniques from optimal control theory can identify such stimuli; however, solutions to the optimization problem using indirect variational approaches can be elusive in models that describe neuronal behavior. Here we develop and apply a direct gradient-based optimization algorithm to find stimulus waveforms that elicit a change in neuronal state while minimizing energy usage. We analyze standard models of neuronal behavior, the Hodgkin-Huxley and FitzHugh-Nagumo models, to show that the gradient-based algorithm: (1) enables automated exploration of a wide solution space, using stochastically generated initial waveforms that converge to multiple locally optimal solutions; and (2) finds optimal stimulus waveforms that achieve a physiological outcome condition, without a priori knowledge of the optimal terminal condition of all state variables. Analysis of biological systems using stochastically-seeded gradient methods can reveal salient dynamical mechanisms underlying the optimal control of system behavior. The gradient algorithm may also have practical applications in future work, for example, finding energy optimal waveforms for therapeutic neural stimulation that minimizes power usage and diminishes off-target effects and damage to neighboring tissue.

An approach for multi-objective optimization of vehicle suspension system

NASA Astrophysics Data System (ADS)

Koulocheris, D.; Papaioannou, G.; Christodoulou, D.

2017-10-01

In this paper, a half car model of with nonlinear suspension systems is selected in order to study the vertical vibrations and optimize its suspension system with respect to ride comfort and road holding. A road bump was used as road profile. At first, the optimization problem is solved with the use of Genetic Algorithms with respect to 6 optimization targets. Then the k - ɛ optimization method was implemented to locate one optimum solution. Furthermore, an alternative approach is presented in this work: the previous optimization targets are separated in main and supplementary ones, depending on their importance in the analysis. The supplementary targets are not crucial to the optimization but they could enhance the main objectives. Thus, the problem was solved again using Genetic Algorithms with respect to the 3 main targets of the optimization. Having obtained the Pareto set of solutions, the k - ɛ optimality method was implemented for the 3 main targets and the supplementary ones, evaluated by the simulation of the vehicle model. The results of both cases are presented and discussed in terms of convergence of the optimization and computational time. The optimum solutions acquired from both cases are compared based on performance metrics as well.

A novel comprehensive learning artificial bee colony optimizer for dynamic optimization biological problems.

PubMed

Su, Weixing; Chen, Hanning; Liu, Fang; Lin, Na; Jing, Shikai; Liang, Xiaodan; Liu, Wei

2017-03-01

There are many dynamic optimization problems in the real world, whose convergence and searching ability is cautiously desired, obviously different from static optimization cases. This requires an optimization algorithm adaptively seek the changing optima over dynamic environments, instead of only finding the global optimal solution in the static environment. This paper proposes a novel comprehensive learning artificial bee colony optimizer (CLABC) for optimization in dynamic environments problems, which employs a pool of optimal foraging strategies to balance the exploration and exploitation tradeoff. The main motive of CLABC is to enrich artificial bee foraging behaviors in the ABC model by combining Powell's pattern search method, life-cycle, and crossover-based social learning strategy. The proposed CLABC is a more bee-colony-realistic model that the bee can reproduce and die dynamically throughout the foraging process and population size varies as the algorithm runs. The experiments for evaluating CLABC are conducted on the dynamic moving peak benchmarks. Furthermore, the proposed algorithm is applied to a real-world application of dynamic RFID network optimization. Statistical analysis of all these cases highlights the significant performance improvement due to the beneficial combination and demonstrates the performance superiority of the proposed algorithm.

Rayleigh wave dispersion curve inversion by using particle swarm optimization and genetic algorithm

NASA Astrophysics Data System (ADS)

Buyuk, Ersin; Zor, Ekrem; Karaman, Abdullah

2017-04-01

Inversion of surface wave dispersion curves with its highly nonlinear nature has some difficulties using traditional linear inverse methods due to the need and strong dependence to the initial model, possibility of trapping in local minima and evaluation of partial derivatives. There are some modern global optimization methods to overcome of these difficulties in surface wave analysis such as Genetic algorithm (GA) and Particle Swarm Optimization (PSO). GA is based on biologic evolution consisting reproduction, crossover and mutation operations, while PSO algorithm developed after GA is inspired from the social behaviour of birds or fish of swarms. Utility of these methods require plausible convergence rate, acceptable relative error and optimum computation cost that are important for modelling studies. Even though PSO and GA processes are similar in appearence, the cross-over operation in GA is not used in PSO and the mutation operation is a stochastic process for changing the genes within chromosomes in GA. Unlike GA, the particles in PSO algorithm changes their position with logical velocities according to particle's own experience and swarm's experience. In this study, we applied PSO algorithm to estimate S wave velocities and thicknesses of the layered earth model by using Rayleigh wave dispersion curve and also compared these results with GA and we emphasize on the advantage of using PSO algorithm for geophysical modelling studies considering its rapid convergence, low misfit error and computation cost.

Application of Contraction Mappings to the Control of Nonlinear Systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Killingsworth, W. R., Jr.

1972-01-01

The theoretical and applied aspects of successive approximation techniques are considered for the determination of controls for nonlinear dynamical systems. Particular emphasis is placed upon the methods of contraction mappings and modified contraction mappings. It is shown that application of the Pontryagin principle to the optimal nonlinear regulator problem results in necessary conditions for optimality in the form of a two point boundary value problem (TPBVP). The TPBVP is represented by an operator equation and functional analytic results on the iterative solution of operator equations are applied. The general convergence theorems are translated and applied to those operators arising from the optimal regulation of nonlinear systems. It is shown that simply structured matrices and similarity transformations may be used to facilitate the calculation of the matrix Green functions and the evaluation of the convergence criteria. A controllability theory based on the integral representation of TPBVP's, the implicit function theorem, and contraction mappings is developed for nonlinear dynamical systems. Contraction mappings are theoretically and practically applied to a nonlinear control problem with bounded input control and the Lipschitz norm is used to prove convergence for the nondifferentiable operator. A dynamic model representing community drug usage is developed and the contraction mappings method is used to study the optimal regulation of the nonlinear system.

Subspace-based optimization method for inverse scattering problems with an inhomogeneous background medium

NASA Astrophysics Data System (ADS)

Chen, Xudong

2010-07-01

This paper proposes a version of the subspace-based optimization method to solve the inverse scattering problem with an inhomogeneous background medium where the known inhomogeneities are bounded in a finite domain. Although the background Green's function at each discrete point in the computational domain is not directly available in an inhomogeneous background scenario, the paper uses the finite element method to simultaneously obtain the Green's function at all discrete points. The essence of the subspace-based optimization method is that part of the contrast source is determined from the spectrum analysis without using any optimization, whereas the orthogonally complementary part is determined by solving a lower dimension optimization problem. This feature significantly speeds up the convergence of the algorithm and at the same time makes it robust against noise. Numerical simulations illustrate the efficacy of the proposed algorithm. The algorithm presented in this paper finds wide applications in nondestructive evaluation, such as through-wall imaging.

An experimental analysis on OSPF-TE convergence time

NASA Astrophysics Data System (ADS)

Huang, S.; Kitayama, K.; Cugini, F.; Paolucci, F.; Giorgetti, A.; Valcarenghi, L.; Castoldi, P.

2008-11-01

Open shortest path first (OSPF) protocol is commonly used as an interior gateway protocol (IGP) in MPLS and generalized MPLS (GMPLS) networks to determine the topology over which label-switched paths (LSPs) can be established. Traffic-engineering extensions (network states such as link bandwidth information, available wavelengths, signal quality, etc) have been recently enabled in OSPF (henceforth, called OSPF-TE) to support shortest path first (SPF) tree calculation upon different purposes, thus possibly achieving optimal path computation and helping improve resource utilization efficiency. Adding these features into routing phase can exploit the OSPF robustness, and no additional network component is required to manage the traffic-engineering information. However, this traffic-engineering enhancement also complicates OSPF behavior. Since network states change frequently upon the dynamic trafficengineered LSP setup and release, the network is easily driven from a stable state to unstable operating regimes. In this paper, we focus on studying the OSPF-TE stability in terms of convergence time. Convergence time is referred to the time spent by the network to go back to steady states upon any network state change. An external observation method (based on black-box method) is employed to estimate the convergence time. Several experimental test-beds are developed to emulate dynamic LSP setup/release, re-routing upon single-link failure. The experimental results show that with OSPF-TE the network requires more time to converge compared to the conventional OSPF protocol without TE extension. Especially, in case of wavelength-routed optical network (WRON), introducing per wavelength availability and wavelength continuity constraint to OSPF-TE suffers severe convergence time and a large number of advertised link state advertisements (LSAs). Our study implies that long convergence time and large number of LSAs flooded in the network might cause scalability problems in OSPF-TE and impose limitations on OSPF-TE applications. New solutions to mitigate the s convergence time and to reduce the amount of state information are desired in the future.

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

NASA Astrophysics Data System (ADS)

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

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

Performance comparison of a new hybrid conjugate gradient method under exact and inexact line searches

NASA Astrophysics Data System (ADS)

Ghani, N. H. A.; Mohamed, N. S.; Zull, N.; Shoid, S.; Rivaie, M.; Mamat, M.

2017-09-01

Conjugate gradient (CG) method is one of iterative techniques prominently used in solving unconstrained optimization problems due to its simplicity, low memory storage, and good convergence analysis. This paper presents a new hybrid conjugate gradient method, named NRM1 method. The method is analyzed under the exact and inexact line searches in given conditions. Theoretically, proofs show that the NRM1 method satisfies the sufficient descent condition with both line searches. The computational result indicates that NRM1 method is capable in solving the standard unconstrained optimization problems used. On the other hand, the NRM1 method performs better under inexact line search compared with exact line search.

Hybrid simulated annealing and its application to optimization of hidden Markov models for visual speech recognition.

PubMed

Lee, Jong-Seok; Park, Cheol Hoon

2010-08-01

We propose a novel stochastic optimization algorithm, hybrid simulated annealing (SA), to train hidden Markov models (HMMs) for visual speech recognition. In our algorithm, SA is combined with a local optimization operator that substitutes a better solution for the current one to improve the convergence speed and the quality of solutions. We mathematically prove that the sequence of the objective values converges in probability to the global optimum in the algorithm. The algorithm is applied to train HMMs that are used as visual speech recognizers. While the popular training method of HMMs, the expectation-maximization algorithm, achieves only local optima in the parameter space, the proposed method can perform global optimization of the parameters of HMMs and thereby obtain solutions yielding improved recognition performance. The superiority of the proposed algorithm to the conventional ones is demonstrated via isolated word recognition experiments.

Efficient Multi-Stage Time Marching for Viscous Flows via Local Preconditioning

NASA Technical Reports Server (NTRS)

Kleb, William L.; Wood, William A.; vanLeer, Bram

1999-01-01

A new method has been developed to accelerate the convergence of explicit time-marching, laminar, Navier-Stokes codes through the combination of local preconditioning and multi-stage time marching optimization. Local preconditioning is a technique to modify the time-dependent equations so that all information moves or decays at nearly the same rate, thus relieving the stiffness for a system of equations. Multi-stage time marching can be optimized by modifying its coefficients to account for the presence of viscous terms, allowing larger time steps. We show it is possible to optimize the time marching scheme for a wide range of cell Reynolds numbers for the scalar advection-diffusion equation, and local preconditioning allows this optimization to be applied to the Navier-Stokes equations. Convergence acceleration of the new method is demonstrated through numerical experiments with circular advection and laminar boundary-layer flow over a flat plate.

Self-deployable mobile sensor networks for on-demand surveillance

NASA Astrophysics Data System (ADS)

Miao, Lidan; Qi, Hairong; Wang, Feiyi

2005-05-01

This paper studies two interconnected problems in mobile sensor network deployment, the optimal placement of heterogeneous mobile sensor platforms for cost-efficient and reliable coverage purposes, and the self-organizable deployment. We first develop an optimal placement algorithm based on a "mosaicked technology" such that different types of mobile sensors form a mosaicked pattern uniquely determined by the popularity of different types of sensor nodes. The initial state is assumed to be random. In order to converge to the optimal state, we investigate the swarm intelligence (SI)-based sensor movement strategy, through which the randomly deployed sensors can self-organize themselves to reach the optimal placement state. The proposed algorithm is compared with the random movement and the centralized method using performance metrics such as network coverage, convergence time, and energy consumption. Simulation results are presented to demonstrate the effectiveness of the mosaic placement and the SI-based movement.

Intelligent design optimization of a shape-memory-alloy-actuated reconfigurable wing

NASA Astrophysics Data System (ADS)

Lagoudas, Dimitris C.; Strelec, Justin K.; Yen, John; Khan, Mohammad A.

2000-06-01

The unique thermal and mechanical properties offered by shape memory alloys (SMAs) present exciting possibilities in the field of aerospace engineering. When properly trained, SMA wires act as linear actuators by contracting when heated and returning to their original shape when cooled. It has been shown experimentally that the overall shape of an airfoil can be altered by activating several attached SMA wire actuators. This shape-change can effectively increase the efficiency of a wing in flight at several different flow regimes. To determine the necessary placement of these wire actuators within the wing, an optimization method that incorporates a fully-coupled structural, thermal, and aerodynamic analysis has been utilized. Due to the complexity of the fully-coupled analysis, intelligent optimization methods such as genetic algorithms have been used to efficiently converge to an optimal solution. The genetic algorithm used in this case is a hybrid version with global search and optimization capabilities augmented by the simplex method as a local search technique. For the reconfigurable wing, each chromosome represents a realizable airfoil configuration and its genes are the SMA actuators, described by their location and maximum transformation strain. The genetic algorithm has been used to optimize this design problem to maximize the lift-to-drag ratio for a reconfigured airfoil shape.

Network Intrusion Detection Based on a General Regression Neural Network Optimized by an Improved Artificial Immune Algorithm

PubMed Central

Wu, Jianfa; Peng, Dahao; Li, Zhuping; Zhao, Li; Ling, Huanzhang

2015-01-01

To effectively and accurately detect and classify network intrusion data, this paper introduces a general regression neural network (GRNN) based on the artificial immune algorithm with elitist strategies (AIAE). The elitist archive and elitist crossover were combined with the artificial immune algorithm (AIA) to produce the AIAE-GRNN algorithm, with the aim of improving its adaptivity and accuracy. In this paper, the mean square errors (MSEs) were considered the affinity function. The AIAE was used to optimize the smooth factors of the GRNN; then, the optimal smooth factor was solved and substituted into the trained GRNN. Thus, the intrusive data were classified. The paper selected a GRNN that was separately optimized using a genetic algorithm (GA), particle swarm optimization (PSO), and fuzzy C-mean clustering (FCM) to enable a comparison of these approaches. As shown in the results, the AIAE-GRNN achieves a higher classification accuracy than PSO-GRNN, but the running time of AIAE-GRNN is long, which was proved first. FCM and GA-GRNN were eliminated because of their deficiencies in terms of accuracy and convergence. To improve the running speed, the paper adopted principal component analysis (PCA) to reduce the dimensions of the intrusive data. With the reduction in dimensionality, the PCA-AIAE-GRNN decreases in accuracy less and has better convergence than the PCA-PSO-GRNN, and the running speed of the PCA-AIAE-GRNN was relatively improved. The experimental results show that the AIAE-GRNN has a higher robustness and accuracy than the other algorithms considered and can thus be used to classify the intrusive data. PMID:25807466

Optimal Wastewater Loading under Conflicting Goals and Technology Limitations in a Riverine System.

PubMed

Rafiee, Mojtaba; Lyon, Steve W; Zahraie, Banafsheh; Destouni, Georgia; Jaafarzadeh, Nemat

2017-03-01

  This paper investigates a novel simulation-optimization (S-O) framework for identifying optimal treatment levels and treatment processes for multiple wastewater dischargers to rivers. A commonly used water quality simulation model, Qual2K, was linked to a Genetic Algorithm optimization model for exploration of relevant fuzzy objective-function formulations for addressing imprecision and conflicting goals of pollution control agencies and various dischargers. Results showed a dynamic flow dependence of optimal wastewater loading with good convergence to near global optimum. Explicit considerations of real-world technological limitations, which were developed here in a new S-O framework, led to better compromise solutions between conflicting goals than those identified within traditional S-O frameworks. The newly developed framework, in addition to being more technologically realistic, is also less complicated and converges on solutions more rapidly than traditional frameworks. This technique marks a significant step forward for development of holistic, riverscape-based approaches that balance the conflicting needs of the stakeholders.

Particle swarm optimization using multi-information characteristics of all personal-best information.

PubMed

Huang, Song; Tian, Na; Wang, Yan; Ji, Zhicheng

2016-01-01

Convergence stagnation is the chief difficulty to solve hard optimization problems for most particle swarm optimization variants. To address this issue, a novel particle swarm optimization using multi-information characteristics of all personal-best information is developed in our research. In the modified algorithm, two positions are defined by personal-best positions and an improved cognition term with three positions of all personal-best information is used in velocity update equation to enhance the search capability. This strategy could make particles fly to a better direction by discovering useful information from all the personal-best positions. The validity of the proposed algorithm is assessed on twenty benchmark problems including unimodal, multimodal, rotated and shifted functions, and the results are compared with that obtained by some published variants of particle swarm optimization in the literature. Computational results demonstrate that the proposed algorithm finds several global optimum and high-quality solutions in most case with a fast convergence speed.

An Asymptotically-Optimal Sampling-Based Algorithm for Bi-directional Motion Planning

PubMed Central

Starek, Joseph A.; Gomez, Javier V.; Schmerling, Edward; Janson, Lucas; Moreno, Luis; Pavone, Marco

2015-01-01

Bi-directional search is a widely used strategy to increase the success and convergence rates of sampling-based motion planning algorithms. Yet, few results are available that merge both bi-directional search and asymptotic optimality into existing optimal planners, such as PRM*, RRT*, and FMT*. The objective of this paper is to fill this gap. Specifically, this paper presents a bi-directional, sampling-based, asymptotically-optimal algorithm named Bi-directional FMT* (BFMT*) that extends the Fast Marching Tree (FMT*) algorithm to bidirectional search while preserving its key properties, chiefly lazy search and asymptotic optimality through convergence in probability. BFMT* performs a two-source, lazy dynamic programming recursion over a set of randomly-drawn samples, correspondingly generating two search trees: one in cost-to-come space from the initial configuration and another in cost-to-go space from the goal configuration. Numerical experiments illustrate the advantages of BFMT* over its unidirectional counterpart, as well as a number of other state-of-the-art planners. PMID:27004130

Genetic Algorithm Optimizes Q-LAW Control Parameters

NASA Technical Reports Server (NTRS)

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

2008-01-01

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

Comparative Analysis of Particle Swarm and Differential Evolution via Tuning on Ultrasmall Titanium Oxide Nanoclusters

NASA Astrophysics Data System (ADS)

Inclan, Eric; Lassester, Jack; Geohegan, David; Yoon, Mina

Optimization algorithms (OA) coupled with numerical methods enable researchers to identify and study (meta) stable nanoclusters without the control restrictions of empirical methods. An algorithm's performance is governed by two factors: (1) its compatibility with an objective function, (2) the dimension of a design space, which increases with cluster size. Although researchers often tune an algorithm's user-defined parameters (UDP), tuning is not guaranteed to improve performance. In this research, Particle Swarm (PSO) and Differential Evolution (DE), are compared by tuning their UDP in a multi-objective optimization environment (MOE). Combined with a Kolmogorov Smirnov test for statistical significance, the MOE enables the study of the Pareto Front (PF), made of the UDP settings that trade-off between best performance in energy minimization (``effectiveness'') based on force-field potential energy, and best convergence rate (``efficiency''). By studying the PF, this research finds that UDP values frequently suggested in the literature do not provide best effectiveness for these methods. Additionally, monotonic convergence is found to significantly improve efficiency without sacrificing effectiveness for very small systems, suggesting better compatibility. Work is supported by the U.S. Department of Energy, Office of Science, Basic Energy Sciences, Materials Sciences and Engineering Division.

A globally convergent LCL method for nonlinear optimization.

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

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

2005-01-01

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

A reward optimization method based on action subrewards in hierarchical reinforcement learning.

PubMed

Fu, Yuchen; Liu, Quan; Ling, Xionghong; Cui, Zhiming

2014-01-01

Reinforcement learning (RL) is one kind of interactive learning methods. Its main characteristics are "trial and error" and "related reward." A hierarchical reinforcement learning method based on action subrewards is proposed to solve the problem of "curse of dimensionality," which means that the states space will grow exponentially in the number of features and low convergence speed. The method can reduce state spaces greatly and choose actions with favorable purpose and efficiency so as to optimize reward function and enhance convergence speed. Apply it to the online learning in Tetris game, and the experiment result shows that the convergence speed of this algorithm can be enhanced evidently based on the new method which combines hierarchical reinforcement learning algorithm and action subrewards. The "curse of dimensionality" problem is also solved to a certain extent with hierarchical method. All the performance with different parameters is compared and analyzed as well.

Alien Genetic Algorithm for Exploration of Search Space

NASA Astrophysics Data System (ADS)

Patel, Narendra; Padhiyar, Nitin

2010-10-01

Genetic Algorithm (GA) is a widely accepted population based stochastic optimization technique used for single and multi objective optimization problems. Various versions of modifications in GA have been proposed in last three decades mainly addressing two issues, namely increasing convergence rate and increasing probability of global minima. While both these. While addressing the first issue, GA tends to converge to a local optima and addressing the second issue corresponds the large computational efforts. Thus, to reduce the contradictory effects of these two aspects, we propose a modification in GA by adding an alien member in the population at every generation. Addition of an Alien member in the current population at every generation increases the probability of obtaining global minima at the same time maintaining higher convergence rate. With two test cases, we have demonstrated the efficacy of the proposed GA by comparing with the conventional GA.

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.

Direct adaptive performance optimization of subsonic transports: A periodic perturbation technique

NASA Technical Reports Server (NTRS)

Espana, Martin D.; Gilyard, Glenn

1995-01-01

Aircraft performance can be optimized at the flight condition by using available redundancy among actuators. Effective use of this potential allows improved performance beyond limits imposed by design compromises. Optimization based on nominal models does not result in the best performance of the actual aircraft at the actual flight condition. An adaptive algorithm for optimizing performance parameters, such as speed or fuel flow, in flight based exclusively on flight data is proposed. The algorithm is inherently insensitive to model inaccuracies and measurement noise and biases and can optimize several decision variables at the same time. An adaptive constraint controller integrated into the algorithm regulates the optimization constraints, such as altitude or speed, without requiring and prior knowledge of the autopilot design. The algorithm has a modular structure which allows easy incorporation (or removal) of optimization constraints or decision variables to the optimization problem. An important part of the contribution is the development of analytical tools enabling convergence analysis of the algorithm and the establishment of simple design rules. The fuel-flow minimization and velocity maximization modes of the algorithm are demonstrated on the NASA Dryden B-720 nonlinear flight simulator for the single- and multi-effector optimization cases.

Run-to-Run Optimization Control Within Exact Inverse Framework for Scan Tracking.

PubMed

Yeoh, Ivan L; Reinhall, Per G; Berg, Martin C; Chizeck, Howard J; Seibel, Eric J

2017-09-01

A run-to-run optimization controller uses a reduced set of measurement parameters, in comparison to more general feedback controllers, to converge to the best control point for a repetitive process. A new run-to-run optimization controller is presented for the scanning fiber device used for image acquisition and display. This controller utilizes very sparse measurements to estimate a system energy measure and updates the input parameterizations iteratively within a feedforward with exact-inversion framework. Analysis, simulation, and experimental investigations on the scanning fiber device demonstrate improved scan accuracy over previous methods and automatic controller adaptation to changing operating temperature. A specific application example and quantitative error analyses are provided of a scanning fiber endoscope that maintains high image quality continuously across a 20 °C temperature rise without interruption of the 56 Hz video.

A Conjugate Gradient Algorithm with Function Value Information and N-Step Quadratic Convergence for Unconstrained Optimization

PubMed Central

Li, Xiangrong; Zhao, Xupei; Duan, Xiabin; Wang, Xiaoliang

2015-01-01

It is generally acknowledged that the conjugate gradient (CG) method achieves global convergence—with at most a linear convergence rate—because CG formulas are generated by linear approximations of the objective functions. The quadratically convergent results are very limited. We introduce a new PRP method in which the restart strategy is also used. Moreover, the method we developed includes not only n-step quadratic convergence but also both the function value information and gradient value information. In this paper, we will show that the new PRP method (with either the Armijo line search or the Wolfe line search) is both linearly and quadratically convergent. The numerical experiments demonstrate that the new PRP algorithm is competitive with the normal CG method. PMID:26381742

Patent Network Analysis and Quadratic Assignment Procedures to Identify the Convergence of Robot Technologies

PubMed Central

Lee, Woo Jin; Lee, Won Kyung

2016-01-01

Because of the remarkable developments in robotics in recent years, technological convergence has been active in this area. We focused on finding patterns of convergence within robot technology using network analysis of patents in both the USPTO and KIPO. To identify the variables that affect convergence, we used quadratic assignment procedures (QAP). From our analysis, we observed the patent network ecology related to convergence and found technologies that have great potential to converge with other robotics technologies. The results of our study are expected to contribute to setting up convergence based R&D policies for robotics, which can lead new innovation. PMID:27764196

An explicit solution to the exoatmospheric powered flight guidance and trajectory optimization problem for rocket propelled vehicles

NASA Technical Reports Server (NTRS)

Jaggers, R. F.

1977-01-01

A derivation of an explicit solution to the two point boundary-value problem of exoatmospheric guidance and trajectory optimization is presented. Fixed initial conditions and continuous burn, multistage thrusting are assumed. Any number of end conditions from one to six (throttling is required in the case of six) can be satisfied in an explicit and practically optimal manner. The explicit equations converge for off nominal conditions such as engine failure, abort, target switch, etc. The self starting, predictor/corrector solution involves no Newton-Rhapson iterations, numerical integration, or first guess values, and converges rapidly if physically possible. A form of this algorithm has been chosen for onboard guidance, as well as real time and preflight ground targeting and trajectory shaping for the NASA Space Shuttle Program.

Off-Policy Actor-Critic Structure for Optimal Control of Unknown Systems With Disturbances.

PubMed

Song, Ruizhuo; Lewis, Frank L; Wei, Qinglai; Zhang, Huaguang

2016-05-01

An optimal control method is developed for unknown continuous-time systems with unknown disturbances in this paper. The integral reinforcement learning (IRL) algorithm is presented to obtain the iterative control. Off-policy learning is used to allow the dynamics to be completely unknown. Neural networks are used to construct critic and action networks. It is shown that if there are unknown disturbances, off-policy IRL may not converge or may be biased. For reducing the influence of unknown disturbances, a disturbances compensation controller is added. It is proven that the weight errors are uniformly ultimately bounded based on Lyapunov techniques. Convergence of the Hamiltonian function is also proven. The simulation study demonstrates the effectiveness of the proposed optimal control method for unknown systems with disturbances.

Mesh refinement in finite element analysis by minimization of the stiffness matrix trace

NASA Technical Reports Server (NTRS)

Kittur, Madan G.; Huston, Ronald L.

1989-01-01

Most finite element packages provide means to generate meshes automatically. However, the user is usually confronted with the problem of not knowing whether the mesh generated is appropriate for the problem at hand. Since the accuracy of the finite element results is mesh dependent, mesh selection forms a very important step in the analysis. Indeed, in accurate analyses, meshes need to be refined or rezoned until the solution converges to a value so that the error is below a predetermined tolerance. A-posteriori methods use error indicators, developed by using the theory of interpolation and approximation theory, for mesh refinements. Some use other criterions, such as strain energy density variation and stress contours for example, to obtain near optimal meshes. Although these methods are adaptive, they are expensive. Alternatively, a priori methods, until now available, use geometrical parameters, for example, element aspect ratio. Therefore, they are not adaptive by nature. An adaptive a-priori method is developed. The criterion is that the minimization of the trace of the stiffness matrix with respect to the nodal coordinates, leads to a minimization of the potential energy, and as a consequence provide a good starting mesh. In a few examples the method is shown to provide the optimal mesh. The method is also shown to be relatively simple and amenable to development of computer algorithms. When the procedure is used in conjunction with a-posteriori methods of grid refinement, it is shown that fewer refinement iterations and fewer degrees of freedom are required for convergence as opposed to when the procedure is not used. The mesh obtained is shown to have uniform distribution of stiffness among the nodes and elements which, as a consequence, leads to uniform error distribution. Thus the mesh obtained meets the optimality criterion of uniform error distribution.

Design optimization of axial flow hydraulic turbine runner: Part II - multi-objective constrained optimization method

NASA Astrophysics Data System (ADS)

Peng, Guoyi; Cao, Shuliang; Ishizuka, Masaru; Hayama, Shinji

2002-06-01

This paper is concerned with the design optimization of axial flow hydraulic turbine runner blade geometry. In order to obtain a better design plan with good performance, a new comprehensive performance optimization procedure has been presented by combining a multi-variable multi-objective constrained optimization model with a Q3D inverse computation and a performance prediction procedure. With careful analysis of the inverse design of axial hydraulic turbine runner, the total hydraulic loss and the cavitation coefficient are taken as optimization objectives and a comprehensive objective function is defined using the weight factors. Parameters of a newly proposed blade bound circulation distribution function and parameters describing positions of blade leading and training edges in the meridional flow passage are taken as optimization variables.The optimization procedure has been applied to the design optimization of a Kaplan runner with specific speed of 440 kW. Numerical results show that the performance of designed runner is successfully improved through optimization computation. The optimization model is found to be validated and it has the feature of good convergence. With the multi-objective optimization model, it is possible to control the performance of designed runner by adjusting the value of weight factors defining the comprehensive objective function. Copyright

Least-Squares, Continuous Sensitivity Analysis for Nonlinear Fluid-Structure Interaction

DTIC Science & Technology

2009-08-20

Tangential stress optimization convergence to uniform value  1.797  as a function of eccentric anomaly   E and Objective function value as a...up to the domain dimension, domainn . Equation (3.7) expands as truncation error round-off error decreasing step size FD e rr or 54...force, and E is Young’s modulus. Equations (3.31) and (3.32) may be directly integrated to yield the stress and displacement solutions, which, for no

Generalized Likelihood Uncertainty Estimation (GLUE) Using Multi-Optimization Algorithm as Sampling Method

NASA Astrophysics Data System (ADS)

Wang, Z.

2015-12-01

For decades, distributed and lumped hydrological models have furthered our understanding of hydrological system. The development of hydrological simulation in large scale and high precision elaborated the spatial descriptions and hydrological behaviors. Meanwhile, the new trend is also followed by the increment of model complexity and number of parameters, which brings new challenges of uncertainty quantification. Generalized Likelihood Uncertainty Estimation (GLUE) has been widely used in uncertainty analysis for hydrological models referring to Monte Carlo method coupled with Bayesian estimation. However, the stochastic sampling method of prior parameters adopted by GLUE appears inefficient, especially in high dimensional parameter space. The heuristic optimization algorithms utilizing iterative evolution show better convergence speed and optimality-searching performance. In light of the features of heuristic optimization algorithms, this study adopted genetic algorithm, differential evolution, shuffled complex evolving algorithm to search the parameter space and obtain the parameter sets of large likelihoods. Based on the multi-algorithm sampling, hydrological model uncertainty analysis is conducted by the typical GLUE framework. To demonstrate the superiority of the new method, two hydrological models of different complexity are examined. The results shows the adaptive method tends to be efficient in sampling and effective in uncertainty analysis, providing an alternative path for uncertainty quantilization.

Application of the gravity search algorithm to multi-reservoir operation optimization

NASA Astrophysics Data System (ADS)

Bozorg-Haddad, Omid; Janbaz, Mahdieh; Loáiciga, Hugo A.

2016-12-01

Complexities in river discharge, variable rainfall regime, and drought severity merit the use of advanced optimization tools in multi-reservoir operation. The gravity search algorithm (GSA) is an evolutionary optimization algorithm based on the law of gravity and mass interactions. This paper explores the GSA's efficacy for solving benchmark functions, single reservoir, and four-reservoir operation optimization problems. The GSA's solutions are compared with those of the well-known genetic algorithm (GA) in three optimization problems. The results show that the GSA's results are closer to the optimal solutions than the GA's results in minimizing the benchmark functions. The average values of the objective function equal 1.218 and 1.746 with the GSA and GA, respectively, in solving the single-reservoir hydropower operation problem. The global solution equals 1.213 for this same problem. The GSA converged to 99.97% of the global solution in its average-performing history, while the GA converged to 97% of the global solution of the four-reservoir problem. Requiring fewer parameters for algorithmic implementation and reaching the optimal solution in fewer number of functional evaluations are additional advantages of the GSA over the GA. The results of the three optimization problems demonstrate a superior performance of the GSA for optimizing general mathematical problems and the operation of reservoir systems.

On optimal strategies in event-constrained differential games

NASA Technical Reports Server (NTRS)

Heymann, M.; Rajan, N.; Ardema, M.

1985-01-01

Combat games are formulated as zero-sum differential games with unilateral event constraints. An interior penalty function approach is employed to approximate optimal strategies for the players. The method is very attractive computationally and possesses suitable approximation and convergence properties.

Chaos Quantum-Behaved Cat Swarm Optimization Algorithm and Its Application in the PV MPPT

PubMed Central

2017-01-01

Cat Swarm Optimization (CSO) algorithm was put forward in 2006. Despite a faster convergence speed compared with Particle Swarm Optimization (PSO) algorithm, the application of CSO is greatly limited by the drawback of “premature convergence,” that is, the possibility of trapping in local optimum when dealing with nonlinear optimization problem with a large number of local extreme values. In order to surmount the shortcomings of CSO, Chaos Quantum-behaved Cat Swarm Optimization (CQCSO) algorithm is proposed in this paper. Firstly, Quantum-behaved Cat Swarm Optimization (QCSO) algorithm improves the accuracy of the CSO algorithm, because it is easy to fall into the local optimum in the later stage. Chaos Quantum-behaved Cat Swarm Optimization (CQCSO) algorithm is proposed by introducing tent map for jumping out of local optimum in this paper. Secondly, CQCSO has been applied in the simulation of five different test functions, showing higher accuracy and less time consumption than CSO and QCSO. Finally, photovoltaic MPPT model and experimental platform are established and global maximum power point tracking control strategy is achieved by CQCSO algorithm, the effectiveness and efficiency of which have been verified by both simulation and experiment. PMID:29181020

Chaos Quantum-Behaved Cat Swarm Optimization Algorithm and Its Application in the PV MPPT.

PubMed

Nie, Xiaohua; Wang, Wei; Nie, Haoyao

2017-01-01

Cat Swarm Optimization (CSO) algorithm was put forward in 2006. Despite a faster convergence speed compared with Particle Swarm Optimization (PSO) algorithm, the application of CSO is greatly limited by the drawback of "premature convergence," that is, the possibility of trapping in local optimum when dealing with nonlinear optimization problem with a large number of local extreme values. In order to surmount the shortcomings of CSO, Chaos Quantum-behaved Cat Swarm Optimization (CQCSO) algorithm is proposed in this paper. Firstly, Quantum-behaved Cat Swarm Optimization (QCSO) algorithm improves the accuracy of the CSO algorithm, because it is easy to fall into the local optimum in the later stage. Chaos Quantum-behaved Cat Swarm Optimization (CQCSO) algorithm is proposed by introducing tent map for jumping out of local optimum in this paper. Secondly, CQCSO has been applied in the simulation of five different test functions, showing higher accuracy and less time consumption than CSO and QCSO. Finally, photovoltaic MPPT model and experimental platform are established and global maximum power point tracking control strategy is achieved by CQCSO algorithm, the effectiveness and efficiency of which have been verified by both simulation and experiment.

Chaotic particle swarm optimization with mutation for classification.

PubMed

Assarzadeh, Zahra; Naghsh-Nilchi, Ahmad Reza

2015-01-01

In this paper, a chaotic particle swarm optimization with mutation-based classifier particle swarm optimization is proposed to classify patterns of different classes in the feature space. The introduced mutation operators and chaotic sequences allows us to overcome the problem of early convergence into a local minima associated with particle swarm optimization algorithms. That is, the mutation operator sharpens the convergence and it tunes the best possible solution. Furthermore, to remove the irrelevant data and reduce the dimensionality of medical datasets, a feature selection approach using binary version of the proposed particle swarm optimization is introduced. In order to demonstrate the effectiveness of our proposed classifier, mutation-based classifier particle swarm optimization, it is checked out with three sets of data classifications namely, Wisconsin diagnostic breast cancer, Wisconsin breast cancer and heart-statlog, with different feature vector dimensions. The proposed algorithm is compared with different classifier algorithms including k-nearest neighbor, as a conventional classifier, particle swarm-classifier, genetic algorithm, and Imperialist competitive algorithm-classifier, as more sophisticated ones. The performance of each classifier was evaluated by calculating the accuracy, sensitivity, specificity and Matthews's correlation coefficient. The experimental results show that the mutation-based classifier particle swarm optimization unequivocally performs better than all the compared algorithms.

Selective advantage of implementing optimal contributions selection and timescales for the convergence of long-term genetic contributions.

PubMed

Howard, David M; Pong-Wong, Ricardo; Knap, Pieter W; Kremer, Valentin D; Woolliams, John A

2018-05-10

Optimal contributions selection (OCS) provides animal breeders with a framework for maximising genetic gain for a predefined rate of inbreeding. Simulation studies have indicated that the source of the selective advantage of OCS is derived from breeding decisions being more closely aligned with estimates of Mendelian sampling terms ([Formula: see text]) of selection candidates, rather than estimated breeding values (EBV). This study represents the first attempt to assess the source of the selective advantage provided by OCS using a commercial pig population and by testing three hypotheses: (1) OCS places more emphasis on [Formula: see text] compared to EBV for determining which animals were selected as parents, (2) OCS places more emphasis on [Formula: see text] compared to EBV for determining which of those parents were selected to make a long-term genetic contribution (r), and (3) OCS places more emphasis on [Formula: see text] compared to EBV for determining the magnitude of r. The population studied also provided an opportunity to investigate the convergence of r over time. Selection intensity limited the number of males available for analysis, but females provided some evidence that the selective advantage derived from applying an OCS algorithm resulted from greater weighting being placed on [Formula: see text] during the process of decision-making. Male r were found to converge initially at a faster rate than female r, with approximately 90% convergence achieved within seven generations across both sexes. This study of commercial data provides some support to results from theoretical and simulation studies that the source of selective advantage from OCS comes from [Formula: see text]. The implication that genomic selection (GS) improves estimation of [Formula: see text] should allow for even greater genetic gains for a predefined rate of inbreeding, once the synergistic benefits of combining OCS and GS are realised.

Psychometric properties of the Medical Student Well-Being Index among medical students in a Malaysian medical school.

PubMed

Yusoff, Muhamad Saiful Bahri; Yaacob, Mohd Jamil; Naing, Nyi Nyi; Esa, Ab Rahman

2013-02-01

This study evaluated the convergent, discriminant, construct, concurrent and discriminative validity of the Medical Student Wellbeing Index (MSWBI) as well as to evaluate its internal consistency and optimal cut-off total scores to detect at least moderate levels of general psychological distress, stress, anxiety and depression symptoms. A cross sectional study was done on 171 medical students. The MSWBI and DASS-21 were administered and returned immediately upon completion. Confirmatory factor analysis, reliability analysis, ROC analysis and Pearson correlation test were applied to assess psychometric properties of the MSWBI. A total of 168 (98.2%) medical students responded. The goodness of fit indices showed the MSWBI had a good construct (χ(2)=6.14, p=0.803, RMSEA<0.001, RMR=0.004, GFI=0.99, AGFI=0.97, CFI=1.00, IFI=1.02, TLI=1.04). The Cronbach's alpha value was 0.69 indicating an acceptable level of internal consistency. Pearson correlation coefficients and ROC analysis suggested each MSWBI's item showed adequate convergent and discriminant validity. Its optimal cut-off scores to detect at least moderate levels of general psychological distress, stress, anxiety, and depression were 1.5, 2.5, 1.5 and 2.5 respectively with sensitivity and specificity ranged from 62 to 80% and the areas under ROC curve ranged from 0.71 to 0.83. This study showed that the MSWBI had good level of psychometric properties. The MSWBI score more than 2 can be considered as having significant psychological distress. The MSWBI is a valid and reliable screening instrument to assess psychological distress of medical students. Copyright © 2012 Elsevier B.V. All rights reserved.

3D CSEM data inversion using Newton and Halley class methods

NASA Astrophysics Data System (ADS)

Amaya, M.; Hansen, K. R.; Morten, J. P.

2016-05-01

For the first time in 3D controlled source electromagnetic data inversion, we explore the use of the Newton and the Halley optimization methods, which may show their potential when the cost function has a complex topology. The inversion is formulated as a constrained nonlinear least-squares problem which is solved by iterative optimization. These methods require the derivatives up to second order of the residuals with respect to model parameters. We show how Green's functions determine the high-order derivatives, and develop a diagrammatical representation of the residual derivatives. The Green's functions are efficiently calculated on-the-fly, making use of a finite-difference frequency-domain forward modelling code based on a multi-frontal sparse direct solver. This allow us to build the second-order derivatives of the residuals keeping the memory cost in the same order as in a Gauss-Newton (GN) scheme. Model updates are computed with a trust-region based conjugate-gradient solver which does not require the computation of a stabilizer. We present inversion results for a synthetic survey and compare the GN, Newton, and super-Halley optimization schemes, and consider two different approaches to set the initial trust-region radius. Our analysis shows that the Newton and super-Halley schemes, using the same regularization configuration, add significant information to the inversion so that the convergence is reached by different paths. In our simple resistivity model examples, the convergence speed of the Newton and the super-Halley schemes are either similar or slightly superior with respect to the convergence speed of the GN scheme, close to the minimum of the cost function. Due to the current noise levels and other measurement inaccuracies in geophysical investigations, this advantageous behaviour is at present of low consequence, but may, with the further improvement of geophysical data acquisition, be an argument for more accurate higher-order methods like those applied in this paper.

A Gradient Taguchi Method for Engineering Optimization

NASA Astrophysics Data System (ADS)

Hwang, Shun-Fa; Wu, Jen-Chih; He, Rong-Song

2017-10-01

To balance the robustness and the convergence speed of optimization, a novel hybrid algorithm consisting of Taguchi method and the steepest descent method is proposed in this work. Taguchi method using orthogonal arrays could quickly find the optimum combination of the levels of various factors, even when the number of level and/or factor is quite large. This algorithm is applied to the inverse determination of elastic constants of three composite plates by combining numerical method and vibration testing. For these problems, the proposed algorithm could find better elastic constants in less computation cost. Therefore, the proposed algorithm has nice robustness and fast convergence speed as compared to some hybrid genetic algorithms.

Optimal convolution SOR acceleration of waveform relaxation with application to semiconductor device simulation

NASA Technical Reports Server (NTRS)

Reichelt, Mark

1993-01-01

In this paper we describe a novel generalized SOR (successive overrelaxation) algorithm for accelerating the convergence of the dynamic iteration method known as waveform relaxation. A new convolution SOR algorithm is presented, along with a theorem for determining the optimal convolution SOR parameter. Both analytic and experimental results are given to demonstrate that the convergence of the convolution SOR algorithm is substantially faster than that of the more obvious frequency-independent waveform SOR algorithm. Finally, to demonstrate the general applicability of this new method, it is used to solve the differential-algebraic system generated by spatial discretization of the time-dependent semiconductor device equations.

Optimal sixteenth order convergent method based on quasi-Hermite interpolation for computing roots.

PubMed

Zafar, Fiza; Hussain, Nawab; Fatimah, Zirwah; Kharal, Athar

2014-01-01

We have given a four-step, multipoint iterative method without memory for solving nonlinear equations. The method is constructed by using quasi-Hermite interpolation and has order of convergence sixteen. As this method requires four function evaluations and one derivative evaluation at each step, it is optimal in the sense of the Kung and Traub conjecture. The comparisons are given with some other newly developed sixteenth-order methods. Interval Newton's method is also used for finding the enough accurate initial approximations. Some figures show the enclosure of finitely many zeroes of nonlinear equations in an interval. Basins of attractions show the effectiveness of the method.

On Asymptotic Behaviour and W 2, p Regularity of Potentials in Optimal Transportation

NASA Astrophysics Data System (ADS)

Liu, Jiakun; Trudinger, Neil S.; Wang, Xu-Jia

2015-03-01

In this paper we study local properties of cost and potential functions in optimal transportation. We prove that in a proper normalization process, the cost function is uniformly smooth and converges locally smoothly to a quadratic cost x · y, while the potential function converges to a quadratic function. As applications we obtain the interior W 2, p estimates and sharp C 1, α estimates for the potentials, which satisfy a Monge-Ampère type equation. The W 2, p estimate was previously proved by Caffarelli for the quadratic transport cost and the associated standard Monge-Ampère equation.

Designing a multistage supply chain in cross-stage reverse logistics environments: application of particle swarm optimization algorithms.

PubMed

Chiang, Tzu-An; Che, Z H; Cui, Zhihua

2014-01-01

This study designed a cross-stage reverse logistics course for defective products so that damaged products generated in downstream partners can be directly returned to upstream partners throughout the stages of a supply chain for rework and maintenance. To solve this reverse supply chain design problem, an optimal cross-stage reverse logistics mathematical model was developed. In addition, we developed a genetic algorithm (GA) and three particle swarm optimization (PSO) algorithms: the inertia weight method (PSOA_IWM), V(Max) method (PSOA_VMM), and constriction factor method (PSOA_CFM), which we employed to find solutions to support this mathematical model. Finally, a real case and five simulative cases with different scopes were used to compare the execution times, convergence times, and objective function values of the four algorithms used to validate the model proposed in this study. Regarding system execution time, the GA consumed more time than the other three PSOs did. Regarding objective function value, the GA, PSOA_IWM, and PSOA_CFM could obtain a lower convergence value than PSOA_VMM could. Finally, PSOA_IWM demonstrated a faster convergence speed than PSOA_VMM, PSOA_CFM, and the GA did.

Designing a Multistage Supply Chain in Cross-Stage Reverse Logistics Environments: Application of Particle Swarm Optimization Algorithms

PubMed Central

Chiang, Tzu-An; Che, Z. H.

2014-01-01

This study designed a cross-stage reverse logistics course for defective products so that damaged products generated in downstream partners can be directly returned to upstream partners throughout the stages of a supply chain for rework and maintenance. To solve this reverse supply chain design problem, an optimal cross-stage reverse logistics mathematical model was developed. In addition, we developed a genetic algorithm (GA) and three particle swarm optimization (PSO) algorithms: the inertia weight method (PSOA_IWM), V Max method (PSOA_VMM), and constriction factor method (PSOA_CFM), which we employed to find solutions to support this mathematical model. Finally, a real case and five simulative cases with different scopes were used to compare the execution times, convergence times, and objective function values of the four algorithms used to validate the model proposed in this study. Regarding system execution time, the GA consumed more time than the other three PSOs did. Regarding objective function value, the GA, PSOA_IWM, and PSOA_CFM could obtain a lower convergence value than PSOA_VMM could. Finally, PSOA_IWM demonstrated a faster convergence speed than PSOA_VMM, PSOA_CFM, and the GA did. PMID:24772026

An Experience Oriented-Convergence Improved Gravitational Search Algorithm for Minimum Variance Distortionless Response Beamforming Optimum.

PubMed

Darzi, Soodabeh; Tiong, Sieh Kiong; Tariqul Islam, Mohammad; Rezai Soleymanpour, Hassan; Kibria, Salehin

2016-01-01

An experience oriented-convergence improved gravitational search algorithm (ECGSA) based on two new modifications, searching through the best experiments and using of a dynamic gravitational damping coefficient (α), is introduced in this paper. ECGSA saves its best fitness function evaluations and uses those as the agents' positions in searching process. In this way, the optimal found trajectories are retained and the search starts from these trajectories, which allow the algorithm to avoid the local optimums. Also, the agents can move faster in search space to obtain better exploration during the first stage of the searching process and they can converge rapidly to the optimal solution at the final stage of the search process by means of the proposed dynamic gravitational damping coefficient. The performance of ECGSA has been evaluated by applying it to eight standard benchmark functions along with six complicated composite test functions. It is also applied to adaptive beamforming problem as a practical issue to improve the weight vectors computed by minimum variance distortionless response (MVDR) beamforming technique. The results of implementation of the proposed algorithm are compared with some well-known heuristic methods and verified the proposed method in both reaching to optimal solutions and robustness.

Determining optimal parameters in magnetic spacecraft stabilization via attitude feedback

NASA Astrophysics Data System (ADS)

Bruni, Renato; Celani, Fabio

2016-10-01

The attitude control of a spacecraft using magnetorquers can be achieved by a feedback control law which has four design parameters. However, the practical determination of appropriate values for these parameters is a critical open issue. We propose here an innovative systematic approach for finding these values: they should be those that minimize the convergence time to the desired attitude. This a particularly diffcult optimization problem, for several reasons: 1) such time cannot be expressed in analytical form as a function of parameters and initial conditions; 2) design parameters may range over very wide intervals; 3) convergence time depends also on the initial conditions of the spacecraft, which are not known in advance. To overcome these diffculties, we present a solution approach based on derivative-free optimization. These algorithms do not need to write analytically the objective function: they only need to compute it in a number of points. We also propose a fast probing technique to identify which regions of the search space have to be explored densely. Finally, we formulate a min-max model to find robust parameters, namely design parameters that minimize convergence time under the worst initial conditions. Results are very promising.

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.

Angular filter refractometry analysis using simulated annealing [An improved method for characterizing plasma density profiles using angular filter refractometry

DOE PAGES

Angland, P.; Haberberger, D.; Ivancic, S. T.; ...

2017-10-30

Here, a new method of analysis for angular filter refractometry images was developed to characterize laser-produced, long-scale-length plasmas using an annealing algorithm to iterative converge upon a solution. Angular filter refractometry (AFR) is a novel technique used to characterize the density pro files of laser-produced, long-scale-length plasmas. A synthetic AFR image is constructed by a user-defined density profile described by eight parameters, and the algorithm systematically alters the parameters until the comparison is optimized. The optimization and statistical uncertainty calculation is based on a minimization of themore » $$\\chi$$2 test statistic. The algorithm was successfully applied to experimental data of plasma expanding from a flat, laser-irradiated target, resulting in average uncertainty in the density profile of 5-10% in the region of interest.« less

Angular filter refractometry analysis using simulated annealing [An improved method for characterizing plasma density profiles using angular filter refractometry

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

Angland, P.; Haberberger, D.; Ivancic, S. T.

Here, a new method of analysis for angular filter refractometry images was developed to characterize laser-produced, long-scale-length plasmas using an annealing algorithm to iterative converge upon a solution. Angular filter refractometry (AFR) is a novel technique used to characterize the density pro files of laser-produced, long-scale-length plasmas. A synthetic AFR image is constructed by a user-defined density profile described by eight parameters, and the algorithm systematically alters the parameters until the comparison is optimized. The optimization and statistical uncertainty calculation is based on a minimization of themore » $$\\chi$$2 test statistic. The algorithm was successfully applied to experimental data of plasma expanding from a flat, laser-irradiated target, resulting in average uncertainty in the density profile of 5-10% in the region of interest.« less

Treatment of geometric singularities in implicit solvent models

NASA Astrophysics Data System (ADS)

Yu, Sining; Geng, Weihua; Wei, G. W.

2007-06-01

Geometric singularities, such as cusps and self-intersecting surfaces, are major obstacles to the accuracy, convergence, and stability of the numerical solution of the Poisson-Boltzmann (PB) equation. In earlier work, an interface technique based PB solver was developed using the matched interface and boundary (MIB) method, which explicitly enforces the flux jump condition at the solvent-solute interfaces and leads to highly accurate biomolecular electrostatics in continuum electric environments. However, such a PB solver, denoted as MIBPB-I, cannot maintain the designed second order convergence whenever there are geometric singularities, such as cusps and self-intersecting surfaces. Moreover, the matrix of the MIBPB-I is not optimally symmetrical, resulting in the convergence difficulty. The present work presents a new interface method based PB solver, denoted as MIBPB-II, to address the aforementioned problems. The present MIBPB-II solver is systematical and robust in treating geometric singularities and delivers second order convergence for arbitrarily complex molecular surfaces of proteins. A new procedure is introduced to make the MIBPB-II matrix optimally symmetrical and diagonally dominant. The MIBPB-II solver is extensively validated by the molecular surfaces of few-atom systems and a set of 24 proteins. Converged electrostatic potentials and solvation free energies are obtained at a coarse grid spacing of 0.5Å and are considerably more accurate than those obtained by the PBEQ and the APBS at finer grid spacings.

Auto-converging stereo cameras for 3D robotic tele-operation

NASA Astrophysics Data System (ADS)

Edmondson, Richard; Aycock, Todd; Chenault, David

2012-06-01

Polaris Sensor Technologies has developed a Stereovision Upgrade Kit for TALON robot to provide enhanced depth perception to the operator. This kit previously required the TALON Operator Control Unit to be equipped with the optional touchscreen interface to allow for operator control of the camera convergence angle adjustment. This adjustment allowed for optimal camera convergence independent of the distance from the camera to the object being viewed. Polaris has recently improved the performance of the stereo camera by implementing an Automatic Convergence algorithm in a field programmable gate array in the camera assembly. This algorithm uses scene content to automatically adjust the camera convergence angle, freeing the operator to focus on the task rather than adjustment of the vision system. The autoconvergence capability has been demonstrated on both visible zoom cameras and longwave infrared microbolometer stereo pairs.

The arbitrary order mixed mimetic finite difference method for the diffusion equation

DOE PAGES

Gyrya, Vitaliy; Lipnikov, Konstantin; Manzini, Gianmarco

2016-05-01

Here, we propose an arbitrary-order accurate mimetic finite difference (MFD) method for the approximation of diffusion problems in mixed form on unstructured polygonal and polyhedral meshes. As usual in the mimetic numerical technology, the method satisfies local consistency and stability conditions, which determines the accuracy and the well-posedness of the resulting approximation. The method also requires the definition of a high-order discrete divergence operator that is the discrete analog of the divergence operator and is acting on the degrees of freedom. The new family of mimetic methods is proved theoretically to be convergent and optimal error estimates for flux andmore » scalar variable are derived from the convergence analysis. A numerical experiment confirms the high-order accuracy of the method in solving diffusion problems with variable diffusion tensor. It is worth mentioning that the approximation of the scalar variable presents a superconvergence effect.« less

A Theoretical Framework for Calibration in Computer Models: Parametrization, Estimation and Convergence Properties

DOE PAGES

Tuo, Rui; Jeff Wu, C. F.

2016-07-19

Calibration parameters in deterministic computer experiments are those attributes that cannot be measured or available in physical experiments. Here, an approach to estimate them by using data from physical experiments and computer simulations. A theoretical framework is given which allows us to study the issues of parameter identifiability and estimation. We define the L 2-consistency for calibration as a justification for calibration methods. It is shown that a simplified version of the original KO method leads to asymptotically L 2-inconsistent calibration. This L 2-inconsistency can be remedied by modifying the original estimation procedure. A novel calibration method, called the Lmore » 2 calibration, is proposed and proven to be L 2-consistent and enjoys optimal convergence rate. Furthermore a numerical example and some mathematical analysis are used to illustrate the source of the L 2-inconsistency problem.« less

Power allocation for SWIPT in K-user interference channels using game theory

NASA Astrophysics Data System (ADS)

Wen, Zhigang; Liu, Ying; Liu, Xiaoqing; Li, Shan; Chen, Xianya

2018-12-01

A simultaneous wireless information and power transfer system in interference channels of multi-users is considered. In this system, each transmitter sends one data stream to its targeted receiver, which causes interference to other receivers. Since all transmitter-receiver links want to maximize their own average transmission rate, a power allocation problem under the transmit power constraints and the energy-harvesting constraints is developed. To solve this problem, we propose a game theory framework. Then, we convert the game into a variational inequalities problem by establishing the connection between game theory and variational inequalities and solve the variational inequalities problem. Through theoretical analysis, the existence and uniqueness of Nash equilibrium are both guaranteed by the theory of variational inequalities. A distributed iterative alternating optimization water-filling algorithm is derived, which is proved to converge. Numerical results show that the proposed algorithm reaches fast convergence and achieves a higher sum rate than the unaided scheme.

Analysis of Accuracy and Epoch on Back-propagation BFGS Quasi-Newton

NASA Astrophysics Data System (ADS)

Silaban, Herlan; Zarlis, Muhammad; Sawaluddin

2017-12-01

Back-propagation is one of the learning algorithms on artificial neural networks that have been widely used to solve various problems, such as pattern recognition, prediction and classification. The Back-propagation architecture will affect the outcome of learning processed. BFGS Quasi-Newton is one of the functions that can be used to change the weight of back-propagation. This research tested some back-propagation architectures using classical back-propagation and back-propagation with BFGS. There are 7 architectures that have been tested on glass dataset with various numbers of neurons, 6 architectures with 1 hidden layer and 1 architecture with 2 hidden layers. BP with BFGS improves the convergence of the learning process. The average improvement convergence is 98.34%. BP with BFGS is more optimal on architectures with smaller number of neurons with decreased epoch number is 94.37% with the increase of accuracy about 0.5%.

Convergence in parameters and predictions using computational experimental design.

PubMed

Hagen, David R; White, Jacob K; Tidor, Bruce

2013-08-06

Typically, biological models fitted to experimental data suffer from significant parameter uncertainty, which can lead to inaccurate or uncertain predictions. One school of thought holds that accurate estimation of the true parameters of a biological system is inherently problematic. Recent work, however, suggests that optimal experimental design techniques can select sets of experiments whose members probe complementary aspects of a biochemical network that together can account for its full behaviour. Here, we implemented an experimental design approach for selecting sets of experiments that constrain parameter uncertainty. We demonstrated with a model of the epidermal growth factor-nerve growth factor pathway that, after synthetically performing a handful of optimal experiments, the uncertainty in all 48 parameters converged below 10 per cent. Furthermore, the fitted parameters converged to their true values with a small error consistent with the residual uncertainty. When untested experimental conditions were simulated with the fitted models, the predicted species concentrations converged to their true values with errors that were consistent with the residual uncertainty. This paper suggests that accurate parameter estimation is achievable with complementary experiments specifically designed for the task, and that the resulting parametrized models are capable of accurate predictions.

Well-conditioning global-local analysis using stable generalized/extended finite element method for linear elastic fracture mechanics

NASA Astrophysics Data System (ADS)

Malekan, Mohammad; Barros, Felicio Bruzzi

2016-11-01

Using the locally-enriched strategy to enrich a small/local part of the problem by generalized/extended finite element method (G/XFEM) leads to non-optimal convergence rate and ill-conditioning system of equations due to presence of blending elements. The local enrichment can be chosen from polynomial, singular, branch or numerical types. The so-called stable version of G/XFEM method provides a well-conditioning approach when only singular functions are used in the blending elements. This paper combines numeric enrichment functions obtained from global-local G/XFEM method with the polynomial enrichment along with a well-conditioning approach, stable G/XFEM, in order to show the robustness and effectiveness of the approach. In global-local G/XFEM, the enrichment functions are constructed numerically from the solution of a local problem. Furthermore, several enrichment strategies are adopted along with the global-local enrichment. The results obtained with these enrichments strategies are discussed in detail, considering convergence rate in strain energy, growth rate of condition number, and computational processing. Numerical experiments show that using geometrical enrichment along with stable G/XFEM for global-local strategy improves the convergence rate and the conditioning of the problem. In addition, results shows that using polynomial enrichment for global problem simultaneously with global-local enrichments lead to ill-conditioned system matrices and bad convergence rate.

Identifying Synergies in Multilevel Interventions.

PubMed

Lewis, Megan A; Fitzgerald, Tania M; Zulkiewicz, Brittany; Peinado, Susana; Williams, Pamela A

2017-04-01

Social ecological models of health often describe multiple levels of influence that interact to influence health. However, it is still common for interventions to target only one or two of these levels, perhaps owing in part to a lack of guidance on how to design multilevel interventions to achieve optimal impact. The convergence strategy emphasizes that interventions at different levels mutually reinforce each other by changing patterns of interaction among two or more intervention audiences; this strategy is one approach for combining interventions at different levels to produce synergistic effects. We used semistructured interviews with 65 representatives in a cross-site national initiative that enhanced health and outcomes for patients with diabetes to examine whether the convergence strategy was a useful conceptual model for multilevel interventions. Using a framework analysis approach to analyze qualitative interview data, we found three synergistic themes that match the convergence strategy and support how multilevel interventions can be successful. These three themes were (1) enhancing engagement between patient and provider and access to quality care; (2) supporting communication, information sharing, and coordination among providers, community stakeholders, and systems; and (3) building relationships and fostering alignment among providers, community stakeholders, and systems. These results support the convergence strategy as a testable conceptual model and provide examples of successful intervention strategies for combining multilevel interventions to produce synergies across levels and promote diabetes self-management and that may extend to management of other chronic illnesses as well.

Optimizing the learning rate for adaptive estimation of neural encoding models

PubMed Central

2018-01-01

Closed-loop neurotechnologies often need to adaptively learn an encoding model that relates the neural activity to the brain state, and is used for brain state decoding. The speed and accuracy of adaptive learning algorithms are critically affected by the learning rate, which dictates how fast model parameters are updated based on new observations. Despite the importance of the learning rate, currently an analytical approach for its selection is largely lacking and existing signal processing methods vastly tune it empirically or heuristically. Here, we develop a novel analytical calibration algorithm for optimal selection of the learning rate in adaptive Bayesian filters. We formulate the problem through a fundamental trade-off that learning rate introduces between the steady-state error and the convergence time of the estimated model parameters. We derive explicit functions that predict the effect of learning rate on error and convergence time. Using these functions, our calibration algorithm can keep the steady-state parameter error covariance smaller than a desired upper-bound while minimizing the convergence time, or keep the convergence time faster than a desired value while minimizing the error. We derive the algorithm both for discrete-valued spikes modeled as point processes nonlinearly dependent on the brain state, and for continuous-valued neural recordings modeled as Gaussian processes linearly dependent on the brain state. Using extensive closed-loop simulations, we show that the analytical solution of the calibration algorithm accurately predicts the effect of learning rate on parameter error and convergence time. Moreover, the calibration algorithm allows for fast and accurate learning of the encoding model and for fast convergence of decoding to accurate performance. Finally, larger learning rates result in inaccurate encoding models and decoders, and smaller learning rates delay their convergence. The calibration algorithm provides a novel analytical approach to predictably achieve a desired level of error and convergence time in adaptive learning, with application to closed-loop neurotechnologies and other signal processing domains. PMID:29813069

Optimizing the learning rate for adaptive estimation of neural encoding models.

PubMed

Hsieh, Han-Lin; Shanechi, Maryam M

2018-05-01

Closed-loop neurotechnologies often need to adaptively learn an encoding model that relates the neural activity to the brain state, and is used for brain state decoding. The speed and accuracy of adaptive learning algorithms are critically affected by the learning rate, which dictates how fast model parameters are updated based on new observations. Despite the importance of the learning rate, currently an analytical approach for its selection is largely lacking and existing signal processing methods vastly tune it empirically or heuristically. Here, we develop a novel analytical calibration algorithm for optimal selection of the learning rate in adaptive Bayesian filters. We formulate the problem through a fundamental trade-off that learning rate introduces between the steady-state error and the convergence time of the estimated model parameters. We derive explicit functions that predict the effect of learning rate on error and convergence time. Using these functions, our calibration algorithm can keep the steady-state parameter error covariance smaller than a desired upper-bound while minimizing the convergence time, or keep the convergence time faster than a desired value while minimizing the error. We derive the algorithm both for discrete-valued spikes modeled as point processes nonlinearly dependent on the brain state, and for continuous-valued neural recordings modeled as Gaussian processes linearly dependent on the brain state. Using extensive closed-loop simulations, we show that the analytical solution of the calibration algorithm accurately predicts the effect of learning rate on parameter error and convergence time. Moreover, the calibration algorithm allows for fast and accurate learning of the encoding model and for fast convergence of decoding to accurate performance. Finally, larger learning rates result in inaccurate encoding models and decoders, and smaller learning rates delay their convergence. The calibration algorithm provides a novel analytical approach to predictably achieve a desired level of error and convergence time in adaptive learning, with application to closed-loop neurotechnologies and other signal processing domains.

Parallel Aircraft Trajectory Optimization with Analytic Derivatives

NASA Technical Reports Server (NTRS)

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

2016-01-01

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

Adaptive Grouping Cloud Model Shuffled Frog Leaping Algorithm for Solving Continuous Optimization Problems

PubMed Central

Liu, Haorui; Yi, Fengyan; Yang, Heli

2016-01-01

The shuffled frog leaping algorithm (SFLA) easily falls into local optimum when it solves multioptimum function optimization problem, which impacts the accuracy and convergence speed. Therefore this paper presents grouped SFLA for solving continuous optimization problems combined with the excellent characteristics of cloud model transformation between qualitative and quantitative research. The algorithm divides the definition domain into several groups and gives each group a set of frogs. Frogs of each region search in their memeplex, and in the search process the algorithm uses the “elite strategy” to update the location information of existing elite frogs through cloud model algorithm. This method narrows the searching space and it can effectively improve the situation of a local optimum; thus convergence speed and accuracy can be significantly improved. The results of computer simulation confirm this conclusion. PMID:26819584

Memoryless cooperative graph search based on the simulated annealing algorithm

NASA Astrophysics Data System (ADS)

Hou, Jian; Yan, Gang-Feng; Fan, Zhen

2011-04-01

We have studied the problem of reaching a globally optimal segment for a graph-like environment with a single or a group of autonomous mobile agents. Firstly, two efficient simulated-annealing-like algorithms are given for a single agent to solve the problem in a partially known environment and an unknown environment, respectively. It shows that under both proposed control strategies, the agent will eventually converge to a globally optimal segment with probability 1. Secondly, we use multi-agent searching to simultaneously reduce the computation complexity and accelerate convergence based on the algorithms we have given for a single agent. By exploiting graph partition, a gossip-consensus method based scheme is presented to update the key parameter—radius of the graph, ensuring that the agents spend much less time finding a globally optimal segment.

Accelerating global optimization of aerodynamic shapes using a new surrogate-assisted parallel genetic algorithm

NASA Astrophysics Data System (ADS)

Ebrahimi, Mehdi; Jahangirian, Alireza

2017-12-01

An efficient strategy is presented for global shape optimization of wing sections with a parallel genetic algorithm. Several computational techniques are applied to increase the convergence rate and the efficiency of the method. A variable fidelity computational evaluation method is applied in which the expensive Navier-Stokes flow solver is complemented by an inexpensive multi-layer perceptron neural network for the objective function evaluations. A population dispersion method that consists of two phases, of exploration and refinement, is developed to improve the convergence rate and the robustness of the genetic algorithm. Owing to the nature of the optimization problem, a parallel framework based on the master/slave approach is used. The outcomes indicate that the method is able to find the global optimum with significantly lower computational time in comparison to the conventional genetic algorithm.

A novel constructive-optimizer neural network for the traveling salesman problem.

PubMed

Saadatmand-Tarzjan, Mahdi; Khademi, Morteza; Akbarzadeh-T, Mohammad-R; Moghaddam, Hamid Abrishami

2007-08-01

In this paper, a novel constructive-optimizer neural network (CONN) is proposed for the traveling salesman problem (TSP). CONN uses a feedback structure similar to Hopfield-type neural networks and a competitive training algorithm similar to the Kohonen-type self-organizing maps (K-SOMs). Consequently, CONN is composed of a constructive part, which grows the tour and an optimizer part to optimize it. In the training algorithm, an initial tour is created first and introduced to CONN. Then, it is trained in the constructive phase for adding a number of cities to the tour. Next, the training algorithm switches to the optimizer phase for optimizing the current tour by displacing the tour cities. After convergence in this phase, the training algorithm switches to the constructive phase anew and is continued until all cities are added to the tour. Furthermore, we investigate a relationship between the number of TSP cities and the number of cities to be added in each constructive phase. CONN was tested on nine sets of benchmark TSPs from TSPLIB to demonstrate its performance and efficiency. It performed better than several typical Neural networks (NNs), including KNIES_TSP_Local, KNIES_TSP_Global, Budinich's SOM, Co-Adaptive Net, and multivalued Hopfield network as wall as computationally comparable variants of the simulated annealing algorithm, in terms of both CPU time and accuracy. Furthermore, CONN converged considerably faster than expanding SOM and evolved integrated SOM and generated shorter tours compared to KNIES_DECOMPOSE. Although CONN is not yet comparable in terms of accuracy with some sophisticated computationally intensive algorithms, it converges significantly faster than they do. Generally speaking, CONN provides the best compromise between CPU time and accuracy among currently reported NNs for TSP.

Enhanced Fuel-Optimal Trajectory-Generation Algorithm for Planetary Pinpoint Landing

NASA Technical Reports Server (NTRS)

Acikmese, Behcet; Blackmore, James C.; Scharf, Daniel P.

2011-01-01

An enhanced algorithm is developed that builds on a previous innovation of fuel-optimal powered-descent guidance (PDG) for planetary pinpoint landing. The PDG problem is to compute constrained, fuel-optimal trajectories to land a craft at a prescribed target on a planetary surface, starting from a parachute cut-off point and using a throttleable descent engine. The previous innovation showed the minimal-fuel PDG problem can be posed as a convex optimization problem, in particular, as a Second-Order Cone Program, which can be solved to global optimality with deterministic convergence properties, and hence is a candidate for onboard implementation. To increase the speed and robustness of this convex PDG algorithm for possible onboard implementation, the following enhancements are incorporated: 1) Fast detection of infeasibility (i.e., control authority is not sufficient for soft-landing) for subsequent fault response. 2) The use of a piecewise-linear control parameterization, providing smooth solution trajectories and increasing computational efficiency. 3) An enhanced line-search algorithm for optimal time-of-flight, providing quicker convergence and bounding the number of path-planning iterations needed. 4) An additional constraint that analytically guarantees inter-sample satisfaction of glide-slope and non-sub-surface flight constraints, allowing larger discretizations and, hence, faster optimization. 5) Explicit incorporation of Mars rotation rate into the trajectory computation for improved targeting accuracy. These enhancements allow faster convergence to the fuel-optimal solution and, more importantly, remove the need for a "human-in-the-loop," as constraints will be satisfied over the entire path-planning interval independent of step-size (as opposed to just at the discrete time points) and infeasible initial conditions are immediately detected. Finally, while the PDG stage is typically only a few minutes, ignoring the rotation rate of Mars can introduce 10s of meters of error. By incorporating it, the enhanced PDG algorithm becomes capable of pinpoint targeting.

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

NASA Astrophysics Data System (ADS)

Wen, Yuanhua

2018-04-01

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

Biogeography-based particle swarm optimization with fuzzy elitism and its applications to constrained engineering problems

NASA Astrophysics Data System (ADS)

Guo, Weian; Li, Wuzhao; Zhang, Qun; Wang, Lei; Wu, Qidi; Ren, Hongliang

2014-11-01

In evolutionary algorithms, elites are crucial to maintain good features in solutions. However, too many elites can make the evolutionary process stagnate and cannot enhance the performance. This article employs particle swarm optimization (PSO) and biogeography-based optimization (BBO) to propose a hybrid algorithm termed biogeography-based particle swarm optimization (BPSO) which could make a large number of elites effective in searching optima. In this algorithm, the whole population is split into several subgroups; BBO is employed to search within each subgroup and PSO for the global search. Since not all the population is used in PSO, this structure overcomes the premature convergence in the original PSO. Time complexity analysis shows that the novel algorithm does not increase the time consumption. Fourteen numerical benchmarks and four engineering problems with constraints are used to test the BPSO. To better deal with constraints, a fuzzy strategy for the number of elites is investigated. The simulation results validate the feasibility and effectiveness of the proposed algorithm.

Whole-body direct 4D parametric PET imaging employing nested generalized Patlak expectation-maximization reconstruction

PubMed Central

Karakatsanis, Nicolas A.; Casey, Michael E.; Lodge, Martin A.; Rahmim, Arman; Zaidi, Habib

2016-01-01

Whole-body (WB) dynamic PET has recently demonstrated its potential in translating the quantitative benefits of parametric imaging to the clinic. Post-reconstruction standard Patlak (sPatlak) WB graphical analysis utilizes multi-bed multi-pass PET acquisition to produce quantitative WB images of the tracer influx rate Ki as a complimentary metric to the semi-quantitative standardized uptake value (SUV). The resulting Ki images may suffer from high noise due to the need for short acquisition frames. Meanwhile, a generalized Patlak (gPatlak) WB post-reconstruction method had been suggested to limit Ki bias of sPatlak analysis at regions with non-negligible 18F-FDG uptake reversibility; however, gPatlak analysis is non-linear and thus can further amplify noise. In the present study, we implemented, within the open-source Software for Tomographic Image Reconstruction (STIR) platform, a clinically adoptable 4D WB reconstruction framework enabling efficient estimation of sPatlak and gPatlak images directly from dynamic multi-bed PET raw data with substantial noise reduction. Furthermore, we employed the optimization transfer methodology to accelerate 4D expectation-maximization (EM) convergence by nesting the fast image-based estimation of Patlak parameters within each iteration cycle of the slower projection-based estimation of dynamic PET images. The novel gPatlak 4D method was initialized from an optimized set of sPatlak ML-EM iterations to facilitate EM convergence. Initially, realistic simulations were conducted utilizing published 18F-FDG kinetic parameters coupled with the XCAT phantom. Quantitative analyses illustrated enhanced Ki target-to-background ratio (TBR) and especially contrast-to-noise ratio (CNR) performance for the 4D vs. the indirect methods and static SUV. Furthermore, considerable convergence acceleration was observed for the nested algorithms involving 10–20 sub-iterations. Moreover, systematic reduction in Ki % bias and improved TBR were observed for gPatlak vs. sPatlak. Finally, validation on clinical WB dynamic data demonstrated the clinical feasibility and superior Ki CNR performance for the proposed 4D framework compared to indirect Patlak and SUV imaging. PMID:27383991

Whole-body direct 4D parametric PET imaging employing nested generalized Patlak expectation-maximization reconstruction

NASA Astrophysics Data System (ADS)

Karakatsanis, Nicolas A.; Casey, Michael E.; Lodge, Martin A.; Rahmim, Arman; Zaidi, Habib

2016-08-01

Whole-body (WB) dynamic PET has recently demonstrated its potential in translating the quantitative benefits of parametric imaging to the clinic. Post-reconstruction standard Patlak (sPatlak) WB graphical analysis utilizes multi-bed multi-pass PET acquisition to produce quantitative WB images of the tracer influx rate K i as a complimentary metric to the semi-quantitative standardized uptake value (SUV). The resulting K i images may suffer from high noise due to the need for short acquisition frames. Meanwhile, a generalized Patlak (gPatlak) WB post-reconstruction method had been suggested to limit K i bias of sPatlak analysis at regions with non-negligible 18F-FDG uptake reversibility; however, gPatlak analysis is non-linear and thus can further amplify noise. In the present study, we implemented, within the open-source software for tomographic image reconstruction platform, a clinically adoptable 4D WB reconstruction framework enabling efficient estimation of sPatlak and gPatlak images directly from dynamic multi-bed PET raw data with substantial noise reduction. Furthermore, we employed the optimization transfer methodology to accelerate 4D expectation-maximization (EM) convergence by nesting the fast image-based estimation of Patlak parameters within each iteration cycle of the slower projection-based estimation of dynamic PET images. The novel gPatlak 4D method was initialized from an optimized set of sPatlak ML-EM iterations to facilitate EM convergence. Initially, realistic simulations were conducted utilizing published 18F-FDG kinetic parameters coupled with the XCAT phantom. Quantitative analyses illustrated enhanced K i target-to-background ratio (TBR) and especially contrast-to-noise ratio (CNR) performance for the 4D versus the indirect methods and static SUV. Furthermore, considerable convergence acceleration was observed for the nested algorithms involving 10-20 sub-iterations. Moreover, systematic reduction in K i % bias and improved TBR were observed for gPatlak versus sPatlak. Finally, validation on clinical WB dynamic data demonstrated the clinical feasibility and superior K i CNR performance for the proposed 4D framework compared to indirect Patlak and SUV imaging.

A Matter of Time: Faster Percolator Analysis via Efficient SVM Learning for Large-Scale Proteomics.

PubMed

Halloran, John T; Rocke, David M

2018-05-04

Percolator is an important tool for greatly improving the results of a database search and subsequent downstream analysis. Using support vector machines (SVMs), Percolator recalibrates peptide-spectrum matches based on the learned decision boundary between targets and decoys. To improve analysis time for large-scale data sets, we update Percolator's SVM learning engine through software and algorithmic optimizations rather than heuristic approaches that necessitate the careful study of their impact on learned parameters across different search settings and data sets. We show that by optimizing Percolator's original learning algorithm, l 2 -SVM-MFN, large-scale SVM learning requires nearly only a third of the original runtime. Furthermore, we show that by employing the widely used Trust Region Newton (TRON) algorithm instead of l 2 -SVM-MFN, large-scale Percolator SVM learning is reduced to nearly only a fifth of the original runtime. Importantly, these speedups only affect the speed at which Percolator converges to a global solution and do not alter recalibration performance. The upgraded versions of both l 2 -SVM-MFN and TRON are optimized within the Percolator codebase for multithreaded and single-thread use and are available under Apache license at bitbucket.org/jthalloran/percolator_upgrade .

Stereo depth distortions in teleoperation

NASA Technical Reports Server (NTRS)

Diner, Daniel B.; Vonsydow, Marika

1988-01-01

In teleoperation, a typical application of stereo vision is to view a work space located short distances (1 to 3m) in front of the cameras. The work presented here treats converged camera placement and studies the effects of intercamera distance, camera-to-object viewing distance, and focal length of the camera lenses on both stereo depth resolution and stereo depth distortion. While viewing the fronto-parallel plane 1.4 m in front of the cameras, depth errors are measured on the order of 2cm. A geometric analysis was made of the distortion of the fronto-parallel plane of divergence for stereo TV viewing. The results of the analysis were then verified experimentally. The objective was to determine the optimal camera configuration which gave high stereo depth resolution while minimizing stereo depth distortion. It is found that for converged cameras at a fixed camera-to-object viewing distance, larger intercamera distances allow higher depth resolutions, but cause greater depth distortions. Thus with larger intercamera distances, operators will make greater depth errors (because of the greater distortions), but will be more certain that they are not errors (because of the higher resolution).

SPReM: Sparse Projection Regression Model For High-dimensional Linear Regression *

PubMed Central

Sun, Qiang; Zhu, Hongtu; Liu, Yufeng; Ibrahim, Joseph G.

2014-01-01

The aim of this paper is to develop a sparse projection regression modeling (SPReM) framework to perform multivariate regression modeling with a large number of responses and a multivariate covariate of interest. We propose two novel heritability ratios to simultaneously perform dimension reduction, response selection, estimation, and testing, while explicitly accounting for correlations among multivariate responses. Our SPReM is devised to specifically address the low statistical power issue of many standard statistical approaches, such as the Hotelling’s T2 test statistic or a mass univariate analysis, for high-dimensional data. We formulate the estimation problem of SPREM as a novel sparse unit rank projection (SURP) problem and propose a fast optimization algorithm for SURP. Furthermore, we extend SURP to the sparse multi-rank projection (SMURP) by adopting a sequential SURP approximation. Theoretically, we have systematically investigated the convergence properties of SURP and the convergence rate of SURP estimates. Our simulation results and real data analysis have shown that SPReM out-performs other state-of-the-art methods. PMID:26527844

Approximate N-Player Nonzero-Sum Game Solution for an Uncertain Continuous Nonlinear System.

PubMed

Johnson, Marcus; Kamalapurkar, Rushikesh; Bhasin, Shubhendu; Dixon, Warren E

2015-08-01

An approximate online equilibrium solution is developed for an N -player nonzero-sum game subject to continuous-time nonlinear unknown dynamics and an infinite horizon quadratic cost. A novel actor-critic-identifier structure is used, wherein a robust dynamic neural network is used to asymptotically identify the uncertain system with additive disturbances, and a set of critic and actor NNs are used to approximate the value functions and equilibrium policies, respectively. The weight update laws for the actor neural networks (NNs) are generated using a gradient-descent method, and the critic NNs are generated by least square regression, which are both based on the modified Bellman error that is independent of the system dynamics. A Lyapunov-based stability analysis shows that uniformly ultimately bounded tracking is achieved, and a convergence analysis demonstrates that the approximate control policies converge to a neighborhood of the optimal solutions. The actor, critic, and identifier structures are implemented in real time continuously and simultaneously. Simulations on two and three player games illustrate the performance of the developed method.

On the problem of solving the optimization for continuous space based on information distribution function of ant colony algorithm

NASA Astrophysics Data System (ADS)

Min, Huang; Na, Cai

2017-06-01

These years, ant colony algorithm has been widely used in solving the domain of discrete space optimization, while the research on solving the continuous space optimization was relatively little. Based on the original optimization for continuous space, the article proposes the improved ant colony algorithm which is used to Solve the optimization for continuous space, so as to overcome the ant colony algorithm’s disadvantages of searching for a long time in continuous space. The article improves the solving way for the total amount of information of each interval and the due number of ants. The article also introduces a function of changes with the increase of the number of iterations in order to enhance the convergence rate of the improved ant colony algorithm. The simulation results show that compared with the result in literature[5], the suggested improved ant colony algorithm that based on the information distribution function has a better convergence performance. Thus, the article provides a new feasible and effective method for ant colony algorithm to solve this kind of problem.

Convergence of Distributed Optimal Controls on the Internal Energy in Mixed Elliptic Problems when the Heat Transfer Coefficient Goes to Infinity

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

Gariboldi, C.; E-mail: cgariboldi@exa.unrc.edu.ar; Tarzia, D.

2003-05-21

We consider a steady-state heat conduction problem P{sub {alpha}} with mixed boundary conditions for the Poisson equation depending on a positive parameter {alpha} , which represents the heat transfer coefficient on a portion {gamma} {sub 1} of the boundary of a given bounded domain in R{sup n} . We formulate distributed optimal control problems over the internal energy g for each {alpha}. We prove that the optimal control g{sub o}p{sub {alpha}} and its corresponding system u{sub go}p{sub {alpha}}{sub {alpha}} and adjoint p{sub go}p{sub {alpha}}{sub {alpha}} states for each {alpha} are strongly convergent to g{sub op},u{sub gop} and p{sub gop} ,more » respectively, in adequate functional spaces. We also prove that these limit functions are respectively the optimal control, and the system and adjoint states corresponding to another distributed optimal control problem for the same Poisson equation with a different boundary condition on the portion {gamma}{sub 1} . We use the fixed point and elliptic variational inequality theories.« less

Optimization Control of the Color-Coating Production Process for Model Uncertainty

PubMed Central

He, Dakuo; Wang, Zhengsong; Yang, Le; Mao, Zhizhong

2016-01-01

Optimized control of the color-coating production process (CCPP) aims at reducing production costs and improving economic efficiency while meeting quality requirements. However, because optimization control of the CCPP is hampered by model uncertainty, a strategy that considers model uncertainty is proposed. Previous work has introduced a mechanistic model of CCPP based on process analysis to simulate the actual production process and generate process data. The partial least squares method is then applied to develop predictive models of film thickness and economic efficiency. To manage the model uncertainty, the robust optimization approach is introduced to improve the feasibility of the optimized solution. Iterative learning control is then utilized to further refine the model uncertainty. The constrained film thickness is transformed into one of the tracked targets to overcome the drawback that traditional iterative learning control cannot address constraints. The goal setting of economic efficiency is updated continuously according to the film thickness setting until this reaches its desired value. Finally, fuzzy parameter adjustment is adopted to ensure that the economic efficiency and film thickness converge rapidly to their optimized values under the constraint conditions. The effectiveness of the proposed optimization control strategy is validated by simulation results. PMID:27247563

Optimization Control of the Color-Coating Production Process for Model Uncertainty.

PubMed

He, Dakuo; Wang, Zhengsong; Yang, Le; Mao, Zhizhong

2016-01-01

Optimized control of the color-coating production process (CCPP) aims at reducing production costs and improving economic efficiency while meeting quality requirements. However, because optimization control of the CCPP is hampered by model uncertainty, a strategy that considers model uncertainty is proposed. Previous work has introduced a mechanistic model of CCPP based on process analysis to simulate the actual production process and generate process data. The partial least squares method is then applied to develop predictive models of film thickness and economic efficiency. To manage the model uncertainty, the robust optimization approach is introduced to improve the feasibility of the optimized solution. Iterative learning control is then utilized to further refine the model uncertainty. The constrained film thickness is transformed into one of the tracked targets to overcome the drawback that traditional iterative learning control cannot address constraints. The goal setting of economic efficiency is updated continuously according to the film thickness setting until this reaches its desired value. Finally, fuzzy parameter adjustment is adopted to ensure that the economic efficiency and film thickness converge rapidly to their optimized values under the constraint conditions. The effectiveness of the proposed optimization control strategy is validated by simulation results.

A computational framework for simultaneous estimation of muscle and joint contact forces and body motion using optimization and surrogate modeling.

PubMed

Eskinazi, Ilan; Fregly, Benjamin J

2018-04-01

Concurrent estimation of muscle activations, joint contact forces, and joint kinematics by means of gradient-based optimization of musculoskeletal models is hindered by computationally expensive and non-smooth joint contact and muscle wrapping algorithms. We present a framework that simultaneously speeds up computation and removes sources of non-smoothness from muscle force optimizations using a combination of parallelization and surrogate modeling, with special emphasis on a novel method for modeling joint contact as a surrogate model of a static analysis. The approach allows one to efficiently introduce elastic joint contact models within static and dynamic optimizations of human motion. We demonstrate the approach by performing two optimizations, one static and one dynamic, using a pelvis-leg musculoskeletal model undergoing a gait cycle. We observed convergence on the order of seconds for a static optimization time frame and on the order of minutes for an entire dynamic optimization. The presented framework may facilitate model-based efforts to predict how planned surgical or rehabilitation interventions will affect post-treatment joint and muscle function. Copyright © 2018 IPEM. Published by Elsevier Ltd. All rights reserved.

Reliability enhancement of Navier-Stokes codes through convergence enhancement

NASA Technical Reports Server (NTRS)

Choi, K.-Y.; Dulikravich, G. S.

1993-01-01

Reduction of total computing time required by an iterative algorithm for solving Navier-Stokes equations is an important aspect of making the existing and future analysis codes more cost effective. Several attempts have been made to accelerate the convergence of an explicit Runge-Kutta time-stepping algorithm. These acceleration methods are based on local time stepping, implicit residual smoothing, enthalpy damping, and multigrid techniques. Also, an extrapolation procedure based on the power method and the Minimal Residual Method (MRM) were applied to the Jameson's multigrid algorithm. The MRM uses same values of optimal weights for the corrections to every equation in a system and has not been shown to accelerate the scheme without multigriding. Our Distributed Minimal Residual (DMR) method based on our General Nonlinear Minimal Residual (GNLMR) method allows each component of the solution vector in a system of equations to have its own convergence speed. The DMR method was found capable of reducing the computation time by 10-75 percent depending on the test case and grid used. Recently, we have developed and tested a new method termed Sensitivity Based DMR or SBMR method that is easier to implement in different codes and is even more robust and computationally efficient than our DMR method.

Reliability enhancement of Navier-Stokes codes through convergence enhancement

NASA Astrophysics Data System (ADS)

Choi, K.-Y.; Dulikravich, G. S.

1993-11-01

Reduction of total computing time required by an iterative algorithm for solving Navier-Stokes equations is an important aspect of making the existing and future analysis codes more cost effective. Several attempts have been made to accelerate the convergence of an explicit Runge-Kutta time-stepping algorithm. These acceleration methods are based on local time stepping, implicit residual smoothing, enthalpy damping, and multigrid techniques. Also, an extrapolation procedure based on the power method and the Minimal Residual Method (MRM) were applied to the Jameson's multigrid algorithm. The MRM uses same values of optimal weights for the corrections to every equation in a system and has not been shown to accelerate the scheme without multigriding. Our Distributed Minimal Residual (DMR) method based on our General Nonlinear Minimal Residual (GNLMR) method allows each component of the solution vector in a system of equations to have its own convergence speed. The DMR method was found capable of reducing the computation time by 10-75 percent depending on the test case and grid used. Recently, we have developed and tested a new method termed Sensitivity Based DMR or SBMR method that is easier to implement in different codes and is even more robust and computationally efficient than our DMR method.

Improving the Response of Accelerometers for Automotive Applications by Using LMS Adaptive Filters: Part II

PubMed Central

Hernandez, Wilmar; de Vicente, Jesús; Sergiyenko, Oleg Y.; Fernández, Eduardo

2010-01-01

In this paper, the fast least-mean-squares (LMS) algorithm was used to both eliminate noise corrupting the important information coming from a piezoresisitive accelerometer for automotive applications, and improve the convergence rate of the filtering process based on the conventional LMS algorithm. The response of the accelerometer under test was corrupted by process and measurement noise, and the signal processing stage was carried out by using both conventional filtering, which was already shown in a previous paper, and optimal adaptive filtering. The adaptive filtering process relied on the LMS adaptive filtering family, which has shown to have very good convergence and robustness properties, and here a comparative analysis between the results of the application of the conventional LMS algorithm and the fast LMS algorithm to solve a real-life filtering problem was carried out. In short, in this paper the piezoresistive accelerometer was tested for a multi-frequency acceleration excitation. Due to the kind of test conducted in this paper, the use of conventional filtering was discarded and the choice of one adaptive filter over the other was based on the signal-to-noise ratio improvement and the convergence rate. PMID:22315579

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

PubMed Central

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

2018-01-01

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

A practical globalization of one-shot optimization for optimal design of tokamak divertors

NASA Astrophysics Data System (ADS)

Blommaert, Maarten; Dekeyser, Wouter; Baelmans, Martine; Gauger, Nicolas R.; Reiter, Detlev

2017-01-01

In past studies, nested optimization methods were successfully applied to design of the magnetic divertor configuration in nuclear fusion reactors. In this paper, so-called one-shot optimization methods are pursued. Due to convergence issues, a globalization strategy for the one-shot solver is sought. Whereas Griewank introduced a globalization strategy using a doubly augmented Lagrangian function that includes primal and adjoint residuals, its practical usability is limited by the necessity of second order derivatives and expensive line search iterations. In this paper, a practical alternative is offered that avoids these drawbacks by using a regular augmented Lagrangian merit function that penalizes only state residuals. Additionally, robust rank-two Hessian estimation is achieved by adaptation of Powell's damped BFGS update rule. The application of the novel one-shot approach to magnetic divertor design is considered in detail. For this purpose, the approach is adapted to be complementary with practical in parts adjoint sensitivities. Using the globalization strategy, stable convergence of the one-shot approach is achieved.

Fast and Epsilon-Optimal Discretized Pursuit Learning Automata.

PubMed

Zhang, JunQi; Wang, Cheng; Zhou, MengChu

2015-10-01

Learning automata (LA) are powerful tools for reinforcement learning. A discretized pursuit LA is the most popular one among them. During an iteration its operation consists of three basic phases: 1) selecting the next action; 2) finding the optimal estimated action; and 3) updating the state probability. However, when the number of actions is large, the learning becomes extremely slow because there are too many updates to be made at each iteration. The increased updates are mostly from phases 1 and 3. A new fast discretized pursuit LA with assured ε -optimality is proposed to perform both phases 1 and 3 with the computational complexity independent of the number of actions. Apart from its low computational complexity, it achieves faster convergence speed than the classical one when operating in stationary environments. This paper can promote the applications of LA toward the large-scale-action oriented area that requires efficient reinforcement learning tools with assured ε -optimality, fast convergence speed, and low computational complexity for each iteration.

An hp symplectic pseudospectral method for nonlinear optimal control

NASA Astrophysics Data System (ADS)

Peng, Haijun; Wang, Xinwei; Li, Mingwu; Chen, Biaosong

2017-01-01

An adaptive symplectic pseudospectral method based on the dual variational principle is proposed and is successfully applied to solving nonlinear optimal control problems in this paper. The proposed method satisfies the first order necessary conditions of continuous optimal control problems, also the symplectic property of the original continuous Hamiltonian system is preserved. The original optimal control problem is transferred into a set of nonlinear equations which can be solved easily by Newton-Raphson iterations, and the Jacobian matrix is found to be sparse and symmetric. The proposed method, on one hand, exhibits exponent convergence rates when the number of collocation points are increasing with the fixed number of sub-intervals; on the other hand, exhibits linear convergence rates when the number of sub-intervals is increasing with the fixed number of collocation points. Furthermore, combining with the hp method based on the residual error of dynamic constraints, the proposed method can achieve given precisions in a few iterations. Five examples highlight the high precision and high computational efficiency of the proposed method.

Gaussian process regression to accelerate geometry optimizations relying on numerical differentiation

NASA Astrophysics Data System (ADS)

Schmitz, Gunnar; Christiansen, Ove

2018-06-01

We study how with means of Gaussian Process Regression (GPR) geometry optimizations, which rely on numerical gradients, can be accelerated. The GPR interpolates a local potential energy surface on which the structure is optimized. It is found to be efficient to combine results on a low computational level (HF or MP2) with the GPR-calculated gradient of the difference between the low level method and the target method, which is a variant of explicitly correlated Coupled Cluster Singles and Doubles with perturbative Triples correction CCSD(F12*)(T) in this study. Overall convergence is achieved if both the potential and the geometry are converged. Compared to numerical gradient-based algorithms, the number of required single point calculations is reduced. Although introducing an error due to the interpolation, the optimized structures are sufficiently close to the minimum of the target level of theory meaning that the reference and predicted minimum only vary energetically in the μEh regime.

Topology-Optimized Multilayered Metaoptics

NASA Astrophysics Data System (ADS)

Lin, Zin; Groever, Benedikt; Capasso, Federico; Rodriguez, Alejandro W.; Lončar, Marko

2018-04-01

We propose a general topology-optimization framework for metasurface inverse design that can automatically discover highly complex multilayered metastructures with increased functionalities. In particular, we present topology-optimized multilayered geometries exhibiting angular phase control, including a single-piece nanophotonic metalens with angular aberration correction, as well as an angle-convergent metalens that focuses light onto the same focal spot regardless of the angle of incidence.

Calculation of Pareto-optimal solutions to multiple-objective problems using threshold-of-acceptability constraints

NASA Technical Reports Server (NTRS)

Giesy, D. P.

1978-01-01

A technique is presented for the calculation of Pareto-optimal solutions to a multiple-objective constrained optimization problem by solving a series of single-objective problems. Threshold-of-acceptability constraints are placed on the objective functions at each stage to both limit the area of search and to mathematically guarantee convergence to a Pareto optimum.

Algorithms for the optimization of RBE-weighted dose in particle therapy.

PubMed

Horcicka, M; Meyer, C; Buschbacher, A; Durante, M; Krämer, M

2013-01-21

We report on various algorithms used for the nonlinear optimization of RBE-weighted dose in particle therapy. Concerning the dose calculation carbon ions are considered and biological effects are calculated by the Local Effect Model. Taking biological effects fully into account requires iterative methods to solve the optimization problem. We implemented several additional algorithms into GSI's treatment planning system TRiP98, like the BFGS-algorithm and the method of conjugated gradients, in order to investigate their computational performance. We modified textbook iteration procedures to improve the convergence speed. The performance of the algorithms is presented by convergence in terms of iterations and computation time. We found that the Fletcher-Reeves variant of the method of conjugated gradients is the algorithm with the best computational performance. With this algorithm we could speed up computation times by a factor of 4 compared to the method of steepest descent, which was used before. With our new methods it is possible to optimize complex treatment plans in a few minutes leading to good dose distributions. At the end we discuss future goals concerning dose optimization issues in particle therapy which might benefit from fast optimization solvers.

Algorithms for the optimization of RBE-weighted dose in particle therapy

NASA Astrophysics Data System (ADS)

Horcicka, M.; Meyer, C.; Buschbacher, A.; Durante, M.; Krämer, M.

2013-01-01

We report on various algorithms used for the nonlinear optimization of RBE-weighted dose in particle therapy. Concerning the dose calculation carbon ions are considered and biological effects are calculated by the Local Effect Model. Taking biological effects fully into account requires iterative methods to solve the optimization problem. We implemented several additional algorithms into GSI's treatment planning system TRiP98, like the BFGS-algorithm and the method of conjugated gradients, in order to investigate their computational performance. We modified textbook iteration procedures to improve the convergence speed. The performance of the algorithms is presented by convergence in terms of iterations and computation time. We found that the Fletcher-Reeves variant of the method of conjugated gradients is the algorithm with the best computational performance. With this algorithm we could speed up computation times by a factor of 4 compared to the method of steepest descent, which was used before. With our new methods it is possible to optimize complex treatment plans in a few minutes leading to good dose distributions. At the end we discuss future goals concerning dose optimization issues in particle therapy which might benefit from fast optimization solvers.

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.

Multiobjective Multifactorial Optimization in Evolutionary Multitasking.

PubMed

Gupta, Abhishek; Ong, Yew-Soon; Feng, Liang; Tan, Kay Chen

2016-05-03

In recent decades, the field of multiobjective optimization has attracted considerable interest among evolutionary computation researchers. One of the main features that makes evolutionary methods particularly appealing for multiobjective problems is the implicit parallelism offered by a population, which enables simultaneous convergence toward the entire Pareto front. While a plethora of related algorithms have been proposed till date, a common attribute among them is that they focus on efficiently solving only a single optimization problem at a time. Despite the known power of implicit parallelism, seldom has an attempt been made to multitask, i.e., to solve multiple optimization problems simultaneously. It is contended that the notion of evolutionary multitasking leads to the possibility of automated transfer of information across different optimization exercises that may share underlying similarities, thereby facilitating improved convergence characteristics. In particular, the potential for automated transfer is deemed invaluable from the standpoint of engineering design exercises where manual knowledge adaptation and reuse are routine. Accordingly, in this paper, we present a realization of the evolutionary multitasking paradigm within the domain of multiobjective optimization. The efficacy of the associated evolutionary algorithm is demonstrated on some benchmark test functions as well as on a real-world manufacturing process design problem from the composites industry.

BBPH: Using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs

DOE PAGES

Barnett, Jason; Watson, Jean -Paul; Woodruff, David L.

2016-11-27

Progressive hedging, though an effective heuristic for solving stochastic mixed integer programs (SMIPs), is not guaranteed to converge in this case. Here, we describe BBPH, a branch and bound algorithm that uses PH at each node in the search tree such that, given sufficient time, it will always converge to a globally optimal solution. Additionally, to providing a theoretically convergent “wrapper” for PH applied to SMIPs, computational results demonstrate that for some difficult problem instances branch and bound can find improved solutions after exploring only a few nodes.

Converging prescription brand shares as evidence of physician learning.

PubMed

Walker, Doug

2012-01-01

Within a drug category, there is an optimal brand the physician could choose to prescribe based on the patient's particular condition and characteristics. Physicians desire to prescribe the best brand for each patient for professional, moral, and legal reasons. Ideally, detailing provides information that supports this effort. This study finds that, over time, the proportion of prescriptions written for each brand moves toward a stable distribution--a convergence in which each brand's share in the category appears to match the proportion of prescription writing opportunities where the brand is the best choice for the patient. Detailing supports this convergence.

An implicit iterative algorithm with a tuning parameter for Itô Lyapunov matrix equations

NASA Astrophysics Data System (ADS)

Zhang, Ying; Wu, Ai-Guo; Sun, Hui-Jie

2018-01-01

In this paper, an implicit iterative algorithm is proposed for solving a class of Lyapunov matrix equations arising in Itô stochastic linear systems. A tuning parameter is introduced in this algorithm, and thus the convergence rate of the algorithm can be changed. Some conditions are presented such that the developed algorithm is convergent. In addition, an explicit expression is also derived for the optimal tuning parameter, which guarantees that the obtained algorithm achieves its fastest convergence rate. Finally, numerical examples are employed to illustrate the effectiveness of the given algorithm.

Cross-coupling between accommodation and convergence is optimized for a broad range of directions and distances of gaze.

PubMed

Nguyen, Dorothy; Vedamurthy, Indu; Schor, Clifton

2008-03-01

Accommodation and convergence systems are cross-coupled so that stimulation of one system produces responses by both systems. Ideally, the cross-coupled responses of accommodation and convergence match their respective stimuli. When expressed in diopters and meter angles, respectively, stimuli for accommodation and convergence are equal in the mid-sagittal plane when viewed with symmetrical convergence, where historically, the gains of the cross coupling (AC/A and CA/C ratios) have been quantified. However, targets at non-zero azimuth angles, when viewed with asymmetric convergence, present unequal stimuli for accommodation and convergence. Are the cross-links between the two systems calibrated to compensate for stimulus mismatches that increase with gaze-azimuth? We measured the response AC/A and stimulus CA/C ratios at zero azimuth, 17.5 and 30 deg of rightward gaze eccentricities with a Badal Optometer and Wheatstone-mirror haploscope. AC/A ratios were measured under open-loop convergence conditions along the iso-accommodation circle (locus of points that stimulate approximately equal amounts of accommodation to the two eyes at all azimuth angles). CA/C ratios were measured under open-loop accommodation conditions along the iso-vergence circle (locus of points that stimulate constant convergence at all azimuth angles). Our results show that the gain of accommodative-convergence (AC/A ratio) decreased and the bias of convergence-accommodation increased at the 30 deg gaze eccentricity. These changes are in directions that compensate for stimulus mismatches caused by spatial-viewing geometry during asymmetric convergence.

Optimal sparse approximation with integrate and fire neurons.

PubMed

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

2014-08-01

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

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

NASA Astrophysics Data System (ADS)

Di Pietro, Daniele A.; Marche, Fabien

2018-02-01

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

OPTESIM, a Versatile Toolbox for Numerical Simulation of Electron Spin Echo Envelope Modulation (ESEEM) that Features Hybrid Optimization and Statistical Assessment of Parameters

PubMed Central

Sun, Li; Hernandez-Guzman, Jessica; Warncke, Kurt

2009-01-01

Electron spin echo envelope modulation (ESEEM) is a technique of pulsed-electron paramagnetic resonance (EPR) spectroscopy. The analyis of ESEEM data to extract information about the nuclear and electronic structure of a disordered (powder) paramagnetic system requires accurate and efficient numerical simulations. A single coupled nucleus of known nuclear g value (gN) and spin I=1 can have up to eight adjustable parameters in the nuclear part of the spin Hamiltonian. We have developed OPTESIM, an ESEEM simulation toolbox, for automated numerical simulation of powder two- and three-pulse one-dimensional ESEEM for arbitrary number (N) and type (I, gN) of coupled nuclei, and arbitrary mutual orientations of the hyperfine tensor principal axis systems for N>1. OPTESIM is based in the Matlab environment, and includes the following features: (1) a fast algorithm for translation of the spin Hamiltonian into simulated ESEEM, (2) different optimization methods that can be hybridized to achieve an efficient coarse-to-fine grained search of the parameter space and convergence to a global minimum, (3) statistical analysis of the simulation parameters, which allows the identification of simultaneous confidence regions at specific confidence levels. OPTESIM also includes a geometry-preserving spherical averaging algorithm as default for N>1, and global optimization over multiple experimental conditions, such as the dephasing time ( ) for three-pulse ESEEM, and external magnetic field values. Application examples for simulation of 14N coupling (N=1, N=2) in biological and chemical model paramagnets are included. Automated, optimized simulations by using OPTESIM lead to a convergence on dramatically shorter time scales, relative to manual simulations. PMID:19553148

Research in navigation and optimization for space trajectories

NASA Technical Reports Server (NTRS)

Pines, S.; Kelley, H. J.

1979-01-01

Topics covered include: (1) initial Cartesian coordinates for rapid precision orbit prediction; (2) accelerating convergence in optimization methods using search routines by applying curvilinear projection ideas; (3) perturbation-magnitude control for difference-quotient estimation of derivatives; and (4) determining the accelerometer bias for in-orbit shuttle trajectories.

Implementation and Performance Issues in Collaborative Optimization

NASA Technical Reports Server (NTRS)

Braun, Robert; Gage, Peter; Kroo, Ilan; Sobieski, Ian

1996-01-01

Collaborative optimization is a multidisciplinary design architecture that is well-suited to large-scale multidisciplinary optimization problems. This paper compares this approach with other architectures, examines the details of the formulation, and some aspects of its performance. A particular version of the architecture is proposed to better accommodate the occurrence of multiple feasible regions. The use of system level inequality constraints is shown to increase the convergence rate. A series of simple test problems, demonstrated to challenge related optimization architectures, is successfully solved with collaborative optimization.

On the convergence of a linesearch based proximal-gradient method for nonconvex optimization

NASA Astrophysics Data System (ADS)

Bonettini, S.; Loris, I.; Porta, F.; Prato, M.; Rebegoldi, S.

2017-05-01

We consider a variable metric linesearch based proximal gradient method for the minimization of the sum of a smooth, possibly nonconvex function plus a convex, possibly nonsmooth term. We prove convergence of this iterative algorithm to a critical point if the objective function satisfies the Kurdyka-Łojasiewicz property at each point of its domain, under the assumption that a limit point exists. The proposed method is applied to a wide collection of image processing problems and our numerical tests show that our algorithm results to be flexible, robust and competitive when compared to recently proposed approaches able to address the optimization problems arising in the considered applications.

Improved techniques for outgoing wave variational principle calculations of converged state-to-state transition probabilities for chemical reactions

NASA Technical Reports Server (NTRS)

Mielke, Steven L.; Truhlar, Donald G.; Schwenke, David W.

1991-01-01

Improved techniques and well-optimized basis sets are presented for application of the outgoing wave variational principle to calculate converged quantum mechanical reaction probabilities. They are illustrated with calculations for the reactions D + H2 yields HD + H with total angular momentum J = 3 and F + H2 yields HF + H with J = 0 and 3. The optimization involves the choice of distortion potential, the grid for calculating half-integrated Green's functions, the placement, width, and number of primitive distributed Gaussians, and the computationally most efficient partition between dynamically adapted and primitive basis functions. Benchmark calculations with 224-1064 channels are presented.

Convergence analysis of two-node CMFD method for two-group neutron diffusion eigenvalue problem

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

Jeong, Yongjin; Park, Jinsu; Lee, Hyun Chul

2015-12-01

In this paper, the nonlinear coarse-mesh finite difference method with two-node local problem (CMFD2N) is proven to be unconditionally stable for neutron diffusion eigenvalue problems. The explicit current correction factor (CCF) is derived based on the two-node analytic nodal method (ANM2N), and a Fourier stability analysis is applied to the linearized algorithm. It is shown that the analytic convergence rate obtained by the Fourier analysis compares very well with the numerically measured convergence rate. It is also shown that the theoretical convergence rate is only governed by the converged second harmonic buckling and the mesh size. It is also notedmore » that the convergence rate of the CCF of the CMFD2N algorithm is dependent on the mesh size, but not on the total problem size. This is contrary to expectation for eigenvalue problem. The novel points of this paper are the analytical derivation of the convergence rate of the CMFD2N algorithm for eigenvalue problem, and the convergence analysis based on the analytic derivations.« less

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.

Chaotic Particle Swarm Optimization with Mutation for Classification

PubMed Central

Assarzadeh, Zahra; Naghsh-Nilchi, Ahmad Reza

2015-01-01

In this paper, a chaotic particle swarm optimization with mutation-based classifier particle swarm optimization is proposed to classify patterns of different classes in the feature space. The introduced mutation operators and chaotic sequences allows us to overcome the problem of early convergence into a local minima associated with particle swarm optimization algorithms. That is, the mutation operator sharpens the convergence and it tunes the best possible solution. Furthermore, to remove the irrelevant data and reduce the dimensionality of medical datasets, a feature selection approach using binary version of the proposed particle swarm optimization is introduced. In order to demonstrate the effectiveness of our proposed classifier, mutation-based classifier particle swarm optimization, it is checked out with three sets of data classifications namely, Wisconsin diagnostic breast cancer, Wisconsin breast cancer and heart-statlog, with different feature vector dimensions. The proposed algorithm is compared with different classifier algorithms including k-nearest neighbor, as a conventional classifier, particle swarm-classifier, genetic algorithm, and Imperialist competitive algorithm-classifier, as more sophisticated ones. The performance of each classifier was evaluated by calculating the accuracy, sensitivity, specificity and Matthews's correlation coefficient. The experimental results show that the mutation-based classifier particle swarm optimization unequivocally performs better than all the compared algorithms. PMID:25709937

ACT Payload Shroud Structural Concept Analysis and Optimization

NASA Technical Reports Server (NTRS)

Zalewski, Bart B.; Bednarcyk, Brett A.

2010-01-01

Aerospace structural applications demand a weight efficient design to perform in a cost effective manner. This is particularly true for launch vehicle structures, where weight is the dominant design driver. The design process typically requires many iterations to ensure that a satisfactory minimum weight has been obtained. Although metallic structures can be weight efficient, composite structures can provide additional weight savings due to their lower density and additional design flexibility. This work presents structural analysis and weight optimization of a composite payload shroud for NASA s Ares V heavy lift vehicle. Two concepts, which were previously determined to be efficient for such a structure are evaluated: a hat stiffened/corrugated panel and a fiber reinforced foam sandwich panel. A composite structural optimization code, HyperSizer, is used to optimize the panel geometry, composite material ply orientations, and sandwich core material. HyperSizer enables an efficient evaluation of thousands of potential designs versus multiple strength and stability-based failure criteria across multiple load cases. HyperSizer sizing process uses a global finite element model to obtain element forces, which are statistically processed to arrive at panel-level design-to loads. These loads are then used to analyze each candidate panel design. A near optimum design is selected as the one with the lowest weight that also provides all positive margins of safety. The stiffness of each newly sized panel or beam component is taken into account in the subsequent finite element analysis. Iteration of analysis/optimization is performed to ensure a converged design. Sizing results for the hat stiffened panel concept and the fiber reinforced foam sandwich concept are presented.

PRIM: An Efficient Preconditioning Iterative Reweighted Least Squares Method for Parallel Brain MRI Reconstruction.

PubMed

Xu, Zheng; Wang, Sheng; Li, Yeqing; Zhu, Feiyun; Huang, Junzhou

2018-02-08

The most recent history of parallel Magnetic Resonance Imaging (pMRI) has in large part been devoted to finding ways to reduce acquisition time. While joint total variation (JTV) regularized model has been demonstrated as a powerful tool in increasing sampling speed for pMRI, however, the major bottleneck is the inefficiency of the optimization method. While all present state-of-the-art optimizations for the JTV model could only reach a sublinear convergence rate, in this paper, we squeeze the performance by proposing a linear-convergent optimization method for the JTV model. The proposed method is based on the Iterative Reweighted Least Squares algorithm. Due to the complexity of the tangled JTV objective, we design a novel preconditioner to further accelerate the proposed method. Extensive experiments demonstrate the superior performance of the proposed algorithm for pMRI regarding both accuracy and efficiency compared with state-of-the-art methods.

Data classification using metaheuristic Cuckoo Search technique for Levenberg Marquardt back propagation (CSLM) algorithm

NASA Astrophysics Data System (ADS)

Nawi, Nazri Mohd.; Khan, Abdullah; Rehman, M. Z.

2015-05-01

A nature inspired behavior metaheuristic techniques which provide derivative-free solutions to solve complex problems. One of the latest additions to the group of nature inspired optimization procedure is Cuckoo Search (CS) algorithm. Artificial Neural Network (ANN) training is an optimization task since it is desired to find optimal weight set of a neural network in training process. Traditional training algorithms have some limitation such as getting trapped in local minima and slow convergence rate. This study proposed a new technique CSLM by combining the best features of two known algorithms back-propagation (BP) and Levenberg Marquardt algorithm (LM) for improving the convergence speed of ANN training and avoiding local minima problem by training this network. Some selected benchmark classification datasets are used for simulation. The experiment result show that the proposed cuckoo search with Levenberg Marquardt algorithm has better performance than other algorithm used in this study.

A Parameter Communication Optimization Strategy for Distributed Machine Learning in Sensors.

PubMed

Zhang, Jilin; Tu, Hangdi; Ren, Yongjian; Wan, Jian; Zhou, Li; Li, Mingwei; Wang, Jue; Yu, Lifeng; Zhao, Chang; Zhang, Lei

2017-09-21

In order to utilize the distributed characteristic of sensors, distributed machine learning has become the mainstream approach, but the different computing capability of sensors and network delays greatly influence the accuracy and the convergence rate of the machine learning model. Our paper describes a reasonable parameter communication optimization strategy to balance the training overhead and the communication overhead. We extend the fault tolerance of iterative-convergent machine learning algorithms and propose the Dynamic Finite Fault Tolerance (DFFT). Based on the DFFT, we implement a parameter communication optimization strategy for distributed machine learning, named Dynamic Synchronous Parallel Strategy (DSP), which uses the performance monitoring model to dynamically adjust the parameter synchronization strategy between worker nodes and the Parameter Server (PS). This strategy makes full use of the computing power of each sensor, ensures the accuracy of the machine learning model, and avoids the situation that the model training is disturbed by any tasks unrelated to the sensors.

New Enhanced Artificial Bee Colony (JA-ABC5) Algorithm with Application for Reactive Power Optimization

PubMed Central

2015-01-01

The standard artificial bee colony (ABC) algorithm involves exploration and exploitation processes which need to be balanced for enhanced performance. This paper proposes a new modified ABC algorithm named JA-ABC5 to enhance convergence speed and improve the ability to reach the global optimum by balancing exploration and exploitation processes. New stages have been proposed at the earlier stages of the algorithm to increase the exploitation process. Besides that, modified mutation equations have also been introduced in the employed and onlooker-bees phases to balance the two processes. The performance of JA-ABC5 has been analyzed on 27 commonly used benchmark functions and tested to optimize the reactive power optimization problem. The performance results have clearly shown that the newly proposed algorithm has outperformed other compared algorithms in terms of convergence speed and global optimum achievement. PMID:25879054

Optimization of Low-Thrust Spiral Trajectories by Collocation

NASA Technical Reports Server (NTRS)

Falck, Robert D.; Dankanich, John W.

2012-01-01

As NASA examines potential missions in the post space shuttle era, there has been a renewed interest in low-thrust electric propulsion for both crewed and uncrewed missions. While much progress has been made in the field of software for the optimization of low-thrust trajectories, many of the tools utilize higher-fidelity methods which, while excellent, result in extremely high run-times and poor convergence when dealing with planetocentric spiraling trajectories deep within a gravity well. Conversely, faster tools like SEPSPOT provide a reasonable solution but typically fail to account for other forces such as third-body gravitation, aerodynamic drag, solar radiation pressure. SEPSPOT is further constrained by its solution method, which may require a very good guess to yield a converged optimal solution. Here the authors have developed an approach using collocation intended to provide solution times comparable to those given by SEPSPOT while allowing for greater robustness and extensible force models.

New enhanced artificial bee colony (JA-ABC5) algorithm with application for reactive power optimization.

PubMed

Sulaiman, Noorazliza; Mohamad-Saleh, Junita; Abro, Abdul Ghani

2015-01-01

The standard artificial bee colony (ABC) algorithm involves exploration and exploitation processes which need to be balanced for enhanced performance. This paper proposes a new modified ABC algorithm named JA-ABC5 to enhance convergence speed and improve the ability to reach the global optimum by balancing exploration and exploitation processes. New stages have been proposed at the earlier stages of the algorithm to increase the exploitation process. Besides that, modified mutation equations have also been introduced in the employed and onlooker-bees phases to balance the two processes. The performance of JA-ABC5 has been analyzed on 27 commonly used benchmark functions and tested to optimize the reactive power optimization problem. The performance results have clearly shown that the newly proposed algorithm has outperformed other compared algorithms in terms of convergence speed and global optimum achievement.

Blind Channel Equalization Using Constrained Generalized Pattern Search Optimization and Reinitialization Strategy

NASA Astrophysics Data System (ADS)

Zaouche, Abdelouahib; Dayoub, Iyad; Rouvaen, Jean Michel; Tatkeu, Charles

2008-12-01

We propose a global convergence baud-spaced blind equalization method in this paper. This method is based on the application of both generalized pattern optimization and channel surfing reinitialization. The potentially used unimodal cost function relies on higher- order statistics, and its optimization is achieved using a pattern search algorithm. Since the convergence to the global minimum is not unconditionally warranted, we make use of channel surfing reinitialization (CSR) strategy to find the right global minimum. The proposed algorithm is analyzed, and simulation results using a severe frequency selective propagation channel are given. Detailed comparisons with constant modulus algorithm (CMA) are highlighted. The proposed algorithm performances are evaluated in terms of intersymbol interference, normalized received signal constellations, and root mean square error vector magnitude. In case of nonconstant modulus input signals, our algorithm outperforms significantly CMA algorithm with full channel surfing reinitialization strategy. However, comparable performances are obtained for constant modulus signals.

Market penetration of energy supply technologies

NASA Astrophysics Data System (ADS)

Condap, R. J.

1980-03-01

Techniques to incorporate the concepts of profit-induced growth and risk aversion into policy-oriented optimization models of the domestic energy sector are examined. After reviewing the pertinent market penetration literature, simple mathematical programs in which the introduction of new energy technologies is constrained primarily by the reinvestment of profits are formulated. The main results involve the convergence behavior of technology production levels under various assumptions about the form of the energy demand function. Next, profitability growth constraints are embedded in a full-scale model of U.S. energy-economy interactions. A rapidly convergent algorithm is developed to utilize optimal shadow prices in the computation of profitability for individual technologies. Allowance is made for additional policy variables such as government funding and taxation. The result is an optimal deployment schedule for current and future energy technologies which is consistent with the sector's ability to finance capacity expansion.

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

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

PubMed

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

2015-11-01

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

A recurrent neural network for nonlinear optimization with a continuously differentiable objective function and bound constraints.

PubMed

Liang, X B; Wang, J

2000-01-01

This paper presents a continuous-time recurrent neural-network model for nonlinear optimization with any continuously differentiable objective function and bound constraints. Quadratic optimization with bound constraints is a special problem which can be solved by the recurrent neural network. The proposed recurrent neural network has the following characteristics. 1) It is regular in the sense that any optimum of the objective function with bound constraints is also an equilibrium point of the neural network. If the objective function to be minimized is convex, then the recurrent neural network is complete in the sense that the set of optima of the function with bound constraints coincides with the set of equilibria of the neural network. 2) The recurrent neural network is primal and quasiconvergent in the sense that its trajectory cannot escape from the feasible region and will converge to the set of equilibria of the neural network for any initial point in the feasible bound region. 3) The recurrent neural network has an attractivity property in the sense that its trajectory will eventually converge to the feasible region for any initial states even at outside of the bounded feasible region. 4) For minimizing any strictly convex quadratic objective function subject to bound constraints, the recurrent neural network is globally exponentially stable for almost any positive network parameters. Simulation results are given to demonstrate the convergence and performance of the proposed recurrent neural network for nonlinear optimization with bound constraints.

Manifold regularized discriminative nonnegative matrix factorization with fast gradient descent.

PubMed

Guan, Naiyang; Tao, Dacheng; Luo, Zhigang; Yuan, Bo

2011-07-01

Nonnegative matrix factorization (NMF) has become a popular data-representation method and has been widely used in image processing and pattern-recognition problems. This is because the learned bases can be interpreted as a natural parts-based representation of data and this interpretation is consistent with the psychological intuition of combining parts to form a whole. For practical classification tasks, however, NMF ignores both the local geometry of data and the discriminative information of different classes. In addition, existing research results show that the learned basis is unnecessarily parts-based because there is neither explicit nor implicit constraint to ensure the representation parts-based. In this paper, we introduce the manifold regularization and the margin maximization to NMF and obtain the manifold regularized discriminative NMF (MD-NMF) to overcome the aforementioned problems. The multiplicative update rule (MUR) can be applied to optimizing MD-NMF, but it converges slowly. In this paper, we propose a fast gradient descent (FGD) to optimize MD-NMF. FGD contains a Newton method that searches the optimal step length, and thus, FGD converges much faster than MUR. In addition, FGD includes MUR as a special case and can be applied to optimizing NMF and its variants. For a problem with 165 samples in R(1600), FGD converges in 28 s, while MUR requires 282 s. We also apply FGD in a variant of MD-NMF and experimental results confirm its efficiency. Experimental results on several face image datasets suggest the effectiveness of MD-NMF.

Gradient optimization and nonlinear control

NASA Technical Reports Server (NTRS)

Hasdorff, L.

1976-01-01

The book represents an introduction to computation in control by an iterative, gradient, numerical method, where linearity is not assumed. The general language and approach used are those of elementary functional analysis. The particular gradient method that is emphasized and used is conjugate gradient descent, a well known method exhibiting quadratic convergence while requiring very little more computation than simple steepest descent. Constraints are not dealt with directly, but rather the approach is to introduce them as penalty terms in the criterion. General conjugate gradient descent methods are developed and applied to problems in control.

Application of hybrid artificial fish swarm algorithm based on similar fragments in VRP

NASA Astrophysics Data System (ADS)

Che, Jinnuo; Zhou, Kang; Zhang, Xueyu; Tong, Xin; Hou, Lingyun; Jia, Shiyu; Zhen, Yiting

2018-03-01

Focused on the issue that the decrease of convergence speed and the precision of calculation at the end of the process in Artificial Fish Swarm Algorithm(AFSA) and instability of results, a hybrid AFSA based on similar fragments is proposed. Traditional AFSA enjoys a lot of obvious advantages in solving complex optimization problems like Vehicle Routing Problem(VRP). AFSA have a few limitations such as low convergence speed, low precision and instability of results. In this paper, two improvements are introduced. On the one hand, change the definition of the distance for artificial fish, as well as increase vision field of artificial fish, and the problem of speed and precision can be improved when solving VRP. On the other hand, mix artificial bee colony algorithm(ABC) into AFSA - initialize the population of artificial fish by the ABC, and it solves the problem of instability of results in some extend. The experiment results demonstrate that the optimal solution of the hybrid AFSA is easier to approach the optimal solution of the standard database than the other two algorithms. In conclusion, the hybrid algorithm can effectively solve the problem that instability of results and decrease of convergence speed and the precision of calculation at the end of the process.

An Experience Oriented-Convergence Improved Gravitational Search Algorithm for Minimum Variance Distortionless Response Beamforming Optimum

PubMed Central

Darzi, Soodabeh; Tiong, Sieh Kiong; Tariqul Islam, Mohammad; Rezai Soleymanpour, Hassan; Kibria, Salehin

2016-01-01

An experience oriented-convergence improved gravitational search algorithm (ECGSA) based on two new modifications, searching through the best experiments and using of a dynamic gravitational damping coefficient (α), is introduced in this paper. ECGSA saves its best fitness function evaluations and uses those as the agents’ positions in searching process. In this way, the optimal found trajectories are retained and the search starts from these trajectories, which allow the algorithm to avoid the local optimums. Also, the agents can move faster in search space to obtain better exploration during the first stage of the searching process and they can converge rapidly to the optimal solution at the final stage of the search process by means of the proposed dynamic gravitational damping coefficient. The performance of ECGSA has been evaluated by applying it to eight standard benchmark functions along with six complicated composite test functions. It is also applied to adaptive beamforming problem as a practical issue to improve the weight vectors computed by minimum variance distortionless response (MVDR) beamforming technique. The results of implementation of the proposed algorithm are compared with some well-known heuristic methods and verified the proposed method in both reaching to optimal solutions and robustness. PMID:27399904

Gas ultrasonic flow rate measurement through genetic-ant colony optimization based on the ultrasonic pulse received signal model

NASA Astrophysics Data System (ADS)

Hou, Huirang; Zheng, Dandan; Nie, Laixiao

2015-04-01

For gas ultrasonic flowmeters, the signals received by ultrasonic sensors are susceptible to noise interference. If signals are mingled with noise, a large error in flow measurement can be caused by triggering mistakenly using the traditional double-threshold method. To solve this problem, genetic-ant colony optimization (GACO) based on the ultrasonic pulse received signal model is proposed. Furthermore, in consideration of the real-time performance of the flow measurement system, the improvement of processing only the first three cycles of the received signals rather than the whole signal is proposed. Simulation results show that the GACO algorithm has the best estimation accuracy and ant-noise ability compared with the genetic algorithm, ant colony optimization, double-threshold and enveloped zero-crossing. Local convergence doesn’t appear with the GACO algorithm until -10 dB. For the GACO algorithm, the converging accuracy and converging speed and the amount of computation are further improved when using the first three cycles (called GACO-3cycles). Experimental results involving actual received signals show that the accuracy of single-gas ultrasonic flow rate measurement can reach 0.5% with GACO-3 cycles, which is better than with the double-threshold method.

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.

Evaluation of dynamically dimensioned search algorithm for optimizing SWAT by altering sampling distributions and searching range

USDA-ARS?s Scientific Manuscript database

The primary advantage of Dynamically Dimensioned Search algorithm (DDS) is that it outperforms many other optimization techniques in both convergence speed and the ability in searching for parameter sets that satisfy statistical guidelines while requiring only one algorithm parameter (perturbation f...

Majorization as a Tool for Optimizing a Class of Matrix Functions.

ERIC Educational Resources Information Center

Kiers, Henk A.

1990-01-01

General algorithms are presented that can be used for optimizing matrix trace functions subject to certain constraints on the parameters. The parameter set that minimizes the majorizing function also decreases the matrix trace function, providing a monotonically convergent algorithm for minimizing the matrix trace function iteratively. (SLD)

A Stochastic Optimization Algorithm using Intelligent Agents: With Constraints and Rate of Convergence

DTIC Science & Technology

2010-11-01

Novembre 2010. Contexte: La puissance des ordinateurs nous permet aujourd’hui d’étudier des problèmes pour lesquels une solution analytique n’existe... 13 4.8 Proof of Corollary........................................................................................................ 13 ...optimal capacities for links. e DRDC CORA TM 2010-249 13 4.9 Example Figure 4 below shows that the probability of achieving the optimal

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

PubMed

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

2004-05-01

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

Comparison of Two Multidisciplinary Optimization Strategies for Launch-Vehicle Design

NASA Technical Reports Server (NTRS)

Braun, R. D.; Powell, R. W.; Lepsch, R. A.; Stanley, D. O.; Kroo, I. M.

1995-01-01

The investigation focuses on development of a rapid multidisciplinary analysis and optimization capability for launch-vehicle design. Two multidisciplinary optimization strategies in which the analyses are integrated in different manners are implemented and evaluated for solution of a single-stage-to-orbit launch-vehicle design problem. Weights and sizing, propulsion, and trajectory issues are directly addressed in each optimization process. Additionally, the need to maintain a consistent vehicle model across the disciplines is discussed. Both solution strategies were shown to obtain similar solutions from two different starting points. These solutions suggests that a dual-fuel, single-stage-to-orbit vehicle with a dry weight of approximately 1.927 x 10(exp 5)lb, gross liftoff weight of 2.165 x 10(exp 6)lb, and length of 181 ft is attainable. A comparison of the two approaches demonstrates that treatment or disciplinary coupling has a direct effect on optimization convergence and the required computational effort. In comparison with the first solution strategy, which is of the general form typically used within the launch vehicle design community at present, the second optimization approach is shown to he 3-4 times more computationally efficient.

On the constrained minimization of smooth Kurdyka—Łojasiewicz functions with the scaled gradient projection method

NASA Astrophysics Data System (ADS)

Prato, Marco; Bonettini, Silvia; Loris, Ignace; Porta, Federica; Rebegoldi, Simone

2016-10-01

The scaled gradient projection (SGP) method is a first-order optimization method applicable to the constrained minimization of smooth functions and exploiting a scaling matrix multiplying the gradient and a variable steplength parameter to improve the convergence of the scheme. For a general nonconvex function, the limit points of the sequence generated by SGP have been proved to be stationary, while in the convex case and with some restrictions on the choice of the scaling matrix the sequence itself converges to a constrained minimum point. In this paper we extend these convergence results by showing that the SGP sequence converges to a limit point provided that the objective function satisfies the Kurdyka-Łojasiewicz property at each point of its domain and its gradient is Lipschitz continuous.

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions, Addendum

NASA Technical Reports Server (NTRS)

Peters, B. C., Jr.; Walker, H. F.

1975-01-01

New results and insights concerning a previously published iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions were discussed. It was shown that the procedure converges locally to the consistent maximum likelihood estimate as long as a specified parameter is bounded between two limits. Bound values were given to yield optimal local convergence.

An approximation theory for nonlinear partial differential equations with applications to identification and control

NASA Technical Reports Server (NTRS)

Banks, H. T.; Kunisch, K.

1982-01-01

Approximation results from linear semigroup theory are used to develop a general framework for convergence of approximation schemes in parameter estimation and optimal control problems for nonlinear partial differential equations. These ideas are used to establish theoretical convergence results for parameter identification using modal (eigenfunction) approximation techniques. Results from numerical investigations of these schemes for both hyperbolic and parabolic systems are given.

Optimization of polymer electrolyte membrane fuel cell flow channels using a genetic algorithm

NASA Astrophysics Data System (ADS)

Catlin, Glenn; Advani, Suresh G.; Prasad, Ajay K.

The design of the flow channels in PEM fuel cells directly impacts the transport of reactant gases to the electrodes and affects cell performance. This paper presents results from a study to optimize the geometry of the flow channels in a PEM fuel cell. The optimization process implements a genetic algorithm to rapidly converge on the channel geometry that provides the highest net power output from the cell. In addition, this work implements a method for the automatic generation of parameterized channel domains that are evaluated for performance using a commercial computational fluid dynamics package from ANSYS. The software package includes GAMBIT as the solid modeling and meshing software, the solver FLUENT, and a PEMFC Add-on Module capable of modeling the relevant physical and electrochemical mechanisms that describe PEM fuel cell operation. The result of the optimization process is a set of optimal channel geometry values for the single-serpentine channel configuration. The performance of the optimal geometry is contrasted with a sub-optimal one by comparing contour plots of current density, oxygen and hydrogen concentration. In addition, the role of convective bypass in bringing fresh reactant to the catalyst layer is examined in detail. The convergence to the optimal geometry is confirmed by a bracketing study which compares the performance of the best individual to those of its neighbors with adjacent parameter values.

Engineering tradeoff problems viewed as multiple objective optimizations and the VODCA methodology

NASA Astrophysics Data System (ADS)

Morgan, T. W.; Thurgood, R. L.

1984-05-01

This paper summarizes a rational model for making engineering tradeoff decisions. The model is a hybrid from the fields of social welfare economics, communications, and operations research. A solution methodology (Vector Optimization Decision Convergence Algorithm - VODCA) firmly grounded in the economic model is developed both conceptually and mathematically. The primary objective for developing the VODCA methodology was to improve the process for extracting relative value information about the objectives from the appropriate decision makers. This objective was accomplished by employing data filtering techniques to increase the consistency of the relative value information and decrease the amount of information required. VODCA is applied to a simplified hypothetical tradeoff decision problem. Possible use of multiple objective analysis concepts and the VODCA methodology in product-line development and market research are discussed.

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

Approximate solution of space and time fractional higher order phase field equation

NASA Astrophysics Data System (ADS)

Shamseldeen, S.

2018-03-01

This paper is concerned with a class of space and time fractional partial differential equation (STFDE) with Riesz derivative in space and Caputo in time. The proposed STFDE is considered as a generalization of a sixth-order partial phase field equation. We describe the application of the optimal homotopy analysis method (OHAM) to obtain an approximate solution for the suggested fractional initial value problem. An averaged-squared residual error function is defined and used to determine the optimal convergence control parameter. Two numerical examples are studied, considering periodic and non-periodic initial conditions, to justify the efficiency and the accuracy of the adopted iterative approach. The dependence of the solution on the order of the fractional derivative in space and time and model parameters is investigated.

Partial discharge localization in power transformers based on the sequential quadratic programming-genetic algorithm adopting acoustic emission techniques

NASA Astrophysics Data System (ADS)

Liu, Hua-Long; Liu, Hua-Dong

2014-10-01

Partial discharge (PD) in power transformers is one of the prime reasons resulting in insulation degradation and power faults. Hence, it is of great importance to study the techniques of the detection and localization of PD in theory and practice. The detection and localization of PD employing acoustic emission (AE) techniques, as a kind of non-destructive testing, plus due to the advantages of powerful capability of locating and high precision, have been paid more and more attention. The localization algorithm is the key factor to decide the localization accuracy in AE localization of PD. Many kinds of localization algorithms exist for the PD source localization adopting AE techniques including intelligent and non-intelligent algorithms. However, the existed algorithms possess some defects such as the premature convergence phenomenon, poor local optimization ability and unsuitability for the field applications. To overcome the poor local optimization ability and easily caused premature convergence phenomenon of the fundamental genetic algorithm (GA), a new kind of improved GA is proposed, namely the sequence quadratic programming-genetic algorithm (SQP-GA). For the hybrid optimization algorithm, SQP-GA, the sequence quadratic programming (SQP) algorithm which is used as a basic operator is integrated into the fundamental GA, so the local searching ability of the fundamental GA is improved effectively and the premature convergence phenomenon is overcome. Experimental results of the numerical simulations of benchmark functions show that the hybrid optimization algorithm, SQP-GA, is better than the fundamental GA in the convergence speed and optimization precision, and the proposed algorithm in this paper has outstanding optimization effect. At the same time, the presented SQP-GA in the paper is applied to solve the ultrasonic localization problem of PD in transformers, then the ultrasonic localization method of PD in transformers based on the SQP-GA is proposed. And localization results based on the SQP-GA are compared with some algorithms such as the GA, some other intelligent and non-intelligent algorithms. The results of calculating examples both stimulated and spot experiments demonstrate that the localization method based on the SQP-GA can effectively prevent the results from getting trapped into the local optimum values, and the localization method is of great feasibility and very suitable for the field applications, and the precision of localization is enhanced, and the effectiveness of localization is ideal and satisfactory.

Welfare Impact of Virtual Trading on Wholesale Electricity Markets

NASA Astrophysics Data System (ADS)

Giraldo, Juan S.

Virtual bidding has become a standard feature of multi-settlement wholesale electricity markets in the United States. Virtual bids are financial instruments that allow market participants to take financial positions in the Day-Ahead (DA) market that are automatically reversed/closed in the Real-Time (RT) market. Most U.S. wholesale electricity markets only have two types of virtual bids: a decrement bid (DEC), which is virtual load, and an increment offer (INC), which is virtual generation. In theory, financial participants create benefits by seeking out profitable bidding opportunities through arbitrage or speculation. Benefits have been argued to take the form of increased competition, price convergence, increased market liquidity, and a more efficient dispatch of generation resources. Studies have found that price convergence between the DA and RT markets improved following the introduction of virtual bidding into wholesale electricity markets. The improvement in price convergence was taken as evidence that market efficiency had increased and many of the theoretical benefits realized. Persistent price differences between the DA and RT markets have led to calls to further expand virtual bidding as a means to address remaining market inefficiencies. However, the argument that price convergence is beneficial is extrapolated from the study of commodity and financial markets and the role of futures for increasing market efficiency in that context. This viewpoint largely ignores details that differentiate wholesale electricity markets from other commodity markets. This dissertation advances the understanding of virtual bidding by evaluating the impact of virtual bidding based on the standard definition of economic efficiency which is social welfare. In addition, an examination of the impacts of another type of virtual bid, up-to-congestion (UTC) transactions is presented. This virtual product significantly increased virtual bidding activity in the PJM interconnection market since it became available to be used by financial traders in September 2010. Stylized models are used to determine the optimal bidding strategy for the different virtual bids under different scenarios. The welfare analysis shows that the main impact of virtual bidding is surplus reallocation and that the impact on market efficiency is small by comparison. The market structure is such that it is more likely to see surplus transfers from consumers to producers. The results also show that outcomes with greater price convergence as a result of virtual bidding activity were not necessarily more efficient, nor do they always correct surplus distribution distortions that result from bias in the DA expectation of RT load. Compared to INCs and DECs, the UTC analysis showed that UTCs do not have the same self-corrective incentives towards price convergence and are less likely to lead to nodal price convergence or correct for surplus distribution distortions caused by uncertainty and bias in the DA expectation of RT load. Additionally, the analysis showed that UTCs allow financial traders to engage in low risk high volume trading strategies that, while profitable, may have little to no impact on price convergence or market efficiency.

On conforming mixed finite element methods for incompressible viscous flow problems

NASA Technical Reports Server (NTRS)

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

1982-01-01

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

Strategies for global optimization in photonics design.

PubMed

Vukovic, Ana; Sewell, Phillip; Benson, Trevor M

2010-10-01

This paper reports on two important issues that arise in the context of the global optimization of photonic components where large problem spaces must be investigated. The first is the implementation of a fast simulation method and associated matrix solver for assessing particular designs and the second, the strategies that a designer can adopt to control the size of the problem design space to reduce runtimes without compromising the convergence of the global optimization tool. For this study an analytical simulation method based on Mie scattering and a fast matrix solver exploiting the fast multipole method are combined with genetic algorithms (GAs). The impact of the approximations of the simulation method on the accuracy and runtime of individual design assessments and the consequent effects on the GA are also examined. An investigation of optimization strategies for controlling the design space size is conducted on two illustrative examples, namely, 60° and 90° waveguide bends based on photonic microstructures, and their effectiveness is analyzed in terms of a GA's ability to converge to the best solution within an acceptable timeframe. Finally, the paper describes some particular optimized solutions found in the course of this work.

A Novel Quantum-Behaved Bat Algorithm with Mean Best Position Directed for Numerical Optimization

PubMed Central

Zhu, Wenyong; Liu, Zijuan; Duan, Qingyan; Cao, Long

2016-01-01

This paper proposes a novel quantum-behaved bat algorithm with the direction of mean best position (QMBA). In QMBA, the position of each bat is mainly updated by the current optimal solution in the early stage of searching and in the late search it also depends on the mean best position which can enhance the convergence speed of the algorithm. During the process of searching, quantum behavior of bats is introduced which is beneficial to jump out of local optimal solution and make the quantum-behaved bats not easily fall into local optimal solution, and it has better ability to adapt complex environment. Meanwhile, QMBA makes good use of statistical information of best position which bats had experienced to generate better quality solutions. This approach not only inherits the characteristic of quick convergence, simplicity, and easy implementation of original bat algorithm, but also increases the diversity of population and improves the accuracy of solution. Twenty-four benchmark test functions are tested and compared with other variant bat algorithms for numerical optimization the simulation results show that this approach is simple and efficient and can achieve a more accurate solution. PMID:27293424

Implementation and Optimization of miniGMG - a Compact Geometric Multigrid Benchmark

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

Williams, Samuel; Kalamkar, Dhiraj; Singh, Amik

2012-12-01

Multigrid methods are widely used to accelerate the convergence of iterative solvers for linear systems used in a number of different application areas. In this report, we describe miniGMG, our compact geometric multigrid benchmark designed to proxy the multigrid solves found in AMR applications. We explore optimization techniques for geometric multigrid on existing and emerging multicore systems including the Opteron-based Cray XE6, Intel Sandy Bridge and Nehalem-based Infiniband clusters, as well as manycore-based architectures including NVIDIA's Fermi and Kepler GPUs and Intel's Knights Corner (KNC) co-processor. This report examines a variety of novel techniques including communication-aggregation, threaded wavefront-based DRAM communication-avoiding,more » dynamic threading decisions, SIMDization, and fusion of operators. We quantify performance through each phase of the V-cycle for both single-node and distributed-memory experiments and provide detailed analysis for each class of optimization. Results show our optimizations yield significant speedups across a variety of subdomain sizes while simultaneously demonstrating the potential of multi- and manycore processors to dramatically accelerate single-node performance. However, our analysis also indicates that improvements in networks and communication will be essential to reap the potential of manycore processors in large-scale multigrid calculations.« less

Optimization Based Efficiencies in First Order Reliability Analysis

NASA Technical Reports Server (NTRS)

Peck, Jeffrey A.; Mahadevan, Sankaran

2003-01-01

This paper develops a method for updating the gradient vector of the limit state function in reliability analysis using Broyden's rank one updating technique. In problems that use commercial code as a black box, the gradient calculations are usually done using a finite difference approach, which becomes very expensive for large system models. The proposed method replaces the finite difference gradient calculations in a standard first order reliability method (FORM) with Broyden's Quasi-Newton technique. The resulting algorithm of Broyden updates within a FORM framework (BFORM) is used to run several example problems, and the results compared to standard FORM results. It is found that BFORM typically requires fewer functional evaluations that FORM to converge to the same answer.

HSTLBO: A hybrid algorithm based on Harmony Search and Teaching-Learning-Based Optimization for complex high-dimensional optimization problems

PubMed Central

Tuo, Shouheng; Yong, Longquan; Deng, Fang’an; Li, Yanhai; Lin, Yong; Lu, Qiuju

2017-01-01

Harmony Search (HS) and Teaching-Learning-Based Optimization (TLBO) as new swarm intelligent optimization algorithms have received much attention in recent years. Both of them have shown outstanding performance for solving NP-Hard optimization problems. However, they also suffer dramatic performance degradation for some complex high-dimensional optimization problems. Through a lot of experiments, we find that the HS and TLBO have strong complementarity each other. The HS has strong global exploration power but low convergence speed. Reversely, the TLBO has much fast convergence speed but it is easily trapped into local search. In this work, we propose a hybrid search algorithm named HSTLBO that merges the two algorithms together for synergistically solving complex optimization problems using a self-adaptive selection strategy. In the HSTLBO, both HS and TLBO are modified with the aim of balancing the global exploration and exploitation abilities, where the HS aims mainly to explore the unknown regions and the TLBO aims to rapidly exploit high-precision solutions in the known regions. Our experimental results demonstrate better performance and faster speed than five state-of-the-art HS variants and show better exploration power than five good TLBO variants with similar run time, which illustrates that our method is promising in solving complex high-dimensional optimization problems. The experiment on portfolio optimization problems also demonstrate that the HSTLBO is effective in solving complex read-world application. PMID:28403224

HSTLBO: A hybrid algorithm based on Harmony Search and Teaching-Learning-Based Optimization for complex high-dimensional optimization problems.

PubMed

Tuo, Shouheng; Yong, Longquan; Deng, Fang'an; Li, Yanhai; Lin, Yong; Lu, Qiuju

2017-01-01

Harmony Search (HS) and Teaching-Learning-Based Optimization (TLBO) as new swarm intelligent optimization algorithms have received much attention in recent years. Both of them have shown outstanding performance for solving NP-Hard optimization problems. However, they also suffer dramatic performance degradation for some complex high-dimensional optimization problems. Through a lot of experiments, we find that the HS and TLBO have strong complementarity each other. The HS has strong global exploration power but low convergence speed. Reversely, the TLBO has much fast convergence speed but it is easily trapped into local search. In this work, we propose a hybrid search algorithm named HSTLBO that merges the two algorithms together for synergistically solving complex optimization problems using a self-adaptive selection strategy. In the HSTLBO, both HS and TLBO are modified with the aim of balancing the global exploration and exploitation abilities, where the HS aims mainly to explore the unknown regions and the TLBO aims to rapidly exploit high-precision solutions in the known regions. Our experimental results demonstrate better performance and faster speed than five state-of-the-art HS variants and show better exploration power than five good TLBO variants with similar run time, which illustrates that our method is promising in solving complex high-dimensional optimization problems. The experiment on portfolio optimization problems also demonstrate that the HSTLBO is effective in solving complex read-world application.

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

PubMed

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

2018-06-01

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

A graphical approach to optimizing variable-kernel smoothing parameters for improved deformable registration of CT and cone beam CT images

NASA Astrophysics Data System (ADS)

Hart, Vern; Burrow, Damon; Li, X. Allen

2017-08-01

A systematic method is presented for determining optimal parameters in variable-kernel deformable image registration of cone beam CT and CT images, in order to improve accuracy and convergence for potential use in online adaptive radiotherapy. Assessed conditions included the noise constant (symmetric force demons), the kernel reduction rate, the kernel reduction percentage, and the kernel adjustment criteria. Four such parameters were tested in conjunction with reductions of 5, 10, 15, 20, 30, and 40%. Noise constants ranged from 1.0 to 1.9 for pelvic images in ten prostate cancer patients. A total of 516 tests were performed and assessed using the structural similarity index. Registration accuracy was plotted as a function of iteration number and a least-squares regression line was calculated, which implied an average improvement of 0.0236% per iteration. This baseline was used to determine if a given set of parameters under- or over-performed. The most accurate parameters within this range were applied to contoured images. The mean Dice similarity coefficient was calculated for bladder, prostate, and rectum with mean values of 98.26%, 97.58%, and 96.73%, respectively; corresponding to improvements of 2.3%, 9.8%, and 1.2% over previously reported values for the same organ contours. This graphical approach to registration analysis could aid in determining optimal parameters for Demons-based algorithms. It also establishes expectation values for convergence rates and could serve as an indicator of non-physical warping, which often occurred in cases  >0.6% from the regression line.

A Genetic Algorithm Approach to Nonlinear Least Squares Estimation

ERIC Educational Resources Information Center

Olinsky, Alan D.; Quinn, John T.; Mangiameli, Paul M.; Chen, Shaw K.

2004-01-01

A common type of problem encountered in mathematics is optimizing nonlinear functions. Many popular algorithms that are currently available for finding nonlinear least squares estimators, a special class of nonlinear problems, are sometimes inadequate. They might not converge to an optimal value, or if they do, it could be to a local rather than…

On the Improvement of Convergence Performance for Integrated Design of Wind Turbine Blade Using a Vector Dominating Multi-objective Evolution Algorithm

NASA Astrophysics Data System (ADS)

Wang, L.; Wang, T. G.; Wu, J. H.; Cheng, G. P.

2016-09-01

A novel multi-objective optimization algorithm incorporating evolution strategies and vector mechanisms, referred as VD-MOEA, is proposed and applied in aerodynamic- structural integrated design of wind turbine blade. In the algorithm, a set of uniformly distributed vectors is constructed to guide population in moving forward to the Pareto front rapidly and maintain population diversity with high efficiency. For example, two- and three- objective designs of 1.5MW wind turbine blade are subsequently carried out for the optimization objectives of maximum annual energy production, minimum blade mass, and minimum extreme root thrust. The results show that the Pareto optimal solutions can be obtained in one single simulation run and uniformly distributed in the objective space, maximally maintaining the population diversity. In comparison to conventional evolution algorithms, VD-MOEA displays dramatic improvement of algorithm performance in both convergence and diversity preservation for handling complex problems of multi-variables, multi-objectives and multi-constraints. This provides a reliable high-performance optimization approach for the aerodynamic-structural integrated design of wind turbine blade.

A practical globalization of one-shot optimization for optimal design of tokamak divertors

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

Blommaert, Maarten, E-mail: maarten.blommaert@kuleuven.be; Dekeyser, Wouter; Baelmans, Martine

In past studies, nested optimization methods were successfully applied to design of the magnetic divertor configuration in nuclear fusion reactors. In this paper, so-called one-shot optimization methods are pursued. Due to convergence issues, a globalization strategy for the one-shot solver is sought. Whereas Griewank introduced a globalization strategy using a doubly augmented Lagrangian function that includes primal and adjoint residuals, its practical usability is limited by the necessity of second order derivatives and expensive line search iterations. In this paper, a practical alternative is offered that avoids these drawbacks by using a regular augmented Lagrangian merit function that penalizes onlymore » state residuals. Additionally, robust rank-two Hessian estimation is achieved by adaptation of Powell's damped BFGS update rule. The application of the novel one-shot approach to magnetic divertor design is considered in detail. For this purpose, the approach is adapted to be complementary with practical in parts adjoint sensitivities. Using the globalization strategy, stable convergence of the one-shot approach is achieved.« less

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

NASA Astrophysics Data System (ADS)

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

2017-05-01

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

Time-optimal trajectory planning for underactuated spacecraft using a hybrid particle swarm optimization algorithm

NASA Astrophysics Data System (ADS)

Zhuang, Yufei; Huang, Haibin

2014-02-01

A hybrid algorithm combining particle swarm optimization (PSO) algorithm with the Legendre pseudospectral method (LPM) is proposed for solving time-optimal trajectory planning problem of underactuated spacecrafts. At the beginning phase of the searching process, an initialization generator is constructed by the PSO algorithm due to its strong global searching ability and robustness to random initial values, however, PSO algorithm has a disadvantage that its convergence rate around the global optimum is slow. Then, when the change in fitness function is smaller than a predefined value, the searching algorithm is switched to the LPM to accelerate the searching process. Thus, with the obtained solutions by the PSO algorithm as a set of proper initial guesses, the hybrid algorithm can find a global optimum more quickly and accurately. 200 Monte Carlo simulations results demonstrate that the proposed hybrid PSO-LPM algorithm has greater advantages in terms of global searching capability and convergence rate than both single PSO algorithm and LPM algorithm. Moreover, the PSO-LPM algorithm is also robust to random initial values.

Computation of optimal output-feedback compensators for linear time-invariant systems

NASA Technical Reports Server (NTRS)

Platzman, L. K.

1972-01-01

The control of linear time-invariant systems with respect to a quadratic performance criterion was considered, subject to the constraint that the control vector be a constant linear transformation of the output vector. The optimal feedback matrix, f*, was selected to optimize the expected performance, given the covariance of the initial state. It is first shown that the expected performance criterion can be expressed as the ratio of two multinomials in the element of f. This expression provides the basis for a feasible method of determining f* in the case of single-input single-output systems. A number of iterative algorithms are then proposed for the calculation of f* for multiple input-output systems. For two of these, monotone convergence is proved, but they involve the solution of nonlinear matrix equations at each iteration. Another is proposed involving the solution of Lyapunov equations at each iteration, and the gradual increase of the magnitude of a penalty function. Experience with this algorithm will be needed to determine whether or not it does, indeed, possess desirable convergence properties, and whether it can be used to determine the globally optimal f*.

On the accuracy of least squares methods in the presence of corner singularities

NASA Technical Reports Server (NTRS)

Cox, C. L.; Fix, G. J.

1985-01-01

Elliptic problems with corner singularities are discussed. Finite element approximations based on variational principles of the least squares type tend to display poor convergence properties in such contexts. Moreover, mesh refinement or the use of special singular elements do not appreciably improve matters. It is shown that if the least squares formulation is done in appropriately weighted space, then optimal convergence results in unweighted spaces like L(2).

Full glowworm swarm optimization algorithm for whole-set orders scheduling in single machine.

PubMed

Yu, Zhang; Yang, Xiaomei

2013-01-01

By analyzing the characteristics of whole-set orders problem and combining the theory of glowworm swarm optimization, a new glowworm swarm optimization algorithm for scheduling is proposed. A new hybrid-encoding schema combining with two-dimensional encoding and random-key encoding is given. In order to enhance the capability of optimal searching and speed up the convergence rate, the dynamical changed step strategy is integrated into this algorithm. Furthermore, experimental results prove its feasibility and efficiency.

Analytical solutions to optimal underactuated spacecraft formation reconfiguration

NASA Astrophysics Data System (ADS)

Huang, Xu; Yan, Ye; Zhou, Yang

2015-11-01

Underactuated systems can generally be defined as systems with fewer number of control inputs than that of the degrees of freedom to be controlled. In this paper, analytical solutions to optimal underactuated spacecraft formation reconfiguration without either the radial or the in-track control are derived. By using a linear dynamical model of underactuated spacecraft formation in circular orbits, controllability analysis is conducted for either underactuated case. Indirect optimization methods based on the minimum principle are then introduced to generate analytical solutions to optimal open-loop underactuated reconfiguration problems. Both fixed and free final conditions constraints are considered for either underactuated case and comparisons between these two final conditions indicate that the optimal control strategies with free final conditions require less control efforts than those with the fixed ones. Meanwhile, closed-loop adaptive sliding mode controllers for both underactuated cases are designed to guarantee optimal trajectory tracking in the presence of unmatched external perturbations, linearization errors, and system uncertainties. The adaptation laws are designed via a Lyapunov-based method to ensure the overall stability of the closed-loop system. The explicit expressions of the terminal convergent regions of each system states have also been obtained. Numerical simulations demonstrate the validity and feasibility of the proposed open-loop and closed-loop control schemes for optimal underactuated spacecraft formation reconfiguration in circular orbits.

Adaptive particle swarm optimization for optimal orbital elements of binary stars

NASA Astrophysics Data System (ADS)

Attia, Abdel-Fattah

2016-12-01

The paper presents an adaptive particle swarm optimization (APSO) as an alternative method to determine the optimal orbital elements of the star η Bootis of MK type G0 IV. The proposed algorithm transforms the problem of finding periodic orbits into the problem of detecting global minimizers as a function, to get a best fit of Keplerian and Phase curves. The experimental results demonstrate that the proposed approach of APSO generally more accurate than the standard particle swarm optimization (PSO) and other published optimization algorithms, in terms of solution accuracy, convergence speed and algorithm reliability.

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

Pixel-based OPC optimization based on conjugate gradients.

PubMed

Ma, Xu; Arce, Gonzalo R

2011-01-31

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

Effects of heterogeneous convergence rate on consensus in opinion dynamics

NASA Astrophysics Data System (ADS)

Huang, Changwei; Dai, Qionglin; Han, Wenchen; Feng, Yuee; Cheng, Hongyan; Li, Haihong

2018-06-01

The Deffuant model has attracted much attention in the study of opinion dynamics. Here, we propose a modified version by introducing into the model a heterogeneous convergence rate which is dependent on the opinion difference between interacting agents and a tunable parameter κ. We study the effects of heterogeneous convergence rate on consensus by investigating the probability of complete consensus, the size of the largest opinion cluster, the number of opinion clusters, and the relaxation time. We find that the decrease of the convergence rate is favorable to decreasing the confidence threshold for the population to always reach complete consensus, and there exists optimal κ resulting in the minimal bounded confidence threshold. Moreover, we find that there exists a window before the threshold of confidence in which complete consensus may be reached with a nonzero probability when κ is not too large. We also find that, within a certain confidence range, decreasing the convergence rate will reduce the relaxation time, which is somewhat counterintuitive.

Integrating aerodynamics and structures in the minimum weight design of a supersonic transport wing

NASA Technical Reports Server (NTRS)

Barthelemy, Jean-Francois M.; Wrenn, Gregory A.; Dovi, Augustine R.; Coen, Peter G.; Hall, Laura E.

1992-01-01

An approach is presented for determining the minimum weight design of aircraft wing models which takes into consideration aerodynamics-structure coupling when calculating both zeroth order information needed for analysis and first order information needed for optimization. When performing sensitivity analysis, coupling is accounted for by using a generalized sensitivity formulation. The results presented show that the aeroelastic effects are calculated properly and noticeably reduce constraint approximation errors. However, for the particular example selected, the error introduced by ignoring aeroelastic effects are not sufficient to significantly affect the convergence of the optimization process. Trade studies are reported that consider different structural materials, internal spar layouts, and panel buckling lengths. For the formulation, model and materials used in this study, an advanced aluminum material produced the lightest design while satisfying the problem constraints. Also, shorter panel buckling lengths resulted in lower weights by permitting smaller panel thicknesses and generally, by unloading the wing skins and loading the spar caps. Finally, straight spars required slightly lower wing weights than angled spars.

Quantifying, Visualizing, and Monitoring Lead Optimization.

PubMed

Maynard, Andrew T; Roberts, Christopher D

2016-05-12

Although lead optimization (LO) is by definition a process, process-centric analysis and visualization of this important phase of pharmaceutical R&D has been lacking. Here we describe a simple statistical framework to quantify and visualize the progression of LO projects so that the vital signs of LO convergence can be monitored. We refer to the resulting visualizations generated by our methodology as the "LO telemetry" of a project. These visualizations can be automated to provide objective, holistic, and instantaneous analysis and communication of LO progression. This enhances the ability of project teams to more effectively drive LO process, while enabling management to better coordinate and prioritize LO projects. We present the telemetry of five LO projects comprising different biological targets and different project outcomes, including clinical compound selection, termination due to preclinical safety/tox, and termination due to lack of tractability. We demonstrate that LO progression is accurately captured by the telemetry. We also present metrics to quantify LO efficiency and tractability.

Numerical Analysis of an H 1-Galerkin Mixed Finite Element Method for Time Fractional Telegraph Equation

PubMed Central

Wang, Jinfeng; Zhao, Meng; Zhang, Min; Liu, Yang; Li, Hong

2014-01-01

We discuss and analyze an H 1-Galerkin mixed finite element (H 1-GMFE) method to look for the numerical solution of time fractional telegraph equation. We introduce an auxiliary variable to reduce the original equation into lower-order coupled equations and then formulate an H 1-GMFE scheme with two important variables. We discretize the Caputo time fractional derivatives using the finite difference methods and approximate the spatial direction by applying the H 1-GMFE method. Based on the discussion on the theoretical error analysis in L 2-norm for the scalar unknown and its gradient in one dimensional case, we obtain the optimal order of convergence in space-time direction. Further, we also derive the optimal error results for the scalar unknown in H 1-norm. Moreover, we derive and analyze the stability of H 1-GMFE scheme and give the results of a priori error estimates in two- or three-dimensional cases. In order to verify our theoretical analysis, we give some results of numerical calculation by using the Matlab procedure. PMID:25184148

Discrete-Time Deterministic $Q$ -Learning: A Novel Convergence Analysis.

PubMed

Wei, Qinglai; Lewis, Frank L; Sun, Qiuye; Yan, Pengfei; Song, Ruizhuo

2017-05-01

In this paper, a novel discrete-time deterministic Q -learning algorithm is developed. In each iteration of the developed Q -learning algorithm, the iterative Q function is updated for all the state and control spaces, instead of updating for a single state and a single control in traditional Q -learning algorithm. A new convergence criterion is established to guarantee that the iterative Q function converges to the optimum, where the convergence criterion of the learning rates for traditional Q -learning algorithms is simplified. During the convergence analysis, the upper and lower bounds of the iterative Q function are analyzed to obtain the convergence criterion, instead of analyzing the iterative Q function itself. For convenience of analysis, the convergence properties for undiscounted case of the deterministic Q -learning algorithm are first developed. Then, considering the discounted factor, the convergence criterion for the discounted case is established. Neural networks are used to approximate the iterative Q function and compute the iterative control law, respectively, for facilitating the implementation of the deterministic Q -learning algorithm. Finally, simulation results and comparisons are given to illustrate the performance of the developed algorithm.

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

PubMed

Xia, Youshen; Kamel, Mohamed S

2007-06-01

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

Generalized hamming networks and applications.

PubMed

Koutroumbas, Konstantinos; Kalouptsidis, Nicholas

2005-09-01

In this paper the classical Hamming network is generalized in various ways. First, for the Hamming maxnet, a generalized model is proposed, which covers under its umbrella most of the existing versions of the Hamming Maxnet. The network dynamics are time varying while the commonly used ramp function may be replaced by a much more general non-linear function. Also, the weight parameters of the network are time varying. A detailed convergence analysis is provided. A bound on the number of iterations required for convergence is derived and its distribution functions are given for the cases where the initial values of the nodes of the Hamming maxnet stem from the uniform and the peak distributions. Stabilization mechanisms aiming to prevent the node(s) with the maximum initial value diverging to infinity or decaying to zero are described. Simulations demonstrate the advantages of the proposed extension. Also, a rough comparison between the proposed generalized scheme as well as the original Hamming maxnet and its variants is carried out in terms of the time required for convergence, in hardware implementations. Finally, the other two parts of the Hamming network, namely the competitors generating module and the decoding module, are briefly considered in the framework of various applications such as classification/clustering, vector quantization and function optimization.

Fast-kick-off monotonically convergent algorithm for searching optimal control fields

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

Liao, Sheng-Lun; Ho, Tak-San; Rabitz, Herschel

2011-09-15

This Rapid Communication presents a fast-kick-off search algorithm for quickly finding optimal control fields in the state-to-state transition probability control problems, especially those with poorly chosen initial control fields. The algorithm is based on a recently formulated monotonically convergent scheme [T.-S. Ho and H. Rabitz, Phys. Rev. E 82, 026703 (2010)]. Specifically, the local temporal refinement of the control field at each iteration is weighted by a fractional inverse power of the instantaneous overlap of the backward-propagating wave function, associated with the target state and the control field from the previous iteration, and the forward-propagating wave function, associated with themore » initial state and the concurrently refining control field. Extensive numerical simulations for controls of vibrational transitions and ultrafast electron tunneling show that the new algorithm not only greatly improves the search efficiency but also is able to attain good monotonic convergence quality when further frequency constraints are required. The algorithm is particularly effective when the corresponding control dynamics involves a large number of energy levels or ultrashort control pulses.« less

A distributed approach to the OPF problem

NASA Astrophysics Data System (ADS)

Erseghe, Tomaso

2015-12-01

This paper presents a distributed approach to optimal power flow (OPF) in an electrical network, suitable for application in a future smart grid scenario where access to resource and control is decentralized. The non-convex OPF problem is solved by an augmented Lagrangian method, similar to the widely known ADMM algorithm, with the key distinction that penalty parameters are constantly increased. A (weak) assumption on local solver reliability is required to always ensure convergence. A certificate of convergence to a local optimum is available in the case of bounded penalty parameters. For moderate sized networks (up to 300 nodes, and even in the presence of a severe partition of the network), the approach guarantees a performance very close to the optimum, with an appreciably fast convergence speed. The generality of the approach makes it applicable to any (convex or non-convex) distributed optimization problem in networked form. In the comparison with the literature, mostly focused on convex SDP approximations, the chosen approach guarantees adherence to the reference problem, and it also requires a smaller local computational complexity effort.

Optimal and fast E/B separation with a dual messenger field

NASA Astrophysics Data System (ADS)

Kodi Ramanah, Doogesh; Lavaux, Guilhem; Wandelt, Benjamin D.

2018-05-01

We adapt our recently proposed dual messenger algorithm for spin field reconstruction and showcase its efficiency and effectiveness in Wiener filtering polarized cosmic microwave background (CMB) maps. Unlike conventional preconditioned conjugate gradient (PCG) solvers, our preconditioner-free technique can deal with high-resolution joint temperature and polarization maps with inhomogeneous noise distributions and arbitrary mask geometries with relative ease. Various convergence diagnostics illustrate the high quality of the dual messenger reconstruction. In contrast, the PCG implementation fails to converge to a reasonable solution for the specific problem considered. The implementation of the dual messenger method is straightforward and guarantees numerical stability and convergence. We show how the algorithm can be modified to generate fluctuation maps, which, combined with the Wiener filter solution, yield unbiased constrained signal realizations, consistent with observed data. This algorithm presents a pathway to exact global analyses of high-resolution and high-sensitivity CMB data for a statistically optimal separation of E and B modes. It is therefore relevant for current and next-generation CMB experiments, in the quest for the elusive primordial B-mode signal.

Efficient mixing scheme for self-consistent all-electron charge density

NASA Astrophysics Data System (ADS)

Shishidou, Tatsuya; Weinert, Michael

2015-03-01

In standard ab initio density-functional theory calculations, the charge density ρ is gradually updated using the ``input'' and ``output'' densities of the current and previous iteration steps. To accelerate the convergence, Pulay mixing has been widely used with great success. It expresses an ``optimal'' input density ρopt and its ``residual'' Ropt by a linear combination of the densities of the iteration sequences. In large-scale metallic systems, however, the long range nature of Coulomb interaction often causes the ``charge sloshing'' phenomenon and significantly impacts the convergence. Two treatments, represented in reciprocal space, are known to suppress the sloshing: (i) the inverse Kerker metric for Pulay optimization and (ii) Kerker-type preconditioning in mixing Ropt. In all-electron methods, where the charge density does not have a converging Fourier representation, treatments equivalent or similar to (i) and (ii) have not been described so far. In this work, we show that, by going through the calculation of Hartree potential, one can accomplish the procedures (i) and (ii) without entering the reciprocal space. Test calculations are done with a FLAPW method.

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

NASA Technical Reports Server (NTRS)

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

1992-01-01

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

Optimization of a Thermodynamic Model Using a Dakota Toolbox Interface

NASA Astrophysics Data System (ADS)

Cyrus, J.; Jafarov, E. E.; Schaefer, K. M.; Wang, K.; Clow, G. D.; Piper, M.; Overeem, I.

2016-12-01

Scientific modeling of the Earth physical processes is an important driver of modern science. The behavior of these scientific models is governed by a set of input parameters. It is crucial to choose accurate input parameters that will also preserve the corresponding physics being simulated in the model. In order to effectively simulate real world processes the models output data must be close to the observed measurements. To achieve this optimal simulation, input parameters are tuned until we have minimized the objective function, which is the error between the simulation model outputs and the observed measurements. We developed an auxiliary package, which serves as a python interface between the user and DAKOTA. The package makes it easy for the user to conduct parameter space explorations, parameter optimizations, as well as sensitivity analysis while tracking and storing results in a database. The ability to perform these analyses via a Python library also allows the users to combine analysis techniques, for example finding an approximate equilibrium with optimization then immediately explore the space around it. We used the interface to calibrate input parameters for the heat flow model, which is commonly used in permafrost science. We performed optimization on the first three layers of the permafrost model, each with two thermal conductivity coefficients input parameters. Results of parameter space explorations indicate that the objective function not always has a unique minimal value. We found that gradient-based optimization works the best for the objective functions with one minimum. Otherwise, we employ more advanced Dakota methods such as genetic optimization and mesh based convergence in order to find the optimal input parameters. We were able to recover 6 initially unknown thermal conductivity parameters within 2% accuracy of their known values. Our initial tests indicate that the developed interface for the Dakota toolbox could be used to perform analysis and optimization on a `black box' scientific model more efficiently than using just Dakota.

A modified multi-objective particle swarm optimization approach and its application to the design of a deepwater composite riser

NASA Astrophysics Data System (ADS)

Zheng, Y.; Chen, J.

2017-09-01

A modified multi-objective particle swarm optimization method is proposed for obtaining Pareto-optimal solutions effectively. Different from traditional multi-objective particle swarm optimization methods, Kriging meta-models and the trapezoid index are introduced and integrated with the traditional one. Kriging meta-models are built to match expensive or black-box functions. By applying Kriging meta-models, function evaluation numbers are decreased and the boundary Pareto-optimal solutions are identified rapidly. For bi-objective optimization problems, the trapezoid index is calculated as the sum of the trapezoid's area formed by the Pareto-optimal solutions and one objective axis. It can serve as a measure whether the Pareto-optimal solutions converge to the Pareto front. Illustrative examples indicate that to obtain Pareto-optimal solutions, the method proposed needs fewer function evaluations than the traditional multi-objective particle swarm optimization method and the non-dominated sorting genetic algorithm II method, and both the accuracy and the computational efficiency are improved. The proposed method is also applied to the design of a deepwater composite riser example in which the structural performances are calculated by numerical analysis. The design aim was to enhance the tension strength and minimize the cost. Under the buckling constraint, the optimal trade-off of tensile strength and material volume is obtained. The results demonstrated that the proposed method can effectively deal with multi-objective optimizations with black-box functions.

The Factor Structure of the Spiritual Well-Being Scale in Veterans Experienced Chemical Weapon Exposure.

PubMed

Sharif Nia, Hamid; Pahlevan Sharif, Saeed; Boyle, Christopher; Yaghoobzadeh, Ameneh; Tahmasbi, Bahram; Rassool, G Hussein; Taebei, Mozhgan; Soleimani, Mohammad Ali

2018-04-01

This study aimed to determine the factor structure of the spiritual well-being among a sample of the Iranian veterans. In this methodological research, 211 male veterans of Iran-Iraq warfare completed the Paloutzian and Ellison spiritual well-being scale. Maximum likelihood (ML) with oblique rotation was used to assess domain structure of the spiritual well-being. The construct validity of the scale was assessed using confirmatory factor analysis (CFA), convergent validity, and discriminant validity. Reliability was evaluated with Cronbach's alpha, Theta (θ), and McDonald Omega (Ω) coefficients, intra-class correlation coefficient (ICC), and construct reliability (CR). Results of ML and CFA suggested three factors which were labeled "relationship with God," "belief in fate and destiny," and "life optimism." The ICC, coefficients of the internal consistency, and CR were >.7 for the factors of the scale. Convergent validity and discriminant validity did not fulfill the requirements. The Persian version of spiritual well-being scale demonstrated suitable validity and reliability among the veterans of Iran-Iraq warfare.

Powered Descent Guidance with General Thrust-Pointing Constraints

NASA Technical Reports Server (NTRS)

Carson, John M., III; Acikmese, Behcet; Blackmore, Lars

2013-01-01

The Powered Descent Guidance (PDG) algorithm and software for generating Mars pinpoint or precision landing guidance profiles has been enhanced to incorporate thrust-pointing constraints. Pointing constraints would typically be needed for onboard sensor and navigation systems that have specific field-of-view requirements to generate valid ground proximity and terrain-relative state measurements. The original PDG algorithm was designed to enforce both control and state constraints, including maximum and minimum thrust bounds, avoidance of the ground or descent within a glide slope cone, and maximum speed limits. The thrust-bound and thrust-pointing constraints within PDG are non-convex, which in general requires nonlinear optimization methods to generate solutions. The short duration of Mars powered descent requires guaranteed PDG convergence to a solution within a finite time; however, nonlinear optimization methods have no guarantees of convergence to the global optimal or convergence within finite computation time. A lossless convexification developed for the original PDG algorithm relaxed the non-convex thrust bound constraints. This relaxation was theoretically proven to provide valid and optimal solutions for the original, non-convex problem within a convex framework. As with the thrust bound constraint, a relaxation of the thrust-pointing constraint also provides a lossless convexification that ensures the enhanced relaxed PDG algorithm remains convex and retains validity for the original nonconvex problem. The enhanced PDG algorithm provides guidance profiles for pinpoint and precision landing that minimize fuel usage, minimize landing error to the target, and ensure satisfaction of all position and control constraints, including thrust bounds and now thrust-pointing constraints.

In-Space Radiator Shape Optimization using Genetic Algorithms

NASA Technical Reports Server (NTRS)

Hull, Patrick V.; Kittredge, Ken; Tinker, Michael; SanSoucie, Michael

2006-01-01

Future space exploration missions will require the development of more advanced in-space radiators. These radiators should be highly efficient and lightweight, deployable heat rejection systems. Typical radiators for in-space heat mitigation commonly comprise a substantial portion of the total vehicle mass. A small mass savings of even 5-10% can greatly improve vehicle performance. The objective of this paper is to present the development of detailed tools for the analysis and design of in-space radiators using evolutionary computation techniques. The optimality criterion is defined as a two-dimensional radiator with a shape demonstrating the smallest mass for the greatest overall heat transfer, thus the end result is a set of highly functional radiator designs. This cross-disciplinary work combines topology optimization and thermal analysis design by means of a genetic algorithm The proposed design tool consists of the following steps; design parameterization based on the exterior boundary of the radiator, objective function definition (mass minimization and heat loss maximization), objective function evaluation via finite element analysis (thermal radiation analysis) and optimization based on evolutionary algorithms. The radiator design problem is defined as follows: the input force is a driving temperature and the output reaction is heat loss. Appropriate modeling of the space environment is added to capture its effect on the radiator. The design parameters chosen for this radiator shape optimization problem fall into two classes, variable height along the width of the radiator and a spline curve defining the -material boundary of the radiator. The implementation of multiple design parameter schemes allows the user to have more confidence in the radiator optimization tool upon demonstration of convergence between the two design parameter schemes. This tool easily allows the user to manipulate the driving temperature regions thus permitting detailed design of in-space radiators for unique situations. Preliminary results indicate an optimized shape following that of the temperature distribution regions in the "cooler" portions of the radiator. The results closely follow the expected radiator shape.

A geometric nonlinear degenerated shell element using a mixed formulation with independently assumed strain fields. Final Report; Ph.D. Thesis, 1989

NASA Technical Reports Server (NTRS)

Graf, Wiley E.

1991-01-01

A mixed formulation is chosen to overcome deficiencies of the standard displacement-based shell model. Element development is traced from the incremental variational principle on through to the final set of equilibrium equations. Particular attention is paid to developing specific guidelines for selecting the optimal set of strain parameters. A discussion of constraint index concepts and their predictive capability related to locking is included. Performance characteristics of the elements are assessed in a wide variety of linear and nonlinear plate/shell problems. Despite limiting the study to geometric nonlinear analysis, a substantial amount of additional insight concerning the finite element modeling of thin plate/shell structures is provided. For example, in nonlinear analysis, given the same mesh and load step size, mixed elements converge in fewer iterations than equivalent displacement-based models. It is also demonstrated that, in mixed formulations, lower order elements are preferred. Additionally, meshes used to obtain accurate linear solutions do not necessarily converge to the correct nonlinear solution. Finally, a new form of locking was identified associated with employing elements designed for biaxial bending in uniaxial bending applications.

A Large Deviations Analysis of Certain Qualitative Properties of Parallel Tempering and Infinite Swapping Algorithms

DOE PAGES

Doll, J.; Dupuis, P.; Nyquist, P.

2017-02-08

Parallel tempering, or replica exchange, is a popular method for simulating complex systems. The idea is to run parallel simulations at different temperatures, and at a given swap rate exchange configurations between the parallel simulations. From the perspective of large deviations it is optimal to let the swap rate tend to infinity and it is possible to construct a corresponding simulation scheme, known as infinite swapping. In this paper we propose a novel use of large deviations for empirical measures for a more detailed analysis of the infinite swapping limit in the setting of continuous time jump Markov processes. Usingmore » the large deviations rate function and associated stochastic control problems we consider a diagnostic based on temperature assignments, which can be easily computed during a simulation. We show that the convergence of this diagnostic to its a priori known limit is a necessary condition for the convergence of infinite swapping. The rate function is also used to investigate the impact of asymmetries in the underlying potential landscape, and where in the state space poor sampling is most likely to occur.« less

Real-time Adaptive EEG Source Separation using Online Recursive Independent Component Analysis

PubMed Central

Hsu, Sheng-Hsiou; Mullen, Tim; Jung, Tzyy-Ping; Cauwenberghs, Gert

2016-01-01

Independent Component Analysis (ICA) has been widely applied to electroencephalographic (EEG) biosignal processing and brain-computer interfaces. The practical use of ICA, however, is limited by its computational complexity, data requirements for convergence, and assumption of data stationarity, especially for high-density data. Here we study and validate an optimized online recursive ICA algorithm (ORICA) with online recursive least squares (RLS) whitening for blind source separation of high-density EEG data, which offers instantaneous incremental convergence upon presentation of new data. Empirical results of this study demonstrate the algorithm's: (a) suitability for accurate and efficient source identification in high-density (64-channel) realistically-simulated EEG data; (b) capability to detect and adapt to non-stationarity in 64-ch simulated EEG data; and (c) utility for rapidly extracting principal brain and artifact sources in real 61-channel EEG data recorded by a dry and wearable EEG system in a cognitive experiment. ORICA was implemented as functions in BCILAB and EEGLAB and was integrated in an open-source Real-time EEG Source-mapping Toolbox (REST), supporting applications in ICA-based online artifact rejection, feature extraction for real-time biosignal monitoring in clinical environments, and adaptable classifications in brain-computer interfaces. PMID:26685257

SU-F-J-105: Towards a Novel Treatment Planning Pipeline Delivering Pareto- Optimal Plans While Enabling Inter- and Intrafraction Plan Adaptation

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

Kontaxis, C; Bol, G; Lagendijk, J

2016-06-15

Purpose: To develop a new IMRT treatment planning methodology suitable for the new generation of MR-linear accelerator machines. The pipeline is able to deliver Pareto-optimal plans and can be utilized for conventional treatments as well as for inter- and intrafraction plan adaptation based on real-time MR-data. Methods: A Pareto-optimal plan is generated using the automated multicriterial optimization approach Erasmus-iCycle. The resulting dose distribution is used as input to the second part of the pipeline, an iterative process which generates deliverable segments that target the latest anatomical state and gradually converges to the prescribed dose. This process continues until a certainmore » percentage of the dose has been delivered. Under a conventional treatment, a Segment Weight Optimization (SWO) is then performed to ensure convergence to the prescribed dose. In the case of inter- and intrafraction adaptation, post-processing steps like SWO cannot be employed due to the changing anatomy. This is instead addressed by transferring the missing/excess dose to the input of the subsequent fraction. In this work, the resulting plans were delivered on a Delta4 phantom as a final Quality Assurance test. Results: A conventional static SWO IMRT plan was generated for two prostate cases. The sequencer faithfully reproduced the input dose for all volumes of interest. For the two cases the mean relative dose difference of the PTV between the ideal input and sequenced dose was 0.1% and −0.02% respectively. Both plans were delivered on a Delta4 phantom and passed the clinical Quality Assurance procedures by achieving 100% pass rate at a 3%/3mm gamma analysis. Conclusion: We have developed a new sequencing methodology capable of online plan adaptation. In this work, we extended the pipeline to support Pareto-optimal input and clinically validated that it can accurately achieve these ideal distributions, while its flexible design enables inter- and intrafraction plan adaptation. This research is financially supported by Elekta AB, Stockholm, Sweden.« less

Convergent evolution of vascular optimization in kelp (Laminariales).

PubMed

Drobnitch, Sarah Tepler; Jensen, Kaare H; Prentice, Paige; Pittermann, Jarmila

2015-10-07

Terrestrial plants and mammals, although separated by a great evolutionary distance, have each arrived at a highly conserved body plan in which universal allometric scaling relationships govern the anatomy of vascular networks and key functional metabolic traits. The universality of allometric scaling suggests that these phyla have each evolved an 'optimal' transport strategy that has been overwhelmingly adopted by extant species. To truly evaluate the dominance and universality of vascular optimization, however, it is critical to examine other, lesser-known, vascularized phyla. The brown algae (Phaeophyceae) are one such group--as distantly related to plants as mammals, they have convergently evolved a plant-like body plan and a specialized phloem-like transport network. To evaluate possible scaling and optimization in the kelp vascular system, we developed a model of optimized transport anatomy and tested it with measurements of the giant kelp, Macrocystis pyrifera, which is among the largest and most successful of macroalgae. We also evaluated three classical allometric relationships pertaining to plant vascular tissues with a diverse sampling of kelp species. Macrocystis pyrifera displays strong scaling relationships between all tested vascular parameters and agrees with our model; other species within the Laminariales display weak or inconsistent vascular allometries. The lack of universal scaling in the kelps and the presence of optimized transport anatomy in M. pyrifera raises important questions about the evolution of optimization and the possible competitive advantage conferred by optimized vascular systems to multicellular phyla. © 2015 The Author(s).

Systematic feasibility analysis of a quantitative elasticity estimation for breast anatomy using supine/prone patient postures.

PubMed

Hasse, Katelyn; Neylon, John; Sheng, Ke; Santhanam, Anand P

2016-03-01

Breast elastography is a critical tool for improving the targeted radiotherapy treatment of breast tumors. Current breast radiotherapy imaging protocols only involve prone and supine CT scans. There is a lack of knowledge on the quantitative accuracy with which breast elasticity can be systematically measured using only prone and supine CT datasets. The purpose of this paper is to describe a quantitative elasticity estimation technique for breast anatomy using only these supine/prone patient postures. Using biomechanical, high-resolution breast geometry obtained from CT scans, a systematic assessment was performed in order to determine the feasibility of this methodology for clinically relevant elasticity distributions. A model-guided inverse analysis approach is presented in this paper. A graphics processing unit (GPU)-based linear elastic biomechanical model was employed as a forward model for the inverse analysis with the breast geometry in a prone position. The elasticity estimation was performed using a gradient-based iterative optimization scheme and a fast-simulated annealing (FSA) algorithm. Numerical studies were conducted to systematically analyze the feasibility of elasticity estimation. For simulating gravity-induced breast deformation, the breast geometry was anchored at its base, resembling the chest-wall/breast tissue interface. Ground-truth elasticity distributions were assigned to the model, representing tumor presence within breast tissue. Model geometry resolution was varied to estimate its influence on convergence of the system. A priori information was approximated and utilized to record the effect on time and accuracy of convergence. The role of the FSA process was also recorded. A novel error metric that combined elasticity and displacement error was used to quantify the systematic feasibility study. For the authors' purposes, convergence was set to be obtained when each voxel of tissue was within 1 mm of ground-truth deformation. The authors' analyses showed that a ∼97% model convergence was systematically observed with no-a priori information. Varying the model geometry resolution showed no significant accuracy improvements. The GPU-based forward model enabled the inverse analysis to be completed within 10-70 min. Using a priori information about the underlying anatomy, the computation time decreased by as much as 50%, while accuracy improved from 96.81% to 98.26%. The use of FSA was observed to allow the iterative estimation methodology to converge more precisely. By utilizing a forward iterative approach to solve the inverse elasticity problem, this work indicates the feasibility and potential of the fast reconstruction of breast tissue elasticity using supine/prone patient postures.

On the method of least squares. II. [for calculation of covariance matrices and optimization algorithms

NASA Technical Reports Server (NTRS)

Jefferys, W. H.

1981-01-01

A least squares method proposed previously for solving a general class of problems is expanded in two ways. First, covariance matrices related to the solution are calculated and their interpretation is given. Second, improved methods of solving the normal equations related to those of Marquardt (1963) and Fletcher and Powell (1963) are developed for this approach. These methods may converge in cases where Newton's method diverges or converges slowly.

On Hilbert-Schmidt norm convergence of Galerkin approximation for operator Riccati equations

NASA Technical Reports Server (NTRS)

Rosen, I. G.

1988-01-01

An abstract approximation framework for the solution of operator algebraic Riccati equations is developed. The approach taken is based on a formulation of the Riccati equation as an abstract nonlinear operator equation on the space of Hilbert-Schmidt operators. Hilbert-Schmidt norm convergence of solutions to generic finite dimensional Galerkin approximations to the Riccati equation to the solution of the original infinite dimensional problem is argued. The application of the general theory is illustrated via an operator Riccati equation arising in the linear-quadratic design of an optimal feedback control law for a 1-D heat/diffusion equation. Numerical results demonstrating the convergence of the associated Hilbert-Schmidt kernels are included.

Convergence of Galerkin approximations for operator Riccati equations: A nonlinear evolution equation approach

NASA Technical Reports Server (NTRS)

Rosen, I. G.

1988-01-01

An approximation and convergence theory was developed for Galerkin approximations to infinite dimensional operator Riccati differential equations formulated in the space of Hilbert-Schmidt operators on a separable Hilbert space. The Riccati equation was treated as a nonlinear evolution equation with dynamics described by a nonlinear monotone perturbation of a strongly coercive linear operator. A generic approximation result was proven for quasi-autonomous nonlinear evolution system involving accretive operators which was then used to demonstrate the Hilbert-Schmidt norm convergence of Galerkin approximations to the solution of the Riccati equation. The application of the results was illustrated in the context of a linear quadratic optimal control problem for a one dimensional heat equation.

A Weak Galerkin Method for the Reissner–Mindlin Plate in Primary Form

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

Mu, Lin; Wang, Junping; Ye, Xiu

We developed a new finite element method for the Reissner–Mindlin equations in its primary form by using the weak Galerkin approach. Like other weak Galerkin finite element methods, this one is highly flexible and robust by allowing the use of discontinuous approximating functions on arbitrary shape of polygons and, at the same time, is parameter independent on its stability and convergence. Furthermore, error estimates of optimal order in mesh size h are established for the corresponding weak Galerkin approximations. Numerical experiments are conducted for verifying the convergence theory, as well as suggesting some superconvergence and a uniform convergence of themore » method with respect to the plate thickness.« less

A Weak Galerkin Method for the Reissner–Mindlin Plate in Primary Form

DOE PAGES

Mu, Lin; Wang, Junping; Ye, Xiu

2017-10-04

We developed a new finite element method for the Reissner–Mindlin equations in its primary form by using the weak Galerkin approach. Like other weak Galerkin finite element methods, this one is highly flexible and robust by allowing the use of discontinuous approximating functions on arbitrary shape of polygons and, at the same time, is parameter independent on its stability and convergence. Furthermore, error estimates of optimal order in mesh size h are established for the corresponding weak Galerkin approximations. Numerical experiments are conducted for verifying the convergence theory, as well as suggesting some superconvergence and a uniform convergence of themore » method with respect to the plate thickness.« less

Taming the Wild: A Unified Analysis of Hogwild!-Style Algorithms.

PubMed

De Sa, Christopher; Zhang, Ce; Olukotun, Kunle; Ré, Christopher

2015-12-01

Stochastic gradient descent (SGD) is a ubiquitous algorithm for a variety of machine learning problems. Researchers and industry have developed several techniques to optimize SGD's runtime performance, including asynchronous execution and reduced precision. Our main result is a martingale-based analysis that enables us to capture the rich noise models that may arise from such techniques. Specifically, we use our new analysis in three ways: (1) we derive convergence rates for the convex case (Hogwild!) with relaxed assumptions on the sparsity of the problem; (2) we analyze asynchronous SGD algorithms for non-convex matrix problems including matrix completion; and (3) we design and analyze an asynchronous SGD algorithm, called Buckwild!, that uses lower-precision arithmetic. We show experimentally that our algorithms run efficiently for a variety of problems on modern hardware.

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.

An Effective Hybrid Evolutionary Algorithm for Solving the Numerical Optimization Problems

NASA Astrophysics Data System (ADS)

Qian, Xiaohong; Wang, Xumei; Su, Yonghong; He, Liu

2018-04-01

There are many different algorithms for solving complex optimization problems. Each algorithm has been applied successfully in solving some optimization problems, but not efficiently in other problems. In this paper the Cauchy mutation and the multi-parent hybrid operator are combined to propose a hybrid evolutionary algorithm based on the communication (Mixed Evolutionary Algorithm based on Communication), hereinafter referred to as CMEA. The basic idea of the CMEA algorithm is that the initial population is divided into two subpopulations. Cauchy mutation operators and multiple paternal crossover operators are used to perform two subpopulations parallelly to evolve recursively until the downtime conditions are met. While subpopulation is reorganized, the individual is exchanged together with information. The algorithm flow is given and the performance of the algorithm is compared using a number of standard test functions. Simulation results have shown that this algorithm converges significantly faster than FEP (Fast Evolutionary Programming) algorithm, has good performance in global convergence and stability and is superior to other compared algorithms.

An improved self-adaptive ant colony algorithm based on genetic strategy for the traveling salesman problem

NASA Astrophysics Data System (ADS)

Wang, Pan; Zhang, Yi; Yan, Dong

2018-05-01

Ant Colony Algorithm (ACA) is a powerful and effective algorithm for solving the combination optimization problem. Moreover, it was successfully used in traveling salesman problem (TSP). But it is easy to prematurely converge to the non-global optimal solution and the calculation time is too long. To overcome those shortcomings, a new method is presented-An improved self-adaptive Ant Colony Algorithm based on genetic strategy. The proposed method adopts adaptive strategy to adjust the parameters dynamically. And new crossover operation and inversion operation in genetic strategy was used in this method. We also make an experiment using the well-known data in TSPLIB. The experiment results show that the performance of the proposed method is better than the basic Ant Colony Algorithm and some improved ACA in both the result and the convergence time. The numerical results obtained also show that the proposed optimization method can achieve results close to the theoretical best known solutions at present.

Towards an optimal flow: Density-of-states-informed replica-exchange simulations

DOE PAGES

Vogel, Thomas; Perez, Danny

2015-11-05

Here we learn that replica exchange (RE) is one of the most popular enhanced-sampling simulations technique in use today. Despite widespread successes, RE simulations can sometimes fail to converge in practical amounts of time, e.g., when sampling around phase transitions, or when a few hard-to-find configurations dominate the statistical averages. We introduce a generalized RE scheme, density-of-states-informed RE, that addresses some of these challenges. The key feature of our approach is to inform the simulation with readily available, but commonly unused, information on the density of states of the system as the RE simulation proceeds. This enables two improvements, namely,more » the introduction of resampling moves that actively move the system towards equilibrium and the continual adaptation of the optimal temperature set. As a consequence of these two innovations, we show that the configuration flow in temperature space is optimized and that the overall convergence of RE simulations can be dramatically accelerated.« less

Mini-batch optimized full waveform inversion with geological constrained gradient filtering

NASA Astrophysics Data System (ADS)

Yang, Hui; Jia, Junxiong; Wu, Bangyu; Gao, Jinghuai

2018-05-01

High computation cost and generating solutions without geological sense have hindered the wide application of Full Waveform Inversion (FWI). Source encoding technique is a way to dramatically reduce the cost of FWI but subject to fix-spread acquisition setup requirement and slow convergence for the suppression of cross-talk. Traditionally, gradient regularization or preconditioning is applied to mitigate the ill-posedness. An isotropic smoothing filter applied on gradients generally gives non-geological inversion results, and could also introduce artifacts. In this work, we propose to address both the efficiency and ill-posedness of FWI by a geological constrained mini-batch gradient optimization method. The mini-batch gradient descent optimization is adopted to reduce the computation time by choosing a subset of entire shots for each iteration. By jointly applying the structure-oriented smoothing to the mini-batch gradient, the inversion converges faster and gives results with more geological meaning. Stylized Marmousi model is used to show the performance of the proposed method on realistic synthetic model.

A Parameter Communication Optimization Strategy for Distributed Machine Learning in Sensors

PubMed Central

Zhang, Jilin; Tu, Hangdi; Ren, Yongjian; Wan, Jian; Zhou, Li; Li, Mingwei; Wang, Jue; Yu, Lifeng; Zhao, Chang; Zhang, Lei

2017-01-01

In order to utilize the distributed characteristic of sensors, distributed machine learning has become the mainstream approach, but the different computing capability of sensors and network delays greatly influence the accuracy and the convergence rate of the machine learning model. Our paper describes a reasonable parameter communication optimization strategy to balance the training overhead and the communication overhead. We extend the fault tolerance of iterative-convergent machine learning algorithms and propose the Dynamic Finite Fault Tolerance (DFFT). Based on the DFFT, we implement a parameter communication optimization strategy for distributed machine learning, named Dynamic Synchronous Parallel Strategy (DSP), which uses the performance monitoring model to dynamically adjust the parameter synchronization strategy between worker nodes and the Parameter Server (PS). This strategy makes full use of the computing power of each sensor, ensures the accuracy of the machine learning model, and avoids the situation that the model training is disturbed by any tasks unrelated to the sensors. PMID:28934163

Depth Perception In Remote Stereoscopic Viewing Systems

NASA Technical Reports Server (NTRS)

Diner, Daniel B.; Von Sydow, Marika

1989-01-01

Report describes theoretical and experimental studies of perception of depth by human operators through stereoscopic video systems. Purpose of such studies to optimize dual-camera configurations used to view workspaces of remote manipulators at distances of 1 to 3 m from cameras. According to analysis, static stereoscopic depth distortion decreased, without decreasing stereoscopitc depth resolution, by increasing camera-to-object and intercamera distances and camera focal length. Further predicts dynamic stereoscopic depth distortion reduced by rotating cameras around center of circle passing through point of convergence of viewing axes and first nodal points of two camera lenses.

An Exploration Of Fuel Optimal Two-impulse Transfers To Cyclers in the Earth-Moon System

NASA Astrophysics Data System (ADS)

Hosseinisianaki, Saghar

2011-12-01

This research explores the optimum two-impulse transfers between a low Earth orbit and cycler orbits in the Earth-Moon circular restricted three-body framework, emphasizing the optimization strategy. Cyclers are those types of periodic orbits that meet both the Earth and the Moon periodically. A spacecraft on such trajectories are under the influence of both the Earth and the Moon gravitational fields. Cyclers have gained recent interest as baseline orbits for several Earth-Moon mission concepts, notably in relation to human exploration. In this thesis it is shown that a direct optimization starting from the classic lambert initial guess may not be adequate for these problems and propose a three-step optimization solver to improve the domain of convergence toward an optimal solution. The first step consists of finding feasible trajectories with a given transfer time. I employ Lambert's problem to provide initial guess to optimize the error in arrival position. This includes the analysis of the liability of Lambert's solution as an initial guess. Once a feasible trajectory is found, the velocity impulse is only a function of transfer time, departure, and arrival points' phases. The second step consists of the optimization of impulse over transfer time which results in the minimum impulse transfer for fixed end points. Finally, the third step is mapping the optimal solutions as the end points are varied.

An Exploration Of Fuel Optimal Two-impulse Transfers To Cyclers in the Earth-Moon System

NASA Astrophysics Data System (ADS)

Hosseinisianaki, Saghar

This research explores the optimum two-impulse transfers between a low Earth orbit and cycler orbits in the Earth-Moon circular restricted three-body framework, emphasizing the optimization strategy. Cyclers are those types of periodic orbits that meet both the Earth and the Moon periodically. A spacecraft on such trajectories are under the influence of both the Earth and the Moon gravitational fields. Cyclers have gained recent interest as baseline orbits for several Earth-Moon mission concepts, notably in relation to human exploration. In this thesis it is shown that a direct optimization starting from the classic lambert initial guess may not be adequate for these problems and propose a three-step optimization solver to improve the domain of convergence toward an optimal solution. The first step consists of finding feasible trajectories with a given transfer time. I employ Lambert's problem to provide initial guess to optimize the error in arrival position. This includes the analysis of the liability of Lambert's solution as an initial guess. Once a feasible trajectory is found, the velocity impulse is only a function of transfer time, departure, and arrival points' phases. The second step consists of the optimization of impulse over transfer time which results in the minimum impulse transfer for fixed end points. Finally, the third step is mapping the optimal solutions as the end points are varied.

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

Scaled Heavy-Ball Acceleration of the Richardson-Lucy Algorithm for 3D Microscopy Image Restoration.

PubMed

Wang, Hongbin; Miller, Paul C

2014-02-01

The Richardson-Lucy algorithm is one of the most important in image deconvolution. However, a drawback is its slow convergence. A significant acceleration was obtained using the technique proposed by Biggs and Andrews (BA), which is implemented in the deconvlucy function of the image processing MATLAB toolbox. The BA method was developed heuristically with no proof of convergence. In this paper, we introduce the heavy-ball (H-B) method for Poisson data optimization and extend it to a scaled H-B method, which includes the BA method as a special case. The method has a proof of the convergence rate of O(K(-2)), where k is the number of iterations. We demonstrate the superior convergence performance, by a speedup factor of five, of the scaled H-B method on both synthetic and real 3D images.

Computational Investigations in Rectangular Convergent and Divergent Ribbed Channels

NASA Astrophysics Data System (ADS)

Sivakumar, Karthikeyan; Kulasekharan, N.; Natarajan, E.

2018-05-01

Computational investigations on the rib turbulated flow inside a convergent and divergent rectangular channel with square ribs of different rib heights and different Reynolds numbers (Re=20,000, 40,000 and 60,000). The ribs were arranged in a staggered fashion between the upper and lower surfaces of the test section. Computational investigations are carried out using computational fluid dynamic software ANSYS Fluent 14.0. Suitable solver settings like turbulence models were identified from the literature and the boundary conditions for the simulations on a solution of independent grid. Computations were carried out for both convergent and divergent channels with 0 (smooth duct), 1.5, 3, 6, 9 and 12 mm rib heights, to identify the ribbed channel with optimal performance, assessed using a thermo hydraulic performance parameter. The convergent and divergent rectangular channels show higher Nu values than the standard correlation values.

A Multistrategy Optimization Improved Artificial Bee Colony Algorithm

PubMed Central

Liu, Wen

2014-01-01

Being prone to the shortcomings of premature and slow convergence rate of artificial bee colony algorithm, an improved algorithm was proposed. Chaotic reverse learning strategies were used to initialize swarm in order to improve the global search ability of the algorithm and keep the diversity of the algorithm; the similarity degree of individuals of the population was used to characterize the diversity of population; population diversity measure was set as an indicator to dynamically and adaptively adjust the nectar position; the premature and local convergence were avoided effectively; dual population search mechanism was introduced to the search stage of algorithm; the parallel search of dual population considerably improved the convergence rate. Through simulation experiments of 10 standard testing functions and compared with other algorithms, the results showed that the improved algorithm had faster convergence rate and the capacity of jumping out of local optimum faster. PMID:24982924

Multivariable optimization of liquid rocket engines using particle swarm algorithms

NASA Astrophysics Data System (ADS)

Jones, Daniel Ray

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

Shape-optimization of round-to-slot holes for improving film cooling effectiveness on a flat surface

NASA Astrophysics Data System (ADS)

Huang, Ying; Zhang, Jing-zhou; Wang, Chun-hua

2018-01-01

Single-objective optimization for improving adiabatic film cooling effectiveness is performed for single row of round-to-slot film cooling holes on a flat surface by using CFD analysis and surrogate approximation methods. Among the main geometric parameters, dimensionless hole-to-hole pitch (P/d) and slot length-to-diameter (l/d) are fixed as 2.4 and 2 respectively, and the other parameters (hole height-to-diameter ratio, slot width-to-diameter and inclination angle) are chosen as the design variables. Given a wide range of possible geometric variables, the geometric optimization of round-to-slot holes is carried out under two typical blowing ratios of M = 0.5 and M = 1.5 by selecting a spatially-averaged adiabatic film cooling effectiveness between x/d = 2 and x/d = 12 as the objective function to be maximized. Radial basis function neural network is applied for constructing the surrogate model and then the optimal design point is searched by a genetic algorithm. It is revealed that the optimal round-to-slot hole is of converging feature under a low blowing ratio but of diffusing feature under a high blowing ratio. Further, the influence principle of optimal round-to-slot geometry on film cooling performance is illustrated according to the detailed flow and thermal behaviors.

Shape-optimization of round-to-slot holes for improving film cooling effectiveness on a flat surface

NASA Astrophysics Data System (ADS)

Huang, Ying; Zhang, Jing-zhou; Wang, Chun-hua

2018-06-01

Single-objective optimization for improving adiabatic film cooling effectiveness is performed for single row of round-to-slot film cooling holes on a flat surface by using CFD analysis and surrogate approximation methods. Among the main geometric parameters, dimensionless hole-to-hole pitch ( P/ d) and slot length-to-diameter ( l/ d) are fixed as 2.4 and 2 respectively, and the other parameters (hole height-to-diameter ratio, slot width-to-diameter and inclination angle) are chosen as the design variables. Given a wide range of possible geometric variables, the geometric optimization of round-to-slot holes is carried out under two typical blowing ratios of M = 0.5 and M = 1.5 by selecting a spatially-averaged adiabatic film cooling effectiveness between x/ d = 2 and x/ d = 12 as the objective function to be maximized. Radial basis function neural network is applied for constructing the surrogate model and then the optimal design point is searched by a genetic algorithm. It is revealed that the optimal round-to-slot hole is of converging feature under a low blowing ratio but of diffusing feature under a high blowing ratio. Further, the influence principle of optimal round-to-slot geometry on film cooling performance is illustrated according to the detailed flow and thermal behaviors.

Control of wavepacket dynamics in mixed alkali metal clusters by optimally shaped fs pulses

NASA Astrophysics Data System (ADS)

Bartelt, A.; Minemoto, S.; Lupulescu, C.; Vajda, Š.; Wöste, L.

We have performed adaptive feedback optimization of phase-shaped femtosecond laser pulses to control the wavepacket dynamics of small mixed alkali-metal clusters. An optimization algorithm based on Evolutionary Strategies was used to maximize the ion intensities. The optimized pulses for NaK and Na2K converged to pulse trains consisting of numerous peaks. The timing of the elements of the pulse trains corresponds to integer and half integer numbers of the vibrational periods of the molecules, reflecting the wavepacket dynamics in their excited states.

On 3D inelastic analysis methods for hot section components

NASA Technical Reports Server (NTRS)

Mcknight, R. L.; Chen, P. C.; Dame, L. T.; Holt, R. V.; Huang, H.; Hartle, M.; Gellin, S.; Allen, D. H.; Haisler, W. E.

1986-01-01

Accomplishments are described for the 2-year program, to develop advanced 3-D inelastic structural stress analysis methods and solution strategies for more accurate and cost effective analysis of combustors, turbine blades and vanes. The approach was to develop a matrix of formulation elements and constitutive models. Three constitutive models were developed in conjunction with optimized iterating techniques, accelerators, and convergence criteria within a framework of dynamic time incrementing. Three formulations models were developed; an eight-noded mid-surface shell element, a nine-noded mid-surface shell element and a twenty-noded isoparametric solid element. A separate computer program was developed for each combination of constitutive model-formulation model. Each program provides a functional stand alone capability for performing cyclic nonlinear structural analysis. In addition, the analysis capabilities incorporated into each program can be abstracted in subroutine form for incorporation into other codes or to form new combinations.

The 3D inelastic analysis methods for hot section components

NASA Technical Reports Server (NTRS)

Mcknight, R. L.; Maffeo, R. J.; Tipton, M. T.; Weber, G.

1992-01-01

A two-year program to develop advanced 3D inelastic structural stress analysis methods and solution strategies for more accurate and cost effective analysis of combustors, turbine blades, and vanes is described. The approach was to develop a matrix of formulation elements and constitutive models. Three constitutive models were developed in conjunction with optimized iterating techniques, accelerators, and convergence criteria within a framework of dynamic time incrementing. Three formulation models were developed: an eight-noded midsurface shell element; a nine-noded midsurface shell element; and a twenty-noded isoparametric solid element. A separate computer program has been developed for each combination of constitutive model-formulation model. Each program provides a functional stand alone capability for performing cyclic nonlinear structural analysis. In addition, the analysis capabilities incorporated into each program can be abstracted in subroutine form for incorporation into other codes or to form new combinations.

A simplified analysis of the multigrid V-cycle as a fast elliptic solver

NASA Technical Reports Server (NTRS)

Decker, Naomi H.; Taasan, Shlomo

1988-01-01

For special model problems, Fourier analysis gives exact convergence rates for the two-grid multigrid cycle and, for more general problems, provides estimates of the two-grid convergence rates via local mode analysis. A method is presented for obtaining mutigrid convergence rate estimates for cycles involving more than two grids (using essentially the same analysis as for the two-grid cycle). For the simple cast of the V-cycle used as a fast Laplace solver on the unit square, the k-grid convergence rate bounds obtained by this method are sharper than the bounds predicted by the variational theory. Both theoretical justification and experimental evidence are presented.

Initial-boundary layer associated with the nonlinear Darcy-Brinkman-Oberbeck-Boussinesq system

NASA Astrophysics Data System (ADS)

Fei, Mingwen; Han, Daozhi; Wang, Xiaoming

2017-01-01

In this paper, we study the vanishing Darcy number limit of the nonlinear Darcy-Brinkman-Oberbeck-Boussinesq system (DBOB). This singular perturbation problem involves singular structures both in time and in space giving rise to initial layers, boundary layers and initial-boundary layers. We construct an approximate solution to the DBOB system by the method of multiple scale expansions. The convergence with optimal convergence rates in certain Sobolev norms is established rigorously via the energy method.

Force Method Optimization II. Volume II. User’s Manual.

DTIC Science & Technology

1982-11-01

column labels ICC Iteration counter ICHECK Vector for intermediate output, identifying the convergence status of unknowns, 0 = has not converged, 1...NDC,NW,SIG,ND,IDYN,UP,LOW,IAREA,IMU, ALAMBDW,WARAY,NSN.,NDCNL,NXNL,NWNL,NDNNL, NSENLIRST, ICHECK ,WDYN,PR1,MAXIT,WS,ARAY) 8. Input Tapes: None 9. Output...IMUSL,IMUDL,IAREA, IMU, P,NDN,UP,LOW,IX,IDYN,NW,IMUXL,IMUWL,ICC,ALAMBD, AMIN,WT,KL,NODE,ND,COND, IDEL .NSNL,NDCNL, NXNL, NWNL, ICHECK ,WDYN,PRI,WS,MAXT

Global sensitivity analysis for urban water quality modelling: Terminology, convergence and comparison of different methods

NASA Astrophysics Data System (ADS)

Vanrolleghem, Peter A.; Mannina, Giorgio; Cosenza, Alida; Neumann, Marc B.

2015-03-01

Sensitivity analysis represents an important step in improving the understanding and use of environmental models. Indeed, by means of global sensitivity analysis (GSA), modellers may identify both important (factor prioritisation) and non-influential (factor fixing) model factors. No general rule has yet been defined for verifying the convergence of the GSA methods. In order to fill this gap this paper presents a convergence analysis of three widely used GSA methods (SRC, Extended FAST and Morris screening) for an urban drainage stormwater quality-quantity model. After the convergence was achieved the results of each method were compared. In particular, a discussion on peculiarities, applicability, and reliability of the three methods is presented. Moreover, a graphical Venn diagram based classification scheme and a precise terminology for better identifying important, interacting and non-influential factors for each method is proposed. In terms of convergence, it was shown that sensitivity indices related to factors of the quantity model achieve convergence faster. Results for the Morris screening method deviated considerably from the other methods. Factors related to the quality model require a much higher number of simulations than the number suggested in literature for achieving convergence with this method. In fact, the results have shown that the term "screening" is improperly used as the method may exclude important factors from further analysis. Moreover, for the presented application the convergence analysis shows more stable sensitivity coefficients for the Extended-FAST method compared to SRC and Morris screening. Substantial agreement in terms of factor fixing was found between the Morris screening and Extended FAST methods. In general, the water quality related factors exhibited more important interactions than factors related to water quantity. Furthermore, in contrast to water quantity model outputs, water quality model outputs were found to be characterised by high non-linearity.

Assessing the validity of discourse analysis: transdisciplinary convergence

NASA Astrophysics Data System (ADS)

Jaipal-Jamani, Kamini

2014-12-01

Research studies using discourse analysis approaches make claims about phenomena or issues based on interpretation of written or spoken text, which includes images and gestures. How are findings/interpretations from discourse analysis validated? This paper proposes transdisciplinary convergence as a way to validate discourse analysis approaches to research. The argument is made that discourse analysis explicitly grounded in semiotics, systemic functional linguistics, and critical theory, offers a credible research methodology. The underlying assumptions, constructs, and techniques of analysis of these three theoretical disciplines can be drawn on to show convergence of data at multiple levels, validating interpretations from text analysis.

Direct Methods for Predicting Movement Biomechanics Based Upon Optimal Control Theory with Implementation in OpenSim.

PubMed

Porsa, Sina; Lin, Yi-Chung; Pandy, Marcus G

2016-08-01

The aim of this study was to compare the computational performances of two direct methods for solving large-scale, nonlinear, optimal control problems in human movement. Direct shooting and direct collocation were implemented on an 8-segment, 48-muscle model of the body (24 muscles on each side) to compute the optimal control solution for maximum-height jumping. Both algorithms were executed on a freely-available musculoskeletal modeling platform called OpenSim. Direct collocation converged to essentially the same optimal solution up to 249 times faster than direct shooting when the same initial guess was assumed (3.4 h of CPU time for direct collocation vs. 35.3 days for direct shooting). The model predictions were in good agreement with the time histories of joint angles, ground reaction forces and muscle activation patterns measured for subjects jumping to their maximum achievable heights. Both methods converged to essentially the same solution when started from the same initial guess, but computation time was sensitive to the initial guess assumed. Direct collocation demonstrates exceptional computational performance and is well suited to performing predictive simulations of movement using large-scale musculoskeletal models.

Continuous Adaptive Population Reduction (CAPR) for Differential Evolution Optimization.

PubMed

Wong, Ieong; Liu, Wenjia; Ho, Chih-Ming; Ding, Xianting

2017-06-01

Differential evolution (DE) has been applied extensively in drug combination optimization studies in the past decade. It allows for identification of desired drug combinations with minimal experimental effort. This article proposes an adaptive population-sizing method for the DE algorithm. Our new method presents improvements in terms of efficiency and convergence over the original DE algorithm and constant stepwise population reduction-based DE algorithm, which would lead to a reduced number of cells and animals required to identify an optimal drug combination. The method continuously adjusts the reduction of the population size in accordance with the stage of the optimization process. Our adaptive scheme limits the population reduction to occur only at the exploitation stage. We believe that continuously adjusting for a more effective population size during the evolutionary process is the major reason for the significant improvement in the convergence speed of the DE algorithm. The performance of the method is evaluated through a set of unimodal and multimodal benchmark functions. In combining with self-adaptive schemes for mutation and crossover constants, this adaptive population reduction method can help shed light on the future direction of a completely parameter tune-free self-adaptive DE algorithm.

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.

Convergence analysis of a monotonic penalty method for American option pricing

NASA Astrophysics Data System (ADS)

Zhang, Kai; Yang, Xiaoqi; Teo, Kok Lay

2008-12-01

This paper is devoted to study the convergence analysis of a monotonic penalty method for pricing American options. A monotonic penalty method is first proposed to solve the complementarity problem arising from the valuation of American options, which produces a nonlinear degenerated parabolic PDE with Black-Scholes operator. Based on the variational theory, the solvability and convergence properties of this penalty approach are established in a proper infinite dimensional space. Moreover, the convergence rate of the combination of two power penalty functions is obtained.

On a class of Newton-like methods for solving nonlinear equations

NASA Astrophysics Data System (ADS)

Argyros, Ioannis K.

2009-06-01

We provide a semilocal convergence analysis for a certain class of Newton-like methods considered also in [I.K. Argyros, A unifying local-semilocal convergence analysis and applications for two-point Newton-like methods in Banach space, J. Math. Anal. Appl. 298 (2004) 374-397; I.K. Argyros, Computational theory of iterative methods, in: C.K. Chui, L. Wuytack (Eds.), Series: Studies in Computational Mathematics, vol. 15, Elsevier Publ. Co, New York, USA, 2007; J.E. Dennis, Toward a unified convergence theory for Newton-like methods, in: L.B. Rall (Ed.), Nonlinear Functional Analysis and Applications, Academic Press, New York, 1971], in order to approximate a locally unique solution of an equation in a Banach space. Using a combination of Lipschitz and center-Lipschitz conditions, instead of only Lipschitz conditions [F.A. Potra, Sharp error bounds for a class of Newton-like methods, Libertas Math. 5 (1985) 71-84], we provide an analysis with the following advantages over the work in [F.A. Potra, Sharp error bounds for a class of Newton-like methods, Libertas Math. 5 (1985) 71-84] which improved the works in [W.E. Bosarge, P.L. Falb, A multipoint method of third order, J. Optimiz. Theory Appl. 4 (1969) 156-166; W.E. Bosarge, P.L. Falb, Infinite dimensional multipoint methods and the solution of two point boundary value problems, Numer. Math. 14 (1970) 264-286; J.E. Dennis, On the Kantorovich hypothesis for Newton's method, SIAM J. Numer. Anal. 6 (3) (1969) 493-507; J.E. Dennis, Toward a unified convergence theory for Newton-like methods, in: L.B. Rall (Ed.), Nonlinear Functional Analysis and Applications, Academic Press, New York, 1971; H.J. Kornstaedt, Ein allgemeiner Konvergenzstaz fü r verschä rfte Newton-Verfahrem, in: ISNM, vol. 28, Birkhaü ser Verlag, Basel and Stuttgart, 1975, pp. 53-69; P. Laasonen, Ein überquadratisch konvergenter iterativer algorithmus, Ann. Acad. Sci. Fenn. Ser I 450 (1969) 1-10; F.A. Potra, On a modified secant method, L'analyse numérique et la theorie de l'approximation 8 (2) (1979) 203-214; F.A. Potra, An application of the induction method of V. Pták to the study of Regula Falsi, Aplikace Matematiky 26 (1981) 111-120; F.A. Potra, On the convergence of a class of Newton-like methods, in: Iterative Solution of Nonlinear Systems of Equations, in: Lecture Notes in Mathematics, vol. 953, Springer-Verlag, New York, 1982; F.A. Potra, V. Pták, Nondiscrete induction and double step secant method, Math. Scand. 46 (1980) 236-250; F.A. Potra, V. Pták, On a class of modified Newton processes, Numer. Funct. Anal. Optim. 2 (1) (1980) 107-120; F.A. Potra, Sharp error bounds for a class of Newton-like methods, Libertas Math. 5 (1985) 71-84; J.W. Schmidt, Untere Fehlerschranken für Regula-Falsi Verfahren, Period. Math. Hungar. 9 (3) (1978) 241-247; J.W. Schmidt, H. Schwetlick, Ableitungsfreie Verfhren mit höherer Konvergenzgeschwindifkeit, Computing 3 (1968) 215-226; J.F. Traub, Iterative Methods for the Solution of Equations, Prentice Hall, Englewood Cliffs, New Jersey, 1964; M.A. Wolfe, Extended iterative methods for the solution of operator equations, Numer. Math. 31 (1978) 153-174]: larger convergence domain and weaker sufficient convergence conditions. Numerical examples further validating the results are also provided.

Multimodal optimization by using hybrid of artificial bee colony algorithm and BFGS algorithm

NASA Astrophysics Data System (ADS)

Anam, S.

2017-10-01

Optimization has become one of the important fields in Mathematics. Many problems in engineering and science can be formulated into optimization problems. They maybe have many local optima. The optimization problem with many local optima, known as multimodal optimization problem, is how to find the global solution. Several metaheuristic methods have been proposed to solve multimodal optimization problems such as Particle Swarm Optimization (PSO), Genetics Algorithm (GA), Artificial Bee Colony (ABC) algorithm, etc. The performance of the ABC algorithm is better than or similar to those of other population-based algorithms with the advantage of employing a fewer control parameters. The ABC algorithm also has the advantages of strong robustness, fast convergence and high flexibility. However, it has the disadvantages premature convergence in the later search period. The accuracy of the optimal value cannot meet the requirements sometimes. Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm is a good iterative method for finding a local optimum. Compared with other local optimization methods, the BFGS algorithm is better. Based on the advantages of the ABC algorithm and the BFGS algorithm, this paper proposes a hybrid of the artificial bee colony algorithm and the BFGS algorithm to solve the multimodal optimization problem. The first step is that the ABC algorithm is run to find a point. In the second step is that the point obtained by the first step is used as an initial point of BFGS algorithm. The results show that the hybrid method can overcome from the basic ABC algorithm problems for almost all test function. However, if the shape of function is flat, the proposed method cannot work well.

Time-fractional Cahn-Allen and time-fractional Klein-Gordon equations: Lie symmetry analysis, explicit solutions and convergence analysis

NASA Astrophysics Data System (ADS)

Inc, Mustafa; Yusuf, Abdullahi; Isa Aliyu, Aliyu; Baleanu, Dumitru

2018-03-01

This research analyzes the symmetry analysis, explicit solutions and convergence analysis to the time fractional Cahn-Allen (CA) and time-fractional Klein-Gordon (KG) equations with Riemann-Liouville (RL) derivative. The time fractional CA and time fractional KG are reduced to respective nonlinear ordinary differential equation of fractional order. We solve the reduced fractional ODEs using an explicit power series method. The convergence analysis for the obtained explicit solutions are investigated. Some figures for the obtained explicit solutions are also presented.

Design and optimization of resistance wire electric heater for hypersonic wind tunnel

NASA Astrophysics Data System (ADS)

Rehman, Khurram; Malik, Afzaal M.; Khan, I. J.; Hassan, Jehangir

2012-06-01

The range of flow velocities of high speed wind tunnels varies from Mach 1.0 to hypersonic order. In order to achieve such high speed flows, a high expansion nozzle is employed in the converging-diverging section of wind tunnel nozzle. The air for flow is compressed and stored in pressure vessels at temperatures close to ambient conditions. The stored air is dried and has minimum amount of moisture level. However, when this air is expanded rapidly, its temperature drops significantly and liquefaction conditions can be encountered. Air at near room temperature will liquefy due to expansion cooling at a flow velocity of more than Mach 4.0 in a wind tunnel test section. Such liquefaction may not only be hazardous to the model under test and wind tunnel structure; it may also affect the test results. In order to avoid liquefaction of air, a pre-heater is employed in between the pressure vessel and the converging-diverging section of a wind tunnel. A number of techniques are being used for heating the flow in high speed wind tunnels. Some of these include the electric arc heating, pebble bed electric heating, pebble bed natural gas fired heater, hydrogen burner heater, and the laser heater mechanisms. The most common are the pebble bed storage type heaters, which are inefficient, contaminating and time consuming. A well designed electrically heating system can be efficient, clean and simple in operation, for accelerating the wind tunnel flow up to Mach 10. This paper presents CFD analysis of electric preheater for different configurations to optimize its design. This analysis has been done using ANSYS 12.1 FLUENT package while geometry and meshing was done in GAMBIT.

An efficient approach for the assembly of mass and stiffness matrices of structures with modifications

NASA Astrophysics Data System (ADS)

Wagner, Andreas; Spelsberg-Korspeter, Gottfried

2013-09-01

The finite element method is one of the most common tools for the comprehensive analysis of structures with applications reaching from static, often nonlinear stress-strain, to transient dynamic analyses. For single calculations the expense to generate an appropriate mesh is often insignificant compared to the analysis time even for complex geometries and therefore negligible. However, this is not the case for certain other applications, most notably structural optimization procedures, where the (re-)meshing effort is very important with respect to the total runtime of the procedure. Thus it is desirable to find methods to efficiently generate mass and stiffness matrices allowing to reduce this effort, especially for structures with modifications of minor complexity, e.g. panels with cutouts. Therefore, a modeling approach referred to as Energy Modification Method is proposed in this paper. The underlying idea is to model and discretize the basis structure, e.g. a plate, and the modifications, e.g. holes, separately. The discretized energy expressions of the modifications are then subtracted from (or added to) the energy expressions of the basis structure and the coordinates are related to each other by kinematical constraints leading to the mass and stiffness matrices of the complete structure. This approach will be demonstrated by two simple examples, a rod with varying material properties and a rectangular plate with a rectangular or circular hole, using a finite element discretization as basis. Convergence studies of the method based on the latter example follow demonstrating the rapid convergence and efficiency of the method. Finally, the Energy Modification Method is successfully used in the structural optimization of a circular plate with holes, with the objective to split all its double eigenfrequencies.

Design optimization for permanent magnet machine with efficient slot per pole ratio

NASA Astrophysics Data System (ADS)

Potnuru, Upendra Kumar; Rao, P. Mallikarjuna

2018-04-01

This paper presents a methodology for the enhancement of a Brush Less Direct Current motor (BLDC) with 6Poles and 8slots. In particular; it is focused on amulti-objective optimization using a Genetic Algorithmand Grey Wolf Optimization developed in MATLAB. The optimization aims to maximize the maximum output power value and minimize the total losses of a motor. This paper presents an application of the MATLAB optimization algorithms to brushless DC (BLDC) motor design, with 7 design parameters chosen to be free. The optimal design parameters of the motor derived by GA are compared with those obtained by Grey Wolf Optimization technique. A comparative report on the specified enhancement approaches appearsthat Grey Wolf Optimization technique has a better convergence.

Improving Upon String Methods for Transition State Discovery.

PubMed

Chaffey-Millar, Hugh; Nikodem, Astrid; Matveev, Alexei V; Krüger, Sven; Rösch, Notker

2012-02-14

Transition state discovery via application of string methods has been researched on two fronts. The first front involves development of a new string method, named the Searching String method, while the second one aims at estimating transition states from a discretized reaction path. The Searching String method has been benchmarked against a number of previously existing string methods and the Nudged Elastic Band method. The developed methods have led to a reduction in the number of gradient calls required to optimize a transition state, as compared to existing methods. The Searching String method reported here places new beads on a reaction pathway at the midpoint between existing beads, such that the resolution of the path discretization in the region containing the transition state grows exponentially with the number of beads. This approach leads to favorable convergence behavior and generates more accurate estimates of transition states from which convergence to the final transition states occurs more readily. Several techniques for generating improved estimates of transition states from a converged string or nudged elastic band have been developed and benchmarked on 13 chemical test cases. Optimization approaches for string methods, and pitfalls therein, are discussed.

Theory and computation of optimal low- and medium-thrust transfers

NASA Technical Reports Server (NTRS)

Chuang, C.-H.

1993-01-01

This report presents the formulation of the optimal low- and medium-thrust orbit transfer control problem and methods for numerical solution of the problem. The problem formulation is for final mass maximization and allows for second-harmonic oblateness, atmospheric drag, and three-dimensional, non-coplanar, non-aligned elliptic terminal orbits. We setup some examples to demonstrate the ability of two indirect methods to solve the resulting TPBVP's. The methods demonstrated are the multiple-point shooting method as formulated in H. J. Oberle's subroutine BOUNDSCO, and the minimizing boundary-condition method (MBCM). We find that although both methods can converge solutions, there are trade-offs to using either method. BOUNDSCO has very poor convergence for guesses that do not exhibit the correct switching structure. MBCM, however, converges for a wider range of guesses. However, BOUNDSCO's multi-point structure allows more freedom in quesses by increasing the node points as opposed to only quessing the initial state in MBCM. Finally, we note an additional drawback for BOUNDSCO: the routine does not supply information to the users routines for switching function polarity but only the location of a preset number of switching points.

Converging Towards the Optimal Path to Extinction

DTIC Science & Technology

2011-01-01

the reproductive rate R0 should be greater than but very close to 1. However, most real diseases have R0 larger than 1.5, which translates into a...can analytically find an expression for the action along the optimal path. The expression for the action is a function of k and the reproductive number...the optimal path for a range of values of the reproductive number R0. In contrast to the prior two examples, here the action must be computed

Implementation of a Low-Thrust Trajectory Optimization Algorithm for Preliminary Design

NASA Technical Reports Server (NTRS)

Sims, Jon A.; Finlayson, Paul A.; Rinderle, Edward A.; Vavrina, Matthew A.; Kowalkowski, Theresa D.

2006-01-01

A tool developed for the preliminary design of low-thrust trajectories is described. The trajectory is discretized into segments and a nonlinear programming method is used for optimization. The tool is easy to use, has robust convergence, and can handle many intermediate encounters. In addition, the tool has a wide variety of features, including several options for objective function and different low-thrust propulsion models (e.g., solar electric propulsion, nuclear electric propulsion, and solar sail). High-thrust, impulsive trajectories can also be optimized.

Sharp rates of decay of solutions to the nonlinear fast diffusion equation via functional inequalities

PubMed Central

Vázquez, J. L.

2010-01-01

The goal of this paper is to state the optimal decay rate for solutions of the nonlinear fast diffusion equation and, in self-similar variables, the optimal convergence rates to Barenblatt self-similar profiles and their generalizations. It relies on the identification of the optimal constants in some related Hardy–Poincaré inequalities and concludes a long series of papers devoted to generalized entropies, functional inequalities, and rates for nonlinear diffusion equations. PMID:20823259

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

NASA Technical Reports Server (NTRS)

Milman, Mark H.

1987-01-01

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

Geometric integration in Born-Oppenheimer molecular dynamics.

PubMed

Odell, Anders; Delin, Anna; Johansson, Börje; Cawkwell, Marc J; Niklasson, Anders M N

2011-12-14

Geometric integration schemes for extended Lagrangian self-consistent Born-Oppenheimer molecular dynamics, including a weak dissipation to remove numerical noise, are developed and analyzed. The extended Lagrangian framework enables the geometric integration of both the nuclear and electronic degrees of freedom. This provides highly efficient simulations that are stable and energy conserving even under incomplete and approximate self-consistent field (SCF) convergence. We investigate three different geometric integration schemes: (1) regular time reversible Verlet, (2) second order optimal symplectic, and (3) third order optimal symplectic. We look at energy conservation, accuracy, and stability as a function of dissipation, integration time step, and SCF convergence. We find that the inclusion of dissipation in the symplectic integration methods gives an efficient damping of numerical noise or perturbations that otherwise may accumulate from finite arithmetics in a perfect reversible dynamics. © 2011 American Institute of Physics

Research of converter transformer fault diagnosis based on improved PSO-BP algorithm

NASA Astrophysics Data System (ADS)

Long, Qi; Guo, Shuyong; Li, Qing; Sun, Yong; Li, Yi; Fan, Youping

2017-09-01

To overcome those disadvantages that BP (Back Propagation) neural network and conventional Particle Swarm Optimization (PSO) converge at the global best particle repeatedly in early stage and is easy trapped in local optima and with low diagnosis accuracy when being applied in converter transformer fault diagnosis, we come up with the improved PSO-BP neural network to improve the accuracy rate. This algorithm improves the inertia weight Equation by using the attenuation strategy based on concave function to avoid the premature convergence of PSO algorithm and Time-Varying Acceleration Coefficient (TVAC) strategy was adopted to balance the local search and global search ability. At last the simulation results prove that the proposed approach has a better ability in optimizing BP neural network in terms of network output error, global searching performance and diagnosis accuracy.

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

NASA Technical Reports Server (NTRS)

Milman, Mark H.

1988-01-01

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

Hybrid Differential Dynamic Programming with Stochastic Search

NASA Technical Reports Server (NTRS)

Aziz, Jonathan; Parker, Jeffrey; Englander, Jacob

2016-01-01

Differential dynamic programming (DDP) has been demonstrated as a viable approach to low-thrust trajectory optimization, namely with the recent success of NASAs Dawn mission. The Dawn trajectory was designed with the DDP-based Static Dynamic Optimal Control algorithm used in the Mystic software. Another recently developed method, Hybrid Differential Dynamic Programming (HDDP) is a variant of the standard DDP formulation that leverages both first-order and second-order state transition matrices in addition to nonlinear programming (NLP) techniques. Areas of improvement over standard DDP include constraint handling, convergence properties, continuous dynamics, and multi-phase capability. DDP is a gradient based method and will converge to a solution nearby an initial guess. In this study, monotonic basin hopping (MBH) is employed as a stochastic search method to overcome this limitation, by augmenting the HDDP algorithm for a wider search of the solution space.

Preconditioned Alternating Projection Algorithms for Maximum a Posteriori ECT Reconstruction

PubMed Central

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

2012-01-01

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

Preconditioned alternating projection algorithms for maximum a posteriori ECT reconstruction

NASA Astrophysics Data System (ADS)

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

2012-11-01

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

Optimal four-impulse rendezvous between coplanar elliptical orbits

NASA Astrophysics Data System (ADS)

Wang, JianXia; Baoyin, HeXi; Li, JunFeng; Sun, FuChun

2011-04-01

Rendezvous in circular or near circular orbits has been investigated in great detail, while rendezvous in arbitrary eccentricity elliptical orbits is not sufficiently explored. Among the various optimization methods proposed for fuel optimal orbital rendezvous, Lawden's primer vector theory is favored by many researchers with its clear physical concept and simplicity in solution. Prussing has applied the primer vector optimization theory to minimum-fuel, multiple-impulse, time-fixed orbital rendezvous in a near circular orbit and achieved great success. Extending Prussing's work, this paper will employ the primer vector theory to study trajectory optimization problems of arbitrary eccentricity elliptical orbit rendezvous. Based on linearized equations of relative motion on elliptical reference orbit (referred to as T-H equations), the primer vector theory is used to deal with time-fixed multiple-impulse optimal rendezvous between two coplanar, coaxial elliptical orbits with arbitrary large eccentricity. A parameter adjustment method is developed for the prime vector to satisfy the Lawden's necessary condition for the optimal solution. Finally, the optimal multiple-impulse rendezvous solution including the time, direction and magnitudes of the impulse is obtained by solving the two-point boundary value problem. The rendezvous error of the linearized equation is also analyzed. The simulation results confirmed the analyzed results that the rendezvous error is small for the small eccentricity case and is large for the higher eccentricity. For better rendezvous accuracy of high eccentricity orbits, a combined method of multiplier penalty function with the simplex search method is used for local optimization. The simplex search method is sensitive to the initial values of optimization variables, but the simulation results show that initial values with the primer vector theory, and the local optimization algorithm can improve the rendezvous accuracy effectively with fast convergence, because the optimal results obtained by the primer vector theory are already very close to the actual optimal solution. If the initial values are taken randomly, it is difficult to converge to the optimal solution.

Improvements to constitutive material model for fabrics

NASA Astrophysics Data System (ADS)

Morea, Mihai I.

2011-12-01

The high strength to weight ratio of woven fabric offers a cost effective solution to be used in a containment system for aircraft propulsion engines. Currently, Kevlar is the only Federal Aviation Administration (FAA) approved fabric for usage in systems intended to mitigate fan blade-out events. This research builds on an earlier constitutive model of Kevlar 49 fabric developed at Arizona State University (ASU) with the addition of new and improved modeling details. Latest stress strain experiments provided new and valuable data used to modify the material model post peak behavior. These changes reveal an overall improvement of the Finite Element (FE) model's ability to predict experimental results. First, the steel projectile is modeled using Johnson-Cook material model and provides a more realistic behavior in the FE ballistic models. This is particularly noticeable when comparing FE models with laboratory tests where large deformations in projectiles are observed. Second, follow-up analysis of the results obtained through the new picture frame tests conducted at ASU provides new values for the shear moduli and corresponding strains. The new approach for analysis of data from picture frame tests combines digital image analysis and a two-level factorial optimization formulation. Finally, an additional improvement in the material model for Kevlar involves checking the convergence at variation of mesh density of fabrics. The study performed and described herein shows the converging trend, therefore validating the FE model.

A Fourier-based compressed sensing technique for accelerated CT image reconstruction using first-order methods.

PubMed

Choi, Kihwan; Li, Ruijiang; Nam, Haewon; Xing, Lei

2014-06-21

As a solution to iterative CT image reconstruction, first-order methods are prominent for the large-scale capability and the fast convergence rate [Formula: see text]. In practice, the CT system matrix with a large condition number may lead to slow convergence speed despite the theoretically promising upper bound. The aim of this study is to develop a Fourier-based scaling technique to enhance the convergence speed of first-order methods applied to CT image reconstruction. Instead of working in the projection domain, we transform the projection data and construct a data fidelity model in Fourier space. Inspired by the filtered backprojection formalism, the data are appropriately weighted in Fourier space. We formulate an optimization problem based on weighted least-squares in the Fourier space and total-variation (TV) regularization in image space for parallel-beam, fan-beam and cone-beam CT geometry. To achieve the maximum computational speed, the optimization problem is solved using a fast iterative shrinkage-thresholding algorithm with backtracking line search and GPU implementation of projection/backprojection. The performance of the proposed algorithm is demonstrated through a series of digital simulation and experimental phantom studies. The results are compared with the existing TV regularized techniques based on statistics-based weighted least-squares as well as basic algebraic reconstruction technique. The proposed Fourier-based compressed sensing (CS) method significantly improves both the image quality and the convergence rate compared to the existing CS techniques.

An Optimal Order Nonnested Mixed Multigrid Method for Generalized Stokes Problems

NASA Technical Reports Server (NTRS)

Deng, Qingping

1996-01-01

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

Analysis of Formation Flying in Eccentric Orbits Using Linearized Equations of Relative Motion

NASA Technical Reports Server (NTRS)

Lane, Christopher; Axelrad, Penina

2004-01-01

Geometrical methods for formation flying design based on the analytical solution to Hill's equations have been previously developed and used to specify desired relative motions in near circular orbits. By generating relationships between the vehicles that are intuitive, these approaches offer valuable insight into the relative motion and allow for the rapid design of satellite configurations to achieve mission specific requirements, such as vehicle separation at perigee or apogee, minimum separation, or a specific geometrical shape. Furthermore, the results obtained using geometrical approaches can be used to better constrain numerical optimization methods; allowing those methods to converge to optimal satellite configurations faster. This paper presents a set of geometrical relationships for formations in eccentric orbits, where Hill.s equations are not valid, and shows how these relationships can be used to investigate formation designs and how they evolve with time.

Asynchronous Incremental Stochastic Dual Descent Algorithm for Network Resource Allocation

NASA Astrophysics Data System (ADS)

Bedi, Amrit Singh; Rajawat, Ketan

2018-05-01

Stochastic network optimization problems entail finding resource allocation policies that are optimum on an average but must be designed in an online fashion. Such problems are ubiquitous in communication networks, where resources such as energy and bandwidth are divided among nodes to satisfy certain long-term objectives. This paper proposes an asynchronous incremental dual decent resource allocation algorithm that utilizes delayed stochastic {gradients} for carrying out its updates. The proposed algorithm is well-suited to heterogeneous networks as it allows the computationally-challenged or energy-starved nodes to, at times, postpone the updates. The asymptotic analysis of the proposed algorithm is carried out, establishing dual convergence under both, constant and diminishing step sizes. It is also shown that with constant step size, the proposed resource allocation policy is asymptotically near-optimal. An application involving multi-cell coordinated beamforming is detailed, demonstrating the usefulness of the proposed algorithm.

A cholinergic feedback circuit to regulate striatal population uncertainty and optimize reinforcement learning.

PubMed

Franklin, Nicholas T; Frank, Michael J

2015-12-25

Convergent evidence suggests that the basal ganglia support reinforcement learning by adjusting action values according to reward prediction errors. However, adaptive behavior in stochastic environments requires the consideration of uncertainty to dynamically adjust the learning rate. We consider how cholinergic tonically active interneurons (TANs) may endow the striatum with such a mechanism in computational models spanning three Marr's levels of analysis. In the neural model, TANs modulate the excitability of spiny neurons, their population response to reinforcement, and hence the effective learning rate. Long TAN pauses facilitated robustness to spurious outcomes by increasing divergence in synaptic weights between neurons coding for alternative action values, whereas short TAN pauses facilitated stochastic behavior but increased responsiveness to change-points in outcome contingencies. A feedback control system allowed TAN pauses to be dynamically modulated by uncertainty across the spiny neuron population, allowing the system to self-tune and optimize performance across stochastic environments.

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.

An analysis of value function learning with piecewise linear control

NASA Astrophysics Data System (ADS)

Tutsoy, Onder; Brown, Martin

2016-05-01

Reinforcement learning (RL) algorithms attempt to learn optimal control actions by iteratively estimating a long-term measure of system performance, the so-called value function. For example, RL algorithms have been applied to walking robots to examine the connection between robot motion and the brain, which is known as embodied cognition. In this paper, RL algorithms are analysed using an exemplar test problem. A closed form solution for the value function is calculated and this is represented in terms of a set of basis functions and parameters, which is used to investigate parameter convergence. The value function expression is shown to have a polynomial form where the polynomial terms depend on the plant's parameters and the value function's discount factor. It is shown that the temporal difference error introduces a null space for the differenced higher order basis associated with the effects of controller switching (saturated to linear control or terminating an experiment) apart from the time of the switch. This leads to slow convergence in the relevant subspace. It is also shown that badly conditioned learning problems can occur, and this is a function of the value function discount factor and the controller switching points. Finally, a comparison is performed between the residual gradient and TD(0) learning algorithms, and it is shown that the former has a faster rate of convergence for this test problem.

A novel baseline correction method using convex optimization framework in laser-induced breakdown spectroscopy quantitative analysis

NASA Astrophysics Data System (ADS)

Yi, Cancan; Lv, Yong; Xiao, Han; Ke, Ke; Yu, Xun

2017-12-01

For laser-induced breakdown spectroscopy (LIBS) quantitative analysis technique, baseline correction is an essential part for the LIBS data preprocessing. As the widely existing cases, the phenomenon of baseline drift is generated by the fluctuation of laser energy, inhomogeneity of sample surfaces and the background noise, which has aroused the interest of many researchers. Most of the prevalent algorithms usually need to preset some key parameters, such as the suitable spline function and the fitting order, thus do not have adaptability. Based on the characteristics of LIBS, such as the sparsity of spectral peaks and the low-pass filtered feature of baseline, a novel baseline correction and spectral data denoising method is studied in this paper. The improved technology utilizes convex optimization scheme to form a non-parametric baseline correction model. Meanwhile, asymmetric punish function is conducted to enhance signal-noise ratio (SNR) of the LIBS signal and improve reconstruction precision. Furthermore, an efficient iterative algorithm is applied to the optimization process, so as to ensure the convergence of this algorithm. To validate the proposed method, the concentration analysis of Chromium (Cr),Manganese (Mn) and Nickel (Ni) contained in 23 certified high alloy steel samples is assessed by using quantitative models with Partial Least Squares (PLS) and Support Vector Machine (SVM). Because there is no prior knowledge of sample composition and mathematical hypothesis, compared with other methods, the method proposed in this paper has better accuracy in quantitative analysis, and fully reflects its adaptive ability.

Modified harmony search

NASA Astrophysics Data System (ADS)

Mohamed, Najihah; Lutfi Amri Ramli, Ahmad; Majid, Ahmad Abd; Piah, Abd Rahni Mt

2017-09-01

A metaheuristic algorithm, called Harmony Search is quite highly applied in optimizing parameters in many areas. HS is a derivative-free real parameter optimization algorithm, and draws an inspiration from the musical improvisation process of searching for a perfect state of harmony. Propose in this paper Modified Harmony Search for solving optimization problems, which employs a concept from genetic algorithm method and particle swarm optimization for generating new solution vectors that enhances the performance of HS algorithm. The performances of MHS and HS are investigated on ten benchmark optimization problems in order to make a comparison to reflect the efficiency of the MHS in terms of final accuracy, convergence speed and robustness.

Structural optimization by multilevel decomposition

NASA Technical Reports Server (NTRS)

Sobieszczanski-Sobieski, J.; James, B.; Dovi, A.

1983-01-01

A method is described for decomposing an optimization problem into a set of subproblems and a coordination problem which preserves coupling between the subproblems. The method is introduced as a special case of multilevel, multidisciplinary system optimization and its algorithm is fully described for two level optimization for structures assembled of finite elements of arbitrary type. Numerical results are given for an example of a framework to show that the decomposition method converges and yields results comparable to those obtained without decomposition. It is pointed out that optimization by decomposition should reduce the design time by allowing groups of engineers, using different computers to work concurrently on the same large problem.

New evidence favoring multilevel decomposition and optimization

NASA Technical Reports Server (NTRS)

Padula, Sharon L.; Polignone, Debra A.

1990-01-01

The issue of the utility of multilevel decomposition and optimization remains controversial. To date, only the structural optimization community has actively developed and promoted multilevel optimization techniques. However, even this community acknowledges that multilevel optimization is ideally suited for a rather limited set of problems. It is warned that decomposition typically requires eliminating local variables by using global variables and that this in turn causes ill-conditioning of the multilevel optimization by adding equality constraints. The purpose is to suggest a new multilevel optimization technique. This technique uses behavior variables, in addition to design variables and constraints, to decompose the problem. The new technique removes the need for equality constraints, simplifies the decomposition of the design problem, simplifies the programming task, and improves the convergence speed of multilevel optimization compared to conventional optimization.

On the convergence of nonconvex minimization methods for image recovery.

PubMed

Xiao, Jin; Ng, Michael Kwok-Po; Yang, Yu-Fei

2015-05-01

Nonconvex nonsmooth regularization method has been shown to be effective for restoring images with neat edges. Fast alternating minimization schemes have also been proposed and developed to solve the nonconvex nonsmooth minimization problem. The main contribution of this paper is to show the convergence of these alternating minimization schemes, based on the Kurdyka-Łojasiewicz property. In particular, we show that the iterates generated by the alternating minimization scheme, converges to a critical point of this nonconvex nonsmooth objective function. We also extend the analysis to nonconvex nonsmooth regularization model with box constraints, and obtain similar convergence results of the related minimization algorithm. Numerical examples are given to illustrate our convergence analysis.

FOCuS: a metaheuristic algorithm for computing knockouts from genome-scale models for strain optimization.

PubMed

Mutturi, Sarma

2017-06-27

Although handful tools are available for constraint-based flux analysis to generate knockout strains, most of these are either based on bilevel-MIP or its modifications. However, metaheuristic approaches that are known for their flexibility and scalability have been less studied. Moreover, in the existing tools, sectioning of search space to find optimal knocks has not been considered. Herein, a novel computational procedure, termed as FOCuS (Flower-pOllination coupled Clonal Selection algorithm), was developed to find the optimal reaction knockouts from a metabolic network to maximize the production of specific metabolites. FOCuS derives its benefits from nature-inspired flower pollination algorithm and artificial immune system-inspired clonal selection algorithm to converge to an optimal solution. To evaluate the performance of FOCuS, reported results obtained from both MIP and other metaheuristic-based tools were compared in selected case studies. The results demonstrated the robustness of FOCuS irrespective of the size of metabolic network and number of knockouts. Moreover, sectioning of search space coupled with pooling of priority reactions based on their contribution to objective function for generating smaller search space significantly reduced the computational time.

Performance analysis of optimal power allocation in wireless cooperative communication systems

NASA Astrophysics Data System (ADS)

Babikir Adam, Edriss E.; Samb, Doudou; Yu, Li

2013-03-01

Cooperative communication has been recently proposed in wireless communication systems for exploring the inherent spatial diversity in relay channels.The Amplify-and-Forward (AF) cooperation protocols with multiple relays have not been sufficiently investigated even if it has a low complexity in term of implementation. We consider in this work a cooperative diversity system in which a source transmits some information to a destination with the help of multiple relay nodes with AF protocols and investigate the optimality of allocating powers both at the source and the relays system by optimizing the symbol error rate (SER) performance in an efficient way. Firstly we derive a closedform SER formulation for MPSK signal using the concept of moment generating function and some statistical approximations in high signal to noise ratio (SNR) for the system under studied. We then find a tight corresponding lower bound which converges to the same limit as the theoretical upper bound and develop an optimal power allocation (OPA) technique with mean channel gains to minimize the SER. Simulation results show that our scheme outperforms the equal power allocation (EPA) scheme and is tight to the theoretical approximation based on the SER upper bound in high SNR for different number of relays.

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.

Preface

DTIC Science & Technology

2016-09-13

lems arising, for example, after discretization of optimal control problems. Lucien developed a general framework for quantifying near-optimality...Polak, E., Da Cunha, N.O.: Constrainedminimization under vector valued-criteria in finite dimensional spaces. J. Math . Anal. Appl. 19(1), 103–124...1969) 12. Pironneau, O., Polak, E.: On the rate of convergence of certain methods of centers. Math . Program. 2(2), 230–258 (1972) 13. Polak, E., Sargent

Dai-Kou type conjugate gradient methods with a line search only using gradient.

PubMed

Huang, Yuanyuan; Liu, Changhe

2017-01-01

In this paper, the Dai-Kou type conjugate gradient methods are developed to solve the optimality condition of an unconstrained optimization, they only utilize gradient information and have broader application scope. Under suitable conditions, the developed methods are globally convergent. Numerical tests and comparisons with the PRP+ conjugate gradient method only using gradient show that the methods are efficient.