Optimal design of groundwater remediation system using a probabilistic multi-objective fast harmony search algorithm under uncertainty

NASA Astrophysics Data System (ADS)

Luo, Qiankun; Wu, Jianfeng; Yang, Yun; Qian, Jiazhong; Wu, Jichun

2014-11-01

This study develops a new probabilistic multi-objective fast harmony search algorithm (PMOFHS) for optimal design of groundwater remediation systems under uncertainty associated with the hydraulic conductivity (K) of aquifers. The PMOFHS integrates the previously developed deterministic multi-objective optimization method, namely multi-objective fast harmony search algorithm (MOFHS) with a probabilistic sorting technique to search for Pareto-optimal solutions to multi-objective optimization problems in a noisy hydrogeological environment arising from insufficient K data. The PMOFHS is then coupled with the commonly used flow and transport codes, MODFLOW and MT3DMS, to identify the optimal design of groundwater remediation systems for a two-dimensional hypothetical test problem and a three-dimensional Indiana field application involving two objectives: (i) minimization of the total remediation cost through the engineering planning horizon, and (ii) minimization of the mass remaining in the aquifer at the end of the operational period, whereby the pump-and-treat (PAT) technology is used to clean up contaminated groundwater. Also, Monte Carlo (MC) analysis is employed to evaluate the effectiveness of the proposed methodology. Comprehensive analysis indicates that the proposed PMOFHS can find Pareto-optimal solutions with low variability and high reliability and is a potentially effective tool for optimizing multi-objective groundwater remediation problems under uncertainty.

Replica analysis for the duality of the portfolio optimization problem

NASA Astrophysics Data System (ADS)

Shinzato, Takashi

2016-11-01

In the present paper, the primal-dual problem consisting of the investment risk minimization problem and the expected return maximization problem in the mean-variance model is discussed using replica analysis. As a natural extension of the investment risk minimization problem under only a budget constraint that we analyzed in a previous study, we herein consider a primal-dual problem in which the investment risk minimization problem with budget and expected return constraints is regarded as the primal problem, and the expected return maximization problem with budget and investment risk constraints is regarded as the dual problem. With respect to these optimal problems, we analyze a quenched disordered system involving both of these optimization problems using the approach developed in statistical mechanical informatics and confirm that both optimal portfolios can possess the primal-dual structure. Finally, the results of numerical simulations are shown to validate the effectiveness of the proposed method.

Replica analysis for the duality of the portfolio optimization problem.

PubMed

Shinzato, Takashi

2016-11-01

In the present paper, the primal-dual problem consisting of the investment risk minimization problem and the expected return maximization problem in the mean-variance model is discussed using replica analysis. As a natural extension of the investment risk minimization problem under only a budget constraint that we analyzed in a previous study, we herein consider a primal-dual problem in which the investment risk minimization problem with budget and expected return constraints is regarded as the primal problem, and the expected return maximization problem with budget and investment risk constraints is regarded as the dual problem. With respect to these optimal problems, we analyze a quenched disordered system involving both of these optimization problems using the approach developed in statistical mechanical informatics and confirm that both optimal portfolios can possess the primal-dual structure. Finally, the results of numerical simulations are shown to validate the effectiveness of the proposed method.

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

PubMed

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

2018-05-01

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

A robust optimization methodology for preliminary aircraft design

NASA Astrophysics Data System (ADS)

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

2016-05-01

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

Nash equilibrium and multi criterion aerodynamic optimization

NASA Astrophysics Data System (ADS)

Tang, Zhili; Zhang, Lianhe

2016-06-01

Game theory and its particular Nash Equilibrium (NE) are gaining importance in solving Multi Criterion Optimization (MCO) in engineering problems over the past decade. The solution of a MCO problem can be viewed as a NE under the concept of competitive games. This paper surveyed/proposed four efficient algorithms for calculating a NE of a MCO problem. Existence and equivalence of the solution are analyzed and proved in the paper based on fixed point theorem. Specific virtual symmetric Nash game is also presented to set up an optimization strategy for single objective optimization problems. Two numerical examples are presented to verify proposed algorithms. One is mathematical functions' optimization to illustrate detailed numerical procedures of algorithms, the other is aerodynamic drag reduction of civil transport wing fuselage configuration by using virtual game. The successful application validates efficiency of algorithms in solving complex aerodynamic optimization problem.

Optimal Power Flow in Multiphase Radial Networks with Delta Connections: Preprint

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

Zhao, Changhong; Dall-Anese, Emiliano; Low, Steven H.

This paper focuses on multiphase radial distribution networks with mixed wye and delta connections, and proposes a semidefinite relaxation of the AC optimal power flow (OPF) problem. Two multiphase power-flow models are developed to facilitate the integration of delta-connected generation units/loads in the OPF problem. The first model extends traditional branch flow models - and it is referred to as extended branch flow model (EBFM). The second model leverages a linear relationship between per-phase power injections and delta connections, which holds under a balanced voltage approximation (BVA). Based on these models, pertinent OPF problems are formulated and relaxed to semidefinitemore » programs (SDPs). Numerical studies on IEEE test feeders show that SDP relaxations can be solved efficiently by a generic optimization solver. Numerical evidences indicate that solving the resultant SDP under BVA is faster than under EBFM. Moreover, both SDP solutions are numerically exact with respect to voltages and branch flows. It is also shown that the SDP solution under BVA has a small optimality gap, while the BVA model is accurate in the sense that it reflects actual system voltages.« less

Integrated optimization of location assignment and sequencing in multi-shuttle automated storage and retrieval systems under modified 2n-command cycle pattern

NASA Astrophysics Data System (ADS)

Yang, Peng; Peng, Yongfei; Ye, Bin; Miao, Lixin

2017-09-01

This article explores the integrated optimization problem of location assignment and sequencing in multi-shuttle automated storage/retrieval systems under the modified 2n-command cycle pattern. The decision of storage and retrieval (S/R) location assignment and S/R request sequencing are jointly considered. An integer quadratic programming model is formulated to describe this integrated optimization problem. The optimal travel cycles for multi-shuttle S/R machines can be obtained to process S/R requests in the storage and retrieval request order lists by solving the model. The small-sized instances are optimally solved using CPLEX. For large-sized problems, two tabu search algorithms are proposed, in which the first come, first served and nearest neighbour are used to generate initial solutions. Various numerical experiments are conducted to examine the heuristics' performance and the sensitivity of algorithm parameters. Furthermore, the experimental results are analysed from the viewpoint of practical application, and a parameter list for applying the proposed heuristics is recommended under different real-life scenarios.

Dynamic, stochastic models for congestion pricing and congestion securities.

DOT National Transportation Integrated Search

2010-12-01

This research considers congestion pricing under demand uncertainty. In particular, a robust optimization (RO) approach is applied to optimal congestion pricing problems under user equilibrium. A mathematical model is developed and an analysis perfor...

Wrinkle-free design of thin membrane structures using stress-based topology optimization

NASA Astrophysics Data System (ADS)

Luo, Yangjun; Xing, Jian; Niu, Yanzhuang; Li, Ming; Kang, Zhan

2017-05-01

Thin membrane structures would experience wrinkling due to local buckling deformation when compressive stresses are induced in some regions. Using the stress criterion for membranes in wrinkled and taut states, this paper proposed a new stress-based topology optimization methodology to seek the optimal wrinkle-free design of macro-scale thin membrane structures under stretching. Based on the continuum model and linearly elastic assumption in the taut state, the optimization problem is defined as to maximize the structural stiffness under membrane area and principal stress constraints. In order to make the problem computationally tractable, the stress constraints are reformulated into equivalent ones and relaxed by a cosine-type relaxation scheme. The reformulated optimization problem is solved by a standard gradient-based algorithm with the adjoint-variable sensitivity analysis. Several examples with post-bulking simulations and experimental tests are given to demonstrate the effectiveness of the proposed optimization model for eliminating stress-related wrinkles in the novel design of thin membrane structures.

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.

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

PubMed Central

2013-01-01

Background Optimization procedures to identify gene knockouts for targeted biochemical overproduction have been widely in use in modern metabolic engineering. Flux balance analysis (FBA) framework has provided conceptual simplifications for genome-scale dynamic analysis at steady states. Based on FBA, many current optimization methods for targeted bio-productions have been developed under the maximum cell growth assumption. The optimization problem to derive gene knockout strategies recently has been formulated as a bi-level programming problem in OptKnock for maximum targeted bio-productions with maximum growth rates. However, it has been shown that knockout mutants in fact reach the steady states with the minimization of metabolic adjustment (MOMA) from the corresponding wild-type strains instead of having maximal growth rates after genetic or metabolic intervention. In this work, we propose a new bi-level computational framework--MOMAKnock--which can derive robust knockout strategies under the MOMA flux distribution approximation. Methods In this new bi-level optimization framework, we aim to maximize the production of targeted chemicals by identifying candidate knockout genes or reactions under phenotypic constraints approximated by the MOMA assumption. Hence, the targeted chemical production is the primary objective of MOMAKnock while the MOMA assumption is formulated as the inner problem of constraining the knockout metabolic flux to be as close as possible to the steady-state phenotypes of wide-type strains. As this new inner problem becomes a quadratic programming problem, a novel adaptive piecewise linearization algorithm is developed in this paper to obtain the exact optimal solution to this new bi-level integer quadratic programming problem for MOMAKnock. Results Our new MOMAKnock model and the adaptive piecewise linearization solution algorithm are tested with a small E. coli core metabolic network and a large-scale iAF1260 E. coli metabolic network. The derived knockout strategies are compared with those from OptKnock. Our preliminary experimental results show that MOMAKnock can provide improved targeted productions with more robust knockout strategies. PMID:23368729

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

PubMed

Ren, Shaogang; Zeng, Bo; Qian, Xiaoning

2013-01-01

Optimization procedures to identify gene knockouts for targeted biochemical overproduction have been widely in use in modern metabolic engineering. Flux balance analysis (FBA) framework has provided conceptual simplifications for genome-scale dynamic analysis at steady states. Based on FBA, many current optimization methods for targeted bio-productions have been developed under the maximum cell growth assumption. The optimization problem to derive gene knockout strategies recently has been formulated as a bi-level programming problem in OptKnock for maximum targeted bio-productions with maximum growth rates. However, it has been shown that knockout mutants in fact reach the steady states with the minimization of metabolic adjustment (MOMA) from the corresponding wild-type strains instead of having maximal growth rates after genetic or metabolic intervention. In this work, we propose a new bi-level computational framework--MOMAKnock--which can derive robust knockout strategies under the MOMA flux distribution approximation. In this new bi-level optimization framework, we aim to maximize the production of targeted chemicals by identifying candidate knockout genes or reactions under phenotypic constraints approximated by the MOMA assumption. Hence, the targeted chemical production is the primary objective of MOMAKnock while the MOMA assumption is formulated as the inner problem of constraining the knockout metabolic flux to be as close as possible to the steady-state phenotypes of wide-type strains. As this new inner problem becomes a quadratic programming problem, a novel adaptive piecewise linearization algorithm is developed in this paper to obtain the exact optimal solution to this new bi-level integer quadratic programming problem for MOMAKnock. Our new MOMAKnock model and the adaptive piecewise linearization solution algorithm are tested with a small E. coli core metabolic network and a large-scale iAF1260 E. coli metabolic network. The derived knockout strategies are compared with those from OptKnock. Our preliminary experimental results show that MOMAKnock can provide improved targeted productions with more robust knockout strategies.

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.

Resolvent-Techniques for Multiple Exercise Problems

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

Christensen, Sören, E-mail: christensen@math.uni-kiel.de; Lempa, Jukka, E-mail: jukka.lempa@hioa.no

2015-02-15

We study optimal multiple stopping of strong Markov processes with random refraction periods. The refraction periods are assumed to be exponentially distributed with a common rate and independent of the underlying dynamics. Our main tool is using the resolvent operator. In the first part, we reduce infinite stopping problems to ordinary ones in a general strong Markov setting. This leads to explicit solutions for wide classes of such problems. Starting from this result, we analyze problems with finitely many exercise rights and explain solution methods for some classes of problems with underlying Lévy and diffusion processes, where the optimal characteristicsmore » of the problems can be identified more explicitly. We illustrate the main results with explicit examples.« less

Improved multi-objective ant colony optimization algorithm and its application in complex reasoning

NASA Astrophysics Data System (ADS)

Wang, Xinqing; Zhao, Yang; Wang, Dong; Zhu, Huijie; Zhang, Qing

2013-09-01

The problem of fault reasoning has aroused great concern in scientific and engineering fields. However, fault investigation and reasoning of complex system is not a simple reasoning decision-making problem. It has become a typical multi-constraint and multi-objective reticulate optimization decision-making problem under many influencing factors and constraints. So far, little research has been carried out in this field. This paper transforms the fault reasoning problem of complex system into a paths-searching problem starting from known symptoms to fault causes. Three optimization objectives are considered simultaneously: maximum probability of average fault, maximum average importance, and minimum average complexity of test. Under the constraints of both known symptoms and the causal relationship among different components, a multi-objective optimization mathematical model is set up, taking minimizing cost of fault reasoning as the target function. Since the problem is non-deterministic polynomial-hard(NP-hard), a modified multi-objective ant colony algorithm is proposed, in which a reachability matrix is set up to constrain the feasible search nodes of the ants and a new pseudo-random-proportional rule and a pheromone adjustment mechinism are constructed to balance conflicts between the optimization objectives. At last, a Pareto optimal set is acquired. Evaluation functions based on validity and tendency of reasoning paths are defined to optimize noninferior set, through which the final fault causes can be identified according to decision-making demands, thus realize fault reasoning of the multi-constraint and multi-objective complex system. Reasoning results demonstrate that the improved multi-objective ant colony optimization(IMACO) can realize reasoning and locating fault positions precisely by solving the multi-objective fault diagnosis model, which provides a new method to solve the problem of multi-constraint and multi-objective fault diagnosis and reasoning of complex system.

Learning optimal embedded cascades.

PubMed

Saberian, Mohammad Javad; Vasconcelos, Nuno

2012-10-01

The problem of automatic and optimal design of embedded object detector cascades is considered. Two main challenges are identified: optimization of the cascade configuration and optimization of individual cascade stages, so as to achieve the best tradeoff between classification accuracy and speed, under a detection rate constraint. Two novel boosting algorithms are proposed to address these problems. The first, RCBoost, formulates boosting as a constrained optimization problem which is solved with a barrier penalty method. The constraint is the target detection rate, which is met at all iterations of the boosting process. This enables the design of embedded cascades of known configuration without extensive cross validation or heuristics. The second, ECBoost, searches over cascade configurations to achieve the optimal tradeoff between classification risk and speed. The two algorithms are combined into an overall boosting procedure, RCECBoost, which optimizes both the cascade configuration and its stages under a detection rate constraint, in a fully automated manner. Extensive experiments in face, car, pedestrian, and panda detection show that the resulting detectors achieve an accuracy versus speed tradeoff superior to those of previous methods.

A novel optimization algorithm for MIMO Hammerstein model identification under heavy-tailed noise.

PubMed

Jin, Qibing; Wang, Hehe; Su, Qixin; Jiang, Beiyan; Liu, Qie

2018-01-01

In this paper, we study the system identification of multi-input multi-output (MIMO) Hammerstein processes under the typical heavy-tailed noise. To the best of our knowledge, there is no general analytical method to solve this identification problem. Motivated by this, we propose a general identification method to solve this problem based on a Gaussian-Mixture Distribution intelligent optimization algorithm (GMDA). The nonlinear part of Hammerstein process is modeled by a Radial Basis Function (RBF) neural network, and the identification problem is converted to an optimization problem. To overcome the drawbacks of analytical identification method in the presence of heavy-tailed noise, a meta-heuristic optimization algorithm, Cuckoo search (CS) algorithm is used. To improve its performance for this identification problem, the Gaussian-mixture Distribution (GMD) and the GMD sequences are introduced to improve the performance of the standard CS algorithm. Numerical simulations for different MIMO Hammerstein models are carried out, and the simulation results verify the effectiveness of the proposed GMDA. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Infinite horizon optimal impulsive control with applications to Internet congestion control

NASA Astrophysics Data System (ADS)

Avrachenkov, Konstantin; Habachi, Oussama; Piunovskiy, Alexey; Zhang, Yi

2015-04-01

We investigate infinite-horizon deterministic optimal control problems with both gradual and impulsive controls, where any finitely many impulses are allowed simultaneously. Both discounted and long-run time-average criteria are considered. We establish very general and at the same time natural conditions, under which the dynamic programming approach results in an optimal feedback policy. The established theoretical results are applied to the Internet congestion control, and by solving analytically and nontrivially the underlying optimal control problems, we obtain a simple threshold-based active queue management scheme, which takes into account the main parameters of the transmission control protocols, and improves the fairness among the connections in a given network.

A Mixed Integer Linear Programming Approach to Electrical Stimulation Optimization Problems.

PubMed

Abouelseoud, Gehan; Abouelseoud, Yasmine; Shoukry, Amin; Ismail, Nour; Mekky, Jaidaa

2018-02-01

Electrical stimulation optimization is a challenging problem. Even when a single region is targeted for excitation, the problem remains a constrained multi-objective optimization problem. The constrained nature of the problem results from safety concerns while its multi-objectives originate from the requirement that non-targeted regions should remain unaffected. In this paper, we propose a mixed integer linear programming formulation that can successfully address the challenges facing this problem. Moreover, the proposed framework can conclusively check the feasibility of the stimulation goals. This helps researchers to avoid wasting time trying to achieve goals that are impossible under a chosen stimulation setup. The superiority of the proposed framework over alternative methods is demonstrated through simulation examples.

Finding optimal vaccination strategies under parameter uncertainty using stochastic programming.

PubMed

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

2008-10-01

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

Reactive power planning under high penetration of wind energy using Benders decomposition

DOE PAGES

Xu, Yan; Wei, Yanli; Fang, Xin; ...

2015-11-05

This study addresses the optimal allocation of reactive power volt-ampere reactive (VAR) sources under the paradigm of high penetration of wind energy. Reactive power planning (RPP) in this particular condition involves a high level of uncertainty because of wind power characteristic. To properly model wind generation uncertainty, a multi-scenario framework optimal power flow that considers the voltage stability constraint under the worst wind scenario and transmission N 1 contingency is developed. The objective of RPP in this study is to minimise the total cost including the VAR investment cost and the expected generation cost. Therefore RPP under this condition ismore » modelled as a two-stage stochastic programming problem to optimise the VAR location and size in one stage, then to minimise the fuel cost in the other stage, and eventually, to find the global optimal RPP results iteratively. Benders decomposition is used to solve this model with an upper level problem (master problem) for VAR allocation optimisation and a lower problem (sub-problem) for generation cost minimisation. Impact of the potential reactive power support from doubly-fed induction generator (DFIG) is also analysed. Lastly, case studies on the IEEE 14-bus and 118-bus systems are provided to verify the proposed method.« less

Simultaneous analysis and design

NASA Technical Reports Server (NTRS)

Haftka, R. T.

1984-01-01

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

Optimal plant nitrogen use improves model representation of vegetation response to elevated CO2

NASA Astrophysics Data System (ADS)

Caldararu, Silvia; Kern, Melanie; Engel, Jan; Zaehle, Sönke

2017-04-01

Existing global vegetation models often cannot accurately represent observed ecosystem behaviour under transient conditions such as elevated atmospheric CO2, a problem that can be attributed to an inflexibility in model representation of plant responses. Plant optimality concepts have been proposed as a solution to this problem as they offer a way to represent plastic plant responses in complex models. Here we present a novel, next generation vegetation model which includes optimal nitrogen allocation to and within the canopy as well as optimal biomass allocation between above- and belowground components in response to nutrient and water availability. The underlying hypothesis is that plants adjust their use of nitrogen in response to environmental conditions and nutrient availability in order to maximise biomass growth. We show that for two FACE (Free Air CO2 enrichment) experiments, the Duke forest and Oak Ridge forest sites, the model can better predict vegetation responses over the duration of the experiment when optimal processes are included. Specifically, under elevated CO2 conditions, the model predicts a lower optimal leaf N concentration as well as increased biomass allocation to fine roots, which, combined with a redistribution of leaf N between the Rubisco and chlorophyll components, leads to a continued NPP response under high CO2, where models with a fixed canopy stoichiometry predict a quick onset of N limitation.Existing global vegetation models often cannot accurately represent observed ecosystem behaviour under transient conditions such as elevated atmospheric CO2, a problem that can be attributed to an inflexibility in model representation of plant responses. Plant optimality concepts have been proposed as a solution to this problem as they offer a way to represent plastic plant responses in complex models. Here we present a novel, next generation vegetation model which includes optimal nitrogen allocation to and within the canopy as well as optimal biomass allocation between above- and belowground components in response to nutrient and water availability. The underlying hypothesis is that plants adjust their use of nitrogen in response to environmental conditions and nutrient availability in order to maximise biomass growth. We show that for two FACE (Free Air CO2 enrichment) experiments, the Duke forest and Oak Ridge forest sites, the model can better predict vegetation responses over the duration of the experiment when optimal processes are included. Specifically, under elevated CO2 conditions, the model predicts a lower optimal leaf N concentration as well as increased biomass allocation to fine roots, which, combined with a redistribution of leaf N between the Rubisco and chlorophyll components, leads to a continued NPP response under high CO2, where models with a fixed canopy stoichiometry predict a quick onset of N limitation.

Topology optimization under stochastic stiffness

NASA Astrophysics Data System (ADS)

Asadpoure, Alireza

Topology optimization is a systematic computational tool for optimizing the layout of materials within a domain for engineering design problems. It allows variation of structural boundaries and connectivities. This freedom in the design space often enables discovery of new, high performance designs. However, solutions obtained by performing the optimization in a deterministic setting may be impractical or suboptimal when considering real-world engineering conditions with inherent variabilities including (for example) variabilities in fabrication processes and operating conditions. The aim of this work is to provide a computational methodology for topology optimization in the presence of uncertainties associated with structural stiffness, such as uncertain material properties and/or structural geometry. Existing methods for topology optimization under deterministic conditions are first reviewed. Modifications are then proposed to improve the numerical performance of the so-called Heaviside Projection Method (HPM) in continuum domains. Next, two approaches, perturbation and Polynomial Chaos Expansion (PCE), are proposed to account for uncertainties in the optimization procedure. These approaches are intrusive, allowing tight and efficient coupling of the uncertainty quantification with the optimization sensitivity analysis. The work herein develops a robust topology optimization framework aimed at reducing the sensitivity of optimized solutions to uncertainties. The perturbation-based approach combines deterministic topology optimization with a perturbation method for the quantification of uncertainties. The use of perturbation transforms the problem of topology optimization under uncertainty to an augmented deterministic topology optimization problem. The PCE approach combines the spectral stochastic approach for the representation and propagation of uncertainties with an existing deterministic topology optimization technique. The resulting compact representations for the response quantities allow for efficient and accurate calculation of sensitivities of response statistics with respect to the design variables. The proposed methods are shown to be successful at generating robust optimal topologies. Examples from topology optimization in continuum and discrete domains (truss structures) under uncertainty are presented. It is also shown that proposed methods lead to significant computational savings when compared to Monte Carlo-based optimization which involve multiple formations and inversions of the global stiffness matrix and that results obtained from the proposed method are in excellent agreement with those obtained from a Monte Carlo-based optimization algorithm.

On the existence of touch points for first-order state inequality constraints

NASA Technical Reports Server (NTRS)

Seywald, Hans; Cliff, Eugene M.

1993-01-01

The appearance of touch points in state constrained optimal control problems with general vector-valued control is studied. Under the assumption that the Hamiltonian is regular, touch points for first-order state inequalities are shown to exist only under very special conditions. In many cases of practical importance these conditions can be used to exclude touch points a priori without solving an optimal control problem. The results are demonstrated on a simple example.

Merton's problem for an investor with a benchmark in a Barndorff-Nielsen and Shephard market.

PubMed

Lennartsson, Jan; Lindberg, Carl

2015-01-01

To try to outperform an externally given benchmark with known weights is the most common equity mandate in the financial industry. For quantitative investors, this task is predominantly approached by optimizing their portfolios consecutively over short time horizons with one-period models. We seek in this paper to provide a theoretical justification to this practice when the underlying market is of Barndorff-Nielsen and Shephard type. This is done by verifying that an investor who seeks to maximize her expected terminal exponential utility of wealth in excess of her benchmark will in fact use an optimal portfolio equivalent to the one-period Markowitz mean-variance problem in continuum under the corresponding Black-Scholes market. Further, we can represent the solution to the optimization problem as in Feynman-Kac form. Hence, the problem, and its solution, is analogous to Merton's classical portfolio problem, with the main difference that Merton maximizes expected utility of terminal wealth, not wealth in excess of a benchmark.

Neural networks: What non-linearity to choose

NASA Technical Reports Server (NTRS)

Kreinovich, Vladik YA.; Quintana, Chris

1991-01-01

Neural networks are now one of the most successful learning formalisms. Neurons transform inputs (x(sub 1),...,x(sub n)) into an output f(w(sub 1)x(sub 1) + ... + w(sub n)x(sub n)), where f is a non-linear function and w, are adjustable weights. What f to choose? Usually the logistic function is chosen, but sometimes the use of different functions improves the practical efficiency of the network. The problem of choosing f as a mathematical optimization problem is formulated and solved under different optimality criteria. As a result, a list of functions f that are optimal under these criteria are determined. This list includes both the functions that were empirically proved to be the best for some problems, and some new functions that may be worth trying.

Robust Rate Maximization for Heterogeneous Wireless Networks under Channel Uncertainties

PubMed Central

Xu, Yongjun; Hu, Yuan; Li, Guoquan

2018-01-01

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

Aerospace Applications of Optimization under Uncertainty

NASA Technical Reports Server (NTRS)

Padula, Sharon; Gumbert, Clyde; Li, Wu

2003-01-01

The Multidisciplinary Optimization (MDO) Branch at NASA Langley Research Center develops new methods and investigates opportunities for applying optimization to aerospace vehicle design. This paper describes MDO Branch experiences with three applications of optimization under uncertainty: (1) improved impact dynamics for airframes, (2) transonic airfoil optimization for low drag, and (3) coupled aerodynamic/structures optimization of a 3-D wing. For each case, a brief overview of the problem and references to previous publications are provided. The three cases are aerospace examples of the challenges and opportunities presented by optimization under uncertainty. The present paper will illustrate a variety of needs for this technology, summarize promising methods, and uncover fruitful areas for new research.

Aerospace Applications of Optimization under Uncertainty

NASA Technical Reports Server (NTRS)

Padula, Sharon; Gumbert, Clyde; Li, Wu

2006-01-01

The Multidisciplinary Optimization (MDO) Branch at NASA Langley Research Center develops new methods and investigates opportunities for applying optimization to aerospace vehicle design. This paper describes MDO Branch experiences with three applications of optimization under uncertainty: (1) improved impact dynamics for airframes, (2) transonic airfoil optimization for low drag, and (3) coupled aerodynamic/structures optimization of a 3-D wing. For each case, a brief overview of the problem and references to previous publications are provided. The three cases are aerospace examples of the challenges and opportunities presented by optimization under uncertainty. The present paper will illustrate a variety of needs for this technology, summarize promising methods, and uncover fruitful areas for new research.

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

System Design under Uncertainty: Evolutionary Optimization of the Gravity Probe-B Spacecraft

NASA Technical Reports Server (NTRS)

Pullen, Samuel P.; Parkinson, Bradford W.

1994-01-01

This paper discusses the application of evolutionary random-search algorithms (Simulated Annealing and Genetic Algorithms) to the problem of spacecraft design under performance uncertainty. Traditionally, spacecraft performance uncertainty has been measured by reliability. Published algorithms for reliability optimization are seldom used in practice because they oversimplify reality. The algorithm developed here uses random-search optimization to allow us to model the problem more realistically. Monte Carlo simulations are used to evaluate the objective function for each trial design solution. These methods have been applied to the Gravity Probe-B (GP-B) spacecraft being developed at Stanford University for launch in 1999, Results of the algorithm developed here for GP-13 are shown, and their implications for design optimization by evolutionary algorithms are discussed.

A stochastic optimization model under modeling uncertainty and parameter certainty for groundwater remediation design--part I. Model development.

PubMed

He, L; Huang, G H; Lu, H W

2010-04-15

Solving groundwater remediation optimization problems based on proxy simulators can usually yield optimal solutions differing from the "true" ones of the problem. This study presents a new stochastic optimization model under modeling uncertainty and parameter certainty (SOMUM) and the associated solution method for simultaneously addressing modeling uncertainty associated with simulator residuals and optimizing groundwater remediation processes. This is a new attempt different from the previous modeling efforts. The previous ones focused on addressing uncertainty in physical parameters (i.e. soil porosity) while this one aims to deal with uncertainty in mathematical simulator (arising from model residuals). Compared to the existing modeling approaches (i.e. only parameter uncertainty is considered), the model has the advantages of providing mean-variance analysis for contaminant concentrations, mitigating the effects of modeling uncertainties on optimal remediation strategies, offering confidence level of optimal remediation strategies to system designers, and reducing computational cost in optimization processes. 2009 Elsevier B.V. All rights reserved.

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

NASA Technical Reports Server (NTRS)

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

1993-01-01

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

Prepositioning emergency supplies under uncertainty: a parametric optimization method

NASA Astrophysics Data System (ADS)

Bai, Xuejie; Gao, Jinwu; Liu, Yankui

2018-07-01

Prepositioning of emergency supplies is an effective method for increasing preparedness for disasters and has received much attention in recent years. In this article, the prepositioning problem is studied by a robust parametric optimization method. The transportation cost, supply, demand and capacity are unknown prior to the extraordinary event, which are represented as fuzzy parameters with variable possibility distributions. The variable possibility distributions are obtained through the credibility critical value reduction method for type-2 fuzzy variables. The prepositioning problem is formulated as a fuzzy value-at-risk model to achieve a minimum total cost incurred in the whole process. The key difficulty in solving the proposed optimization model is to evaluate the quantile of the fuzzy function in the objective and the credibility in the constraints. The objective function and constraints can be turned into their equivalent parametric forms through chance constrained programming under the different confidence levels. Taking advantage of the structural characteristics of the equivalent optimization model, a parameter-based domain decomposition method is developed to divide the original optimization problem into six mixed-integer parametric submodels, which can be solved by standard optimization solvers. Finally, to explore the viability of the developed model and the solution approach, some computational experiments are performed on realistic scale case problems. The computational results reported in the numerical example show the credibility and superiority of the proposed parametric optimization method.

The Riccati equation, imprimitive actions and symplectic forms. [with application to decentralized optimal control problem

NASA Technical Reports Server (NTRS)

Garzia, M. R.; Loparo, K. A.; Martin, C. F.

1982-01-01

This paper looks at the structure of the solution of a matrix Riccati differential equation under a predefined group of transformations. The group of transformations used is an expanded form of the feedback group. It is shown that this group of transformations is a subgroup of the symplectic group. The orbits of the Riccati differential equation under the action of this group are studied and it is seen how these techniques apply to a decentralized optimal control problem.

A chance constraint estimation approach to optimizing resource management under uncertainty

Treesearch

Michael Bevers

2007-01-01

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

On-Orbit Range Set Applications

NASA Astrophysics Data System (ADS)

Holzinger, M.; Scheeres, D.

2011-09-01

History and methodology of Δv range set computation is briefly reviewed, followed by a short summary of the Δv optimal spacecraft servicing problem literature. Service vehicle placement is approached from a Δv range set viewpoint, providing a framework under which the analysis becomes quite geometric and intuitive. The optimal servicing tour design problem is shown to be a specific instantiation of the metric- Traveling Salesman Problem (TSP), which in general is an NP-hard problem. The Δv-TSP is argued to be quite similar to the Euclidean-TSP, for which approximate optimal solutions may be found in polynomial time. Applications of range sets are demonstrated using analytical and simulation results.

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

NASA Astrophysics Data System (ADS)

Zhang, Chenglong; Guo, Ping

2017-10-01

The vague and fuzzy parametric information is a challenging issue in irrigation water management problems. In response to this problem, a generalized fuzzy credibility-constrained linear fractional programming (GFCCFP) model is developed for optimal irrigation water allocation under uncertainty. The model can be derived from integrating generalized fuzzy credibility-constrained programming (GFCCP) into a linear fractional programming (LFP) optimization framework. Therefore, it can solve ratio optimization problems associated with fuzzy parameters, and examine the variation of results under different credibility levels and weight coefficients of possibility and necessary. It has advantages in: (1) balancing the economic and resources objectives directly; (2) analyzing system efficiency; (3) generating more flexible decision solutions by giving different credibility levels and weight coefficients of possibility and (4) supporting in-depth analysis of the interrelationships among system efficiency, credibility level and weight coefficient. The model is applied to a case study of irrigation water allocation in the middle reaches of Heihe River Basin, northwest China. Therefore, optimal irrigation water allocation solutions from the GFCCFP model can be obtained. Moreover, factorial analysis on the two parameters (i.e. λ and γ) indicates that the weight coefficient is a main factor compared with credibility level for system efficiency. These results can be effective for support reasonable irrigation water resources management and agricultural production.

Minimizing transient influence in WHPA delineation: An optimization approach for optimal pumping rate schemes

NASA Astrophysics Data System (ADS)

Rodriguez-Pretelin, A.; Nowak, W.

2017-12-01

For most groundwater protection management programs, Wellhead Protection Areas (WHPAs) have served as primarily protection measure. In their delineation, the influence of time-varying groundwater flow conditions is often underestimated because steady-state assumptions are commonly made. However, it has been demonstrated that temporary variations lead to significant changes in the required size and shape of WHPAs. Apart from natural transient groundwater drivers (e.g., changes in the regional angle of flow direction and seasonal natural groundwater recharge), anthropogenic causes such as transient pumping rates are of the most influential factors that require larger WHPAs. We hypothesize that WHPA programs that integrate adaptive and optimized pumping-injection management schemes can counter transient effects and thus reduce the additional areal demand in well protection under transient conditions. The main goal of this study is to present a novel management framework that optimizes pumping schemes dynamically, in order to minimize the impact triggered by transient conditions in WHPA delineation. For optimizing pumping schemes, we consider three objectives: 1) to minimize the risk of pumping water from outside a given WHPA, 2) to maximize the groundwater supply and 3) to minimize the involved operating costs. We solve transient groundwater flow through an available transient groundwater and Lagrangian particle tracking model. The optimization problem is formulated as a dynamic programming problem. Two different optimization approaches are explored: I) the first approach aims for single-objective optimization under objective (1) only. The second approach performs multiobjective optimization under all three objectives where compromise pumping rates are selected from the current Pareto front. Finally, we look for WHPA outlines that are as small as possible, yet allow the optimization problem to find the most suitable solutions.

Many-to-Many Multicast Routing Schemes under a Fixed Topology

PubMed Central

Ding, Wei; Wang, Hongfa; Wei, Xuerui

2013-01-01

Many-to-many multicast routing can be extensively applied in computer or communication networks supporting various continuous multimedia applications. The paper focuses on the case where all users share a common communication channel while each user is both a sender and a receiver of messages in multicasting as well as an end user. In this case, the multicast tree appears as a terminal Steiner tree (TeST). The problem of finding a TeST with a quality-of-service (QoS) optimization is frequently NP-hard. However, we discover that it is a good idea to find a many-to-many multicast tree with QoS optimization under a fixed topology. In this paper, we are concerned with three kinds of QoS optimization objectives of multicast tree, that is, the minimum cost, minimum diameter, and maximum reliability. All of three optimization problems are distributed into two types, the centralized and decentralized version. This paper uses the dynamic programming method to devise an exact algorithm, respectively, for the centralized and decentralized versions of each optimization problem. PMID:23589706

Robust Neighboring Optimal Guidance for the Advanced Launch System

NASA Technical Reports Server (NTRS)

Hull, David G.

1993-01-01

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

Distributed Method to Optimal Profile Descent

NASA Astrophysics Data System (ADS)

Kim, Geun I.

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

A methodology to find the elementary landscape decomposition of combinatorial optimization problems.

PubMed

Chicano, Francisco; Whitley, L Darrell; Alba, Enrique

2011-01-01

A small number of combinatorial optimization problems have search spaces that correspond to elementary landscapes, where the objective function f is an eigenfunction of the Laplacian that describes the neighborhood structure of the search space. Many problems are not elementary; however, the objective function of a combinatorial optimization problem can always be expressed as a superposition of multiple elementary landscapes if the underlying neighborhood used is symmetric. This paper presents theoretical results that provide the foundation for algebraic methods that can be used to decompose the objective function of an arbitrary combinatorial optimization problem into a sum of subfunctions, where each subfunction is an elementary landscape. Many steps of this process can be automated, and indeed a software tool could be developed that assists the researcher in finding a landscape decomposition. This methodology is then used to show that the subset sum problem is a superposition of two elementary landscapes, and to show that the quadratic assignment problem is a superposition of three elementary landscapes.

Proposal of Evolutionary Simplex Method for Global Optimization Problem

NASA Astrophysics Data System (ADS)

Shimizu, Yoshiaki

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

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

PubMed

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

2018-02-01

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

The median problems on linear multichromosomal genomes: graph representation and fast exact solutions.

PubMed

Xu, Andrew Wei

2010-09-01

In genome rearrangement, given a set of genomes G and a distance measure d, the median problem asks for another genome q that minimizes the total distance [Formula: see text]. This is a key problem in genome rearrangement based phylogenetic analysis. Although this problem is known to be NP-hard, we have shown in a previous article, on circular genomes and under the DCJ distance measure, that a family of patterns in the given genomes--represented by adequate subgraphs--allow us to rapidly find exact solutions to the median problem in a decomposition approach. In this article, we extend this result to the case of linear multichromosomal genomes, in order to solve more interesting problems on eukaryotic nuclear genomes. A multi-way capping problem in the linear multichromosomal case imposes an extra computational challenge on top of the difficulty in the circular case, and this difficulty has been underestimated in our previous study and is addressed in this article. We represent the median problem by the capped multiple breakpoint graph, extend the adequate subgraphs into the capped adequate subgraphs, and prove optimality-preserving decomposition theorems, which give us the tools to solve the median problem and the multi-way capping optimization problem together. We also develop an exact algorithm ASMedian-linear, which iteratively detects instances of (capped) adequate subgraphs and decomposes problems into subproblems. Tested on simulated data, ASMedian-linear can rapidly solve most problems with up to several thousand genes, and it also can provide optimal or near-optimal solutions to the median problem under the reversal/HP distance measures. ASMedian-linear is available at http://sites.google.com/site/andrewweixu .

Genetic algorithm parameters tuning for resource-constrained project scheduling problem

NASA Astrophysics Data System (ADS)

Tian, Xingke; Yuan, Shengrui

2018-04-01

Project Scheduling Problem (RCPSP) is a kind of important scheduling problem. To achieve a certain optimal goal such as the shortest duration, the smallest cost, the resource balance and so on, it is required to arrange the start and finish of all tasks under the condition of satisfying project timing constraints and resource constraints. In theory, the problem belongs to the NP-hard problem, and the model is abundant. Many combinatorial optimization problems are special cases of RCPSP, such as job shop scheduling, flow shop scheduling and so on. At present, the genetic algorithm (GA) has been used to deal with the classical RCPSP problem and achieved remarkable results. Vast scholars have also studied the improved genetic algorithm for the RCPSP problem, which makes it to solve the RCPSP problem more efficiently and accurately. However, for the selection of the main parameters of the genetic algorithm, there is no parameter optimization in these studies. Generally, we used the empirical method, but it cannot ensure to meet the optimal parameters. In this paper, the problem was carried out, which is the blind selection of parameters in the process of solving the RCPSP problem. We made sampling analysis, the establishment of proxy model and ultimately solved the optimal parameters.

Horsetail matching: a flexible approach to optimization under uncertainty

NASA Astrophysics Data System (ADS)

Cook, L. W.; Jarrett, J. P.

2018-04-01

It is important to design engineering systems to be robust with respect to uncertainties in the design process. Often, this is done by considering statistical moments, but over-reliance on statistical moments when formulating a robust optimization can produce designs that are stochastically dominated by other feasible designs. This article instead proposes a formulation for optimization under uncertainty that minimizes the difference between a design's cumulative distribution function and a target. A standard target is proposed that produces stochastically non-dominated designs, but the formulation also offers enough flexibility to recover existing approaches for robust optimization. A numerical implementation is developed that employs kernels to give a differentiable objective function. The method is applied to algebraic test problems and a robust transonic airfoil design problem where it is compared to multi-objective, weighted-sum and density matching approaches to robust optimization; several advantages over these existing methods are demonstrated.

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

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

Jeff Linderoth

2011-11-06

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

Trajectory Design Employing Convex Optimization for Landing on Irregularly Shaped Asteroids

NASA Technical Reports Server (NTRS)

Pinson, Robin M.; Lu, Ping

2016-01-01

Mission proposals that land spacecraft on asteroids are becoming increasingly popular. However, in order to have a successful mission the spacecraft must reliably and softly land at the intended landing site with pinpoint precision. The problem under investigation is how to design a propellant optimal powered descent trajectory that can be quickly computed onboard the spacecraft, without interaction from the ground control. The propellant optimal control problem in this work is to determine the optimal finite thrust vector to land the spacecraft at a specified location, in the presence of a highly nonlinear gravity field, subject to various mission and operational constraints. The proposed solution uses convex optimization, a gravity model with higher fidelity than Newtonian, and an iterative solution process for a fixed final time problem. In addition, a second optimization method is wrapped around the convex optimization problem to determine the optimal flight time that yields the lowest propellant usage over all flight times. Gravity models designed for irregularly shaped asteroids are investigated. Success of the algorithm is demonstrated by designing powered descent trajectories for the elongated binary asteroid Castalia.

Partitioning problems in parallel, pipelined and distributed computing

NASA Technical Reports Server (NTRS)

Bokhari, S.

1985-01-01

The problem of optimally assigning the modules of a parallel program over the processors of a multiple computer system is addressed. A Sum-Bottleneck path algorithm is developed that permits the efficient solution of many variants of this problem under some constraints on the structure of the partitions. In particular, the following problems are solved optimally for a single-host, multiple satellite system: partitioning multiple chain structured parallel programs, multiple arbitrarily structured serial programs and single tree structured parallel programs. In addition, the problems of partitioning chain structured parallel programs across chain connected systems and across shared memory (or shared bus) systems are also solved under certain constraints. All solutions for parallel programs are equally applicable to pipelined programs. These results extend prior research in this area by explicitly taking concurrency into account and permit the efficient utilization of multiple computer architectures for a wide range of problems of practical interest.

Economic analysis of a Japanese air pollution regulation : an optimal retirement problem under vehicle type regulation in the NOx-particulate matter law

DOT National Transportation Integrated Search

2008-06-01

This paper empirically examines the vehicle type regulation that was introduced under the : Automobile Nitrogen OxidesParticulate Matter Law to mitigate air pollution problems in Japanese metropolitan areas. The vehicle type regulation effectively...

Optimal plant water use across temporal scales: bridging eco-hydrological theories and plant eco-physiological responses

NASA Astrophysics Data System (ADS)

Manzoni, S.; Vico, G.; Palmroth, S.; Katul, G. G.; Porporato, A. M.

2013-12-01

In terrestrial ecosystems, plant photosynthesis occurs at the expense of water losses through stomata, thus creating an inherent hydrologic constrain to carbon (C) gains and productivity. While such a constraint cannot be overcome, evolution has led to a number of adaptations that allow plants to thrive under highly variable and often limiting water availability. It may be hypothesized that these adaptations are optimal and allow maximum C gain for a given water availability. A corollary hypothesis is that these adaptations manifest themselves as coordination between the leaf photosynthetic machinery and the plant hydraulic system. This coordination leads to functional relations between the mean hydrologic state, plant hydraulic traits, and photosynthetic parameters that can be used as bridge across temporal scales. Here, optimality theories describing the behavior of stomata and plant morphological features in a fluctuating soil moisture environment are proposed. The overarching goal is to explain observed global patterns of plant water use and their ecological and biogeochemical consequences. The problem is initially framed as an optimal control problem of stomatal closure during drought of a given duration, where maximizing the total photosynthesis under limited and diminishing water availability is the objective function. Analytical solutions show that commonly used transpiration models (in which stomatal conductance is assumed to depend on soil moisture) are particular solutions emerging from the optimal control problem. Relations between stomatal conductance, vapor pressure deficit, and atmospheric CO2 are also obtained without any a priori assumptions under this framework. Second, the temporal scales of the model are expanded by explicitly considering the stochasticity of rainfall. In this context, the optimal control problem becomes a maximization problem for the mean photosynthetic rate. Results show that to achieve maximum C gains under these unpredictable rainfall conditions, plant hydraulic traits (xylem and stomatal response to water availability) and morphological features (leaf and sapwood areas) must be coordinated - thus providing an ecohydrological interpretation of observed coordination (or homeostasis) among hydraulic traits. Moreover, the combinations of hydraulic traits and responses to drought that are optimal are found to depend on both total rainfall and its distribution during the growing season. Both drier conditions and more intense rainfall events interspaced by longer dry periods favor plants with high resistance to cavitation and delayed stomatal closure as soils dry. In contrast, plants in mesic conditions benefit from cavitation prevention through earlier stomatal closure. The proposed ecohydrological optimality criteria can be used as analytical tools to interpret variability in plant water use and predict trends in plant productivity and species composition under future climates.

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.

Application of tabu search to deterministic and stochastic optimization problems

NASA Astrophysics Data System (ADS)

Gurtuna, Ozgur

During the past two decades, advances in computer science and operations research have resulted in many new optimization methods for tackling complex decision-making problems. One such method, tabu search, forms the basis of this thesis. Tabu search is a very versatile optimization heuristic that can be used for solving many different types of optimization problems. Another research area, real options, has also gained considerable momentum during the last two decades. Real options analysis is emerging as a robust and powerful method for tackling decision-making problems under uncertainty. Although the theoretical foundations of real options are well-established and significant progress has been made in the theory side, applications are lagging behind. A strong emphasis on practical applications and a multidisciplinary approach form the basic rationale of this thesis. The fundamental concepts and ideas behind tabu search and real options are investigated in order to provide a concise overview of the theory supporting both of these two fields. This theoretical overview feeds into the design and development of algorithms that are used to solve three different problems. The first problem examined is a deterministic one: finding the optimal servicing tours that minimize energy and/or duration of missions for servicing satellites around Earth's orbit. Due to the nature of the space environment, this problem is modeled as a time-dependent, moving-target optimization problem. Two solution methods are developed: an exhaustive method for smaller problem instances, and a method based on tabu search for larger ones. The second and third problems are related to decision-making under uncertainty. In the second problem, tabu search and real options are investigated together within the context of a stochastic optimization problem: option valuation. By merging tabu search and Monte Carlo simulation, a new method for studying options, Tabu Search Monte Carlo (TSMC) method, is developed. The theoretical underpinnings of the TSMC method and the flow of the algorithm are explained. Its performance is compared to other existing methods for financial option valuation. In the third, and final, problem, TSMC method is used to determine the conditions of feasibility for hybrid electric vehicles and fuel cell vehicles. There are many uncertainties related to the technologies and markets associated with new generation passenger vehicles. These uncertainties are analyzed in order to determine the conditions in which new generation vehicles can compete with established technologies.

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.

Optimal lunar soft landing trajectories using taboo evolutionary programming

NASA Astrophysics Data System (ADS)

Mutyalarao, M.; Raj, M. Xavier James

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

A quantile-based scenario analysis approach to biomass supply chain optimization under uncertainty

DOE PAGES

Zamar, David S.; Gopaluni, Bhushan; Sokhansanj, Shahab; ...

2016-11-21

Supply chain optimization for biomass-based power plants is an important research area due to greater emphasis on renewable power energy sources. Biomass supply chain design and operational planning models are often formulated and studied using deterministic mathematical models. While these models are beneficial for making decisions, their applicability to real world problems may be limited because they do not capture all the complexities in the supply chain, including uncertainties in the parameters. This study develops a statistically robust quantile-based approach for stochastic optimization under uncertainty, which builds upon scenario analysis. We apply and evaluate the performance of our approach tomore » address the problem of analyzing competing biomass supply chains subject to stochastic demand and supply. Finally, the proposed approach was found to outperform alternative methods in terms of computational efficiency and ability to meet the stochastic problem requirements.« less

A quantile-based scenario analysis approach to biomass supply chain optimization under uncertainty

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

Zamar, David S.; Gopaluni, Bhushan; Sokhansanj, Shahab

Supply chain optimization for biomass-based power plants is an important research area due to greater emphasis on renewable power energy sources. Biomass supply chain design and operational planning models are often formulated and studied using deterministic mathematical models. While these models are beneficial for making decisions, their applicability to real world problems may be limited because they do not capture all the complexities in the supply chain, including uncertainties in the parameters. This study develops a statistically robust quantile-based approach for stochastic optimization under uncertainty, which builds upon scenario analysis. We apply and evaluate the performance of our approach tomore » address the problem of analyzing competing biomass supply chains subject to stochastic demand and supply. Finally, the proposed approach was found to outperform alternative methods in terms of computational efficiency and ability to meet the stochastic problem requirements.« less

Optimal Portfolio Selection Under Concave Price Impact

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

Ma Jin, E-mail: jinma@usc.edu; Song Qingshuo, E-mail: songe.qingshuo@cityu.edu.hk; Xu Jing, E-mail: xujing8023@yahoo.com.cn

2013-06-15

In this paper we study an optimal portfolio selection problem under instantaneous price impact. Based on some empirical analysis in the literature, we model such impact as a concave function of the trading size when the trading size is small. The price impact can be thought of as either a liquidity cost or a transaction cost, but the concavity nature of the cost leads to some fundamental difference from those in the existing literature. We show that the problem can be reduced to an impulse control problem, but without fixed cost, and that the value function is a viscosity solutionmore » to a special type of Quasi-Variational Inequality (QVI). We also prove directly (without using the solution to the QVI) that the optimal strategy exists and more importantly, despite the absence of a fixed cost, it is still in a 'piecewise constant' form, reflecting a more practical perspective.« less

Reliability based design optimization: Formulations and methodologies

NASA Astrophysics Data System (ADS)

Agarwal, Harish

Modern products ranging from simple components to complex systems should be designed to be optimal and reliable. The challenge of modern engineering is to ensure that manufacturing costs are reduced and design cycle times are minimized while achieving requirements for performance and reliability. If the market for the product is competitive, improved quality and reliability can generate very strong competitive advantages. Simulation based design plays an important role in designing almost any kind of automotive, aerospace, and consumer products under these competitive conditions. Single discipline simulations used for analysis are being coupled together to create complex coupled simulation tools. This investigation focuses on the development of efficient and robust methodologies for reliability based design optimization in a simulation based design environment. Original contributions of this research are the development of a novel efficient and robust unilevel methodology for reliability based design optimization, the development of an innovative decoupled reliability based design optimization methodology, the application of homotopy techniques in unilevel reliability based design optimization methodology, and the development of a new framework for reliability based design optimization under epistemic uncertainty. The unilevel methodology for reliability based design optimization is shown to be mathematically equivalent to the traditional nested formulation. Numerical test problems show that the unilevel methodology can reduce computational cost by at least 50% as compared to the nested approach. The decoupled reliability based design optimization methodology is an approximate technique to obtain consistent reliable designs at lesser computational expense. Test problems show that the methodology is computationally efficient compared to the nested approach. A framework for performing reliability based design optimization under epistemic uncertainty is also developed. A trust region managed sequential approximate optimization methodology is employed for this purpose. Results from numerical test studies indicate that the methodology can be used for performing design optimization under severe uncertainty.

Stochastic Optimization For Water Resources Allocation

NASA Astrophysics Data System (ADS)

Yamout, G.; Hatfield, K.

2003-12-01

For more than 40 years, water resources allocation problems have been addressed using deterministic mathematical optimization. When data uncertainties exist, these methods could lead to solutions that are sub-optimal or even infeasible. While optimization models have been proposed for water resources decision-making under uncertainty, no attempts have been made to address the uncertainties in water allocation problems in an integrated approach. This paper presents an Integrated Dynamic, Multi-stage, Feedback-controlled, Linear, Stochastic, and Distributed parameter optimization approach to solve a problem of water resources allocation. It attempts to capture (1) the conflict caused by competing objectives, (2) environmental degradation produced by resource consumption, and finally (3) the uncertainty and risk generated by the inherently random nature of state and decision parameters involved in such a problem. A theoretical system is defined throughout its different elements. These elements consisting mainly of water resource components and end-users are described in terms of quantity, quality, and present and future associated risks and uncertainties. Models are identified, modified, and interfaced together to constitute an integrated water allocation optimization framework. This effort is a novel approach to confront the water allocation optimization problem while accounting for uncertainties associated with all its elements; thus resulting in a solution that correctly reflects the physical problem in hand.

Analytical design of an industrial two-term controller for optimal regulatory control of open-loop unstable processes under operational constraints.

PubMed

Tchamna, Rodrigue; Lee, Moonyong

2018-01-01

This paper proposes a novel optimization-based approach for the design of an industrial two-term proportional-integral (PI) controller for the optimal regulatory control of unstable processes subjected to three common operational constraints related to the process variable, manipulated variable and its rate of change. To derive analytical design relations, the constrained optimal control problem in the time domain was transformed into an unconstrained optimization problem in a new parameter space via an effective parameterization. The resulting optimal PI controller has been verified to yield optimal performance and stability of an open-loop unstable first-order process under operational constraints. The proposed analytical design method explicitly takes into account the operational constraints in the controller design stage and also provides useful insights into the optimal controller design. Practical procedures for designing optimal PI parameters and a feasible constraint set exclusive of complex optimization steps are also proposed. The proposed controller was compared with several other PI controllers to illustrate its performance. The robustness of the proposed controller against plant-model mismatch has also been investigated. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

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

NASA Technical Reports Server (NTRS)

Carpenter, William C.

1992-01-01

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

Optimal perturbations for nonlinear systems using graph-based optimal transport

NASA Astrophysics Data System (ADS)

Grover, Piyush; Elamvazhuthi, Karthik

2018-06-01

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

Convex Relaxation of OPF in Multiphase Radial Networks with Wye and Delta Connections

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

Zhao, Changhong; Dall-Anese, Emiliano; Low, Steven

2017-08-01

This panel presentation focuses on multiphase radial distribution networks with wye and delta connections, and proposes a semidefinite relaxation of the AC optimal power flow (OPF) problem. Two multiphase power flow models are developed to facilitate the integration of delta-connected loads or generation resources in the OPF problem. The first model is referred to as the extended branch flow model (EBFM). The second model leverages a linear relationship between phase-to-ground power injections and delta connections that holds under a balanced voltage approximation (BVA). Based on these models, pertinent OPF problems are formulated and relaxed to semidefinite programs (SDPs). Numerical studiesmore » on IEEE test feeders show that the proposed SDP relaxations can be solved efficiently by a generic optimization solver. Numerical evidence also indicates that solving the resultant SDP under BVA is faster than under EBFM. Moreover, both SDP solutions are numerically exact with respect to voltages and branch flows. It is further shown that the SDP solution under BVA has a small optimality gap, and the BVA model is accurate in the sense that it reproduces actual system voltages.« less

An Approach to Economic Dispatch with Multiple Fuels Based on Particle Swarm Optimization

NASA Astrophysics Data System (ADS)

Sriyanyong, Pichet

2011-06-01

Particle Swarm Optimization (PSO), a stochastic optimization technique, shows superiority to other evolutionary computation techniques in terms of less computation time, easy implementation with high quality solution, stable convergence characteristic and independent from initialization. For this reason, this paper proposes the application of PSO to the Economic Dispatch (ED) problem, which occurs in the operational planning of power systems. In this study, ED problem can be categorized according to the different characteristics of its cost function that are ED problem with smooth cost function and ED problem with multiple fuels. Taking the multiple fuels into account will make the problem more realistic. The experimental results show that the proposed PSO algorithm is more efficient than previous approaches under consideration as well as highly promising in real world applications.

Three-Dimensional Path Planning for Uninhabited Combat Aerial Vehicle Based on Predator-Prey Pigeon-Inspired Optimization in Dynamic Environment.

PubMed

Zhang, Bo; Duan, Haibin

2017-01-01

Three-dimension path planning of uninhabited combat aerial vehicle (UCAV) is a complicated optimal problem, which mainly focused on optimizing the flight route considering the different types of constrains under complex combating environment. A novel predator-prey pigeon-inspired optimization (PPPIO) is proposed to solve the UCAV three-dimension path planning problem in dynamic environment. Pigeon-inspired optimization (PIO) is a new bio-inspired optimization algorithm. In this algorithm, map and compass operator model and landmark operator model are used to search the best result of a function. The prey-predator concept is adopted to improve global best properties and enhance the convergence speed. The characteristics of the optimal path are presented in the form of a cost function. The comparative simulation results show that our proposed PPPIO algorithm is more efficient than the basic PIO, particle swarm optimization (PSO), and different evolution (DE) in solving UCAV three-dimensional path planning problems.

Simulation and optimization of an experimental membrane wastewater treatment plant using computational intelligence methods.

PubMed

Ludwig, T; Kern, P; Bongards, M; Wolf, C

2011-01-01

The optimization of relaxation and filtration times of submerged microfiltration flat modules in membrane bioreactors used for municipal wastewater treatment is essential for efficient plant operation. However, the optimization and control of such plants and their filtration processes is a challenging problem due to the underlying highly nonlinear and complex processes. This paper presents the use of genetic algorithms for this optimization problem in conjunction with a fully calibrated simulation model, as computational intelligence methods are perfectly suited to the nonconvex multi-objective nature of the optimization problems posed by these complex systems. The simulation model is developed and calibrated using membrane modules from the wastewater simulation software GPS-X based on the Activated Sludge Model No.1 (ASM1). Simulation results have been validated at a technical reference plant. They clearly show that filtration process costs for cleaning and energy can be reduced significantly by intelligent process optimization.

Regulation of Renewable Energy Sources to Optimal Power Flow Solutions Using ADMM

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

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

This paper considers power distribution systems featuring renewable energy sources (RESs), and develops a distributed optimization method to steer the RES output powers to solutions of AC optimal power flow (OPF) problems. The design of the proposed method leverages suitable linear approximations of the AC-power flow equations, and is based on the Alternating Direction Method of Multipliers (ADMM). Convergence of the RES-inverter output powers to solutions of the OPF problem is established under suitable conditions on the stepsize as well as mismatches between the commanded setpoints and actual RES output powers. In a broad sense, the methods and results proposedmore » here are also applicable to other distributed optimization problem setups with ADMM and inexact dual updates.« less

SeGRAm - A practical and versatile tool for spacecraft trajectory optimization

NASA Technical Reports Server (NTRS)

Rishikof, Brian H.; Mccormick, Bernell R.; Pritchard, Robert E.; Sponaugle, Steven J.

1991-01-01

An implementation of the Sequential Gradient/Restoration Algorithm, SeGRAm, is presented along with selected examples. This spacecraft trajectory optimization and simulation program uses variational calculus to solve problems of spacecraft flying under the influence of one or more gravitational bodies. It produces a series of feasible solutions to problems involving a wide range of vehicles, environments and optimization functions, until an optimal solution is found. The examples included highlight the various capabilities of the program and emphasize in particular its versatility over a wide spectrum of applications from ascent to interplanetary trajectories.

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

PubMed

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

2010-04-01

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

Evaluation of forest management systems under risk of wildfire

Treesearch

Kari Hyytiainen; Robert G. Haight

2010-01-01

We evaluate the economic efficiency of even- and uneven-aged management systems under risk of wildfire. The management problems are formulated for a mixed-conifer stand and approximations of the optimal solutions are obtained using simulation optimization. The Northern Idaho variant of the Forest Vegetation Simulator and its Fire and Fuels Extension is used to predict...

Scenario generation for stochastic optimization problems via the sparse grid method

DOE PAGES

Chen, Michael; Mehrotra, Sanjay; Papp, David

2015-04-19

We study the use of sparse grids in the scenario generation (or discretization) problem in stochastic programming problems where the uncertainty is modeled using a continuous multivariate distribution. We show that, under a regularity assumption on the random function involved, the sequence of optimal objective function values of the sparse grid approximations converges to the true optimal objective function values as the number of scenarios increases. The rate of convergence is also established. We treat separately the special case when the underlying distribution is an affine transform of a product of univariate distributions, and show how the sparse grid methodmore » can be adapted to the distribution by the use of quadrature formulas tailored to the distribution. We numerically compare the performance of the sparse grid method using different quadrature rules with classic quasi-Monte Carlo (QMC) methods, optimal rank-one lattice rules, and Monte Carlo (MC) scenario generation, using a series of utility maximization problems with up to 160 random variables. The results show that the sparse grid method is very efficient, especially if the integrand is sufficiently smooth. In such problems the sparse grid scenario generation method is found to need several orders of magnitude fewer scenarios than MC and QMC scenario generation to achieve the same accuracy. As a result, it is indicated that the method scales well with the dimension of the distribution--especially when the underlying distribution is an affine transform of a product of univariate distributions, in which case the method appears scalable to thousands of random variables.« less

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.

Optimal Topology of Aircraft Rib and Spar Structures under Aeroelastic Loads

NASA Technical Reports Server (NTRS)

Stanford, Bret K.; Dunning, Peter D.

2014-01-01

Several topology optimization problems are conducted within the ribs and spars of a wing box. It is desired to locate the best position of lightening holes, truss/cross-bracing, etc. A variety of aeroelastic metrics are isolated for each of these problems: elastic wing compliance under trim loads and taxi loads, stress distribution, and crushing loads. Aileron effectiveness under a constant roll rate is considered, as are dynamic metrics: natural vibration frequency and flutter. This approach helps uncover the relationship between topology and aeroelasticity in subsonic transport wings, and can therefore aid in understanding the complex aircraft design process which must eventually consider all these metrics and load cases simultaneously.

Optimal stimulus scheduling for active estimation of evoked brain networks.

PubMed

Kafashan, MohammadMehdi; Ching, ShiNung

2015-12-01

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

Optimal stimulus scheduling for active estimation of evoked brain networks

NASA Astrophysics Data System (ADS)

Kafashan, MohammadMehdi; Ching, ShiNung

2015-12-01

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

QUADRO: A SUPERVISED DIMENSION REDUCTION METHOD VIA RAYLEIGH QUOTIENT OPTIMIZATION

PubMed Central

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

2016-01-01

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

Optimal infrastructure maintenance scheduling problem under budget uncertainty.

DOT National Transportation Integrated Search

2010-05-01

This research addresses a general class of infrastructure asset management problems. Infrastructure : agencies usually face budget uncertainties that will eventually lead to suboptimal planning if : maintenance decisions are made without taking the u...

Single-machine group scheduling problems with deteriorating and learning effect

NASA Astrophysics Data System (ADS)

Xingong, Zhang; Yong, Wang; Shikun, Bai

2016-07-01

The concepts of deteriorating jobs and learning effects have been individually studied in many scheduling problems. However, most studies considering the deteriorating and learning effects ignore the fact that production efficiency can be increased by grouping various parts and products with similar designs and/or production processes. This phenomenon is known as 'group technology' in the literature. In this paper, a new group scheduling model with deteriorating and learning effects is proposed, where learning effect depends not only on job position, but also on the position of the corresponding job group; deteriorating effect depends on its starting time of the job. This paper shows that the makespan and the total completion time problems remain polynomial optimal solvable under the proposed model. In addition, a polynomial optimal solution is also presented to minimise the maximum lateness problem under certain agreeable restriction.

Singular perturbation analysis of AOTV-related trajectory optimization problems

NASA Technical Reports Server (NTRS)

Calise, Anthony J.; Bae, Gyoung H.

1990-01-01

The problem of real time guidance and optimal control of Aeroassisted Orbit Transfer Vehicles (AOTV's) was addressed using singular perturbation theory as an underlying method of analysis. Trajectories were optimized with the objective of minimum energy expenditure in the atmospheric phase of the maneuver. Two major problem areas were addressed: optimal reentry, and synergetic plane change with aeroglide. For the reentry problem, several reduced order models were analyzed with the objective of optimal changes in heading with minimum energy loss. It was demonstrated that a further model order reduction to a single state model is possible through the application of singular perturbation theory. The optimal solution for the reduced problem defines an optimal altitude profile dependent on the current energy level of the vehicle. A separate boundary layer analysis is used to account for altitude and flight path angle dynamics, and to obtain lift and bank angle control solutions. By considering alternative approximations to solve the boundary layer problem, three guidance laws were derived, each having an analytic feedback form. The guidance laws were evaluated using a Maneuvering Reentry Research Vehicle model and all three laws were found to be near optimal. For the problem of synergetic plane change with aeroglide, a difficult terminal boundary layer control problem arises which to date is found to be analytically intractable. Thus a predictive/corrective solution was developed to satisfy the terminal constraints on altitude and flight path angle. A composite guidance solution was obtained by combining the optimal reentry solution with the predictive/corrective guidance method. Numerical comparisons with the corresponding optimal trajectory solutions show that the resulting performance is very close to optimal. An attempt was made to obtain numerically optimized trajectories for the case where heating rate is constrained. A first order state variable inequality constraint was imposed on the full order AOTV point mass equations of motion, using a simple aerodynamic heating rate model.

Conceptual optimization using genetic algorithms for tube in tube structures

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

Pârv, Bianca Roxana; Hulea, Radu; Mojolic, Cristian

2015-03-10

The purpose of this article is to optimize the tube in tube structural systems for tall buildings under the horizontal wind loads. It is well-known that the horizontal wind loads is the main criteria when choosing the structural system, the types and the dimensions of structural elements in the majority of tall buildings. Thus, the structural response of tall buildings under the horizontal wind loads will be analyzed for 40 story buildings and a total height of 120 meters; the horizontal dimensions will be 30m × 30m for the first two optimization problems and 15m × 15m for the third.more » The optimization problems will have the following as objective function the cross section area, as restrictions the displacement of the building< the admissible displacement (H/500), and as variables the cross section dimensions of the structural elements.« less

Optimal Shakedown of the Thin-Wall Metal Structures Under Strength and Stiffness Constraints

NASA Astrophysics Data System (ADS)

Alawdin, Piotr; Liepa, Liudas

2017-06-01

Classical optimization problems of metal structures confined mainly with 1st class cross-sections. But in practice it is common to use the cross-sections of higher classes. In this paper, a new mathematical model for described shakedown optimization problem for metal structures, which elements are designed from 1st to 4th class cross-sections, under variable quasi-static loads is presented. The features of limited plastic redistribution of forces in the structure with thin-walled elements there are taken into account. Authors assume the elastic-plastic flexural buckling in one plane without lateral torsional buckling behavior of members. Design formulae for Methods 1 and 2 for members are analyzed. Structures stiffness constrains are also incorporated in order to satisfy the limit serviceability state requirements. With the help of mathematical programming theory and extreme principles the structure optimization algorithm is developed and justified with the numerical experiment for the metal plane frames.

The optimal dynamic immunization under a controlled heterogeneous node-based SIRS model

NASA Astrophysics Data System (ADS)

Yang, Lu-Xing; Draief, Moez; Yang, Xiaofan

2016-05-01

Dynamic immunizations, under which the state of the propagation network of electronic viruses can be changed by adjusting the control measures, are regarded as an alternative to static immunizations. This paper addresses the optimal dynamical immunization under the widely accepted SIRS assumption. First, based on a controlled heterogeneous node-based SIRS model, an optimal control problem capturing the optimal dynamical immunization is formulated. Second, the existence of an optimal dynamical immunization scheme is shown, and the corresponding optimality system is derived. Next, some numerical examples are given to show that an optimal immunization strategy can be worked out by numerically solving the optimality system, from which it is found that the network topology has a complex impact on the optimal immunization strategy. Finally, the difference between a payoff and the minimum payoff is estimated in terms of the deviation of the corresponding immunization strategy from the optimal immunization strategy. The proposed optimal immunization scheme is justified, because it can achieve a low level of infections at a low cost.

First-Order Frameworks for Managing Models in Engineering Optimization

NASA Technical Reports Server (NTRS)

Alexandrov, Natlia M.; Lewis, Robert Michael

2000-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

Energy Storage Sizing Taking Into Account Forecast Uncertainties and Receding Horizon Operation

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

Baker, Kyri; Hug, Gabriela; Li, Xin

Energy storage systems (ESS) have the potential to be very beneficial for applications such as reducing the ramping of generators, peak shaving, and balancing not only the variability introduced by renewable energy sources, but also the uncertainty introduced by errors in their forecasts. Optimal usage of storage may result in reduced generation costs and an increased use of renewable energy. However, optimally sizing these devices is a challenging problem. This paper aims to provide the tools to optimally size an ESS under the assumption that it will be operated under a model predictive control scheme and that the forecast ofmore » the renewable energy resources include prediction errors. A two-stage stochastic model predictive control is formulated and solved, where the optimal usage of the storage is simultaneously determined along with the optimal generation outputs and size of the storage. Wind forecast errors are taken into account in the optimization problem via probabilistic constraints for which an analytical form is derived. This allows for the stochastic optimization problem to be solved directly, without using sampling-based approaches, and sizing the storage to account not only for a wide range of potential scenarios, but also for a wide range of potential forecast errors. In the proposed formulation, we account for the fact that errors in the forecast affect how the device is operated later in the horizon and that a receding horizon scheme is used in operation to optimally use the available storage.« less

A roadmap for optimal control: the right way to commute.

PubMed

Ross, I Michael

2005-12-01

Optimal control theory is the foundation for many problems in astrodynamics. Typical examples are trajectory design and optimization, relative motion control of distributed space systems and attitude steering. Many such problems in astrodynamics are solved by an alternative route of mathematical analysis and deep physical insight, in part because of the perception that an optimal control framework generates hard problems. Although this is indeed true of the Bellman and Pontryagin frameworks, the covector mapping principle provides a neoclassical approach that renders hard problems easy. That is, although the origins of this philosophy can be traced back to Bernoulli and Euler, it is essentially modern as a result of the strong linkage between approximation theory, set-valued analysis and computing technology. Motivated by the broad success of this approach, mission planners are now conceiving and demanding higher performance from space systems. This has resulted in new set of theoretical and computational problems. Recently, under the leadership of NASA-GRC, several workshops were held to address some of these problems. This paper outlines the theoretical issues stemming from practical problems in astrodynamics. Emphasis is placed on how it pertains to advanced mission design problems.

Reliability-based optimization of maintenance scheduling of mechanical components under fatigue

PubMed Central

Beaurepaire, P.; Valdebenito, M.A.; Schuëller, G.I.; Jensen, H.A.

2012-01-01

This study presents the optimization of the maintenance scheduling of mechanical components under fatigue loading. The cracks of damaged structures may be detected during non-destructive inspection and subsequently repaired. Fatigue crack initiation and growth show inherent variability, and as well the outcome of inspection activities. The problem is addressed under the framework of reliability based optimization. The initiation and propagation of fatigue cracks are efficiently modeled using cohesive zone elements. The applicability of the method is demonstrated by a numerical example, which involves a plate with two holes subject to alternating stress. PMID:23564979

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

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

This paper considers power distribution systems featuring renewable energy sources (RESs), and develops a distributed optimization method to steer the RES output powers to solutions of AC optimal power flow (OPF) problems. The design of the proposed method leverages suitable linear approximations of the AC-power flow equations, and is based on the Alternating Direction Method of Multipliers (ADMM). Convergence of the RES-inverter output powers to solutions of the OPF problem is established under suitable conditions on the stepsize as well as mismatches between the commanded setpoints and actual RES output powers. In a broad sense, the methods and results proposedmore » here are also applicable to other distributed optimization problem setups with ADMM and inexact dual updates.« less

Optimizing decentralized production-distribution planning problem in a multi-period supply chain network under uncertainty

NASA Astrophysics Data System (ADS)

Nourifar, Raheleh; Mahdavi, Iraj; Mahdavi-Amiri, Nezam; Paydar, Mohammad Mahdi

2017-09-01

Decentralized supply chain management is found to be significantly relevant in today's competitive markets. Production and distribution planning is posed as an important optimization problem in supply chain networks. Here, we propose a multi-period decentralized supply chain network model with uncertainty. The imprecision related to uncertain parameters like demand and price of the final product is appropriated with stochastic and fuzzy numbers. We provide mathematical formulation of the problem as a bi-level mixed integer linear programming model. Due to problem's convolution, a structure to solve is developed that incorporates a novel heuristic algorithm based on Kth-best algorithm, fuzzy approach and chance constraint approach. Ultimately, a numerical example is constructed and worked through to demonstrate applicability of the optimization model. A sensitivity analysis is also made.

An efficient heuristic method for dynamic portfolio selection problem under transaction costs and uncertain conditions

NASA Astrophysics Data System (ADS)

Najafi, Amir Abbas; Pourahmadi, Zahra

2016-04-01

Selecting the optimal combination of assets in a portfolio is one of the most important decisions in investment management. As investment is a long term concept, looking into a portfolio optimization problem just in a single period may cause loss of some opportunities that could be exploited in a long term view. Hence, it is tried to extend the problem from single to multi-period model. We include trading costs and uncertain conditions to this model which made it more realistic and complex. Hence, we propose an efficient heuristic method to tackle this problem. The efficiency of the method is examined and compared with the results of the rolling single-period optimization and the buy and hold method which shows the superiority of the proposed method.

Very Large Scale Optimization

NASA Technical Reports Server (NTRS)

Vanderplaats, Garrett; Townsend, James C. (Technical Monitor)

2002-01-01

The purpose of this research under the NASA Small Business Innovative Research program was to develop algorithms and associated software to solve very large nonlinear, constrained optimization tasks. Key issues included efficiency, reliability, memory, and gradient calculation requirements. This report describes the general optimization problem, ten candidate methods, and detailed evaluations of four candidates. The algorithm chosen for final development is a modern recreation of a 1960s external penalty function method that uses very limited computer memory and computational time. Although of lower efficiency, the new method can solve problems orders of magnitude larger than current methods. The resulting BIGDOT software has been demonstrated on problems with 50,000 variables and about 50,000 active constraints. For unconstrained optimization, it has solved a problem in excess of 135,000 variables. The method includes a technique for solving discrete variable problems that finds a "good" design, although a theoretical optimum cannot be guaranteed. It is very scalable in that the number of function and gradient evaluations does not change significantly with increased problem size. Test cases are provided to demonstrate the efficiency and reliability of the methods and software.

Heuristics for Multiobjective Optimization of Two-Sided Assembly Line Systems

PubMed Central

Jawahar, N.; Ponnambalam, S. G.; Sivakumar, K.; Thangadurai, V.

2014-01-01

Products such as cars, trucks, and heavy machinery are assembled by two-sided assembly line. Assembly line balancing has significant impacts on the performance and productivity of flow line manufacturing systems and is an active research area for several decades. This paper addresses the line balancing problem of a two-sided assembly line in which the tasks are to be assigned at L side or R side or any one side (addressed as E). Two objectives, minimum number of workstations and minimum unbalance time among workstations, have been considered for balancing the assembly line. There are two approaches to solve multiobjective optimization problem: first approach combines all the objectives into a single composite function or moves all but one objective to the constraint set; second approach determines the Pareto optimal solution set. This paper proposes two heuristics to evolve optimal Pareto front for the TALBP under consideration: Enumerative Heuristic Algorithm (EHA) to handle problems of small and medium size and Simulated Annealing Algorithm (SAA) for large-sized problems. The proposed approaches are illustrated with example problems and their performances are compared with a set of test problems. PMID:24790568

Dynamic optimization case studies in DYNOPT tool

NASA Astrophysics Data System (ADS)

Ozana, Stepan; Pies, Martin; Docekal, Tomas

2016-06-01

Dynamic programming is typically applied to optimization problems. As the analytical solutions are generally very difficult, chosen software tools are used widely. These software packages are often third-party products bound for standard simulation software tools on the market. As typical examples of such tools, TOMLAB and DYNOPT could be effectively applied for solution of problems of dynamic programming. DYNOPT will be presented in this paper due to its licensing policy (free product under GPL) and simplicity of use. DYNOPT is a set of MATLAB functions for determination of optimal control trajectory by given description of the process, the cost to be minimized, subject to equality and inequality constraints, using orthogonal collocation on finite elements method. The actual optimal control problem is solved by complete parameterization both the control and the state profile vector. It is assumed, that the optimized dynamic model may be described by a set of ordinary differential equations (ODEs) or differential-algebraic equations (DAEs). This collection of functions extends the capability of the MATLAB Optimization Tool-box. The paper will introduce use of DYNOPT in the field of dynamic optimization problems by means of case studies regarding chosen laboratory physical educational models.

Intelligent and robust optimization frameworks for smart grids

NASA Astrophysics Data System (ADS)

Dhansri, Naren Reddy

A smart grid implies a cyberspace real-time distributed power control system to optimally deliver electricity based on varying consumer characteristics. Although smart grids solve many of the contemporary problems, they give rise to new control and optimization problems with the growing role of renewable energy sources such as wind or solar energy. Under highly dynamic nature of distributed power generation and the varying consumer demand and cost requirements, the total power output of the grid should be controlled such that the load demand is met by giving a higher priority to renewable energy sources. Hence, the power generated from renewable energy sources should be optimized while minimizing the generation from non renewable energy sources. This research develops a demand-based automatic generation control and optimization framework for real-time smart grid operations by integrating conventional and renewable energy sources under varying consumer demand and cost requirements. Focusing on the renewable energy sources, the intelligent and robust control frameworks optimize the power generation by tracking the consumer demand in a closed-loop control framework, yielding superior economic and ecological benefits and circumvent nonlinear model complexities and handles uncertainties for superior real-time operations. The proposed intelligent system framework optimizes the smart grid power generation for maximum economical and ecological benefits under an uncertain renewable wind energy source. The numerical results demonstrate that the proposed framework is a viable approach to integrate various energy sources for real-time smart grid implementations. The robust optimization framework results demonstrate the effectiveness of the robust controllers under bounded power plant model uncertainties and exogenous wind input excitation while maximizing economical and ecological performance objectives. Therefore, the proposed framework offers a new worst-case deterministic optimization algorithm for smart grid automatic generation control.

Lq -Lp optimization for multigrid fluorescence tomography of small animals using simplified spherical harmonics

NASA Astrophysics Data System (ADS)

Edjlali, Ehsan; Bérubé-Lauzière, Yves

2018-01-01

We present the first Lq -Lp optimization scheme for fluorescence tomographic imaging. This is then applied to small animal imaging. Fluorescence tomography is an ill-posed, and in full generality, a nonlinear problem that seeks to image the 3D concentration distribution of a fluorescent agent inside a biological tissue. Standard candidates for regularization to deal with the ill-posedness of the image reconstruction problem include L1 and L2 regularization. In this work, a general Lq -Lp regularization framework (Lq discrepancy function - Lp regularization term) is introduced for fluorescence tomographic imaging. A method to calculate the gradient for this general framework is developed which allows evaluating the performance of different cost functions/regularization schemes in solving the fluorescence tomographic problem. The simplified spherical harmonics approximation is used to accurately model light propagation inside the tissue. Furthermore, a multigrid mesh is utilized to decrease the dimension of the inverse problem and reduce the computational cost of the solution. The inverse problem is solved iteratively using an lm-BFGS quasi-Newton optimization method. The simulations are performed under different scenarios of noisy measurements. These are carried out on the Digimouse numerical mouse model with the kidney being the target organ. The evaluation of the reconstructed images is performed both qualitatively and quantitatively using several metrics including QR, RMSE, CNR, and TVE under rigorous conditions. The best reconstruction results under different scenarios are obtained with an L1.5 -L1 scheme with premature termination of the optimization process. This is in contrast to approaches commonly found in the literature relying on L2 -L2 schemes.

LETTER TO THE EDITOR: Constant-time solution to the global optimization problem using Brüschweiler's ensemble search algorithm

NASA Astrophysics Data System (ADS)

Protopopescu, V.; D'Helon, C.; Barhen, J.

2003-06-01

A constant-time solution of the continuous global optimization problem (GOP) is obtained by using an ensemble algorithm. We show that under certain assumptions, the solution can be guaranteed by mapping the GOP onto a discrete unsorted search problem, whereupon Brüschweiler's ensemble search algorithm is applied. For adequate sensitivities of the measurement technique, the query complexity of the ensemble search algorithm depends linearly on the size of the function's domain. Advantages and limitations of an eventual NMR implementation are discussed.

Optimizing Integrated Terminal Airspace Operations Under Uncertainty

NASA Technical Reports Server (NTRS)

Bosson, Christabelle; Xue, Min; Zelinski, Shannon

2014-01-01

In the terminal airspace, integrated departures and arrivals have the potential to increase operations efficiency. Recent research has developed geneticalgorithm- based schedulers for integrated arrival and departure operations under uncertainty. This paper presents an alternate method using a machine jobshop scheduling formulation to model the integrated airspace operations. A multistage stochastic programming approach is chosen to formulate the problem and candidate solutions are obtained by solving sample average approximation problems with finite sample size. Because approximate solutions are computed, the proposed algorithm incorporates the computation of statistical bounds to estimate the optimality of the candidate solutions. A proof-ofconcept study is conducted on a baseline implementation of a simple problem considering a fleet mix of 14 aircraft evolving in a model of the Los Angeles terminal airspace. A more thorough statistical analysis is also performed to evaluate the impact of the number of scenarios considered in the sampled problem. To handle extensive sampling computations, a multithreading technique is introduced.

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

NASA Astrophysics Data System (ADS)

Tian, Wenli; Cao, Chengxuan

2017-03-01

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

Handling Uncertain Gross Margin and Water Demand in Agricultural Water Resources Management using Robust Optimization

NASA Astrophysics Data System (ADS)

Chaerani, D.; Lesmana, E.; Tressiana, N.

2018-03-01

In this paper, an application of Robust Optimization in agricultural water resource management problem under gross margin and water demand uncertainty is presented. Water resource management is a series of activities that includes planning, developing, distributing and managing the use of water resource optimally. Water resource management for agriculture can be one of the efforts to optimize the benefits of agricultural output. The objective function of agricultural water resource management problem is to maximizing total benefits by water allocation to agricultural areas covered by the irrigation network in planning horizon. Due to gross margin and water demand uncertainty, we assume that the uncertain data lies within ellipsoidal uncertainty set. We employ robust counterpart methodology to get the robust optimal solution.

Fuel optimization for low-thrust Earth-Moon transfer via indirect optimal control

NASA Astrophysics Data System (ADS)

Pérez-Palau, Daniel; Epenoy, Richard

2018-02-01

The problem of designing low-energy transfers between the Earth and the Moon has attracted recently a major interest from the scientific community. In this paper, an indirect optimal control approach is used to determine minimum-fuel low-thrust transfers between a low Earth orbit and a Lunar orbit in the Sun-Earth-Moon Bicircular Restricted Four-Body Problem. First, the optimal control problem is formulated and its necessary optimality conditions are derived from Pontryagin's Maximum Principle. Then, two different solution methods are proposed to overcome the numerical difficulties arising from the huge sensitivity of the problem's state and costate equations. The first one consists in the use of continuation techniques. The second one is based on a massive exploration of the set of unknown variables appearing in the optimality conditions. The dimension of the search space is reduced by considering adapted variables leading to a reduction of the computational time. The trajectories found are classified in several families according to their shape, transfer duration and fuel expenditure. Finally, an analysis based on the dynamical structure provided by the invariant manifolds of the two underlying Circular Restricted Three-Body Problems, Earth-Moon and Sun-Earth is presented leading to a physical interpretation of the different families of trajectories.

A comparative study on stress and compliance based structural topology optimization

NASA Astrophysics Data System (ADS)

Hailu Shimels, G.; Dereje Engida, W.; Fakhruldin Mohd, H.

2017-10-01

Most of structural topology optimization problems have been formulated and solved to either minimize compliance or weight of a structure under volume or stress constraints, respectively. Even if, a lot of researches are conducted on these two formulation techniques separately, there is no clear comparative study between the two approaches. This paper intends to compare these formulation techniques, so that an end user or designer can choose the best one based on the problems they have. Benchmark problems under the same boundary and loading conditions are defined, solved and results are compared based on these formulations. Simulation results shows that the two formulation techniques are dependent on the type of loading and boundary conditions defined. Maximum stress induced in the design domain is higher when the design domains are formulated using compliance based formulations. Optimal layouts from compliance minimization formulation has complex layout than stress based ones which may lead the manufacturing of the optimal layouts to be challenging. Optimal layouts from compliance based formulations are dependent on the material to be distributed. On the other hand, optimal layouts from stress based formulation are dependent on the type of material used to define the design domain. High computational time for stress based topology optimization is still a challenge because of the definition of stress constraints at element level. Results also shows that adjustment of convergence criterions can be an alternative solution to minimize the maximum stress developed in optimal layouts. Therefore, a designer or end user should choose a method of formulation based on the design domain defined and boundary conditions considered.

A dynamic programming-based particle swarm optimization algorithm for an inventory management problem under uncertainty

NASA Astrophysics Data System (ADS)

Xu, Jiuping; Zeng, Ziqiang; Han, Bernard; Lei, Xiao

2013-07-01

This article presents a dynamic programming-based particle swarm optimization (DP-based PSO) algorithm for solving an inventory management problem for large-scale construction projects under a fuzzy random environment. By taking into account the purchasing behaviour and strategy under rules of international bidding, a multi-objective fuzzy random dynamic programming model is constructed. To deal with the uncertainties, a hybrid crisp approach is used to transform fuzzy random parameters into fuzzy variables that are subsequently defuzzified by using an expected value operator with optimistic-pessimistic index. The iterative nature of the authors' model motivates them to develop a DP-based PSO algorithm. More specifically, their approach treats the state variables as hidden parameters. This in turn eliminates many redundant feasibility checks during initialization and particle updates at each iteration. Results and sensitivity analysis are presented to highlight the performance of the authors' optimization method, which is very effective as compared to the standard PSO algorithm.

Topology synthesis and size optimization of morphing wing structures

NASA Astrophysics Data System (ADS)

Inoyama, Daisaku

This research demonstrates a novel topology and size optimization methodology for synthesis of distributed actuation systems with specific applications to morphing air vehicle structures. The main emphasis is placed on the topology and size optimization problem formulations and the development of computational modeling concepts. The analysis model is developed to meet several important criteria: It must allow a rigid-body displacement, as well as a variation in planform area, with minimum strain on structural members while retaining acceptable numerical stability for finite element analysis. Topology optimization is performed on a semi-ground structure with design variables that control the system configuration. In effect, the optimization process assigns morphing members as "soft" elements, non-morphing load-bearing members as "stiff' elements, and non-existent members as "voids." The optimization process also determines the optimum actuator placement, where each actuator is represented computationally by equal and opposite nodal forces with soft axial stiffness. In addition, the configuration of attachments that connect the morphing structure to a non-morphing structure is determined simultaneously. Several different optimization problem formulations are investigated to understand their potential benefits in solution quality, as well as meaningfulness of the formulations. Extensions and enhancements to the initial concept and problem formulations are made to accommodate multiple-configuration definitions. In addition, the principal issues on the external-load dependency and the reversibility of a design, as well as the appropriate selection of a reference configuration, are addressed in the research. The methodology to control actuator distributions and concentrations is also discussed. Finally, the strategy to transfer the topology solution to the sizing optimization is developed and cross-sectional areas of existent structural members are optimized under applied aerodynamic loads. That is, the optimization process is implemented in sequential order: The actuation system layout is first determined through multi-disciplinary topology optimization process, and then the thickness or cross-sectional area of each existent member is optimized under given constraints and boundary conditions. Sample problems are solved to demonstrate the potential capabilities of the presented methodology. The research demonstrates an innovative structural design procedure from a computational perspective and opens new insights into the potential design requirements and characteristics of morphing structures.

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.

Optimal pricing and replenishment policies for instantaneous deteriorating items with backlogging and trade credit under inflation

NASA Astrophysics Data System (ADS)

Sundara Rajan, R.; Uthayakumar, R.

2017-12-01

In this paper we develop an economic order quantity model to investigate the optimal replenishment policies for instantaneous deteriorating items under inflation and trade credit. Demand rate is a linear function of selling price and decreases negative exponentially with time over a finite planning horizon. Shortages are allowed and partially backlogged. Under these conditions, we model the retailer's inventory system as a profit maximization problem to determine the optimal selling price, optimal order quantity and optimal replenishment time. An easy-to-use algorithm is developed to determine the optimal replenishment policies for the retailer. We also provide optimal present value of profit when shortages are completely backlogged as a special case. Numerical examples are presented to illustrate the algorithm provided to obtain optimal profit. And we also obtain managerial implications from numerical examples to substantiate our model. The results show that there is an improvement in total profit from complete backlogging rather than the items being partially backlogged.

Compromise solution in the problem of change state control for the material body exposed to the external medium

NASA Astrophysics Data System (ADS)

Malafeyev, O. A.; Redinskikh, N. D.

2018-05-01

The problem of finding optimal temperature control of the material body state under the unknown in advance parameters of the external medium is formalized and studied in this paper. The problems of this type arise frequently in the real life. An optimal thermal regime is necessary to apply at the soil thawing or freezing, drying the building materials, heating the concrete to obtain the required strength, and so on. Problems of such type one can analyze making use the apparatus and methods of game theory. For describing the influence of external medium on the characteristics of different materials we make use the many-step two person zero-sum game in this paper. The compromise solution is taken as the optimality principle. The numerical example is given.

Analytical approaches to optimizing system "Semiconductor converter-electric drive complex"

NASA Astrophysics Data System (ADS)

Kormilicin, N. V.; Zhuravlev, A. M.; Khayatov, E. S.

2018-03-01

In the electric drives of the machine-building industry, the problem of optimizing the drive in terms of mass-size indicators is acute. The article offers analytical methods that ensure the minimization of the mass of a multiphase semiconductor converter. In multiphase electric drives, the form of the phase current at which the best possible use of the "semiconductor converter-electric drive complex" for active materials is different from the sinusoidal form. It is shown that under certain restrictions on the phase current form, it is possible to obtain an analytical solution. In particular, if one assumes the shape of the phase current to be rectangular, the optimal shape of the control actions will depend on the width of the interpolar gap. In the general case, the proposed algorithm can be used to solve the problem under consideration by numerical methods.

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.

Principal Eigenvalue Minimization for an Elliptic Problem with Indefinite Weight and Robin Boundary Conditions

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

Hintermueller, M., E-mail: hint@math.hu-berlin.de; Kao, C.-Y., E-mail: Ckao@claremontmckenna.edu; Laurain, A., E-mail: laurain@math.hu-berlin.de

2012-02-15

This paper focuses on the study of a linear eigenvalue problem with indefinite weight and Robin type boundary conditions. We investigate the minimization of the positive principal eigenvalue under the constraint that the absolute value of the weight is bounded and the total weight is a fixed negative constant. Biologically, this minimization problem is motivated by the question of determining the optimal spatial arrangement of favorable and unfavorable regions for a species to survive. For rectangular domains with Neumann boundary condition, it is known that there exists a threshold value such that if the total weight is below this thresholdmore » value then the optimal favorable region is like a section of a disk at one of the four corners; otherwise, the optimal favorable region is a strip attached to the shorter side of the rectangle. Here, we investigate the same problem with mixed Robin-Neumann type boundary conditions and study how this boundary condition affects the optimal spatial arrangement.« less

A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems

DOE PAGES

Kouri, Drew Philip

2017-12-19

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

A heuristic approach to optimization of structural topology including self-weight

NASA Astrophysics Data System (ADS)

Tajs-Zielińska, Katarzyna; Bochenek, Bogdan

2018-01-01

Topology optimization of structures under a design-dependent self-weight load is investigated in this paper. The problem deserves attention because of its significant importance in the engineering practice, especially nowadays as topology optimization is more often applied when designing large engineering structures, for example, bridges or carrying systems of tall buildings. It is worth noting that well-known approaches of topology optimization which have been successfully applied to structures under fixed loads cannot be directly adapted to the case of design-dependent loads, so that topology generation can be a challenge also for numerical algorithms. The paper presents the application of a simple but efficient non-gradient method to topology optimization of elastic structures under self-weight loading. The algorithm is based on the Cellular Automata concept, the application of which can produce effective solutions with low computational cost.

Surrogate assisted multidisciplinary design optimization for an all-electric GEO satellite

NASA Astrophysics Data System (ADS)

Shi, Renhe; Liu, Li; Long, Teng; Liu, Jian; Yuan, Bin

2017-09-01

State-of-the-art all-electric geostationary earth orbit (GEO) satellites use electric thrusters to execute all propulsive duties, which significantly differ from the traditional all-chemical ones in orbit-raising, station-keeping, radiation damage protection, and power budget, etc. Design optimization task of an all-electric GEO satellite is therefore a complex multidisciplinary design optimization (MDO) problem involving unique design considerations. However, solving the all-electric GEO satellite MDO problem faces big challenges in disciplinary modeling techniques and efficient optimization strategy. To address these challenges, we presents a surrogate assisted MDO framework consisting of several modules, i.e., MDO problem definition, multidisciplinary modeling, multidisciplinary analysis (MDA), and surrogate assisted optimizer. Based on the proposed framework, the all-electric GEO satellite MDO problem is formulated to minimize the total mass of the satellite system under a number of practical constraints. Then considerable efforts are spent on multidisciplinary modeling involving geosynchronous transfer, GEO station-keeping, power, thermal control, attitude control, and structure disciplines. Since orbit dynamics models and finite element structural model are computationally expensive, an adaptive response surface surrogate based optimizer is incorporated in the proposed framework to solve the satellite MDO problem with moderate computational cost, where a response surface surrogate is gradually refined to represent the computationally expensive MDA process. After optimization, the total mass of the studied GEO satellite is decreased by 185.3 kg (i.e., 7.3% of the total mass). Finally, the optimal design is further discussed to demonstrate the effectiveness of our proposed framework to cope with the all-electric GEO satellite system design optimization problems. This proposed surrogate assisted MDO framework can also provide valuable references for other all-electric spacecraft system design.

Set-Based Discrete Particle Swarm Optimization Based on Decomposition for Permutation-Based Multiobjective Combinatorial Optimization Problems.

PubMed

Yu, Xue; Chen, Wei-Neng; Gu, Tianlong; Zhang, Huaxiang; Yuan, Huaqiang; Kwong, Sam; Zhang, Jun

2018-07-01

This paper studies a specific class of multiobjective combinatorial optimization problems (MOCOPs), namely the permutation-based MOCOPs. Many commonly seen MOCOPs, e.g., multiobjective traveling salesman problem (MOTSP), multiobjective project scheduling problem (MOPSP), belong to this problem class and they can be very different. However, as the permutation-based MOCOPs share the inherent similarity that the structure of their search space is usually in the shape of a permutation tree, this paper proposes a generic multiobjective set-based particle swarm optimization methodology based on decomposition, termed MS-PSO/D. In order to coordinate with the property of permutation-based MOCOPs, MS-PSO/D utilizes an element-based representation and a constructive approach. Through this, feasible solutions under constraints can be generated step by step following the permutation-tree-shaped structure. And problem-related heuristic information is introduced in the constructive approach for efficiency. In order to address the multiobjective optimization issues, the decomposition strategy is employed, in which the problem is converted into multiple single-objective subproblems according to a set of weight vectors. Besides, a flexible mechanism for diversity control is provided in MS-PSO/D. Extensive experiments have been conducted to study MS-PSO/D on two permutation-based MOCOPs, namely the MOTSP and the MOPSP. Experimental results validate that the proposed methodology is promising.

Stochastic reduced order models for inverse problems under uncertainty

PubMed Central

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

2014-01-01

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

Experimental analysis of chaotic neural network models for combinatorial optimization under a unifying framework.

PubMed

Kwok, T; Smith, K A

2000-09-01

The aim of this paper is to study both the theoretical and experimental properties of chaotic neural network (CNN) models for solving combinatorial optimization problems. Previously we have proposed a unifying framework which encompasses the three main model types, namely, Chen and Aihara's chaotic simulated annealing (CSA) with decaying self-coupling, Wang and Smith's CSA with decaying timestep, and the Hopfield network with chaotic noise. Each of these models can be represented as a special case under the framework for certain conditions. This paper combines the framework with experimental results to provide new insights into the effect of the chaotic neurodynamics of each model. By solving the N-queen problem of various sizes with computer simulations, the CNN models are compared in different parameter spaces, with optimization performance measured in terms of feasibility, efficiency, robustness and scalability. Furthermore, characteristic chaotic neurodynamics crucial to effective optimization are identified, together with a guide to choosing the corresponding model parameters.

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

PubMed

Zheng, Wenming; Lin, Zhouchen; Wang, Haixian

2014-04-01

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

A feasible DY conjugate gradient method for linear equality constraints

NASA Astrophysics Data System (ADS)

LI, Can

2017-09-01

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

The application of nonlinear programming and collocation to optimal aeroassisted orbital transfers

NASA Astrophysics Data System (ADS)

Shi, Y. Y.; Nelson, R. L.; Young, D. H.; Gill, P. E.; Murray, W.; Saunders, M. A.

1992-01-01

Sequential quadratic programming (SQP) and collocation of the differential equations of motion were applied to optimal aeroassisted orbital transfers. The Optimal Trajectory by Implicit Simulation (OTIS) computer program codes with updated nonlinear programming code (NZSOL) were used as a testbed for the SQP nonlinear programming (NLP) algorithms. The state-of-the-art sparse SQP method is considered to be effective for solving large problems with a sparse matrix. Sparse optimizers are characterized in terms of memory requirements and computational efficiency. For the OTIS problems, less than 10 percent of the Jacobian matrix elements are nonzero. The SQP method encompasses two phases: finding an initial feasible point by minimizing the sum of infeasibilities and minimizing the quadratic objective function within the feasible region. The orbital transfer problem under consideration involves the transfer from a high energy orbit to a low energy orbit.

A mesh gradient technique for numerical optimization

NASA Technical Reports Server (NTRS)

Willis, E. A., Jr.

1973-01-01

A class of successive-improvement optimization methods in which directions of descent are defined in the state space along each trial trajectory are considered. The given problem is first decomposed into two discrete levels by imposing mesh points. Level 1 consists of running optimal subarcs between each successive pair of mesh points. For normal systems, these optimal two-point boundary value problems can be solved by following a routine prescription if the mesh spacing is sufficiently close. A spacing criterion is given. Under appropriate conditions, the criterion value depends only on the coordinates of the mesh points, and its gradient with respect to those coordinates may be defined by interpreting the adjoint variables as partial derivatives of the criterion value function. In level 2, the gradient data is used to generate improvement steps or search directions in the state space which satisfy the boundary values and constraints of the given problem.

Optimal Resource Allocation for NOMA-TDMA Scheme with α-Fairness in Industrial Internet of Things.

PubMed

Sun, Yanjing; Guo, Yiyu; Li, Song; Wu, Dapeng; Wang, Bin

2018-05-15

In this paper, a joint non-orthogonal multiple access and time division multiple access (NOMA-TDMA) scheme is proposed in Industrial Internet of Things (IIoT), which allowed multiple sensors to transmit in the same time-frequency resource block using NOMA. The user scheduling, time slot allocation, and power control are jointly optimized in order to maximize the system α -fair utility under transmit power constraint and minimum rate constraint. The optimization problem is nonconvex because of the fractional objective function and the nonconvex constraints. To deal with the original problem, we firstly convert the objective function in the optimization problem into a difference of two convex functions (D.C.) form, and then propose a NOMA-TDMA-DC algorithm to exploit the global optimum. Numerical results show that the NOMA-TDMA scheme significantly outperforms the traditional orthogonal multiple access scheme in terms of both spectral efficiency and user fairness.

Error bounds of adaptive dynamic programming algorithms for solving undiscounted optimal control problems.

PubMed

Liu, Derong; Li, Hongliang; Wang, Ding

2015-06-01

In this paper, we establish error bounds of adaptive dynamic programming algorithms for solving undiscounted infinite-horizon optimal control problems of discrete-time deterministic nonlinear systems. We consider approximation errors in the update equations of both value function and control policy. We utilize a new assumption instead of the contraction assumption in discounted optimal control problems. We establish the error bounds for approximate value iteration based on a new error condition. Furthermore, we also establish the error bounds for approximate policy iteration and approximate optimistic policy iteration algorithms. It is shown that the iterative approximate value function can converge to a finite neighborhood of the optimal value function under some conditions. To implement the developed algorithms, critic and action neural networks are used to approximate the value function and control policy, respectively. Finally, a simulation example is given to demonstrate the effectiveness of the developed algorithms.

Secure Distributed Detection under Energy Constraint in IoT-Oriented Sensor Networks.

PubMed

Zhang, Guomei; Sun, Hao

2016-12-16

We study the secure distributed detection problems under energy constraint for IoT-oriented sensor networks. The conventional channel-aware encryption (CAE) is an efficient physical-layer secure distributed detection scheme in light of its energy efficiency, good scalability and robustness over diverse eavesdropping scenarios. However, in the CAE scheme, it remains an open problem of how to optimize the key thresholds for the estimated channel gain, which are used to determine the sensor's reporting action. Moreover, the CAE scheme does not jointly consider the accuracy of local detection results in determining whether to stay dormant for a sensor. To solve these problems, we first analyze the error probability and derive the optimal thresholds in the CAE scheme under a specified energy constraint. These results build a convenient mathematic framework for our further innovative design. Under this framework, we propose a hybrid secure distributed detection scheme. Our proposal can satisfy the energy constraint by keeping some sensors inactive according to the local detection confidence level, which is characterized by likelihood ratio. In the meanwhile, the security is guaranteed through randomly flipping the local decisions forwarded to the fusion center based on the channel amplitude. We further optimize the key parameters of our hybrid scheme, including two local decision thresholds and one channel comparison threshold. Performance evaluation results demonstrate that our hybrid scheme outperforms the CAE under stringent energy constraints, especially in the high signal-to-noise ratio scenario, while the security is still assured.

Secure Distributed Detection under Energy Constraint in IoT-Oriented Sensor Networks

PubMed Central

Zhang, Guomei; Sun, Hao

2016-01-01

We study the secure distributed detection problems under energy constraint for IoT-oriented sensor networks. The conventional channel-aware encryption (CAE) is an efficient physical-layer secure distributed detection scheme in light of its energy efficiency, good scalability and robustness over diverse eavesdropping scenarios. However, in the CAE scheme, it remains an open problem of how to optimize the key thresholds for the estimated channel gain, which are used to determine the sensor’s reporting action. Moreover, the CAE scheme does not jointly consider the accuracy of local detection results in determining whether to stay dormant for a sensor. To solve these problems, we first analyze the error probability and derive the optimal thresholds in the CAE scheme under a specified energy constraint. These results build a convenient mathematic framework for our further innovative design. Under this framework, we propose a hybrid secure distributed detection scheme. Our proposal can satisfy the energy constraint by keeping some sensors inactive according to the local detection confidence level, which is characterized by likelihood ratio. In the meanwhile, the security is guaranteed through randomly flipping the local decisions forwarded to the fusion center based on the channel amplitude. We further optimize the key parameters of our hybrid scheme, including two local decision thresholds and one channel comparison threshold. Performance evaluation results demonstrate that our hybrid scheme outperforms the CAE under stringent energy constraints, especially in the high signal-to-noise ratio scenario, while the security is still assured. PMID:27999282

Tabu Search enhances network robustness under targeted attacks

NASA Astrophysics Data System (ADS)

Sun, Shi-wen; Ma, Yi-lin; Li, Rui-qi; Wang, Li; Xia, Cheng-yi

2016-03-01

We focus on the optimization of network robustness with respect to intentional attacks on high-degree nodes. Given an existing network, this problem can be considered as a typical single-objective combinatorial optimization problem. Based on the heuristic Tabu Search optimization algorithm, a link-rewiring method is applied to reconstruct the network while keeping the degree of every node unchanged. Through numerical simulations, BA scale-free network and two real-world networks are investigated to verify the effectiveness of the proposed optimization method. Meanwhile, we analyze how the optimization affects other topological properties of the networks, including natural connectivity, clustering coefficient and degree-degree correlation. The current results can help to improve the robustness of existing complex real-world systems, as well as to provide some insights into the design of robust networks.

Capacitated vehicle-routing problem model for scheduled solid waste collection and route optimization using PSO algorithm.

PubMed

Hannan, M A; Akhtar, Mahmuda; Begum, R A; Basri, H; Hussain, A; Scavino, Edgar

2018-01-01

Waste collection widely depends on the route optimization problem that involves a large amount of expenditure in terms of capital, labor, and variable operational costs. Thus, the more waste collection route is optimized, the more reduction in different costs and environmental effect will be. This study proposes a modified particle swarm optimization (PSO) algorithm in a capacitated vehicle-routing problem (CVRP) model to determine the best waste collection and route optimization solutions. In this study, threshold waste level (TWL) and scheduling concepts are applied in the PSO-based CVRP model under different datasets. The obtained results from different datasets show that the proposed algorithmic CVRP model provides the best waste collection and route optimization in terms of travel distance, total waste, waste collection efficiency, and tightness at 70-75% of TWL. The obtained results for 1 week scheduling show that 70% of TWL performs better than all node consideration in terms of collected waste, distance, tightness, efficiency, fuel consumption, and cost. The proposed optimized model can serve as a valuable tool for waste collection and route optimization toward reducing socioeconomic and environmental impacts. Copyright © 2017 Elsevier Ltd. All rights reserved.

Solving multi-objective optimization problems in conservation with the reference point method

PubMed Central

Dujardin, Yann; Chadès, Iadine

2018-01-01

Managing the biodiversity extinction crisis requires wise decision-making processes able to account for the limited resources available. In most decision problems in conservation biology, several conflicting objectives have to be taken into account. Most methods used in conservation either provide suboptimal solutions or use strong assumptions about the decision-maker’s preferences. Our paper reviews some of the existing approaches to solve multi-objective decision problems and presents new multi-objective linear programming formulations of two multi-objective optimization problems in conservation, allowing the use of a reference point approach. Reference point approaches solve multi-objective optimization problems by interactively representing the preferences of the decision-maker with a point in the criteria (objectives) space, called the reference point. We modelled and solved the following two problems in conservation: a dynamic multi-species management problem under uncertainty and a spatial allocation resource management problem. Results show that the reference point method outperforms classic methods while illustrating the use of an interactive methodology for solving combinatorial problems with multiple objectives. The method is general and can be adapted to a wide range of ecological combinatorial problems. PMID:29293650

Cost optimization of reinforced concrete cantilever retaining walls under seismic loading using a biogeography-based optimization algorithm with Levy flights

NASA Astrophysics Data System (ADS)

Aydogdu, Ibrahim

2017-03-01

In this article, a new version of a biogeography-based optimization algorithm with Levy flight distribution (LFBBO) is introduced and used for the optimum design of reinforced concrete cantilever retaining walls under seismic loading. The cost of the wall is taken as an objective function, which is minimized under the constraints implemented by the American Concrete Institute (ACI 318-05) design code and geometric limitations. The influence of peak ground acceleration (PGA) on optimal cost is also investigated. The solution of the problem is attained by the LFBBO algorithm, which is developed by adding Levy flight distribution to the mutation part of the biogeography-based optimization (BBO) algorithm. Five design examples, of which two are used in literature studies, are optimized in the study. The results are compared to test the performance of the LFBBO and BBO algorithms, to determine the influence of the seismic load and PGA on the optimal cost of the wall.

Optimal structural design of the midship of a VLCC based on the strategy integrating SVM and GA

NASA Astrophysics Data System (ADS)

Sun, Li; Wang, Deyu

2012-03-01

In this paper a hybrid process of modeling and optimization, which integrates a support vector machine (SVM) and genetic algorithm (GA), was introduced to reduce the high time cost in structural optimization of ships. SVM, which is rooted in statistical learning theory and an approximate implementation of the method of structural risk minimization, can provide a good generalization performance in metamodeling the input-output relationship of real problems and consequently cuts down on high time cost in the analysis of real problems, such as FEM analysis. The GA, as a powerful optimization technique, possesses remarkable advantages for the problems that can hardly be optimized with common gradient-based optimization methods, which makes it suitable for optimizing models built by SVM. Based on the SVM-GA strategy, optimization of structural scantlings in the midship of a very large crude carrier (VLCC) ship was carried out according to the direct strength assessment method in common structural rules (CSR), which eventually demonstrates the high efficiency of SVM-GA in optimizing the ship structural scantlings under heavy computational complexity. The time cost of this optimization with SVM-GA has been sharply reduced, many more loops have been processed within a small amount of time and the design has been improved remarkably.

Multiantenna Relay Beamforming Design for QoS Discrimination in Two-Way Relay Networks

PubMed Central

Xiong, Ke; Zhang, Yu; Li, Dandan; Zhong, Zhangdui

2013-01-01

This paper investigates the relay beamforming design for quality of service (QoS) discrimination in two-way relay networks. The purpose is to keep legitimate two-way relay users exchange their information via a helping multiantenna relay with QoS guarantee while avoiding the exchanged information overhearing by unauthorized receiver. To this end, we propose a physical layer method, where the relay beamforming is jointly designed with artificial noise (AN) which is used to interfere in the unauthorized user's reception. We formulate the joint beamforming and AN (BFA) design into an optimization problem such that the received signal-to-interference-ratio (SINR) at the two legitimate users is over a predefined QoS threshold while limiting the received SINR at the unauthorized user which is under a certain secure threshold. The objective of the optimization problem is to seek the optimal AN and beamforming vectors to minimize the total power consumed by the relay node. Since the optimization problem is nonconvex, we solve it by using semidefinite program (SDP) relaxation. For comparison, we also study the optimal relay beamforming without using AN (BFO) under the same QoS discrimination constraints. Simulation results show that both the proposed BFA and BFO can achieve the QoS discrimination of the two-way transmission. However, the proposed BFA yields significant power savings and lower infeasible rates compared with the BFO method. PMID:24391459

A new three-dimensional manufacturing service composition method under various structures using improved Flower Pollination Algorithm

NASA Astrophysics Data System (ADS)

Zhang, Wenyu; Yang, Yushu; Zhang, Shuai; Yu, Dejian; Chen, Yong

2018-05-01

With the growing complexity of customer requirements and the increasing scale of manufacturing services, how to select and combine the single services to meet the complex demand of the customer has become a growing concern. This paper presents a new manufacturing service composition method to solve the multi-objective optimization problem based on quality of service (QoS). The proposed model not only presents different methods for calculating the transportation time and transportation cost under various structures but also solves the three-dimensional composition optimization problem, including service aggregation, service selection, and service scheduling simultaneously. Further, an improved Flower Pollination Algorithm (IFPA) is proposed to solve the three-dimensional composition optimization problem using a matrix-based representation scheme. The mutation operator and crossover operator of the Differential Evolution (DE) algorithm are also used to extend the basic Flower Pollination Algorithm (FPA) to improve its performance. Compared to Genetic Algorithm, DE, and basic FPA, the experimental results confirm that the proposed method demonstrates superior performance than other meta heuristic algorithms and can obtain better manufacturing service composition solutions.

Collective neurodynamic optimization for economic emission dispatch problem considering valve point effect in microgrid.

PubMed

Wang, Tiancai; He, Xing; Huang, Tingwen; Li, Chuandong; Zhang, Wei

2017-09-01

The economic emission dispatch (EED) problem aims to control generation cost and reduce the impact of waste gas on the environment. It has multiple constraints and nonconvex objectives. To solve it, the collective neurodynamic optimization (CNO) method, which combines heuristic approach and projection neural network (PNN), is attempted to optimize scheduling of an electrical microgrid with ten thermal generators and minimize the plus of generation and emission cost. As the objective function has non-derivative points considering valve point effect (VPE), differential inclusion approach is employed in the PNN model introduced to deal with them. Under certain conditions, the local optimality and convergence of the dynamic model for the optimization problem is analyzed. The capability of the algorithm is verified in a complicated situation, where transmission loss and prohibited operating zones are considered. In addition, the dynamic variation of load power at demand side is considered and the optimal scheduling of generators within 24 h is described. Copyright © 2017 Elsevier Ltd. All rights reserved.

Stacking-sequence optimization for buckling of laminated plates by integer programming

NASA Technical Reports Server (NTRS)

Haftka, Raphael T.; Walsh, Joanne L.

1991-01-01

Integer-programming formulations for the design of symmetric and balanced laminated plates under biaxial compression are presented. Both maximization of buckling load for a given total thickness and the minimization of total thickness subject to a buckling constraint are formulated. The design variables that define the stacking sequence of the laminate are zero-one integers. It is shown that the formulation results in a linear optimization problem that can be solved on readily available software. This is in contrast to the continuous case, where the design variables are the thicknesses of layers with specified ply orientations, and the optimization problem is nonlinear. Constraints on the stacking sequence such as a limit on the number of contiguous plies of the same orientation and limits on in-plane stiffnesses are easily accommodated. Examples are presented for graphite-epoxy plates under uniaxial and biaxial compression using a commercial software package based on the branch-and-bound algorithm.

Dynamic optimization of distributed biological systems using robust and efficient numerical techniques.

PubMed

Vilas, Carlos; Balsa-Canto, Eva; García, Maria-Sonia G; Banga, Julio R; Alonso, Antonio A

2012-07-02

Systems biology allows the analysis of biological systems behavior under different conditions through in silico experimentation. The possibility of perturbing biological systems in different manners calls for the design of perturbations to achieve particular goals. Examples would include, the design of a chemical stimulation to maximize the amplitude of a given cellular signal or to achieve a desired pattern in pattern formation systems, etc. Such design problems can be mathematically formulated as dynamic optimization problems which are particularly challenging when the system is described by partial differential equations.This work addresses the numerical solution of such dynamic optimization problems for spatially distributed biological systems. The usual nonlinear and large scale nature of the mathematical models related to this class of systems and the presence of constraints on the optimization problems, impose a number of difficulties, such as the presence of suboptimal solutions, which call for robust and efficient numerical techniques. Here, the use of a control vector parameterization approach combined with efficient and robust hybrid global optimization methods and a reduced order model methodology is proposed. The capabilities of this strategy are illustrated considering the solution of a two challenging problems: bacterial chemotaxis and the FitzHugh-Nagumo model. In the process of chemotaxis the objective was to efficiently compute the time-varying optimal concentration of chemotractant in one of the spatial boundaries in order to achieve predefined cell distribution profiles. Results are in agreement with those previously published in the literature. The FitzHugh-Nagumo problem is also efficiently solved and it illustrates very well how dynamic optimization may be used to force a system to evolve from an undesired to a desired pattern with a reduced number of actuators. The presented methodology can be used for the efficient dynamic optimization of generic distributed biological systems.

Genetic Evolution of Shape-Altering Programs for Supersonic Aerodynamics

NASA Technical Reports Server (NTRS)

Kennelly, Robert A., Jr.; Bencze, Daniel P. (Technical Monitor)

2002-01-01

Two constrained shape optimization problems relevant to aerodynamics are solved by genetic programming, in which a population of computer programs evolves automatically under pressure of fitness-driven reproduction and genetic crossover. Known optimal solutions are recovered using a small, naive set of elementary operations. Effectiveness is improved through use of automatically defined functions, especially when one of them is capable of a variable number of iterations, even though the test problems lack obvious exploitable regularities. An attempt at evolving new elementary operations was only partially successful.

Control of vibrations of a moving beam

NASA Astrophysics Data System (ADS)

Banichuk, N. V.; Ivanova, S. Yu; Makeev, E. V.; Sinitsyn, A. V.

2018-04-01

The translational motion of a thermoelastic beam under transverse vibrations caused by initial perturbations is considered. It is assumed that a beam moving at a constant translational speed is described by a model of a thermoelastic panel supported at the edges of the considered span. The problem of optimal suppression of vibrations is formulated when applying active transverse influences to the panel. To solve the optimization problem, modern methods developed in the theory of control of systems with distributed parameters described by partial differential equations are used.

Decision-theoretic saliency: computational principles, biological plausibility, and implications for neurophysiology and psychophysics.

PubMed

Gao, Dashan; Vasconcelos, Nuno

2009-01-01

A decision-theoretic formulation of visual saliency, first proposed for top-down processing (object recognition) (Gao & Vasconcelos, 2005a), is extended to the problem of bottom-up saliency. Under this formulation, optimality is defined in the minimum probability of error sense, under a constraint of computational parsimony. The saliency of the visual features at a given location of the visual field is defined as the power of those features to discriminate between the stimulus at the location and a null hypothesis. For bottom-up saliency, this is the set of visual features that surround the location under consideration. Discrimination is defined in an information-theoretic sense and the optimal saliency detector derived for a class of stimuli that complies with known statistical properties of natural images. It is shown that under the assumption that saliency is driven by linear filtering, the optimal detector consists of what is usually referred to as the standard architecture of V1: a cascade of linear filtering, divisive normalization, rectification, and spatial pooling. The optimal detector is also shown to replicate the fundamental properties of the psychophysics of saliency: stimulus pop-out, saliency asymmetries for stimulus presence versus absence, disregard of feature conjunctions, and Weber's law. Finally, it is shown that the optimal saliency architecture can be applied to the solution of generic inference problems. In particular, for the class of stimuli studied, it performs the three fundamental operations of statistical inference: assessment of probabilities, implementation of Bayes decision rule, and feature selection.

Helping the decision maker effectively promote various experts' views into various optimal solutions to China's institutional problem of health care provider selection through the organization of a pilot health care provider research system.

PubMed

Tang, Liyang

2013-04-04

The main aim of China's Health Care System Reform was to help the decision maker find the optimal solution to China's institutional problem of health care provider selection. A pilot health care provider research system was recently organized in China's health care system, and it could efficiently collect the data for determining the optimal solution to China's institutional problem of health care provider selection from various experts, then the purpose of this study was to apply the optimal implementation methodology to help the decision maker effectively promote various experts' views into various optimal solutions to this problem under the support of this pilot system. After the general framework of China's institutional problem of health care provider selection was established, this study collaborated with the National Bureau of Statistics of China to commission a large-scale 2009 to 2010 national expert survey (n = 3,914) through the organization of a pilot health care provider research system for the first time in China, and the analytic network process (ANP) implementation methodology was adopted to analyze the dataset from this survey. The market-oriented health care provider approach was the optimal solution to China's institutional problem of health care provider selection from the doctors' point of view; the traditional government's regulation-oriented health care provider approach was the optimal solution to China's institutional problem of health care provider selection from the pharmacists' point of view, the hospital administrators' point of view, and the point of view of health officials in health administration departments; the public private partnership (PPP) approach was the optimal solution to China's institutional problem of health care provider selection from the nurses' point of view, the point of view of officials in medical insurance agencies, and the health care researchers' point of view. The data collected through a pilot health care provider research system in the 2009 to 2010 national expert survey could help the decision maker effectively promote various experts' views into various optimal solutions to China's institutional problem of health care provider selection.

A multi-product green supply chain under government supervision with price and demand uncertainty

NASA Astrophysics Data System (ADS)

Hafezalkotob, Ashkan; Zamani, Soma

2018-05-01

In this paper, a bi-level game-theoretic model is proposed to investigate the effects of governmental financial intervention on green supply chain. This problem is formulated as a bi-level program for a green supply chain that produces various products with different environmental pollution levels. The problem is also regard uncertainties in market demand and sale price of raw materials and products. The model is further transformed into a single-level nonlinear programming problem by replacing the lower-level optimization problem with its Karush-Kuhn-Tucker optimality conditions. Genetic algorithm is applied as a solution methodology to solve nonlinear programming model. Finally, to investigate the validity of the proposed method, the computational results obtained through genetic algorithm are compared with global optimal solution attained by enumerative method. Analytical results indicate that the proposed GA offers better solutions in large size problems. Also, we conclude that financial intervention by government consists of green taxation and subsidization is an effective method to stabilize green supply chain members' performance.

Fatigue and alertness in the United States railroad industry part I: the nature of the problem

DOT National Transportation Integrated Search

2000-03-31

The railroad industry must actively manage employee fatigue and alertness problems to maintain an optimal level of operational safety and productivity. Given the necessity to operate nights and irregular hours, weekends and holidays under a wide rang...

Design optimization of transmitting antennas for weakly coupled magnetic induction communication systems

PubMed Central

2017-01-01

This work focuses on the design of transmitting coils in weakly coupled magnetic induction communication systems. We propose several optimization methods that reduce the active, reactive and apparent power consumption of the coil. These problems are formulated as minimization problems, in which the power consumed by the transmitting coil is minimized, under the constraint of providing a required magnetic field at the receiver location. We develop efficient numeric and analytic methods to solve the resulting problems, which are of high dimension, and in certain cases non-convex. For the objective of minimal reactive power an analytic solution for the optimal current distribution in flat disc transmitting coils is provided. This problem is extended to general three-dimensional coils, for which we develop an expression for the optimal current distribution. Considering the objective of minimal apparent power, a method is developed to reduce the computational complexity of the problem by transforming it to an equivalent problem of lower dimension, allowing a quick and accurate numeric solution. These results are verified experimentally by testing a number of coil geometries. The results obtained allow reduced power consumption and increased performances in magnetic induction communication systems. Specifically, for wideband systems, an optimal design of the transmitter coil reduces the peak instantaneous power provided by the transmitter circuitry, and thus reduces its size, complexity and cost. PMID:28192463

Fast-SNP: a fast matrix pre-processing algorithm for efficient loopless flux optimization of metabolic models

PubMed Central

Saa, Pedro A.; Nielsen, Lars K.

2016-01-01

Motivation: Computation of steady-state flux solutions in large metabolic models is routinely performed using flux balance analysis based on a simple LP (Linear Programming) formulation. A minimal requirement for thermodynamic feasibility of the flux solution is the absence of internal loops, which are enforced using ‘loopless constraints’. The resulting loopless flux problem is a substantially harder MILP (Mixed Integer Linear Programming) problem, which is computationally expensive for large metabolic models. Results: We developed a pre-processing algorithm that significantly reduces the size of the original loopless problem into an easier and equivalent MILP problem. The pre-processing step employs a fast matrix sparsification algorithm—Fast- sparse null-space pursuit (SNP)—inspired by recent results on SNP. By finding a reduced feasible ‘loop-law’ matrix subject to known directionalities, Fast-SNP considerably improves the computational efficiency in several metabolic models running different loopless optimization problems. Furthermore, analysis of the topology encoded in the reduced loop matrix enabled identification of key directional constraints for the potential permanent elimination of infeasible loops in the underlying model. Overall, Fast-SNP is an effective and simple algorithm for efficient formulation of loop-law constraints, making loopless flux optimization feasible and numerically tractable at large scale. Availability and Implementation: Source code for MATLAB including examples is freely available for download at http://www.aibn.uq.edu.au/cssb-resources under Software. Optimization uses Gurobi, CPLEX or GLPK (the latter is included with the algorithm). Contact: lars.nielsen@uq.edu.au Supplementary information: Supplementary data are available at Bioinformatics online. PMID:27559155

INDEXABILITY AND OPTIMAL INDEX POLICIES FOR A CLASS OF REINITIALISING RESTLESS BANDITS.

PubMed

Villar, Sofía S

2016-01-01

Motivated by a class of Partially Observable Markov Decision Processes with application in surveillance systems in which a set of imperfectly observed state processes is to be inferred from a subset of available observations through a Bayesian approach, we formulate and analyze a special family of multi-armed restless bandit problems. We consider the problem of finding an optimal policy for observing the processes that maximizes the total expected net rewards over an infinite time horizon subject to the resource availability. From the Lagrangian relaxation of the original problem, an index policy can be derived, as long as the existence of the Whittle index is ensured. We demonstrate that such a class of reinitializing bandits in which the projects' state deteriorates while active and resets to its initial state when passive until its completion possesses the structural property of indexability and we further show how to compute the index in closed form. In general, the Whittle index rule for restless bandit problems does not achieve optimality. However, we show that the proposed Whittle index rule is optimal for the problem under study in the case of stochastically heterogenous arms under the expected total criterion, and it is further recovered by a simple tractable rule referred to as the 1-limited Round Robin rule. Moreover, we illustrate the significant suboptimality of other widely used heuristic: the Myopic index rule, by computing in closed form its suboptimality gap. We present numerical studies which illustrate for the more general instances the performance advantages of the Whittle index rule over other simple heuristics.

INDEXABILITY AND OPTIMAL INDEX POLICIES FOR A CLASS OF REINITIALISING RESTLESS BANDITS

PubMed Central

Villar, Sofía S.

2016-01-01

Motivated by a class of Partially Observable Markov Decision Processes with application in surveillance systems in which a set of imperfectly observed state processes is to be inferred from a subset of available observations through a Bayesian approach, we formulate and analyze a special family of multi-armed restless bandit problems. We consider the problem of finding an optimal policy for observing the processes that maximizes the total expected net rewards over an infinite time horizon subject to the resource availability. From the Lagrangian relaxation of the original problem, an index policy can be derived, as long as the existence of the Whittle index is ensured. We demonstrate that such a class of reinitializing bandits in which the projects’ state deteriorates while active and resets to its initial state when passive until its completion possesses the structural property of indexability and we further show how to compute the index in closed form. In general, the Whittle index rule for restless bandit problems does not achieve optimality. However, we show that the proposed Whittle index rule is optimal for the problem under study in the case of stochastically heterogenous arms under the expected total criterion, and it is further recovered by a simple tractable rule referred to as the 1-limited Round Robin rule. Moreover, we illustrate the significant suboptimality of other widely used heuristic: the Myopic index rule, by computing in closed form its suboptimality gap. We present numerical studies which illustrate for the more general instances the performance advantages of the Whittle index rule over other simple heuristics. PMID:27212781

Capacity planning of link restorable optical networks under dynamic change of traffic

NASA Astrophysics Data System (ADS)

Ho, Kwok Shing; Cheung, Kwok Wai

2005-11-01

Future backbone networks shall require full-survivability and support dynamic changes of traffic demands. The Generalized Survivable Networks (GSN) was proposed to meet these challenges. GSN is fully-survivable under dynamic traffic demand changes, so it offers a practical and guaranteed characterization framework for ASTN / ASON survivable network planning and bandwidth-on-demand resource allocation 4. The basic idea of GSN is to incorporate the non-blocking network concept into the survivable network models. In GSN, each network node must specify its I/O capacity bound which is taken as constraints for any allowable traffic demand matrix. In this paper, we consider the following generic GSN network design problem: Given the I/O bounds of each network node, find a routing scheme (and the corresponding rerouting scheme under failure) and the link capacity assignment (both working and spare) which minimize the cost, such that any traffic matrix consistent with the given I/O bounds can be feasibly routed and it is single-fault tolerant under the link restoration scheme. We first show how the initial, infeasible formal mixed integer programming formulation can be transformed into a more feasible problem using the duality transformation of the linear program. Then we show how the problem can be simplified using the Lagrangian Relaxation approach. Previous work has outlined a two-phase approach for solving this problem where the first phase optimizes the working capacity assignment and the second phase optimizes the spare capacity assignment. In this paper, we present a jointly optimized framework for dimensioning the survivable optical network with the GSN model. Experiment results show that the jointly optimized GSN can bring about on average of 3.8% cost savings when compared with the separate, two-phase approach. Finally, we perform a cost comparison and show that GSN can be deployed with a reasonable cost.

Topology optimization of finite strain viscoplastic systems under transient loads [Dynamic topology optimization based on finite strain visco-plasticity

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

Ivarsson, Niklas; Wallin, Mathias; Tortorelli, Daniel

In this paper, a transient finite strain viscoplastic model is implemented in a gradient-based topology optimization framework to design impact mitigating structures. The model's kinematics relies on the multiplicative split of the deformation gradient, and the constitutive response is based on isotropic hardening viscoplasticity. To solve the mechanical balance laws, the implicit Newmark-beta method is used together with a total Lagrangian finite element formulation. The optimization problem is regularized using a partial differential equation filter and solved using the method of moving asymptotes. Sensitivities required to solve the optimization problem are derived using the adjoint method. To demonstrate the capabilitymore » of the algorithm, several protective systems are designed, in which the absorbed viscoplastic energy is maximized. Finally, the numerical examples demonstrate that transient finite strain viscoplastic effects can successfully be combined with topology optimization.« less

Topology optimization of finite strain viscoplastic systems under transient loads [Dynamic topology optimization based on finite strain visco-plasticity

DOE PAGES

Ivarsson, Niklas; Wallin, Mathias; Tortorelli, Daniel

2018-02-08

In this paper, a transient finite strain viscoplastic model is implemented in a gradient-based topology optimization framework to design impact mitigating structures. The model's kinematics relies on the multiplicative split of the deformation gradient, and the constitutive response is based on isotropic hardening viscoplasticity. To solve the mechanical balance laws, the implicit Newmark-beta method is used together with a total Lagrangian finite element formulation. The optimization problem is regularized using a partial differential equation filter and solved using the method of moving asymptotes. Sensitivities required to solve the optimization problem are derived using the adjoint method. To demonstrate the capabilitymore » of the algorithm, several protective systems are designed, in which the absorbed viscoplastic energy is maximized. Finally, the numerical examples demonstrate that transient finite strain viscoplastic effects can successfully be combined with topology optimization.« less

An approach to solve replacement problems under intuitionistic fuzzy nature

NASA Astrophysics Data System (ADS)

Balaganesan, M.; Ganesan, K.

2018-04-01

Due to impreciseness to solve the day to day problems the researchers use fuzzy sets in their discussions of the replacement problems. The aim of this paper is to solve the replacement theory problems with triangular intuitionistic fuzzy numbers. An effective methodology based on fuzziness index and location index is proposed to determine the optimal solution of the replacement problem. A numerical example is illustrated to validate the proposed method.

Unraveling Quantum Annealers using Classical Hardness

PubMed Central

Martin-Mayor, Victor; Hen, Itay

2015-01-01

Recent advances in quantum technology have led to the development and manufacturing of experimental programmable quantum annealing optimizers that contain hundreds of quantum bits. These optimizers, commonly referred to as ‘D-Wave’ chips, promise to solve practical optimization problems potentially faster than conventional ‘classical’ computers. Attempts to quantify the quantum nature of these chips have been met with both excitement and skepticism but have also brought up numerous fundamental questions pertaining to the distinguishability of experimental quantum annealers from their classical thermal counterparts. Inspired by recent results in spin-glass theory that recognize ‘temperature chaos’ as the underlying mechanism responsible for the computational intractability of hard optimization problems, we devise a general method to quantify the performance of quantum annealers on optimization problems suffering from varying degrees of temperature chaos: A superior performance of quantum annealers over classical algorithms on these may allude to the role that quantum effects play in providing speedup. We utilize our method to experimentally study the D-Wave Two chip on different temperature-chaotic problems and find, surprisingly, that its performance scales unfavorably as compared to several analogous classical algorithms. We detect, quantify and discuss several purely classical effects that possibly mask the quantum behavior of the chip. PMID:26483257

Regularizing portfolio optimization

NASA Astrophysics Data System (ADS)

Still, Susanne; Kondor, Imre

2010-07-01

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

Exact and Approximate Stability of Solutions to Traveling Salesman Problems.

PubMed

Niendorf, Moritz; Girard, Anouck R

2018-02-01

This paper presents the stability analysis of an optimal tour for the symmetric traveling salesman problem (TSP) by obtaining stability regions. The stability region of an optimal tour is the set of all cost changes for which that solution remains optimal and can be understood as the margin of optimality for a solution with respect to perturbations in the problem data. It is known that it is not possible to test in polynomial time whether an optimal tour remains optimal after the cost of an arbitrary set of edges changes. Therefore, this paper develops tractable methods to obtain under and over approximations of stability regions based on neighborhoods and relaxations. The application of the results to the two-neighborhood and the minimum 1 tree (M1T) relaxation are discussed in detail. For Euclidean TSPs, stability regions with respect to vertex location perturbations and the notion of safe radii and location criticalities are introduced. Benefits of this paper include insight into robustness properties of tours, minimum spanning trees, M1Ts, and fast methods to evaluate optimality after perturbations occur. Numerical examples are given to demonstrate the methods and achievable approximation quality.

Convexity of Ruin Probability and Optimal Dividend Strategies for a General Lévy Process

PubMed Central

Yuen, Kam Chuen; Shen, Ying

2015-01-01

We consider the optimal dividends problem for a company whose cash reserves follow a general Lévy process with certain positive jumps and arbitrary negative jumps. The objective is to find a policy which maximizes the expected discounted dividends until the time of ruin. Under appropriate conditions, we use some recent results in the theory of potential analysis of subordinators to obtain the convexity properties of probability of ruin. We present conditions under which the optimal dividend strategy, among all admissible ones, takes the form of a barrier strategy. PMID:26351655

Cognitive radio adaptation for power consumption minimization using biogeography-based optimization

NASA Astrophysics Data System (ADS)

Qi, Pei-Han; Zheng, Shi-Lian; Yang, Xiao-Niu; Zhao, Zhi-Jin

2016-12-01

Adaptation is one of the key capabilities of cognitive radio, which focuses on how to adjust the radio parameters to optimize the system performance based on the knowledge of the radio environment and its capability and characteristics. In this paper, we consider the cognitive radio adaptation problem for power consumption minimization. The problem is formulated as a constrained power consumption minimization problem, and the biogeography-based optimization (BBO) is introduced to solve this optimization problem. A novel habitat suitability index (HSI) evaluation mechanism is proposed, in which both the power consumption minimization objective and the quality of services (QoS) constraints are taken into account. The results show that under different QoS requirement settings corresponding to different types of services, the algorithm can minimize power consumption while still maintaining the QoS requirements. Comparison with particle swarm optimization (PSO) and cat swarm optimization (CSO) reveals that BBO works better, especially at the early stage of the search, which means that the BBO is a better choice for real-time applications. Project supported by the National Natural Science Foundation of China (Grant No. 61501356), the Fundamental Research Funds of the Ministry of Education, China (Grant No. JB160101), and the Postdoctoral Fund of Shaanxi Province, China.

CVXPY: A Python-Embedded Modeling Language for Convex Optimization.

PubMed

Diamond, Steven; Boyd, Stephen

2016-04-01

CVXPY is a domain-specific language for convex optimization embedded in Python. It allows the user to express convex optimization problems in a natural syntax that follows the math, rather than in the restrictive standard form required by solvers. CVXPY makes it easy to combine convex optimization with high-level features of Python such as parallelism and object-oriented design. CVXPY is available at http://www.cvxpy.org/ under the GPL license, along with documentation and examples.

An Optimization-Based Method for Feature Ranking in Nonlinear Regression Problems.

PubMed

Bravi, Luca; Piccialli, Veronica; Sciandrone, Marco

2017-04-01

In this paper, we consider the feature ranking problem, where, given a set of training instances, the task is to associate a score with the features in order to assess their relevance. Feature ranking is a very important tool for decision support systems, and may be used as an auxiliary step of feature selection to reduce the high dimensionality of real-world data. We focus on regression problems by assuming that the process underlying the generated data can be approximated by a continuous function (for instance, a feedforward neural network). We formally state the notion of relevance of a feature by introducing a minimum zero-norm inversion problem of a neural network, which is a nonsmooth, constrained optimization problem. We employ a concave approximation of the zero-norm function, and we define a smooth, global optimization problem to be solved in order to assess the relevance of the features. We present the new feature ranking method based on the solution of instances of the global optimization problem depending on the available training data. Computational experiments on both artificial and real data sets are performed, and point out that the proposed feature ranking method is a valid alternative to existing methods in terms of effectiveness. The obtained results also show that the method is costly in terms of CPU time, and this may be a limitation in the solution of large-dimensional problems.

Trajectory optimization for the National Aerospace Plane

NASA Technical Reports Server (NTRS)

Lu, Ping

1993-01-01

The objective of this second phase research is to investigate the optimal ascent trajectory for the National Aerospace Plane (NASP) from runway take-off to orbital insertion and address the unique problems associated with the hypersonic flight trajectory optimization. The trajectory optimization problem for an aerospace plane is a highly challenging problem because of the complexity involved. Previous work has been successful in obtaining sub-optimal trajectories by using energy-state approximation and time-scale decomposition techniques. But it is known that the energy-state approximation is not valid in certain portions of the trajectory. This research aims at employing full dynamics of the aerospace plane and emphasizing direct trajectory optimization methods. The major accomplishments of this research include the first-time development of an inverse dynamics approach in trajectory optimization which enables us to generate optimal trajectories for the aerospace plane efficiently and reliably, and general analytical solutions to constrained hypersonic trajectories that has wide application in trajectory optimization as well as in guidance and flight dynamics. Optimal trajectories in abort landing and ascent augmented with rocket propulsion and thrust vectoring control were also investigated. Motivated by this study, a new global trajectory optimization tool using continuous simulated annealing and a nonlinear predictive feedback guidance law have been under investigation and some promising results have been obtained, which may well lead to more significant development and application in the near future.

Computational study of engine external aerodynamics as a part of multidisciplinary optimization procedure

NASA Astrophysics Data System (ADS)

Savelyev, Andrey; Anisimov, Kirill; Kazhan, Egor; Kursakov, Innocentiy; Lysenkov, Alexandr

2016-10-01

The paper is devoted to the development of methodology to optimize external aerodynamics of the engine. Optimization procedure is based on numerical solution of the Reynolds-averaged Navier-Stokes equations. As a method of optimization the surrogate based method is used. As a test problem optimal shape design of turbofan nacelle is considered. The results of the first stage, which investigates classic airplane configuration with engine located under the wing, are presented. Described optimization procedure is considered in the context of multidisciplinary optimization of the 3rd generation, developed in the project AGILE.

Inversion of geophysical potential field data using the finite element method

NASA Astrophysics Data System (ADS)

Lamichhane, Bishnu P.; Gross, Lutz

2017-12-01

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

Topology optimization of finite strain viscoplastic systems under transient loads

DOE PAGES

Ivarsson, Niklas; Wallin, Mathias; Tortorelli, Daniel

2018-02-08

In this paper, a transient finite strain viscoplastic model is implemented in a gradient-based topology optimization framework to design impact mitigating structures. The model's kinematics relies on the multiplicative split of the deformation gradient, and the constitutive response is based on isotropic hardening viscoplasticity. To solve the mechanical balance laws, the implicit Newmark-beta method is used together with a total Lagrangian finite element formulation. The optimization problem is regularized using a partial differential equation filter and solved using the method of moving asymptotes. Sensitivities required to solve the optimization problem are derived using the adjoint method. To demonstrate the capabilitymore » of the algorithm, several protective systems are designed, in which the absorbed viscoplastic energy is maximized. Finally, the numerical examples demonstrate that transient finite strain viscoplastic effects can successfully be combined with topology optimization.« less

A comparison of two closely-related approaches to aerodynamic design optimization

NASA Technical Reports Server (NTRS)

Shubin, G. R.; Frank, P. D.

1991-01-01

Two related methods for aerodynamic design optimization are compared. The methods, called the implicit gradient approach and the variational (or optimal control) approach, both attempt to obtain gradients necessary for numerical optimization at a cost significantly less than that of the usual black-box approach that employs finite difference gradients. While the two methods are seemingly quite different, they are shown to differ (essentially) in that the order of discretizing the continuous problem, and of applying calculus, is interchanged. Under certain circumstances, the two methods turn out to be identical. We explore the relationship between these methods by applying them to a model problem for duct flow that has many features in common with transonic flow over an airfoil. We find that the gradients computed by the variational method can sometimes be sufficiently inaccurate to cause the optimization to fail.

Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: An alternative approach

NASA Astrophysics Data System (ADS)

Yin, Chuancun; Wang, Chunwei

2009-11-01

The optimal dividend problem proposed in de Finetti [1] is to find the dividend-payment strategy that maximizes the expected discounted value of dividends which are paid to the shareholders until the company is ruined. Avram et al. [9] studied the case when the risk process is modelled by a general spectrally negative Lévy process and Loeffen [10] gave sufficient conditions under which the optimal strategy is of the barrier type. Recently Kyprianou et al. [11] strengthened the result of Loeffen [10] which established a larger class of Lévy processes for which the barrier strategy is optimal among all admissible ones. In this paper we use an analytical argument to re-investigate the optimality of barrier dividend strategies considered in the three recent papers.

Rival framings: A framework for discovering how problem formulation uncertainties shape risk management trade-offs in water resources systems

NASA Astrophysics Data System (ADS)

Quinn, J. D.; Reed, P. M.; Giuliani, M.; Castelletti, A.

2017-08-01

Managing water resources systems requires coordinated operation of system infrastructure to mitigate the impacts of hydrologic extremes while balancing conflicting multisectoral demands. Traditionally, recommended management strategies are derived by optimizing system operations under a single problem framing that is assumed to accurately represent the system objectives, tacitly ignoring the myriad of effects that could arise from simplifications and mathematical assumptions made when formulating the problem. This study illustrates the benefits of a rival framings framework in which analysts instead interrogate multiple competing hypotheses of how complex water management problems should be formulated. Analyzing rival framings helps discover unintended consequences resulting from inherent biases of alternative problem formulations. We illustrate this on the monsoonal Red River basin in Vietnam by optimizing operations of the system's four largest reservoirs under several different multiobjective problem framings. In each rival framing, we specify different quantitative representations of the system's objectives related to hydropower production, agricultural water supply, and flood protection of the capital city of Hanoi. We find that some formulations result in counterintuitive behavior. In particular, policies designed to minimize expected flood damages inadvertently increase the risk of catastrophic flood events in favor of hydropower production, while min-max objectives commonly used in robust optimization provide poor representations of system tradeoffs due to their instability. This study highlights the importance of carefully formulating and evaluating alternative mathematical abstractions of stakeholder objectives describing the multisectoral water demands and risks associated with hydrologic extremes.

Dynamically Reconfigurable Approach to Multidisciplinary Problems

NASA Technical Reports Server (NTRS)

Alexandrov, Natalie M.; Lewis, Robert Michael

2003-01-01

The complexity and autonomy of the constituent disciplines and the diversity of the disciplinary data formats make the task of integrating simulations into a multidisciplinary design optimization problem extremely time-consuming and difficult. We propose a dynamically reconfigurable approach to MDO problem formulation wherein an appropriate implementation of the disciplinary information results in basic computational components that can be combined into different MDO problem formulations and solution algorithms, including hybrid strategies, with relative ease. The ability to re-use the computational components is due to the special structure of the MDO problem. We believe that this structure can and should be used to formulate and solve optimization problems in the multidisciplinary context. The present work identifies the basic computational components in several MDO problem formulations and examines the dynamically reconfigurable approach in the context of a popular class of optimization methods. We show that if the disciplinary sensitivity information is implemented in a modular fashion, the transfer of sensitivity information among the formulations under study is straightforward. This enables not only experimentation with a variety of problem formations in a research environment, but also the flexible use of formulations in a production design environment.

A Bell-Curved Based Algorithm for Mixed Continuous and Discrete Structural Optimization

NASA Technical Reports Server (NTRS)

Kincaid, Rex K.; Weber, Michael; Sobieszczanski-Sobieski, Jaroslaw

2001-01-01

An evolutionary based strategy utilizing two normal distributions to generate children is developed to solve mixed integer nonlinear programming problems. This Bell-Curve Based (BCB) evolutionary algorithm is similar in spirit to (mu + mu) evolutionary strategies and evolutionary programs but with fewer parameters to adjust and no mechanism for self adaptation. First, a new version of BCB to solve purely discrete optimization problems is described and its performance tested against a tabu search code for an actuator placement problem. Next, the performance of a combined version of discrete and continuous BCB is tested on 2-dimensional shape problems and on a minimum weight hub design problem. In the latter case the discrete portion is the choice of the underlying beam shape (I, triangular, circular, rectangular, or U).

Delaunay-based derivative-free optimization for efficient minimization of time-averaged statistics of turbulent flows

NASA Astrophysics Data System (ADS)

Beyhaghi, Pooriya

2016-11-01

This work considers the problem of the efficient minimization of the infinite time average of a stationary ergodic process in the space of a handful of independent parameters which affect it. Problems of this class, derived from physical or numerical experiments which are sometimes expensive to perform, are ubiquitous in turbulence research. In such problems, any given function evaluation, determined with finite sampling, is associated with a quantifiable amount of uncertainty, which may be reduced via additional sampling. This work proposes the first algorithm of this type. Our algorithm remarkably reduces the overall cost of the optimization process for problems of this class. Further, under certain well-defined conditions, rigorous proof of convergence is established to the global minimum of the problem considered.

Coevolutionary Free Lunches

NASA Technical Reports Server (NTRS)

Wolpert, David H.; Macready, William G.

2005-01-01

Recent work on the foundations of optimization has begun to uncover its underlying rich structure. In particular, the "No Free Lunch" (NFL) theorems [WM97] state that any two algorithms are equivalent when their performance is averaged across all possible problems. This highlights the need for exploiting problem-specific knowledge to achieve better than random performance. In this paper we present a general framework covering most search scenarios. In addition to the optimization scenarios addressed in the NFL results, this framework covers multi-armed bandit problems and evolution of multiple co-evolving agents. As a particular instance of the latter, it covers "self-play" problems. In these problems the agents work together to produce a champion, who then engages one or more antagonists in a subsequent multi-player game In contrast to the traditional optimization case where the NFL results hold, we show that in self-play there are free lunches: in coevolution some algorithms have better performance than other algorithms, averaged across all possible problems. However in the typical coevolutionary scenarios encountered in biology, where there is no champion, NFL still holds.

Control Improvement for Jump-Diffusion Processes with Applications to Finance

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

Baeuerle, Nicole, E-mail: nicole.baeuerle@kit.edu; Rieder, Ulrich, E-mail: ulrich.rieder@uni-ulm.de

2012-02-15

We consider stochastic control problems with jump-diffusion processes and formulate an algorithm which produces, starting from a given admissible control {pi}, a new control with a better value. If no improvement is possible, then {pi} is optimal. Such an algorithm is well-known for discrete-time Markov Decision Problems under the name Howard's policy improvement algorithm. The idea can be traced back to Bellman. Here we show with the help of martingale techniques that such an algorithm can also be formulated for stochastic control problems with jump-diffusion processes. As an application we derive some interesting results in financial portfolio optimization.

A Design Problem of Assembly Line Systems using Genetic Algorithm under the BTO Environment

NASA Astrophysics Data System (ADS)

Abe, Kazuaki; Yamada, Tetsuo; Matsui, Masayuki

Under the BTO environment, stochastic assembly lines require design methods which shorten not only the production lead time but also the ready time for the line design. We propose a design method for Assembly Line Systems (ALS) in Yamada et al. (2001) by using Genetic Algorithm (GA) and Adam-Eve GA, in which all design variables are determined in consideration of constraints such as line length related to the production lead time. First, an ALS model with a line length constraint is introduced, and an optimal design problem is set to maximize the net reward under shorter lead time. Next, a simulation optimization method is developed using Adam-Eve GA and traditional GA. Finally, an optimal design example is shown and discussed by comparing the 2-stage design by Yamada et al. (2001) and both the GA designs. It is shown that the Adam-Eve GA is superior to the traditional GA design in terms of computational time though there is only a slight difference in terms of net reward.

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

Baker, Kyri; Toomey, Bridget

Evolving power systems with increasing levels of stochasticity call for a need to solve optimal power flow problems with large quantities of random variables. Weather forecasts, electricity prices, and shifting load patterns introduce higher levels of uncertainty and can yield optimization problems that are difficult to solve in an efficient manner. Solution methods for single chance constraints in optimal power flow problems have been considered in the literature, ensuring single constraints are satisfied with a prescribed probability; however, joint chance constraints, ensuring multiple constraints are simultaneously satisfied, have predominantly been solved via scenario-based approaches or by utilizing Boole's inequality asmore » an upper bound. In this paper, joint chance constraints are used to solve an AC optimal power flow problem while preventing overvoltages in distribution grids under high penetrations of photovoltaic systems. A tighter version of Boole's inequality is derived and used to provide a new upper bound on the joint chance constraint, and simulation results are shown demonstrating the benefit of the proposed upper bound. The new framework allows for a less conservative and more computationally efficient solution to considering joint chance constraints, specifically regarding preventing overvoltages.« less

Comparing genomes with rearrangements and segmental duplications.

PubMed

Shao, Mingfu; Moret, Bernard M E

2015-06-15

Large-scale evolutionary events such as genomic rearrange.ments and segmental duplications form an important part of the evolution of genomes and are widely studied from both biological and computational perspectives. A basic computational problem is to infer these events in the evolutionary history for given modern genomes, a task for which many algorithms have been proposed under various constraints. Algorithms that can handle both rearrangements and content-modifying events such as duplications and losses remain few and limited in their applicability. We study the comparison of two genomes under a model including general rearrangements (through double-cut-and-join) and segmental duplications. We formulate the comparison as an optimization problem and describe an exact algorithm to solve it by using an integer linear program. We also devise a sufficient condition and an efficient algorithm to identify optimal substructures, which can simplify the problem while preserving optimality. Using the optimal substructures with the integer linear program (ILP) formulation yields a practical and exact algorithm to solve the problem. We then apply our algorithm to assign in-paralogs and orthologs (a necessary step in handling duplications) and compare its performance with that of the state-of-the-art method MSOAR, using both simulations and real data. On simulated datasets, our method outperforms MSOAR by a significant margin, and on five well-annotated species, MSOAR achieves high accuracy, yet our method performs slightly better on each of the 10 pairwise comparisons. http://lcbb.epfl.ch/softwares/coser. © The Author 2015. Published by Oxford University Press.

Robust extrema features for time-series data analysis.

PubMed

Vemulapalli, Pramod K; Monga, Vishal; Brennan, Sean N

2013-06-01

The extraction of robust features for comparing and analyzing time series is a fundamentally important problem. Research efforts in this area encompass dimensionality reduction using popular signal analysis tools such as the discrete Fourier and wavelet transforms, various distance metrics, and the extraction of interest points from time series. Recently, extrema features for analysis of time-series data have assumed increasing significance because of their natural robustness under a variety of practical distortions, their economy of representation, and their computational benefits. Invariably, the process of encoding extrema features is preceded by filtering of the time series with an intuitively motivated filter (e.g., for smoothing), and subsequent thresholding to identify robust extrema. We define the properties of robustness, uniqueness, and cardinality as a means to identify the design choices available in each step of the feature generation process. Unlike existing methods, which utilize filters "inspired" from either domain knowledge or intuition, we explicitly optimize the filter based on training time series to optimize robustness of the extracted extrema features. We demonstrate further that the underlying filter optimization problem reduces to an eigenvalue problem and has a tractable solution. An encoding technique that enhances control over cardinality and uniqueness is also presented. Experimental results obtained for the problem of time series subsequence matching establish the merits of the proposed algorithm.

Reliability Assessment of a Robust Design Under Uncertainty for a 3-D Flexible Wing

NASA Technical Reports Server (NTRS)

Gumbert, Clyde R.; Hou, Gene J. -W.; Newman, Perry A.

2003-01-01

The paper presents reliability assessment results for the robust designs under uncertainty of a 3-D flexible wing previously reported by the authors. Reliability assessments (additional optimization problems) of the active constraints at the various probabilistic robust design points are obtained and compared with the constraint values or target constraint probabilities specified in the robust design. In addition, reliability-based sensitivity derivatives with respect to design variable mean values are also obtained and shown to agree with finite difference values. These derivatives allow one to perform reliability based design without having to obtain second-order sensitivity derivatives. However, an inner-loop optimization problem must be solved for each active constraint to find the most probable point on that constraint failure surface.

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

PubMed

Ochi, Kento; Kamiura, Moto

2015-09-01

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

Strategic planning for disaster recovery with stochastic last mile distribution

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

Bent, Russell Whitford; Van Hentenryck, Pascal; Coffrin, Carleton

2010-01-01

This paper considers the single commodity allocation problem (SCAP) for disaster recovery, a fundamental problem faced by all populated areas. SCAPs are complex stochastic optimization problems that combine resource allocation, warehouse routing, and parallel fleet routing. Moreover, these problems must be solved under tight runtime constraints to be practical in real-world disaster situations. This paper formalizes the specification of SCAPs and introduces a novel multi-stage hybrid-optimization algorithm that utilizes the strengths of mixed integer programming, constraint programming, and large neighborhood search. The algorithm was validated on hurricane disaster scenarios generated by Los Alamos National Laboratory using state-of-the-art disaster simulation toolsmore » and is deployed to aid federal organizations in the US.« less

Methodology for Variable Fidelity Multistage Optimization under Uncertainty

DTIC Science & Technology

2011-03-31

problem selected for the application of the new optimization methodology is a Single Stage To Orbit ( SSTO ) expendable launch vehicle (ELV). Three...the primary exercise of the variable fidelity optimization portion of the code. SSTO vehicles have been discussed almost exclusively in the context...of reusable launch vehicles (RLV). There is very little discussion in recent literature of SSTO designs which are expendable. In the light of the

Maximum Entropy/Optimal Projection (MEOP) control design synthesis: Optimal quantification of the major design tradeoffs

NASA Technical Reports Server (NTRS)

Hyland, D. C.; Bernstein, D. S.

1987-01-01

The underlying philosophy and motivation of the optimal projection/maximum entropy (OP/ME) stochastic modeling and reduced control design methodology for high order systems with parameter uncertainties are discussed. The OP/ME design equations for reduced-order dynamic compensation including the effect of parameter uncertainties are reviewed. The application of the methodology to several Large Space Structures (LSS) problems of representative complexity is illustrated.

Novel models and algorithms of load balancing for variable-structured collaborative simulation under HLA/RTI

NASA Astrophysics Data System (ADS)

Yue, Yingchao; Fan, Wenhui; Xiao, Tianyuan; Ma, Cheng

2013-07-01

High level architecture(HLA) is the open standard in the collaborative simulation field. Scholars have been paying close attention to theoretical research on and engineering applications of collaborative simulation based on HLA/RTI, which extends HLA in various aspects like functionality and efficiency. However, related study on the load balancing problem of HLA collaborative simulation is insufficient. Without load balancing, collaborative simulation under HLA/RTI may encounter performance reduction or even fatal errors. In this paper, load balancing is further divided into static problems and dynamic problems. A multi-objective model is established and the randomness of model parameters is taken into consideration for static load balancing, which makes the model more credible. The Monte Carlo based optimization algorithm(MCOA) is excogitated to gain static load balance. For dynamic load balancing, a new type of dynamic load balancing problem is put forward with regards to the variable-structured collaborative simulation under HLA/RTI. In order to minimize the influence against the running collaborative simulation, the ordinal optimization based algorithm(OOA) is devised to shorten the optimization time. Furthermore, the two algorithms are adopted in simulation experiments of different scenarios, which demonstrate their effectiveness and efficiency. An engineering experiment about collaborative simulation under HLA/RTI of high speed electricity multiple units(EMU) is also conducted to indentify credibility of the proposed models and supportive utility of MCOA and OOA to practical engineering systems. The proposed research ensures compatibility of traditional HLA, enhances the ability for assigning simulation loads onto computing units both statically and dynamically, improves the performance of collaborative simulation system and makes full use of the hardware resources.

An Optimal Algorithm towards Successive Location Privacy in Sensor Networks with Dynamic Programming

NASA Astrophysics Data System (ADS)

Zhao, Baokang; Wang, Dan; Shao, Zili; Cao, Jiannong; Chan, Keith C. C.; Su, Jinshu

In wireless sensor networks, preserving location privacy under successive inference attacks is extremely critical. Although this problem is NP-complete in general cases, we propose a dynamic programming based algorithm and prove it is optimal in special cases where the correlation only exists between p immediate adjacent observations.

Optimal Placement of Dynamic Var Sources by Using Empirical Controllability Covariance

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

Qi, Junjian; Huang, Weihong; Sun, Kai

In this paper, the empirical controllability covariance (ECC), which is calculated around the considered operating condition of a power system, is applied to quantify the degree of controllability of system voltages under specific dynamic var source locations. An optimal dynamic var source placement method addressing fault-induced delayed voltage recovery (FIDVR) issues is further formulated as an optimization problem that maximizes the determinant of ECC. The optimization problem is effectively solved by the NOMAD solver, which implements the mesh adaptive direct search algorithm. The proposed method is tested on an NPCC 140-bus system and the results show that the proposed methodmore » with fault specified ECC can solve the FIDVR issue caused by the most severe contingency with fewer dynamic var sources than the voltage sensitivity index (VSI)-based method. The proposed method with fault unspecified ECC does not depend on the settings of the contingency and can address more FIDVR issues than the VSI method when placing the same number of SVCs under different fault durations. It is also shown that the proposed method can help mitigate voltage collapse.« less

Robustness-Based Design Optimization Under Data Uncertainty

NASA Technical Reports Server (NTRS)

Zaman, Kais; McDonald, Mark; Mahadevan, Sankaran; Green, Lawrence

2010-01-01

This paper proposes formulations and algorithms for design optimization under both aleatory (i.e., natural or physical variability) and epistemic uncertainty (i.e., imprecise probabilistic information), from the perspective of system robustness. The proposed formulations deal with epistemic uncertainty arising from both sparse and interval data without any assumption about the probability distributions of the random variables. A decoupled approach is proposed in this paper to un-nest the robustness-based design from the analysis of non-design epistemic variables to achieve computational efficiency. The proposed methods are illustrated for the upper stage design problem of a two-stage-to-orbit (TSTO) vehicle, where the information on the random design inputs are only available as sparse point and/or interval data. As collecting more data reduces uncertainty but increases cost, the effect of sample size on the optimality and robustness of the solution is also studied. A method is developed to determine the optimal sample size for sparse point data that leads to the solutions of the design problem that are least sensitive to variations in the input random variables.

Some Results on Proper Eigenvalues and Eigenvectors with Applications to Scaling.

ERIC Educational Resources Information Center

McDonald, Roderick P.; And Others

1979-01-01

Problems in avoiding the singularity problem in analyzing matrices for optimal scaling are addressed. Conditions are given under which the stationary points and values of a ratio of quadratic forms in two singular matrices can be obtained by a series of simple matrix operations. (Author/JKS)

Annual Review of Research Under the Joint Service Electronics Program.

DTIC Science & Technology

1979-10-01

Contents: Quadratic Optimization Problems; Nonlinear Control; Nonlinear Fault Analysis; Qualitative Analysis of Large Scale Systems; Multidimensional System Theory ; Optical Noise; and Pattern Recognition.

CVXPY: A Python-Embedded Modeling Language for Convex Optimization

PubMed Central

Diamond, Steven; Boyd, Stephen

2016-01-01

CVXPY is a domain-specific language for convex optimization embedded in Python. It allows the user to express convex optimization problems in a natural syntax that follows the math, rather than in the restrictive standard form required by solvers. CVXPY makes it easy to combine convex optimization with high-level features of Python such as parallelism and object-oriented design. CVXPY is available at http://www.cvxpy.org/ under the GPL license, along with documentation and examples. PMID:27375369

Improved Sensitivity Relations in State Constrained Optimal Control

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

Bettiol, Piernicola, E-mail: piernicola.bettiol@univ-brest.fr; Frankowska, Hélène, E-mail: frankowska@math.jussieu.fr; Vinter, Richard B., E-mail: r.vinter@imperial.ac.uk

2015-04-15

Sensitivity relations in optimal control provide an interpretation of the costate trajectory and the Hamiltonian, evaluated along an optimal trajectory, in terms of gradients of the value function. While sensitivity relations are a straightforward consequence of standard transversality conditions for state constraint free optimal control problems formulated in terms of control-dependent differential equations with smooth data, their verification for problems with either pathwise state constraints, nonsmooth data, or for problems where the dynamic constraint takes the form of a differential inclusion, requires careful analysis. In this paper we establish validity of both ‘full’ and ‘partial’ sensitivity relations for an adjointmore » state of the maximum principle, for optimal control problems with pathwise state constraints, where the underlying control system is described by a differential inclusion. The partial sensitivity relation interprets the costate in terms of partial Clarke subgradients of the value function with respect to the state variable, while the full sensitivity relation interprets the couple, comprising the costate and Hamiltonian, as the Clarke subgradient of the value function with respect to both time and state variables. These relations are distinct because, for nonsmooth data, the partial Clarke subdifferential does not coincide with the projection of the (full) Clarke subdifferential on the relevant coordinate space. We show for the first time (even for problems without state constraints) that a costate trajectory can be chosen to satisfy the partial and full sensitivity relations simultaneously. The partial sensitivity relation in this paper is new for state constraint problems, while the full sensitivity relation improves on earlier results in the literature (for optimal control problems formulated in terms of Lipschitz continuous multifunctions), because a less restrictive inward pointing hypothesis is invoked in the proof, and because it is validated for a stronger set of necessary conditions.« less

Generating moment matching scenarios using optimization techniques

DOE PAGES

Mehrotra, Sanjay; Papp, Dávid

2013-05-16

An optimization based method is proposed to generate moment matching scenarios for numerical integration and its use in stochastic programming. The main advantage of the method is its flexibility: it can generate scenarios matching any prescribed set of moments of the underlying distribution rather than matching all moments up to a certain order, and the distribution can be defined over an arbitrary set. This allows for a reduction in the number of scenarios and allows the scenarios to be better tailored to the problem at hand. The method is based on a semi-infinite linear programming formulation of the problem thatmore » is shown to be solvable with polynomial iteration complexity. A practical column generation method is implemented. The column generation subproblems are polynomial optimization problems; however, they need not be solved to optimality. It is found that the columns in the column generation approach can be efficiently generated by random sampling. The number of scenarios generated matches a lower bound of Tchakaloff's. The rate of convergence of the approximation error is established for continuous integrands, and an improved bound is given for smooth integrands. Extensive numerical experiments are presented in which variants of the proposed method are compared to Monte Carlo and quasi-Monte Carlo methods on both numerical integration problems and stochastic optimization problems. The benefits of being able to match any prescribed set of moments, rather than all moments up to a certain order, is also demonstrated using optimization problems with 100-dimensional random vectors. Here, empirical results show that the proposed approach outperforms Monte Carlo and quasi-Monte Carlo based approaches on the tested problems.« less

Comparison of multiobjective evolutionary algorithms: empirical results.

PubMed

Zitzler, E; Deb, K; Thiele, L

2000-01-01

In this paper, we provide a systematic comparison of various evolutionary approaches to multiobjective optimization using six carefully chosen test functions. Each test function involves a particular feature that is known to cause difficulty in the evolutionary optimization process, mainly in converging to the Pareto-optimal front (e.g., multimodality and deception). By investigating these different problem features separately, it is possible to predict the kind of problems to which a certain technique is or is not well suited. However, in contrast to what was suspected beforehand, the experimental results indicate a hierarchy of the algorithms under consideration. Furthermore, the emerging effects are evidence that the suggested test functions provide sufficient complexity to compare multiobjective optimizers. Finally, elitism is shown to be an important factor for improving evolutionary multiobjective search.

[Optimal solution and analysis of muscular force during standing balance].

PubMed

Wang, Hongrui; Zheng, Hui; Liu, Kun

2015-02-01

The present study was aimed at the optimal solution of the main muscular force distribution in the lower extremity during standing balance of human. The movement musculoskeletal system of lower extremity was simplified to a physical model with 3 joints and 9 muscles. Then on the basis of this model, an optimum mathematical model was built up to solve the problem of redundant muscle forces. Particle swarm optimization (PSO) algorithm is used to calculate the single objective and multi-objective problem respectively. The numerical results indicated that the multi-objective optimization could be more reasonable to obtain the distribution and variation of the 9 muscular forces. Finally, the coordination of each muscle group during maintaining standing balance under the passive movement was qualitatively analyzed using the simulation results obtained.

Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization

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

Kouri, Drew Philip; Surowiec, Thomas M.

Uncertainty is ubiquitous in virtually all engineering applications, and, for such problems, it is inadequate to simulate the underlying physics without quantifying the uncertainty in unknown or random inputs, boundary and initial conditions, and modeling assumptions. Here in this paper, we introduce a general framework for analyzing risk-averse optimization problems constrained by partial differential equations (PDEs). In particular, we postulate conditions on the random variable objective function as well as the PDE solution that guarantee existence of minimizers. Furthermore, we derive optimality conditions and apply our results to the control of an environmental contaminant. Lastly, we introduce a new riskmore » measure, called the conditional entropic risk, that fuses desirable properties from both the conditional value-at-risk and the entropic risk measures.« less

Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization

DOE PAGES

Kouri, Drew Philip; Surowiec, Thomas M.

2018-06-05

Uncertainty is ubiquitous in virtually all engineering applications, and, for such problems, it is inadequate to simulate the underlying physics without quantifying the uncertainty in unknown or random inputs, boundary and initial conditions, and modeling assumptions. Here in this paper, we introduce a general framework for analyzing risk-averse optimization problems constrained by partial differential equations (PDEs). In particular, we postulate conditions on the random variable objective function as well as the PDE solution that guarantee existence of minimizers. Furthermore, we derive optimality conditions and apply our results to the control of an environmental contaminant. Lastly, we introduce a new riskmore » measure, called the conditional entropic risk, that fuses desirable properties from both the conditional value-at-risk and the entropic risk measures.« less

Variable fidelity robust optimization of pulsed laser orbital debris removal under epistemic uncertainty

NASA Astrophysics Data System (ADS)

Hou, Liqiang; Cai, Yuanli; Liu, Jin; Hou, Chongyuan

2016-04-01

A variable fidelity robust optimization method for pulsed laser orbital debris removal (LODR) under uncertainty is proposed. Dempster-shafer theory of evidence (DST), which merges interval-based and probabilistic uncertainty modeling, is used in the robust optimization. The robust optimization method optimizes the performance while at the same time maximizing its belief value. A population based multi-objective optimization (MOO) algorithm based on a steepest descent like strategy with proper orthogonal decomposition (POD) is used to search robust Pareto solutions. Analytical and numerical lifetime predictors are used to evaluate the debris lifetime after the laser pulses. Trust region based fidelity management is designed to reduce the computational cost caused by the expensive model. When the solutions fall into the trust region, the analytical model is used to reduce the computational cost. The proposed robust optimization method is first tested on a set of standard problems and then applied to the removal of Iridium 33 with pulsed lasers. It will be shown that the proposed approach can identify the most robust solutions with minimum lifetime under uncertainty.

Ordinal optimization and its application to complex deterministic problems

NASA Astrophysics Data System (ADS)

Yang, Mike Shang-Yu

1998-10-01

We present in this thesis a new perspective to approach a general class of optimization problems characterized by large deterministic complexities. Many problems of real-world concerns today lack analyzable structures and almost always involve high level of difficulties and complexities in the evaluation process. Advances in computer technology allow us to build computer models to simulate the evaluation process through numerical means, but the burden of high complexities remains to tax the simulation with an exorbitant computing cost for each evaluation. Such a resource requirement makes local fine-tuning of a known design difficult under most circumstances, let alone global optimization. Kolmogorov equivalence of complexity and randomness in computation theory is introduced to resolve this difficulty by converting the complex deterministic model to a stochastic pseudo-model composed of a simple deterministic component and a white-noise like stochastic term. The resulting randomness is then dealt with by a noise-robust approach called Ordinal Optimization. Ordinal Optimization utilizes Goal Softening and Ordinal Comparison to achieve an efficient and quantifiable selection of designs in the initial search process. The approach is substantiated by a case study in the turbine blade manufacturing process. The problem involves the optimization of the manufacturing process of the integrally bladed rotor in the turbine engines of U.S. Air Force fighter jets. The intertwining interactions among the material, thermomechanical, and geometrical changes makes the current FEM approach prohibitively uneconomical in the optimization process. The generalized OO approach to complex deterministic problems is applied here with great success. Empirical results indicate a saving of nearly 95% in the computing cost.

Joint terminals and relay optimization for two-way power line information exchange systems with QoS constraints

NASA Astrophysics Data System (ADS)

Wu, Xiaolin; Rong, Yue

2015-12-01

The quality-of-service (QoS) criteria (measured in terms of the minimum capacity requirement in this paper) are very important to practical indoor power line communication (PLC) applications as they greatly affect the user experience. With a two-way multicarrier relay configuration, in this paper we investigate the joint terminals and relay power optimization for the indoor broadband PLC environment, where the relay node works in the amplify-and-forward (AF) mode. As the QoS-constrained power allocation problem is highly non-convex, the globally optimal solution is computationally intractable to obtain. To overcome this challenge, we propose an alternating optimization (AO) method to decompose this problem into three convex/quasi-convex sub-problems. Simulation results demonstrate the fast convergence of the proposed algorithm under practical PLC channel conditions. Compared with the conventional bidirectional direct transmission (BDT) system, the relay-assisted two-way information exchange (R2WX) scheme can meet the same QoS requirement with less total power consumption.

A note on resource allocation scheduling with group technology and learning effects on a single machine

NASA Astrophysics Data System (ADS)

Lu, Yuan-Yuan; Wang, Ji-Bo; Ji, Ping; He, Hongyu

2017-09-01

In this article, single-machine group scheduling with learning effects and convex resource allocation is studied. The goal is to find the optimal job schedule, the optimal group schedule, and resource allocations of jobs and groups. For the problem of minimizing the makespan subject to limited resource availability, it is proved that the problem can be solved in polynomial time under the condition that the setup times of groups are independent. For the general setup times of groups, a heuristic algorithm and a branch-and-bound algorithm are proposed, respectively. Computational experiments show that the performance of the heuristic algorithm is fairly accurate in obtaining near-optimal solutions.

Software For Genetic Algorithms

NASA Technical Reports Server (NTRS)

Wang, Lui; Bayer, Steve E.

1992-01-01

SPLICER computer program is genetic-algorithm software tool used to solve search and optimization problems. Provides underlying framework and structure for building genetic-algorithm application program. Written in Think C.

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.

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

NASA Technical Reports Server (NTRS)

Nguyen, Duc T.

1990-01-01

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

Discrete Particle Swarm Optimization Routing Protocol for Wireless Sensor Networks with Multiple Mobile Sinks.

PubMed

Yang, Jin; Liu, Fagui; Cao, Jianneng; Wang, Liangming

2016-07-14

Mobile sinks can achieve load-balancing and energy-consumption balancing across the wireless sensor networks (WSNs). However, the frequent change of the paths between source nodes and the sinks caused by sink mobility introduces significant overhead in terms of energy and packet delays. To enhance network performance of WSNs with mobile sinks (MWSNs), we present an efficient routing strategy, which is formulated as an optimization problem and employs the particle swarm optimization algorithm (PSO) to build the optimal routing paths. However, the conventional PSO is insufficient to solve discrete routing optimization problems. Therefore, a novel greedy discrete particle swarm optimization with memory (GMDPSO) is put forward to address this problem. In the GMDPSO, particle's position and velocity of traditional PSO are redefined under discrete MWSNs scenario. Particle updating rule is also reconsidered based on the subnetwork topology of MWSNs. Besides, by improving the greedy forwarding routing, a greedy search strategy is designed to drive particles to find a better position quickly. Furthermore, searching history is memorized to accelerate convergence. Simulation results demonstrate that our new protocol significantly improves the robustness and adapts to rapid topological changes with multiple mobile sinks, while efficiently reducing the communication overhead and the energy consumption.

Energy Harvesting Based Body Area Networks for Smart Health.

PubMed

Hao, Yixue; Peng, Limei; Lu, Huimin; Hassan, Mohammad Mehedi; Alamri, Atif

2017-07-10

Body area networks (BANs) are configured with a great number of ultra-low power consumption wearable devices, which constantly monitor physiological signals of the human body and thus realize intelligent monitoring. However, the collection and transfer of human body signals consume energy, and considering the comfort demand of wearable devices, both the size and the capacity of a wearable device's battery are limited. Thus, minimizing the energy consumption of wearable devices and optimizing the BAN energy efficiency is still a challenging problem. Therefore, in this paper, we propose an energy harvesting-based BAN for smart health and discuss an optimal resource allocation scheme to improve BAN energy efficiency. Specifically, firstly, considering energy harvesting in a BAN and the time limits of human body signal transfer, we formulate the energy efficiency optimization problem of time division for wireless energy transfer and wireless information transfer. Secondly, we convert the optimization problem into a convex optimization problem under a linear constraint and propose a closed-form solution to the problem. Finally, simulation results proved that when the size of data acquired by the wearable devices is small, the proportion of energy consumed by the circuit and signal acquisition of the wearable devices is big, and when the size of data acquired by the wearable devices is big, the energy consumed by the signal transfer of the wearable device is decisive.

Energy Harvesting Based Body Area Networks for Smart Health

PubMed Central

Hao, Yixue; Peng, Limei; Alamri, Atif

2017-01-01

Body area networks (BANs) are configured with a great number of ultra-low power consumption wearable devices, which constantly monitor physiological signals of the human body and thus realize intelligent monitoring. However, the collection and transfer of human body signals consume energy, and considering the comfort demand of wearable devices, both the size and the capacity of a wearable device’s battery are limited. Thus, minimizing the energy consumption of wearable devices and optimizing the BAN energy efficiency is still a challenging problem. Therefore, in this paper, we propose an energy harvesting-based BAN for smart health and discuss an optimal resource allocation scheme to improve BAN energy efficiency. Specifically, firstly, considering energy harvesting in a BAN and the time limits of human body signal transfer, we formulate the energy efficiency optimization problem of time division for wireless energy transfer and wireless information transfer. Secondly, we convert the optimization problem into a convex optimization problem under a linear constraint and propose a closed-form solution to the problem. Finally, simulation results proved that when the size of data acquired by the wearable devices is small, the proportion of energy consumed by the circuit and signal acquisition of the wearable devices is big, and when the size of data acquired by the wearable devices is big, the energy consumed by the signal transfer of the wearable device is decisive. PMID:28698501

Joint location, inventory, and preservation decisions for non-instantaneous deterioration items under delay in payments

NASA Astrophysics Data System (ADS)

Tsao, Yu-Chung

2016-02-01

This study models a joint location, inventory and preservation decision-making problem for non-instantaneous deteriorating items under delay in payments. An outside supplier provides a credit period to the wholesaler which has a distribution system with distribution centres (DCs). The non-instantaneous deteriorating means no deterioration occurs in the earlier stage, which is very useful for items such as fresh food and fruits. This paper also considers that the deteriorating rate will decrease and the reservation cost will increase as the preservation effort increases. Therefore, how much preservation effort should be made is a crucial decision. The objective of this paper is to determine the optimal locations and number of DCs, the optimal replenishment cycle time at DCs, and the optimal preservation effort simultaneously such that the total network profit is maximised. The problem is formulated as piecewise nonlinear functions and has three different cases. Algorithms based on piecewise nonlinear optimisation are provided to solve the joint location and inventory problem for all cases. Computational analysis illustrates the solution procedures and the impacts of the related parameters on decisions and profits. The results of this study can serve as references for business managers or administrators.

Design optimization of steel frames using an enhanced firefly algorithm

NASA Astrophysics Data System (ADS)

Carbas, Serdar

2016-12-01

Mathematical modelling of real-world-sized steel frames under the Load and Resistance Factor Design-American Institute of Steel Construction (LRFD-AISC) steel design code provisions, where the steel profiles for the members are selected from a table of steel sections, turns out to be a discrete nonlinear programming problem. Finding the optimum design of such design optimization problems using classical optimization techniques is difficult. Metaheuristic algorithms provide an alternative way of solving such problems. The firefly algorithm (FFA) belongs to the swarm intelligence group of metaheuristics. The standard FFA has the drawback of being caught up in local optima in large-sized steel frame design problems. This study attempts to enhance the performance of the FFA by suggesting two new expressions for the attractiveness and randomness parameters of the algorithm. Two real-world-sized design examples are designed by the enhanced FFA and its performance is compared with standard FFA as well as with particle swarm and cuckoo search algorithms.

Multiple Choice Knapsack Problem: example of planning choice in transportation.

PubMed

Zhong, Tao; Young, Rhonda

2010-05-01

Transportation programming, a process of selecting projects for funding given budget and other constraints, is becoming more complex as a result of new federal laws, local planning regulations, and increased public involvement. This article describes the use of an integer programming tool, Multiple Choice Knapsack Problem (MCKP), to provide optimal solutions to transportation programming problems in cases where alternative versions of projects are under consideration. In this paper, optimization methods for use in the transportation programming process are compared and then the process of building and solving the optimization problems is discussed. The concepts about the use of MCKP are presented and a real-world transportation programming example at various budget levels is provided. This article illustrates how the use of MCKP addresses the modern complexities and provides timely solutions in transportation programming practice. While the article uses transportation programming as a case study, MCKP can be useful in other fields where a similar decision among a subset of the alternatives is required. Copyright 2009 Elsevier Ltd. All rights reserved.

State dependent optimization of measurement policy

NASA Astrophysics Data System (ADS)

Konkarikoski, K.

2010-07-01

Measurements are the key to rational decision making. Measurement information generates value, when it is applied in the decision making. An investment cost and maintenance costs are associated with each component of the measurement system. Clearly, there is - under a given set of scenarios - a measurement setup that is optimal in expected (discounted) utility. This paper deals how the measurement policy optimization is affected by different system states and how this problem can be tackled.

Helping the decision maker effectively promote various experts’ views into various optimal solutions to China’s institutional problem of health care provider selection through the organization of a pilot health care provider research system

PubMed Central

2013-01-01

Background The main aim of China’s Health Care System Reform was to help the decision maker find the optimal solution to China’s institutional problem of health care provider selection. A pilot health care provider research system was recently organized in China’s health care system, and it could efficiently collect the data for determining the optimal solution to China’s institutional problem of health care provider selection from various experts, then the purpose of this study was to apply the optimal implementation methodology to help the decision maker effectively promote various experts’ views into various optimal solutions to this problem under the support of this pilot system. Methods After the general framework of China’s institutional problem of health care provider selection was established, this study collaborated with the National Bureau of Statistics of China to commission a large-scale 2009 to 2010 national expert survey (n = 3,914) through the organization of a pilot health care provider research system for the first time in China, and the analytic network process (ANP) implementation methodology was adopted to analyze the dataset from this survey. Results The market-oriented health care provider approach was the optimal solution to China’s institutional problem of health care provider selection from the doctors’ point of view; the traditional government’s regulation-oriented health care provider approach was the optimal solution to China’s institutional problem of health care provider selection from the pharmacists’ point of view, the hospital administrators’ point of view, and the point of view of health officials in health administration departments; the public private partnership (PPP) approach was the optimal solution to China’s institutional problem of health care provider selection from the nurses’ point of view, the point of view of officials in medical insurance agencies, and the health care researchers’ point of view. Conclusions The data collected through a pilot health care provider research system in the 2009 to 2010 national expert survey could help the decision maker effectively promote various experts’ views into various optimal solutions to China’s institutional problem of health care provider selection. PMID:23557082

Dynamic resource allocation in conservation planning

USGS Publications Warehouse

Golovin, D.; Krause, A.; Gardner, B.; Converse, S.J.; Morey, S.

2011-01-01

Consider the problem of protecting endangered species by selecting patches of land to be used for conservation purposes. Typically, the availability of patches changes over time, and recommendations must be made dynamically. This is a challenging prototypical example of a sequential optimization problem under uncertainty in computational sustainability. Existing techniques do not scale to problems of realistic size. In this paper, we develop an efficient algorithm for adaptively making recommendations for dynamic conservation planning, and prove that it obtains near-optimal performance. We further evaluate our approach on a detailed reserve design case study of conservation planning for three rare species in the Pacific Northwest of the United States. Copyright ?? 2011, Association for the Advancement of Artificial Intelligence. All rights reserved.

Can Linear Superiorization Be Useful for Linear Optimization Problems?

PubMed Central

Censor, Yair

2017-01-01

Linear superiorization considers linear programming problems but instead of attempting to solve them with linear optimization methods it employs perturbation resilient feasibility-seeking algorithms and steers them toward reduced (not necessarily minimal) target function values. The two questions that we set out to explore experimentally are (i) Does linear superiorization provide a feasible point whose linear target function value is lower than that obtained by running the same feasibility-seeking algorithm without superiorization under identical conditions? and (ii) How does linear superiorization fare in comparison with the Simplex method for solving linear programming problems? Based on our computational experiments presented here, the answers to these two questions are: “yes” and “very well”, respectively. PMID:29335660

Combinatorial algorithms for design of DNA arrays.

PubMed

Hannenhalli, Sridhar; Hubell, Earl; Lipshutz, Robert; Pevzner, Pavel A

2002-01-01

Optimal design of DNA arrays requires the development of algorithms with two-fold goals: reducing the effects caused by unintended illumination (border length minimization problem) and reducing the complexity of masks (mask decomposition problem). We describe algorithms that reduce the number of rectangles in mask decomposition by 20-30% as compared to a standard array design under the assumption that the arrangement of oligonucleotides on the array is fixed. This algorithm produces provably optimal solution for all studied real instances of array design. We also address the difficult problem of finding an arrangement which minimizes the border length and come up with a new idea of threading that significantly reduces the border length as compared to standard designs.

Can linear superiorization be useful for linear optimization problems?

NASA Astrophysics Data System (ADS)

Censor, Yair

2017-04-01

Linear superiorization (LinSup) considers linear programming problems but instead of attempting to solve them with linear optimization methods it employs perturbation resilient feasibility-seeking algorithms and steers them toward reduced (not necessarily minimal) target function values. The two questions that we set out to explore experimentally are: (i) does LinSup provide a feasible point whose linear target function value is lower than that obtained by running the same feasibility-seeking algorithm without superiorization under identical conditions? (ii) How does LinSup fare in comparison with the Simplex method for solving linear programming problems? Based on our computational experiments presented here, the answers to these two questions are: ‘yes’ and ‘very well’, respectively.

An implementation of particle swarm optimization to evaluate optimal under-voltage load shedding in competitive electricity markets

NASA Astrophysics Data System (ADS)

Hosseini-Bioki, M. M.; Rashidinejad, M.; Abdollahi, A.

2013-11-01

Load shedding is a crucial issue in power systems especially under restructured electricity environment. Market-driven load shedding in reregulated power systems associated with security as well as reliability is investigated in this paper. A technoeconomic multi-objective function is introduced to reveal an optimal load shedding scheme considering maximum social welfare. The proposed optimization problem includes maximum GENCOs and loads' profits as well as maximum loadability limit under normal and contingency conditions. Particle swarm optimization (PSO) as a heuristic optimization technique, is utilized to find an optimal load shedding scheme. In a market-driven structure, generators offer their bidding blocks while the dispatchable loads will bid their price-responsive demands. An independent system operator (ISO) derives a market clearing price (MCP) while rescheduling the amount of generating power in both pre-contingency and post-contingency conditions. The proposed methodology is developed on a 3-bus system and then is applied to a modified IEEE 30-bus test system. The obtained results show the effectiveness of the proposed methodology in implementing the optimal load shedding satisfying social welfare by maintaining voltage stability margin (VSM) through technoeconomic analyses.

A distributed algorithm for machine learning

NASA Astrophysics Data System (ADS)

Chen, Shihong

2018-04-01

This paper considers a distributed learning problem in which a group of machines in a connected network, each learning its own local dataset, aim to reach a consensus at an optimal model, by exchanging information only with their neighbors but without transmitting data. A distributed algorithm is proposed to solve this problem under appropriate assumptions.

Surveillance of a 2D Plane Area with 3D Deployed Cameras

PubMed Central

Fu, Yi-Ge; Zhou, Jie; Deng, Lei

2014-01-01

As the use of camera networks has expanded, camera placement to satisfy some quality assurance parameters (such as a good coverage ratio, an acceptable resolution constraints, an acceptable cost as low as possible, etc.) has become an important problem. The discrete camera deployment problem is NP-hard and many heuristic methods have been proposed to solve it, most of which make very simple assumptions. In this paper, we propose a probability inspired binary Particle Swarm Optimization (PI-BPSO) algorithm to solve a homogeneous camera network placement problem. We model the problem under some more realistic assumptions: (1) deploy the cameras in the 3D space while the surveillance area is restricted to a 2D ground plane; (2) deploy the minimal number of cameras to get a maximum visual coverage under more constraints, such as field of view (FOV) of the cameras and the minimum resolution constraints. We can simultaneously optimize the number and the configuration of the cameras through the introduction of a regulation item in the cost function. The simulation results showed the effectiveness of the proposed PI-BPSO algorithm. PMID:24469353

Optimization of groundwater artificial recharge systems using a genetic algorithm: a case study in Beijing, China

NASA Astrophysics Data System (ADS)

Hao, Qichen; Shao, Jingli; Cui, Yali; Zhang, Qiulan; Huang, Linxian

2018-05-01

An optimization approach is used for the operation of groundwater artificial recharge systems in an alluvial fan in Beijing, China. The optimization model incorporates a transient groundwater flow model, which allows for simulation of the groundwater response to artificial recharge. The facilities' operation with regard to recharge rates is formulated as a nonlinear programming problem to maximize the volume of surface water recharged into the aquifers under specific constraints. This optimization problem is solved by the parallel genetic algorithm (PGA) based on OpenMP, which could substantially reduce the computation time. To solve the PGA with constraints, the multiplicative penalty method is applied. In addition, the facilities' locations are implicitly determined on the basis of the results of the recharge-rate optimizations. Two scenarios are optimized and the optimal results indicate that the amount of water recharged into the aquifers will increase without exceeding the upper limits of the groundwater levels. Optimal operation of this artificial recharge system can also contribute to the more effective recovery of the groundwater storage capacity.

Optimization Under Uncertainty for Electronics Cooling Design

NASA Astrophysics Data System (ADS)

Bodla, Karthik K.; Murthy, Jayathi Y.; Garimella, Suresh V.

Optimization under uncertainty is a powerful methodology used in design and optimization to produce robust, reliable designs. Such an optimization methodology, employed when the input quantities of interest are uncertain, produces output uncertainties, helping the designer choose input parameters that would result in satisfactory thermal solutions. Apart from providing basic statistical information such as mean and standard deviation in the output quantities, auxiliary data from an uncertainty based optimization, such as local and global sensitivities, help the designer decide the input parameter(s) to which the output quantity of interest is most sensitive. This helps the design of experiments based on the most sensitive input parameter(s). A further crucial output of such a methodology is the solution to the inverse problem - finding the allowable uncertainty range in the input parameter(s), given an acceptable uncertainty range in the output quantity of interest...

Optimal Rate Schedules with Data Sharing in Energy Harvesting Communication Systems.

PubMed

Wu, Weiwei; Li, Huafan; Shan, Feng; Zhao, Yingchao

2017-12-20

Despite the abundant research on energy-efficient rate scheduling polices in energy harvesting communication systems, few works have exploited data sharing among multiple applications to further enhance the energy utilization efficiency, considering that the harvested energy from environments is limited and unstable. In this paper, to overcome the energy shortage of wireless devices at transmitting data to a platform running multiple applications/requesters, we design rate scheduling policies to respond to data requests as soon as possible by encouraging data sharing among data requests and reducing the redundancy. We formulate the problem as a transmission completion time minimization problem under constraints of dynamical data requests and energy arrivals. We develop offline and online algorithms to solve this problem. For the offline setting, we discover the relationship between two problems: the completion time minimization problem and the energy consumption minimization problem with a given completion time. We first derive the optimal algorithm for the min-energy problem and then adopt it as a building block to compute the optimal solution for the min-completion-time problem. For the online setting without future information, we develop an event-driven online algorithm to complete the transmission as soon as possible. Simulation results validate the efficiency of the proposed algorithm.

Optimal Rate Schedules with Data Sharing in Energy Harvesting Communication Systems

PubMed Central

Wu, Weiwei; Li, Huafan; Shan, Feng; Zhao, Yingchao

2017-01-01

Despite the abundant research on energy-efficient rate scheduling polices in energy harvesting communication systems, few works have exploited data sharing among multiple applications to further enhance the energy utilization efficiency, considering that the harvested energy from environments is limited and unstable. In this paper, to overcome the energy shortage of wireless devices at transmitting data to a platform running multiple applications/requesters, we design rate scheduling policies to respond to data requests as soon as possible by encouraging data sharing among data requests and reducing the redundancy. We formulate the problem as a transmission completion time minimization problem under constraints of dynamical data requests and energy arrivals. We develop offline and online algorithms to solve this problem. For the offline setting, we discover the relationship between two problems: the completion time minimization problem and the energy consumption minimization problem with a given completion time. We first derive the optimal algorithm for the min-energy problem and then adopt it as a building block to compute the optimal solution for the min-completion-time problem. For the online setting without future information, we develop an event-driven online algorithm to complete the transmission as soon as possible. Simulation results validate the efficiency of the proposed algorithm. PMID:29261135

An Optimization Code for Nonlinear Transient Problems of a Large Scale Multidisciplinary Mathematical Model

NASA Astrophysics Data System (ADS)

Takasaki, Koichi

This paper presents a program for the multidisciplinary optimization and identification problem of the nonlinear model of large aerospace vehicle structures. The program constructs the global matrix of the dynamic system in the time direction by the p-version finite element method (pFEM), and the basic matrix for each pFEM node in the time direction is described by a sparse matrix similarly to the static finite element problem. The algorithm used by the program does not require the Hessian matrix of the objective function and so has low memory requirements. It also has a relatively low computational cost, and is suited to parallel computation. The program was integrated as a solver module of the multidisciplinary analysis system CUMuLOUS (Computational Utility for Multidisciplinary Large scale Optimization of Undense System) which is under development by the Aerospace Research and Development Directorate (ARD) of the Japan Aerospace Exploration Agency (JAXA).

An optimization method for condition based maintenance of aircraft fleet considering prognostics uncertainty.

PubMed

Feng, Qiang; Chen, Yiran; Sun, Bo; Li, Songjie

2014-01-01

An optimization method for condition based maintenance (CBM) of aircraft fleet considering prognostics uncertainty is proposed. The CBM and dispatch process of aircraft fleet is analyzed first, and the alternative strategy sets for single aircraft are given. Then, the optimization problem of fleet CBM with lower maintenance cost and dispatch risk is translated to the combinatorial optimization problem of single aircraft strategy. Remain useful life (RUL) distribution of the key line replaceable Module (LRM) has been transformed into the failure probability of the aircraft and the fleet health status matrix is established. And the calculation method of the costs and risks for mission based on health status matrix and maintenance matrix is given. Further, an optimization method for fleet dispatch and CBM under acceptable risk is proposed based on an improved genetic algorithm. Finally, a fleet of 10 aircrafts is studied to verify the proposed method. The results shows that it could realize optimization and control of the aircraft fleet oriented to mission success.

An Optimization Method for Condition Based Maintenance of Aircraft Fleet Considering Prognostics Uncertainty

PubMed Central

Chen, Yiran; Sun, Bo; Li, Songjie

2014-01-01

An optimization method for condition based maintenance (CBM) of aircraft fleet considering prognostics uncertainty is proposed. The CBM and dispatch process of aircraft fleet is analyzed first, and the alternative strategy sets for single aircraft are given. Then, the optimization problem of fleet CBM with lower maintenance cost and dispatch risk is translated to the combinatorial optimization problem of single aircraft strategy. Remain useful life (RUL) distribution of the key line replaceable Module (LRM) has been transformed into the failure probability of the aircraft and the fleet health status matrix is established. And the calculation method of the costs and risks for mission based on health status matrix and maintenance matrix is given. Further, an optimization method for fleet dispatch and CBM under acceptable risk is proposed based on an improved genetic algorithm. Finally, a fleet of 10 aircrafts is studied to verify the proposed method. The results shows that it could realize optimization and control of the aircraft fleet oriented to mission success. PMID:24892046

The 2-D magnetotelluric inverse problem solved with optimization

NASA Astrophysics Data System (ADS)

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

2011-02-01

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

Optimal maintenance of a multi-unit system under dependencies

NASA Astrophysics Data System (ADS)

Sung, Ho-Joon

The availability, or reliability, of an engineering component greatly influences the operational cost and safety characteristics of a modern system over its life-cycle. Until recently, the reliance on past empirical data has been the industry-standard practice to develop maintenance policies that provide the minimum level of system reliability. Because such empirically-derived policies are vulnerable to unforeseen or fast-changing external factors, recent advancements in the study of topic on maintenance, which is known as optimal maintenance problem, has gained considerable interest as a legitimate area of research. An extensive body of applicable work is available, ranging from those concerned with identifying maintenance policies aimed at providing required system availability at minimum possible cost, to topics on imperfect maintenance of multi-unit system under dependencies. Nonetheless, these existing mathematical approaches to solve for optimal maintenance policies must be treated with caution when considered for broader applications, as they are accompanied by specialized treatments to ease the mathematical derivation of unknown functions in both objective function and constraint for a given optimal maintenance problem. These unknown functions are defined as reliability measures in this thesis, and theses measures (e.g., expected number of failures, system renewal cycle, expected system up time, etc.) do not often lend themselves to possess closed-form formulas. It is thus quite common to impose simplifying assumptions on input probability distributions of components' lifetime or repair policies. Simplifying the complex structure of a multi-unit system to a k-out-of-n system by neglecting any sources of dependencies is another commonly practiced technique intended to increase the mathematical tractability of a particular model. This dissertation presents a proposal for an alternative methodology to solve optimal maintenance problems by aiming to achieve the same end-goals as Reliability Centered Maintenance (RCM). RCM was first introduced to the aircraft industry in an attempt to bridge the gap between the empirically-driven and theory-driven approaches to establishing optimal maintenance policies. Under RCM, qualitative processes that enable the prioritizing of functions based on the criticality and influence would be combined with mathematical modeling to obtain the optimal maintenance policies. Where this thesis work deviates from RCM is its proposal to directly apply quantitative processes to model the reliability measures in optimal maintenance problem. First, Monte Carlo (MC) simulation, in conjunction with a pre-determined Design of Experiments (DOE) table, can be used as a numerical means of obtaining the corresponding discrete simulated outcomes of the reliability measures based on the combination of decision variables (e.g., periodic preventive maintenance interval, trigger age for opportunistic maintenance, etc.). These discrete simulation results can then be regressed as Response Surface Equations (RSEs) with respect to the decision variables. Such an approach to represent the reliability measures with continuous surrogate functions (i.e., the RSEs) not only enables the application of the numerical optimization technique to solve for optimal maintenance policies, but also obviates the need to make mathematical assumptions or impose over-simplifications on the structure of a multi-unit system for the sake of mathematical tractability. The applicability of the proposed methodology to a real-world optimal maintenance problem is showcased through its application to a Time Limited Dispatch (TLD) of Full Authority Digital Engine Control (FADEC) system. In broader terms, this proof-of-concept exercise can be described as a constrained optimization problem, whose objective is to identify the optimal system inspection interval that guarantees a certain level of availability for a multi-unit system. A variety of reputable numerical techniques were used to model the problem as accurately as possible, including algorithms for the MC simulation, imperfect maintenance model from quasi renewal processes, repair time simulation, and state transition rules. Variance Reduction Techniques (VRTs) were also used in an effort to enhance MC simulation efficiency. After accurate MC simulation results are obtained, the RSEs are generated based on the goodness-of-fit measure to yield as parsimonious model as possible to construct the optimization problem. Under the assumption of constant failure rate for lifetime distributions, the inspection interval from the proposed methodology was found to be consistent with the one from the common approach used in industry that leverages Continuous Time Markov Chain (CTMC). While the latter does not consider maintenance cost settings, the proposed methodology enables an operator to consider different types of maintenance cost settings, e.g., inspection cost, system corrective maintenance cost, etc., to result in more flexible maintenance policies. When the proposed methodology was applied to the same TLD of FADEC example, but under the more generalized assumption of strictly Increasing Failure Rate (IFR) for lifetime distribution, it was shown to successfully capture component wear-out, as well as the economic dependencies among the system components.

Combined design of structures and controllers for optimal maneuverability

NASA Technical Reports Server (NTRS)

Ling, Jer; Kabamba, Pierre; Taylor, John

1990-01-01

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

Optimal Real-time Dispatch for Integrated Energy Systems

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

Firestone, Ryan Michael

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

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.

Economic analysis of Japanese air pollution regulation : an optimal retirement problem under the vehicle type regulation in the NOx-particulate matter law

DOT National Transportation Integrated Search

2009-05-01

This paper examines the vehicle type regulation that was introduced under the Automobile : Nitrogen OxidesParticulate Matter Law to mitigate air pollution in Japanese metropolitan : areas. The vehicle type regulation effectively sets the timing fo...

Optimization Under Uncertainty for Wake Steering Strategies

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

Quick, Julian; Annoni, Jennifer; King, Ryan N.

Here, wind turbines in a wind power plant experience significant power losses because of aerodynamic interactions between turbines. One control strategy to reduce these losses is known as 'wake steering,' in which upstream turbines are yawed to direct wakes away from downstream turbines. Previous wake steering research has assumed perfect information, however, there can be significant uncertainty in many aspects of the problem, including wind inflow and various turbine measurements. Uncertainty has significant implications for performance of wake steering strategies. Consequently, the authors formulate and solve an optimization under uncertainty (OUU) problem for finding optimal wake steering strategies in themore » presence of yaw angle uncertainty. The OUU wake steering strategy is demonstrated on a two-turbine test case and on the utility-scale, offshore Princess Amalia Wind Farm. When we accounted for yaw angle uncertainty in the Princess Amalia Wind Farm case, inflow-direction-specific OUU solutions produced between 0% and 1.4% more power than the deterministically optimized steering strategies, resulting in an overall annual average improvement of 0.2%. More importantly, the deterministic optimization is expected to perform worse and with more downside risk than the OUU result when realistic uncertainty is taken into account. Additionally, the OUU solution produces fewer extreme yaw situations than the deterministic solution.« less

Optimization Under Uncertainty for Wake Steering Strategies: Preprint

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

Quick, Julian; Annoni, Jennifer; King, Ryan N

Wind turbines in a wind power plant experience significant power losses because of aerodynamic interactions between turbines. One control strategy to reduce these losses is known as 'wake steering,' in which upstream turbines are yawed to direct wakes away from downstream turbines. Previous wake steering research has assumed perfect information, however, there can be significant uncertainty in many aspects of the problem, including wind inflow and various turbine measurements. Uncertainty has significant implications for performance of wake steering strategies. Consequently, the authors formulate and solve an optimization under uncertainty (OUU) problem for finding optimal wake steering strategies in the presencemore » of yaw angle uncertainty. The OUU wake steering strategy is demonstrated on a two-turbine test case and on the utility-scale, offshore Princess Amalia Wind Farm. When we accounted for yaw angle uncertainty in the Princess Amalia Wind Farm case, inflow-direction-specific OUU solutions produced between 0% and 1.4% more power than the deterministically optimized steering strategies, resulting in an overall annual average improvement of 0.2%. More importantly, the deterministic optimization is expected to perform worse and with more downside risk than the OUU result when realistic uncertainty is taken into account. Additionally, the OUU solution produces fewer extreme yaw situations than the deterministic solution.« less

Optimization Under Uncertainty for Wake Steering Strategies

NASA Astrophysics Data System (ADS)

Quick, Julian; Annoni, Jennifer; King, Ryan; Dykes, Katherine; Fleming, Paul; Ning, Andrew

2017-05-01

Wind turbines in a wind power plant experience significant power losses because of aerodynamic interactions between turbines. One control strategy to reduce these losses is known as “wake steering,” in which upstream turbines are yawed to direct wakes away from downstream turbines. Previous wake steering research has assumed perfect information, however, there can be significant uncertainty in many aspects of the problem, including wind inflow and various turbine measurements. Uncertainty has significant implications for performance of wake steering strategies. Consequently, the authors formulate and solve an optimization under uncertainty (OUU) problem for finding optimal wake steering strategies in the presence of yaw angle uncertainty. The OUU wake steering strategy is demonstrated on a two-turbine test case and on the utility-scale, offshore Princess Amalia Wind Farm. When we accounted for yaw angle uncertainty in the Princess Amalia Wind Farm case, inflow-direction-specific OUU solutions produced between 0% and 1.4% more power than the deterministically optimized steering strategies, resulting in an overall annual average improvement of 0.2%. More importantly, the deterministic optimization is expected to perform worse and with more downside risk than the OUU result when realistic uncertainty is taken into account. Additionally, the OUU solution produces fewer extreme yaw situations than the deterministic solution.

Optimization Under Uncertainty for Wake Steering Strategies

DOE PAGES

Quick, Julian; Annoni, Jennifer; King, Ryan N.; ...

2017-06-13

Here, wind turbines in a wind power plant experience significant power losses because of aerodynamic interactions between turbines. One control strategy to reduce these losses is known as 'wake steering,' in which upstream turbines are yawed to direct wakes away from downstream turbines. Previous wake steering research has assumed perfect information, however, there can be significant uncertainty in many aspects of the problem, including wind inflow and various turbine measurements. Uncertainty has significant implications for performance of wake steering strategies. Consequently, the authors formulate and solve an optimization under uncertainty (OUU) problem for finding optimal wake steering strategies in themore » presence of yaw angle uncertainty. The OUU wake steering strategy is demonstrated on a two-turbine test case and on the utility-scale, offshore Princess Amalia Wind Farm. When we accounted for yaw angle uncertainty in the Princess Amalia Wind Farm case, inflow-direction-specific OUU solutions produced between 0% and 1.4% more power than the deterministically optimized steering strategies, resulting in an overall annual average improvement of 0.2%. More importantly, the deterministic optimization is expected to perform worse and with more downside risk than the OUU result when realistic uncertainty is taken into account. Additionally, the OUU solution produces fewer extreme yaw situations than the deterministic solution.« less

Optimal harvesting of a stochastic delay logistic model with Lévy jumps

NASA Astrophysics Data System (ADS)

Qiu, Hong; Deng, Wenmin

2016-10-01

The optimal harvesting problem of a stochastic time delay logistic model with Lévy jumps is considered in this article. We first show that the model has a unique global positive solution and discuss the uniform boundedness of its pth moment with harvesting. Then we prove that the system is globally attractive and asymptotically stable in distribution under our assumptions. Furthermore, we obtain the existence of the optimal harvesting effort by the ergodic method, and then we give the explicit expression of the optimal harvesting policy and maximum yield.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Galerkin v. discrete-optimal projection in nonlinear model reduction

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

Carlberg, Kevin Thomas; Barone, Matthew Franklin; Antil, Harbir

Discrete-optimal model-reduction techniques such as the Gauss{Newton with Approximated Tensors (GNAT) method have shown promise, as they have generated stable, accurate solutions for large-scale turbulent, compressible ow problems where standard Galerkin techniques have failed. However, there has been limited comparative analysis of the two approaches. This is due in part to difficulties arising from the fact that Galerkin techniques perform projection at the time-continuous level, while discrete-optimal techniques do so at the time-discrete level. This work provides a detailed theoretical and experimental comparison of the two techniques for two common classes of time integrators: linear multistep schemes and Runge{Kutta schemes.more » We present a number of new ndings, including conditions under which the discrete-optimal ROM has a time-continuous representation, conditions under which the two techniques are equivalent, and time-discrete error bounds for the two approaches. Perhaps most surprisingly, we demonstrate both theoretically and experimentally that decreasing the time step does not necessarily decrease the error for the discrete-optimal ROM; instead, the time step should be `matched' to the spectral content of the reduced basis. In numerical experiments carried out on a turbulent compressible- ow problem with over one million unknowns, we show that increasing the time step to an intermediate value decreases both the error and the simulation time of the discrete-optimal reduced-order model by an order of magnitude.« less

Optimal parameter estimation with a fixed rate of abstention

NASA Astrophysics Data System (ADS)

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

2013-07-01

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

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

NASA Technical Reports Server (NTRS)

Han, Kuoruey

1990-01-01

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

Optimization, Monotonicity and the Determination of Nash Equilibria — An Algorithmic Analysis

NASA Astrophysics Data System (ADS)

Lozovanu, D.; Pickl, S. W.; Weber, G.-W.

2004-08-01

This paper is concerned with the optimization of a nonlinear time-discrete model exploiting the special structure of the underlying cost game and the property of inverse matrices. The costs are interlinked by a system of linear inequalities. It is shown that, if the players cooperate, i.e., minimize the sum of all the costs, they achieve a Nash equilibrium. In order to determine Nash equilibria, the simplex method can be applied with respect to the dual problem. An introduction into the TEM model and its relationship to an economic Joint Implementation program is given. The equivalence problem is presented. The construction of the emission cost game and the allocation problem is explained. The assumption of inverse monotony for the matrices leads to a new result in the area of such allocation problems. A generalization of such problems is presented.

A firefly algorithm for solving competitive location-design problem: a case study

NASA Astrophysics Data System (ADS)

Sadjadi, Seyed Jafar; Ashtiani, Milad Gorji; Ramezanian, Reza; Makui, Ahmad

2016-12-01

This paper aims at determining the optimal number of new facilities besides specifying both the optimal location and design level of them under the budget constraint in a competitive environment by a novel hybrid continuous and discrete firefly algorithm. A real-world application of locating new chain stores in the city of Tehran, Iran, is used and the results are analyzed. In addition, several examples have been solved to evaluate the efficiency of the proposed model and algorithm. The results demonstrate that the performed method provides good-quality results for the test problems.

Convex relaxations for gas expansion planning

DOE PAGES

Borraz-Sanchez, Conrado; Bent, Russell Whitford; Backhaus, Scott N.; ...

2016-01-01

Expansion of natural gas networks is a critical process involving substantial capital expenditures with complex decision-support requirements. Here, given the non-convex nature of gas transmission constraints, global optimality and infeasibility guarantees can only be offered by global optimisation approaches. Unfortunately, state-of-the-art global optimisation solvers are unable to scale up to real-world size instances. In this study, we present a convex mixed-integer second-order cone relaxation for the gas expansion planning problem under steady-state conditions. The underlying model offers tight lower bounds with high computational efficiency. In addition, the optimal solution of the relaxation can often be used to derive high-quality solutionsmore » to the original problem, leading to provably tight optimality gaps and, in some cases, global optimal solutions. The convex relaxation is based on a few key ideas, including the introduction of flux direction variables, exact McCormick relaxations, on/off constraints, and integer cuts. Numerical experiments are conducted on the traditional Belgian gas network, as well as other real larger networks. The results demonstrate both the accuracy and computational speed of the relaxation and its ability to produce high-quality solution« less

Analytical investigations in aircraft and spacecraft trajectory optimization and optimal guidance

NASA Technical Reports Server (NTRS)

Markopoulos, Nikos; Calise, Anthony J.

1995-01-01

A collection of analytical studies is presented related to unconstrained and constrained aircraft (a/c) energy-state modeling and to spacecraft (s/c) motion under continuous thrust. With regard to a/c unconstrained energy-state modeling, the physical origin of the singular perturbation parameter that accounts for the observed 2-time-scale behavior of a/c during energy climbs is identified and explained. With regard to the constrained energy-state modeling, optimal control problems are studied involving active state-variable inequality constraints. Departing from the practical deficiencies of the control programs for such problems that result from the traditional formulations, a complete reformulation is proposed for these problems which, in contrast to the old formulation, will presumably lead to practically useful controllers that can track an inequality constraint boundary asymptotically, and even in the presence of 2-sided perturbations about it. Finally, with regard to s/c motion under continuous thrust, a thrust program is proposed for which the equations of 2-dimensional motion of a space vehicle in orbit, viewed as a point mass, afford an exact analytic solution. The thrust program arises under the assumption of tangential thrust from the costate system corresponding to minimum-fuel, power-limited, coplanar transfers between two arbitrary conics. The thrust program can be used not only with power-limited propulsion systems, but also with any propulsion system capable of generating continuous thrust of controllable magnitude, and, for propulsion types and classes of transfers for which it is sufficiently optimal the results of this report suggest a method of maneuvering during planetocentric or heliocentric orbital operations, requiring a minimum amount of computation; thus uniquely suitable for real-time feedback guidance implementations.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Biokinetic model-based multi-objective optimization of Dunaliella tertiolecta cultivation using elitist non-dominated sorting genetic algorithm with inheritance.

PubMed

Sinha, Snehal K; Kumar, Mithilesh; Guria, Chandan; Kumar, Anup; Banerjee, Chiranjib

2017-10-01

Algal model based multi-objective optimization using elitist non-dominated sorting genetic algorithm with inheritance was carried out for batch cultivation of Dunaliella tertiolecta using NPK-fertilizer. Optimization problems involving two- and three-objective functions were solved simultaneously. The objective functions are: maximization of algae-biomass and lipid productivity with minimization of cultivation time and cost. Time variant light intensity and temperature including NPK-fertilizer, NaCl and NaHCO 3 loadings are the important decision variables. Algal model involving Monod/Andrews adsorption kinetics and Droop model with internal nutrient cell quota was used for optimization studies. Sets of non-dominated (equally good) Pareto optimal solutions were obtained for the problems studied. It was observed that time variant optimal light intensity and temperature trajectories, including optimum NPK fertilizer, NaCl and NaHCO 3 concentration has significant influence to improve biomass and lipid productivity under minimum cultivation time and cost. Proposed optimization studies may be helpful to implement the control strategy in scale-up operation. Copyright © 2017 Elsevier Ltd. All rights reserved.

Evolutional Optimization on Material Ordering and Inventory Control of Supply Chain through Incentive Scheme

NASA Astrophysics Data System (ADS)

Prasertwattana, Kanit; Shimizu, Yoshiaki; Chiadamrong, Navee

This paper studied the material ordering and inventory control of supply chain systems. The effect of controlling policies is analyzed under three different configurations of the supply chain systems, and the formulated problem has been solved by using an evolutional optimization method known as Differential Evolution (DE). The numerical results show that the coordinating policy with the incentive scheme outperforms the other policies and can improve the performance of the overall system as well as all members under the concept of supply chain management.

Entanglement sharing via qudit channels: Nonmaximally entangled states may be necessary for one-shot optimal singlet fraction and negativity

NASA Astrophysics Data System (ADS)

Pal, Rajarshi; Bandyopadhyay, Somshubhro

2018-03-01

We consider the problem of establishing entangled states of optimal singlet fraction and negativity between two remote parties for every use of a noisy quantum channel and trace-preserving local operations and classical communication (LOCC) under the assumption that the parties do not share prior correlations. We show that for a family of quantum channels in every finite dimension d ≥3 , one-shot optimal singlet fraction and entanglement negativity are attained only with appropriate nonmaximally entangled states. A consequence of our results is that the ordering of entangled states in all finite dimensions may not be preserved under trace-preserving LOCC.

Optimal allocation model of construction land based on two-level system optimization theory

NASA Astrophysics Data System (ADS)

Liu, Min; Liu, Yanfang; Xia, Yuping; Lei, Qihong

2007-06-01

The allocation of construction land is an important task in land-use planning. Whether implementation of planning decisions is a success or not, usually depends on a reasonable and scientific distribution method. Considering the constitution of land-use planning system and planning process in China, multiple levels and multiple objective decision problems is its essence. Also, planning quantity decomposition is a two-level system optimization problem and an optimal resource allocation decision problem between a decision-maker in the topper and a number of parallel decision-makers in the lower. According the characteristics of the decision-making process of two-level decision-making system, this paper develops an optimal allocation model of construction land based on two-level linear planning. In order to verify the rationality and the validity of our model, Baoan district of Shenzhen City has been taken as a test case. Under the assistance of the allocation model, construction land is allocated to ten townships of Baoan district. The result obtained from our model is compared to that of traditional method, and results show that our model is reasonable and usable. In the end, the paper points out the shortcomings of the model and further research directions.

Multivariate Epi-splines and Evolving Function Identification Problems

DTIC Science & Technology

2015-04-15

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

Robust Consumption-Investment Problem on Infinite Horizon

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

Zawisza, Dariusz, E-mail: dariusz.zawisza@im.uj.edu.pl

In our paper we consider an infinite horizon consumption-investment problem under a model misspecification in a general stochastic factor model. We formulate the problem as a stochastic game and finally characterize the saddle point and the value function of that game using an ODE of semilinear type, for which we provide a proof of an existence and uniqueness theorem for its solution. Such equation is interested on its own right, since it generalizes many other equations arising in various infinite horizon optimization problems.

Near-Optimal Tracking Control of Mobile Robots Via Receding-Horizon Dual Heuristic Programming.

PubMed

Lian, Chuanqiang; Xu, Xin; Chen, Hong; He, Haibo

2016-11-01

Trajectory tracking control of wheeled mobile robots (WMRs) has been an important research topic in control theory and robotics. Although various tracking control methods with stability have been developed for WMRs, it is still difficult to design optimal or near-optimal tracking controller under uncertainties and disturbances. In this paper, a near-optimal tracking control method is presented for WMRs based on receding-horizon dual heuristic programming (RHDHP). In the proposed method, a backstepping kinematic controller is designed to generate desired velocity profiles and the receding horizon strategy is used to decompose the infinite-horizon optimal control problem into a series of finite-horizon optimal control problems. In each horizon, a closed-loop tracking control policy is successively updated using a class of approximate dynamic programming algorithms called finite-horizon dual heuristic programming (DHP). The convergence property of the proposed method is analyzed and it is shown that the tracking control system based on RHDHP is asymptotically stable by using the Lyapunov approach. Simulation results on three tracking control problems demonstrate that the proposed method has improved control performance when compared with conventional model predictive control (MPC) and DHP. It is also illustrated that the proposed method has lower computational burden than conventional MPC, which is very beneficial for real-time tracking control.

An Iterative Approach for the Optimization of Pavement Maintenance Management at the Network Level

PubMed Central

Torres-Machí, Cristina; Chamorro, Alondra; Videla, Carlos; Yepes, Víctor

2014-01-01

Pavement maintenance is one of the major issues of public agencies. Insufficient investment or inefficient maintenance strategies lead to high economic expenses in the long term. Under budgetary restrictions, the optimal allocation of resources becomes a crucial aspect. Two traditional approaches (sequential and holistic) and four classes of optimization methods (selection based on ranking, mathematical optimization, near optimization, and other methods) have been applied to solve this problem. They vary in the number of alternatives considered and how the selection process is performed. Therefore, a previous understanding of the problem is mandatory to identify the most suitable approach and method for a particular network. This study aims to assist highway agencies, researchers, and practitioners on when and how to apply available methods based on a comparative analysis of the current state of the practice. Holistic approach tackles the problem considering the overall network condition, while the sequential approach is easier to implement and understand, but may lead to solutions far from optimal. Scenarios defining the suitability of these approaches are defined. Finally, an iterative approach gathering the advantages of traditional approaches is proposed and applied in a case study. The proposed approach considers the overall network condition in a simpler and more intuitive manner than the holistic approach. PMID:24741352

Discrete Particle Swarm Optimization Routing Protocol for Wireless Sensor Networks with Multiple Mobile Sinks

PubMed Central

Yang, Jin; Liu, Fagui; Cao, Jianneng; Wang, Liangming

2016-01-01

Mobile sinks can achieve load-balancing and energy-consumption balancing across the wireless sensor networks (WSNs). However, the frequent change of the paths between source nodes and the sinks caused by sink mobility introduces significant overhead in terms of energy and packet delays. To enhance network performance of WSNs with mobile sinks (MWSNs), we present an efficient routing strategy, which is formulated as an optimization problem and employs the particle swarm optimization algorithm (PSO) to build the optimal routing paths. However, the conventional PSO is insufficient to solve discrete routing optimization problems. Therefore, a novel greedy discrete particle swarm optimization with memory (GMDPSO) is put forward to address this problem. In the GMDPSO, particle’s position and velocity of traditional PSO are redefined under discrete MWSNs scenario. Particle updating rule is also reconsidered based on the subnetwork topology of MWSNs. Besides, by improving the greedy forwarding routing, a greedy search strategy is designed to drive particles to find a better position quickly. Furthermore, searching history is memorized to accelerate convergence. Simulation results demonstrate that our new protocol significantly improves the robustness and adapts to rapid topological changes with multiple mobile sinks, while efficiently reducing the communication overhead and the energy consumption. PMID:27428971

An iterative approach for the optimization of pavement maintenance management at the network level.

PubMed

Torres-Machí, Cristina; Chamorro, Alondra; Videla, Carlos; Pellicer, Eugenio; Yepes, Víctor

2014-01-01

Pavement maintenance is one of the major issues of public agencies. Insufficient investment or inefficient maintenance strategies lead to high economic expenses in the long term. Under budgetary restrictions, the optimal allocation of resources becomes a crucial aspect. Two traditional approaches (sequential and holistic) and four classes of optimization methods (selection based on ranking, mathematical optimization, near optimization, and other methods) have been applied to solve this problem. They vary in the number of alternatives considered and how the selection process is performed. Therefore, a previous understanding of the problem is mandatory to identify the most suitable approach and method for a particular network. This study aims to assist highway agencies, researchers, and practitioners on when and how to apply available methods based on a comparative analysis of the current state of the practice. Holistic approach tackles the problem considering the overall network condition, while the sequential approach is easier to implement and understand, but may lead to solutions far from optimal. Scenarios defining the suitability of these approaches are defined. Finally, an iterative approach gathering the advantages of traditional approaches is proposed and applied in a case study. The proposed approach considers the overall network condition in a simpler and more intuitive manner than the holistic approach.

Optimal starting conditions for the rendezvous maneuver: Analytical and computational approach

NASA Astrophysics Data System (ADS)

Ciarcia, Marco

The three-dimensional rendezvous between two spacecraft is considered: a target spacecraft on a circular orbit around the Earth and a chaser spacecraft initially on some elliptical orbit yet to be determined. The chaser spacecraft has variable mass, limited thrust, and its trajectory is governed by three controls, one determining the thrust magnitude and two determining the thrust direction. We seek the time history of the controls in such a way that the propellant mass required to execute the rendezvous maneuver is minimized. Two cases are considered: (i) time-to-rendezvous free and (ii) time-to-rendezvous given, respectively equivalent to (i) free angular travel and (ii) fixed angular travel for the target spacecraft. The above problem has been studied by several authors under the assumption that the initial separation coordinates and the initial separation velocities are given, hence known initial conditions for the chaser spacecraft. In this paper, it is assumed that both the initial separation coordinates and initial separation velocities are free except for the requirement that the initial chaser-to-target distance is given so as to prevent the occurrence of trivial solutions. Two approaches are employed: optimal control formulation (Part A) and mathematical programming formulation (Part B). In Part A, analyses are performed with the multiple-subarc sequential gradient-restoration algorithm for optimal control problems. They show that the fuel-optimal trajectory is zero-bang, namely it is characterized by two subarcs: a long coasting zero-thrust subarc followed by a short powered max-thrust braking subarc. While the thrust direction of the powered subarc is continuously variable for the optimal trajectory, its replacement with a constant (yet optimized) thrust direction produces a very efficient guidance trajectory. Indeed, for all values of the initial distance, the fuel required by the guidance trajectory is within less than one percent of the fuel required by the optimal trajectory. For the guidance trajectory, because of the replacement of the variable thrust direction of the powered subarc with a constant thrust direction, the optimal control problem degenerates into a mathematical programming problem with a relatively small number of degrees of freedom, more precisely: three for case (i) time-to-rendezvous free and two for case (ii) time-to-rendezvous given. In particular, we consider the rendezvous between the Space Shuttle (chaser) and the International Space Station (target). Once a given initial distance SS-to-ISS is preselected, the present work supplies not only the best initial conditions for the rendezvous trajectory, but simultaneously the corresponding final conditions for the ascent trajectory. In Part B, an analytical solution of the Clohessy-Wiltshire equations is presented (i) neglecting the change of the spacecraft mass due to the fuel consumption and (ii) and assuming that the thrust is finite, that is, the trajectory includes powered subarcs flown with max thrust and coasting subarc flown with zero thrust. Then, employing the found analytical solution, we study the rendezvous problem under the assumption that the initial separation coordinates and initial separation velocities are free except for the requirement that the initial chaser-to-target distance is given. The main contribution of Part B is the development of analytical solutions for the powered subarcs, an important extension of the analytical solutions already available for the coasting subarcs. One consequence is that the entire optimal trajectory can be described analytically. Another consequence is that the optimal control problems degenerate into mathematical programming problems. A further consequence is that, vis-a-vis the optimal control formulation, the mathematical programming formulation reduces the CPU time by a factor of order 1000. Key words. Space trajectories, rendezvous, optimization, guidance, optimal control, calculus of variations, Mayer problems, Bolza problems, transformation techniques, multiple-subarc sequential gradient-restoration algorithm.

Local search heuristic for the discrete leader-follower problem with multiple follower objectives

NASA Astrophysics Data System (ADS)

Kochetov, Yury; Alekseeva, Ekaterina; Mezmaz, Mohand

2016-10-01

We study a discrete bilevel problem, called as well as leader-follower problem, with multiple objectives at the lower level. It is assumed that constraints at the upper level can include variables of both levels. For such ill-posed problem we define feasible and optimal solutions for pessimistic case. A central point of this work is a two stage method to get a feasible solution under the pessimistic case, given a leader decision. The target of the first stage is a follower solution that violates the leader constraints. The target of the second stage is a pessimistic feasible solution. Each stage calls a heuristic and a solver for a series of particular mixed integer programs. The method is integrated inside a local search based heuristic that is designed to find near-optimal leader solutions.

Application of modern control theory to scheduling and path-stretching maneuvers of aircraft in the near terminal area

NASA Technical Reports Server (NTRS)

Athans, M.

1974-01-01

A design concept of the dynamic control of aircraft in the near terminal area is discussed. An arbitrary set of nominal air routes, with possible multiple merging points, all leading to a single runway, is considered. The system allows for the automated determination of acceleration/deceleration of aircraft along the nominal air routes, as well as for the automated determination of path-stretching delay maneuvers. In addition to normal operating conditions, the system accommodates: (1) variable commanded separations over the outer marker to allow for takeoffs and between successive landings and (2) emergency conditions under which aircraft in distress have priority. The system design is based on a combination of three distinct optimal control problems involving a standard linear-quadratic problem, a parameter optimization problem, and a minimum-time rendezvous problem.

MORE: mixed optimization for reverse engineering--an application to modeling biological networks response via sparse systems of nonlinear differential equations.

PubMed

Sambo, Francesco; de Oca, Marco A Montes; Di Camillo, Barbara; Toffolo, Gianna; Stützle, Thomas

2012-01-01

Reverse engineering is the problem of inferring the structure of a network of interactions between biological variables from a set of observations. In this paper, we propose an optimization algorithm, called MORE, for the reverse engineering of biological networks from time series data. The model inferred by MORE is a sparse system of nonlinear differential equations, complex enough to realistically describe the dynamics of a biological system. MORE tackles separately the discrete component of the problem, the determination of the biological network topology, and the continuous component of the problem, the strength of the interactions. This approach allows us both to enforce system sparsity, by globally constraining the number of edges, and to integrate a priori information about the structure of the underlying interaction network. Experimental results on simulated and real-world networks show that the mixed discrete/continuous optimization approach of MORE significantly outperforms standard continuous optimization and that MORE is competitive with the state of the art in terms of accuracy of the inferred networks.

Global optimization methods for engineering design

NASA Technical Reports Server (NTRS)

Arora, Jasbir S.

1990-01-01

The problem is to find a global minimum for the Problem P. Necessary and sufficient conditions are available for local optimality. However, global solution can be assured only under the assumption of convexity of the problem. If the constraint set S is compact and the cost function is continuous on it, existence of a global minimum is guaranteed. However, in view of the fact that no global optimality conditions are available, a global solution can be found only by an exhaustive search to satisfy Inequality. The exhaustive search can be organized in such a way that the entire design space need not be searched for the solution. This way the computational burden is reduced somewhat. It is concluded that zooming algorithm for global optimizations appears to be a good alternative to stochastic methods. More testing is needed; a general, robust, and efficient local minimizer is required. IDESIGN was used in all numerical calculations which is based on a sequential quadratic programming algorithm, and since feasible set keeps on shrinking, a good algorithm to find an initial feasible point is required. Such algorithms need to be developed and evaluated.

Development of optimized segmentation map in dual energy computed tomography

NASA Astrophysics Data System (ADS)

Yamakawa, Keisuke; Ueki, Hironori

2012-03-01

Dual energy computed tomography (DECT) has been widely used in clinical practice and has been particularly effective for tissue diagnosis. In DECT the difference of two attenuation coefficients acquired by two kinds of X-ray energy enables tissue segmentation. One problem in conventional DECT is that the segmentation deteriorates in some cases, such as bone removal. This is due to two reasons. Firstly, the segmentation map is optimized without considering the Xray condition (tube voltage and current). If we consider the tube voltage, it is possible to create an optimized map, but unfortunately we cannot consider the tube current. Secondly, the X-ray condition is not optimized. The condition can be set empirically, but this means that the optimized condition is not used correctly. To solve these problems, we have developed methods for optimizing the map (Method-1) and the condition (Method-2). In Method-1, the map is optimized to minimize segmentation errors. The distribution of the attenuation coefficient is modeled by considering the tube current. In Method-2, the optimized condition is decided to minimize segmentation errors depending on tube voltagecurrent combinations while keeping the total exposure constant. We evaluated the effectiveness of Method-1 by performing a phantom experiment under the fixed condition and of Method-2 by performing a phantom experiment under different combinations calculated from the total exposure constant. When Method-1 was followed with Method-2, the segmentation error was reduced from 37.8 to 13.5 %. These results demonstrate that our developed methods can achieve highly accurate segmentation while keeping the total exposure constant.

A novel neutron energy spectrum unfolding code using particle swarm optimization

NASA Astrophysics Data System (ADS)

Shahabinejad, H.; Sohrabpour, M.

2017-07-01

A novel neutron Spectrum Deconvolution using Particle Swarm Optimization (SDPSO) code has been developed to unfold the neutron spectrum from a pulse height distribution and a response matrix. The Particle Swarm Optimization (PSO) imitates the bird flocks social behavior to solve complex optimization problems. The results of the SDPSO code have been compared with those of the standard spectra and recently published Two-steps Genetic Algorithm Spectrum Unfolding (TGASU) code. The TGASU code have been previously compared with the other codes such as MAXED, GRAVEL, FERDOR and GAMCD and shown to be more accurate than the previous codes. The results of the SDPSO code have been demonstrated to match well with those of the TGASU code for both under determined and over-determined problems. In addition the SDPSO has been shown to be nearly two times faster than the TGASU code.

An opinion formation based binary optimization approach for feature selection

NASA Astrophysics Data System (ADS)

Hamedmoghadam, Homayoun; Jalili, Mahdi; Yu, Xinghuo

2018-02-01

This paper proposed a novel optimization method based on opinion formation in complex network systems. The proposed optimization technique mimics human-human interaction mechanism based on a mathematical model derived from social sciences. Our method encodes a subset of selected features to the opinion of an artificial agent and simulates the opinion formation process among a population of agents to solve the feature selection problem. The agents interact using an underlying interaction network structure and get into consensus in their opinions, while finding better solutions to the problem. A number of mechanisms are employed to avoid getting trapped in local minima. We compare the performance of the proposed method with a number of classical population-based optimization methods and a state-of-the-art opinion formation based method. Our experiments on a number of high dimensional datasets reveal outperformance of the proposed algorithm over others.

Solvability of some partial functional integrodifferential equations with finite delay and optimal controls in Banach spaces.

PubMed

Ezzinbi, Khalil; Ndambomve, Patrice

2016-01-01

In this work, we consider the control system governed by some partial functional integrodifferential equations with finite delay in Banach spaces. We assume that the undelayed part admits a resolvent operator in the sense of Grimmer. Firstly, some suitable conditions are established to guarantee the existence and uniqueness of mild solutions for a broad class of partial functional integrodifferential infinite dimensional control systems. Secondly, it is proved that, under generally mild conditions of cost functional, the associated Lagrange problem has an optimal solution, and that for each optimal solution there is a minimizing sequence of the problem that converges to the optimal solution with respect to the trajectory, the control, and the functional in appropriate topologies. Our results extend and complement many other important results in the literature. Finally, a concrete example of application is given to illustrate the effectiveness of our main results.

Employing Sensitivity Derivatives for Robust Optimization under Uncertainty in CFD

NASA Technical Reports Server (NTRS)

Newman, Perry A.; Putko, Michele M.; Taylor, Arthur C., III

2004-01-01

A robust optimization is demonstrated on a two-dimensional inviscid airfoil problem in subsonic flow. Given uncertainties in statistically independent, random, normally distributed flow parameters (input variables), an approximate first-order statistical moment method is employed to represent the Computational Fluid Dynamics (CFD) code outputs as expected values with variances. These output quantities are used to form the objective function and constraints. The constraints are cast in probabilistic terms; that is, the probability that a constraint is satisfied is greater than or equal to some desired target probability. Gradient-based robust optimization of this stochastic problem is accomplished through use of both first and second-order sensitivity derivatives. For each robust optimization, the effect of increasing both input standard deviations and target probability of constraint satisfaction are demonstrated. This method provides a means for incorporating uncertainty when considering small deviations from input mean values.

Multi-objective Optimization Strategies Using Adjoint Method and Game Theory in Aerodynamics

NASA Astrophysics Data System (ADS)

Tang, Zhili

2006-08-01

There are currently three different game strategies originated in economics: (1) Cooperative games (Pareto front), (2) Competitive games (Nash game) and (3) Hierarchical games (Stackelberg game). Each game achieves different equilibria with different performance, and their players play different roles in the games. Here, we introduced game concept into aerodynamic design, and combined it with adjoint method to solve multi-criteria aerodynamic optimization problems. The performance distinction of the equilibria of these three game strategies was investigated by numerical experiments. We computed Pareto front, Nash and Stackelberg equilibria of the same optimization problem with two conflicting and hierarchical targets under different parameterizations by using the deterministic optimization method. The numerical results show clearly that all the equilibria solutions are inferior to the Pareto front. Non-dominated Pareto front solutions are obtained, however the CPU cost to capture a set of solutions makes the Pareto front an expensive tool to the designer.

Robust resolution enhancement optimization methods to process variations based on vector imaging model

NASA Astrophysics Data System (ADS)

Ma, Xu; Li, Yanqiu; Guo, Xuejia; Dong, Lisong

2012-03-01

Optical proximity correction (OPC) and phase shifting mask (PSM) are the most widely used resolution enhancement techniques (RET) in the semiconductor industry. Recently, a set of OPC and PSM optimization algorithms have been developed to solve for the inverse lithography problem, which are only designed for the nominal imaging parameters without giving sufficient attention to the process variations due to the aberrations, defocus and dose variation. However, the effects of process variations existing in the practical optical lithography systems become more pronounced as the critical dimension (CD) continuously shrinks. On the other hand, the lithography systems with larger NA (NA>0.6) are now extensively used, rendering the scalar imaging models inadequate to describe the vector nature of the electromagnetic field in the current optical lithography systems. In order to tackle the above problems, this paper focuses on developing robust gradient-based OPC and PSM optimization algorithms to the process variations under a vector imaging model. To achieve this goal, an integrative and analytic vector imaging model is applied to formulate the optimization problem, where the effects of process variations are explicitly incorporated in the optimization framework. The steepest descent algorithm is used to optimize the mask iteratively. In order to improve the efficiency of the proposed algorithms, a set of algorithm acceleration techniques (AAT) are exploited during the optimization procedure.

Dynamic programming methods for concurrent design and dynamic allocation of vehicles embedded in a system-of-systems

NASA Astrophysics Data System (ADS)

Nusawardhana

2007-12-01

Recent developments indicate a changing perspective on how systems or vehicles should be designed. Such transition comes from the way decision makers in defense related agencies address complex problems. Complex problems are now often posed in terms of the capabilities desired, rather than in terms of requirements for a single systems. As a result, the way to provide a set of capabilities is through a collection of several individual, independent systems. This collection of individual independent systems is often referred to as a "System of Systems'' (SoS). Because of the independent nature of the constituent systems in an SoS, approaches to design an SoS, and more specifically, approaches to design a new system as a member of an SoS, will likely be different than the traditional design approaches for complex, monolithic (meaning the constituent parts have no ability for independent operation) systems. Because a system of system evolves over time, this simultaneous system design and resource allocation problem should be investigated in a dynamic context. Such dynamic optimization problems are similar to conventional control problems. However, this research considers problems which not only seek optimizing policies but also seek the proper system or vehicle to operate under these policies. This thesis presents a framework and a set of analytical tools to solve a class of SoS problems that involves the simultaneous design of a new system and allocation of the new system along with existing systems. Such a class of problems belongs to the problems of concurrent design and control of a new systems with solutions consisting of both optimal system design and optimal control strategy. Rigorous mathematical arguments show that the proposed framework solves the concurrent design and control problems. Many results exist for dynamic optimization problems of linear systems. In contrary, results on optimal nonlinear dynamic optimization problems are rare. The proposed framework is equipped with the set of analytical tools to solve several cases of nonlinear optimal control problems: continuous- and discrete-time nonlinear problems with applications on both optimal regulation and tracking. These tools are useful when mathematical descriptions of dynamic systems are available. In the absence of such a mathematical model, it is often necessary to derive a solution based on computer simulation. For this case, a set of parameterized decision may constitute a solution. This thesis presents a method to adjust these parameters based on the principle of stochastic approximation simultaneous perturbation using continuous measurements. The set of tools developed here mostly employs the methods of exact dynamic programming. However, due to the complexity of SoS problems, this research also develops suboptimal solution approaches, collectively recognized as approximate dynamic programming solutions, for large scale problems. The thesis presents, explores, and solves problems from an airline industry, in which a new aircraft is to be designed and allocated along with an existing fleet of aircraft. Because the life cycle of an aircraft is on the order of 10 to 20 years, this problem is to be addressed dynamically so that the new aircraft design is the best design for the fleet over a given time horizon.

New bounding and decomposition approaches for MILP investment problems: Multi-area transmission and generation planning under policy constraints

DOE PAGES

Munoz, F. D.; Hobbs, B. F.; Watson, J. -P.

2016-02-01

A novel two-phase bounding and decomposition approach to compute optimal and near-optimal solutions to large-scale mixed-integer investment planning problems is proposed and it considers a large number of operating subproblems, each of which is a convex optimization. Our motivating application is the planning of power transmission and generation in which policy constraints are designed to incentivize high amounts of intermittent generation in electric power systems. The bounding phase exploits Jensen’s inequality to define a lower bound, which we extend to stochastic programs that use expected-value constraints to enforce policy objectives. The decomposition phase, in which the bounds are tightened, improvesmore » upon the standard Benders’ algorithm by accelerating the convergence of the bounds. The lower bound is tightened by using a Jensen’s inequality-based approach to introduce an auxiliary lower bound into the Benders master problem. Upper bounds for both phases are computed using a sub-sampling approach executed on a parallel computer system. Numerical results show that only the bounding phase is necessary if loose optimality gaps are acceptable. But, the decomposition phase is required to attain optimality gaps. Moreover, use of both phases performs better, in terms of convergence speed, than attempting to solve the problem using just the bounding phase or regular Benders decomposition separately.« less

New bounding and decomposition approaches for MILP investment problems: Multi-area transmission and generation planning under policy constraints

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

Munoz, F. D.; Hobbs, B. F.; Watson, J. -P.

A novel two-phase bounding and decomposition approach to compute optimal and near-optimal solutions to large-scale mixed-integer investment planning problems is proposed and it considers a large number of operating subproblems, each of which is a convex optimization. Our motivating application is the planning of power transmission and generation in which policy constraints are designed to incentivize high amounts of intermittent generation in electric power systems. The bounding phase exploits Jensen’s inequality to define a lower bound, which we extend to stochastic programs that use expected-value constraints to enforce policy objectives. The decomposition phase, in which the bounds are tightened, improvesmore » upon the standard Benders’ algorithm by accelerating the convergence of the bounds. The lower bound is tightened by using a Jensen’s inequality-based approach to introduce an auxiliary lower bound into the Benders master problem. Upper bounds for both phases are computed using a sub-sampling approach executed on a parallel computer system. Numerical results show that only the bounding phase is necessary if loose optimality gaps are acceptable. But, the decomposition phase is required to attain optimality gaps. Moreover, use of both phases performs better, in terms of convergence speed, than attempting to solve the problem using just the bounding phase or regular Benders decomposition separately.« less

Integration of QFD, AHP, and LPP methods in supplier development problems under uncertainty

NASA Astrophysics Data System (ADS)

Shad, Zahra; Roghanian, Emad; Mojibian, Fatemeh

2014-04-01

Quality function deployment (QFD) is a customer-driven approach, widely used to develop or process new product to maximize customer satisfaction. Last researches used linear physical programming (LPP) procedure to optimize QFD; however, QFD issue involved uncertainties, or fuzziness, which requires taking them into account for more realistic study. In this paper, a set of fuzzy data is used to address linguistic values parameterized by triangular fuzzy numbers. Proposed integrated approach including analytic hierarchy process (AHP), QFD, and LPP to maximize overall customer satisfaction under uncertain conditions and apply them in the supplier development problem. The fuzzy AHP approach is adopted as a powerful method to obtain the relationship between the customer requirements and engineering characteristics (ECs) to construct house of quality in QFD method. LPP is used to obtain the optimal achievement level of the ECs and subsequently the customer satisfaction level under different degrees of uncertainty. The effectiveness of proposed method will be illustrated by an example.

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

PubMed

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

2017-01-01

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

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.

Multilevel algorithms for nonlinear optimization

NASA Technical Reports Server (NTRS)

Alexandrov, Natalia; Dennis, J. E., Jr.

1994-01-01

Multidisciplinary design optimization (MDO) gives rise to nonlinear optimization problems characterized by a large number of constraints that naturally occur in blocks. We propose a class of multilevel optimization methods motivated by the structure and number of constraints and by the expense of the derivative computations for MDO. The algorithms are an extension to the nonlinear programming problem of the successful class of local Brown-Brent algorithms for nonlinear equations. Our extensions allow the user to partition constraints into arbitrary blocks to fit the application, and they separately process each block and the objective function, restricted to certain subspaces. The methods use trust regions as a globalization strategy, and they have been shown to be globally convergent under reasonable assumptions. The multilevel algorithms can be applied to all classes of MDO formulations. Multilevel algorithms for solving nonlinear systems of equations are a special case of the multilevel optimization methods. In this case, they can be viewed as a trust-region globalization of the Brown-Brent class.

Optimal design of supply chain network under uncertainty environment using hybrid analytical and simulation modeling approach

NASA Astrophysics Data System (ADS)

Chiadamrong, N.; Piyathanavong, V.

2017-12-01

Models that aim to optimize the design of supply chain networks have gained more interest in the supply chain literature. Mixed-integer linear programming and discrete-event simulation are widely used for such an optimization problem. We present a hybrid approach to support decisions for supply chain network design using a combination of analytical and discrete-event simulation models. The proposed approach is based on iterative procedures until the difference between subsequent solutions satisfies the pre-determined termination criteria. The effectiveness of proposed approach is illustrated by an example, which shows closer to optimal results with much faster solving time than the results obtained from the conventional simulation-based optimization model. The efficacy of this proposed hybrid approach is promising and can be applied as a powerful tool in designing a real supply chain network. It also provides the possibility to model and solve more realistic problems, which incorporate dynamism and uncertainty.

Multimode resource-constrained multiple project scheduling problem under fuzzy random environment and its application to a large scale hydropower construction project.

PubMed

Xu, Jiuping; Feng, Cuiying

2014-01-01

This paper presents an extension of the multimode resource-constrained project scheduling problem for a large scale construction project where multiple parallel projects and a fuzzy random environment are considered. By taking into account the most typical goals in project management, a cost/weighted makespan/quality trade-off optimization model is constructed. To deal with the uncertainties, a hybrid crisp approach is used to transform the fuzzy random parameters into fuzzy variables that are subsequently defuzzified using an expected value operator with an optimistic-pessimistic index. Then a combinatorial-priority-based hybrid particle swarm optimization algorithm is developed to solve the proposed model, where the combinatorial particle swarm optimization and priority-based particle swarm optimization are designed to assign modes to activities and to schedule activities, respectively. Finally, the results and analysis of a practical example at a large scale hydropower construction project are presented to demonstrate the practicality and efficiency of the proposed model and optimization method.

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

NASA Astrophysics Data System (ADS)

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

2014-03-01

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

Multimode Resource-Constrained Multiple Project Scheduling Problem under Fuzzy Random Environment and Its Application to a Large Scale Hydropower Construction Project

PubMed Central

Xu, Jiuping

2014-01-01

This paper presents an extension of the multimode resource-constrained project scheduling problem for a large scale construction project where multiple parallel projects and a fuzzy random environment are considered. By taking into account the most typical goals in project management, a cost/weighted makespan/quality trade-off optimization model is constructed. To deal with the uncertainties, a hybrid crisp approach is used to transform the fuzzy random parameters into fuzzy variables that are subsequently defuzzified using an expected value operator with an optimistic-pessimistic index. Then a combinatorial-priority-based hybrid particle swarm optimization algorithm is developed to solve the proposed model, where the combinatorial particle swarm optimization and priority-based particle swarm optimization are designed to assign modes to activities and to schedule activities, respectively. Finally, the results and analysis of a practical example at a large scale hydropower construction project are presented to demonstrate the practicality and efficiency of the proposed model and optimization method. PMID:24550708

A modeling framework for optimal long-term care insurance purchase decisions in retirement planning.

PubMed

Gupta, Aparna; Li, Lepeng

2004-05-01

The level of need and costs of obtaining long-term care (LTC) during retired life require that planning for it is an integral part of retirement planning. In this paper, we divide retirement planning into two phases, pre-retirement and post-retirement. On the basis of four interrelated models for health evolution, wealth evolution, LTC insurance premium and coverage, and LTC cost structure, a framework for optimal LTC insurance purchase decisions in the pre-retirement phase is developed. Optimal decisions are obtained by developing a trade-off between post-retirement LTC costs and LTC insurance premiums and coverage. Two-way branching models are used to model stochastic health events and asset returns. The resulting optimization problem is formulated as a dynamic programming problem. We compare the optimal decision under two insurance purchase scenarios: one assumes that insurance is purchased for good and other assumes it may be purchased, relinquished and re-purchased. Sensitivity analysis is performed for the retirement age.

Optimizing integrated airport surface and terminal airspace operations under uncertainty

NASA Astrophysics Data System (ADS)

Bosson, Christabelle S.

In airports and surrounding terminal airspaces, the integration of surface, arrival and departure scheduling and routing have the potential to improve the operations efficiency. Moreover, because both the airport surface and the terminal airspace are often altered by random perturbations, the consideration of uncertainty in flight schedules is crucial to improve the design of robust flight schedules. Previous research mainly focused on independently solving arrival scheduling problems, departure scheduling problems and surface management scheduling problems and most of the developed models are deterministic. This dissertation presents an alternate method to model the integrated operations by using a machine job-shop scheduling formulation. A multistage stochastic programming approach is chosen to formulate the problem in the presence of uncertainty and candidate solutions are obtained by solving sample average approximation problems with finite sample size. The developed mixed-integer-linear-programming algorithm-based scheduler is capable of computing optimal aircraft schedules and routings that reflect the integration of air and ground operations. The assembled methodology is applied to a Los Angeles case study. To show the benefits of integrated operations over First-Come-First-Served, a preliminary proof-of-concept is conducted for a set of fourteen aircraft evolving under deterministic conditions in a model of the Los Angeles International Airport surface and surrounding terminal areas. Using historical data, a representative 30-minute traffic schedule and aircraft mix scenario is constructed. The results of the Los Angeles application show that the integration of air and ground operations and the use of a time-based separation strategy enable both significant surface and air time savings. The solution computed by the optimization provides a more efficient routing and scheduling than the First-Come-First-Served solution. Additionally, a data driven analysis is performed for the Los Angeles environment and probabilistic distributions of pertinent uncertainty sources are obtained. A sensitivity analysis is then carried out to assess the methodology performance and find optimal sampling parameters. Finally, simulations of increasing traffic density in the presence of uncertainty are conducted first for integrated arrivals and departures, then for integrated surface and air operations. To compare the optimization results and show the benefits of integrated operations, two aircraft separation methods are implemented that offer different routing options. The simulations of integrated air operations and the simulations of integrated air and surface operations demonstrate that significant traveling time savings, both total and individual surface and air times, can be obtained when more direct routes are allowed to be traveled even in the presence of uncertainty. The resulting routings induce however extra take off delay for departing flights. As a consequence, some flights cannot meet their initial assigned runway slot which engenders runway position shifting when comparing resulting runway sequences computed under both deterministic and stochastic conditions. The optimization is able to compute an optimal runway schedule that represents an optimal balance between total schedule delays and total travel times.

Phenomenological theory of collective decision-making

NASA Astrophysics Data System (ADS)

Zafeiris, Anna; Koman, Zsombor; Mones, Enys; Vicsek, Tamás

2017-08-01

An essential task of groups is to provide efficient solutions for the complex problems they face. Indeed, considerable efforts have been devoted to the question of collective decision-making related to problems involving a single dominant feature. Here we introduce a quantitative formalism for finding the optimal distribution of the group members' competences in the more typical case when the underlying problem is complex, i.e., multidimensional. Thus, we consider teams that are aiming at obtaining the best possible answer to a problem having a number of independent sub-problems. Our approach is based on a generic scheme for the process of evaluating the proposed solutions (i.e., negotiation). We demonstrate that the best performing groups have at least one specialist for each sub-problem - but a far less intuitive result is that finding the optimal solution by the interacting group members requires that the specialists also have some insight into the sub-problems beyond their unique field(s). We present empirical results obtained by using a large-scale database of citations being in good agreement with the above theory. The framework we have developed can easily be adapted to a variety of realistic situations since taking into account the weights of the sub-problems, the opinions or the relations of the group is straightforward. Consequently, our method can be used in several contexts, especially when the optimal composition of a group of decision-makers is designed.

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

NASA Astrophysics Data System (ADS)

Sumin, M. I.

2015-06-01

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

Modeling and optimization of the multiobjective stochastic joint replenishment and delivery problem under supply chain environment.

PubMed

Wang, Lin; Qu, Hui; Liu, Shan; Dun, Cai-xia

2013-01-01

As a practical inventory and transportation problem, it is important to synthesize several objectives for the joint replenishment and delivery (JRD) decision. In this paper, a new multiobjective stochastic JRD (MSJRD) of the one-warehouse and n-retailer systems considering the balance of service level and total cost simultaneously is proposed. The goal of this problem is to decide the reasonable replenishment interval, safety stock factor, and traveling routing. Secondly, two approaches are designed to handle this complex multi-objective optimization problem. Linear programming (LP) approach converts the multi-objective to single objective, while a multi-objective evolution algorithm (MOEA) solves a multi-objective problem directly. Thirdly, three intelligent optimization algorithms, differential evolution algorithm (DE), hybrid DE (HDE), and genetic algorithm (GA), are utilized in LP-based and MOEA-based approaches. Results of the MSJRD with LP-based and MOEA-based approaches are compared by a contrastive numerical example. To analyses the nondominated solution of MOEA, a metric is also used to measure the distribution of the last generation solution. Results show that HDE outperforms DE and GA whenever LP or MOEA is adopted.

Modeling and Optimization of the Multiobjective Stochastic Joint Replenishment and Delivery Problem under Supply Chain Environment

PubMed Central

Dun, Cai-xia

2013-01-01

As a practical inventory and transportation problem, it is important to synthesize several objectives for the joint replenishment and delivery (JRD) decision. In this paper, a new multiobjective stochastic JRD (MSJRD) of the one-warehouse and n-retailer systems considering the balance of service level and total cost simultaneously is proposed. The goal of this problem is to decide the reasonable replenishment interval, safety stock factor, and traveling routing. Secondly, two approaches are designed to handle this complex multi-objective optimization problem. Linear programming (LP) approach converts the multi-objective to single objective, while a multi-objective evolution algorithm (MOEA) solves a multi-objective problem directly. Thirdly, three intelligent optimization algorithms, differential evolution algorithm (DE), hybrid DE (HDE), and genetic algorithm (GA), are utilized in LP-based and MOEA-based approaches. Results of the MSJRD with LP-based and MOEA-based approaches are compared by a contrastive numerical example. To analyses the nondominated solution of MOEA, a metric is also used to measure the distribution of the last generation solution. Results show that HDE outperforms DE and GA whenever LP or MOEA is adopted. PMID:24302880

CONSOLE: A CAD tandem for optimization-based design interacting with user-supplied simulators

NASA Technical Reports Server (NTRS)

Fan, Michael K. H.; Wang, Li-Sheng; Koninckx, Jan; Tits, Andre L.

1989-01-01

CONSOLE employs a recently developed design methodology (International Journal of Control 43:1693-1721) which provides the designer with a congenial environment to express his problem as a multiple ojective constrained optimization problem and allows him to refine his characterization of optimality when a suboptimal design is approached. To this end, in CONSOLE, the designed formulates the design problem using a high-level language and performs design task and explores tradeoff through a few short and clearly defined commands. The range of problems that can be solved efficiently using a CAD tools depends very much on the ability of this tool to be interfaced with user-supplied simulators. For instance, when designing a control system one makes use of the characteristics of the plant, and therefore, a model of the plant under study has to be made available to the CAD tool. CONSOLE allows for an easy interfacing of almost any simulator the user has available. To date CONSOLE has already been used successfully in many applications, including the design of controllers for a flexible arm and for a robotic manipulator and the solution of a parameter selection problem for a neural network.

Permutation flow-shop scheduling problem to optimize a quadratic objective function

NASA Astrophysics Data System (ADS)

Ren, Tao; Zhao, Peng; Zhang, Da; Liu, Bingqian; Yuan, Huawei; Bai, Danyu

2017-09-01

A flow-shop scheduling model enables appropriate sequencing for each job and for processing on a set of machines in compliance with identical processing orders. The objective is to achieve a feasible schedule for optimizing a given criterion. Permutation is a special setting of the model in which the processing order of the jobs on the machines is identical for each subsequent step of processing. This article addresses the permutation flow-shop scheduling problem to minimize the criterion of total weighted quadratic completion time. With a probability hypothesis, the asymptotic optimality of the weighted shortest processing time schedule under a consistency condition (WSPT-CC) is proven for sufficiently large-scale problems. However, the worst case performance ratio of the WSPT-CC schedule is the square of the number of machines in certain situations. A discrete differential evolution algorithm, where a new crossover method with multiple-point insertion is used to improve the final outcome, is presented to obtain high-quality solutions for moderate-scale problems. A sequence-independent lower bound is designed for pruning in a branch-and-bound algorithm for small-scale problems. A set of random experiments demonstrates the performance of the lower bound and the effectiveness of the proposed algorithms.

Application of firefly algorithm to the dynamic model updating problem

NASA Astrophysics Data System (ADS)

Shabbir, Faisal; Omenzetter, Piotr

2015-04-01

Model updating can be considered as a branch of optimization problems in which calibration of the finite element (FE) model is undertaken by comparing the modal properties of the actual structure with these of the FE predictions. The attainment of a global solution in a multi dimensional search space is a challenging problem. The nature-inspired algorithms have gained increasing attention in the previous decade for solving such complex optimization problems. This study applies the novel Firefly Algorithm (FA), a global optimization search technique, to a dynamic model updating problem. This is to the authors' best knowledge the first time FA is applied to model updating. The working of FA is inspired by the flashing characteristics of fireflies. Each firefly represents a randomly generated solution which is assigned brightness according to the value of the objective function. The physical structure under consideration is a full scale cable stayed pedestrian bridge with composite bridge deck. Data from dynamic testing of the bridge was used to correlate and update the initial model by using FA. The algorithm aimed at minimizing the difference between the natural frequencies and mode shapes of the structure. The performance of the algorithm is analyzed in finding the optimal solution in a multi dimensional search space. The paper concludes with an investigation of the efficacy of the algorithm in obtaining a reference finite element model which correctly represents the as-built original structure.

Bilinear Inverse Problems: Theory, Algorithms, and Applications

NASA Astrophysics Data System (ADS)

Ling, Shuyang

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

Optimization of vibratory energy harvesters with stochastic parametric uncertainty: a new perspective

NASA Astrophysics Data System (ADS)

Haji Hosseinloo, Ashkan; Turitsyn, Konstantin

2016-04-01

Vibration energy harvesting has been shown as a promising power source for many small-scale applications mainly because of the considerable reduction in the energy consumption of the electronics and scalability issues of the conventional batteries. However, energy harvesters may not be as robust as the conventional batteries and their performance could drastically deteriorate in the presence of uncertainty in their parameters. Hence, study of uncertainty propagation and optimization under uncertainty is essential for proper and robust performance of harvesters in practice. While all studies have focused on expectation optimization, we propose a new and more practical optimization perspective; optimization for the worst-case (minimum) power. We formulate the problem in a generic fashion and as a simple example apply it to a linear piezoelectric energy harvester. We study the effect of parametric uncertainty in its natural frequency, load resistance, and electromechanical coupling coefficient on its worst-case power and then optimize for it under different confidence levels. The results show that there is a significant improvement in the worst-case power of thus designed harvester compared to that of a naively-optimized (deterministically-optimized) harvester.

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

Free-form Airfoil Shape Optimization Under Uncertainty Using Maximum Expected Value and Second-order Second-moment Strategies

NASA Technical Reports Server (NTRS)

Huyse, Luc; Bushnell, Dennis M. (Technical Monitor)

2001-01-01

Free-form shape optimization of airfoils poses unexpected difficulties. Practical experience has indicated that a deterministic optimization for discrete operating conditions can result in dramatically inferior performance when the actual operating conditions are different from the - somewhat arbitrary - design values used for the optimization. Extensions to multi-point optimization have proven unable to adequately remedy this problem of "localized optimization" near the sampled operating conditions. This paper presents an intrinsically statistical approach and demonstrates how the shortcomings of multi-point optimization with respect to "localized optimization" can be overcome. The practical examples also reveal how the relative likelihood of each of the operating conditions is automatically taken into consideration during the optimization process. This is a key advantage over the use of multipoint methods.

Optimizing the Usability of Brain-Computer Interfaces.

PubMed

Zhang, Yin; Chase, Steve M

2018-05-01

Brain-computer interfaces are in the process of moving from the laboratory to the clinic. These devices act by reading neural activity and using it to directly control a device, such as a cursor on a computer screen. An open question in the field is how to map neural activity to device movement in order to achieve the most proficient control. This question is complicated by the fact that learning, especially the long-term skill learning that accompanies weeks of practice, can allow subjects to improve performance over time. Typical approaches to this problem attempt to maximize the biomimetic properties of the device in order to limit the need for extensive training. However, it is unclear if this approach would ultimately be superior to performance that might be achieved with a nonbiomimetic device once the subject has engaged in extended practice and learned how to use it. Here we approach this problem using ideas from optimal control theory. Under the assumption that the brain acts as an optimal controller, we present a formal definition of the usability of a device and show that the optimal postlearning mapping can be written as the solution of a constrained optimization problem. We then derive the optimal mappings for particular cases common to most brain-computer interfaces. Our results suggest that the common approach of creating biomimetic interfaces may not be optimal when learning is taken into account. More broadly, our method provides a blueprint for optimal device design in general control-theoretic contexts.

CPAC: Energy-Efficient Data Collection through Adaptive Selection of Compression Algorithms for Sensor Networks

PubMed Central

Lee, HyungJune; Kim, HyunSeok; Chang, Ik Joon

2014-01-01

We propose a technique to optimize the energy efficiency of data collection in sensor networks by exploiting a selective data compression. To achieve such an aim, we need to make optimal decisions regarding two aspects: (1) which sensor nodes should execute compression; and (2) which compression algorithm should be used by the selected sensor nodes. We formulate this problem into binary integer programs, which provide an energy-optimal solution under the given latency constraint. Our simulation results show that the optimization algorithm significantly reduces the overall network-wide energy consumption for data collection. In the environment having a stationary sink from stationary sensor nodes, the optimized data collection shows 47% energy savings compared to the state-of-the-art collection protocol (CTP). More importantly, we demonstrate that our optimized data collection provides the best performance in an intermittent network under high interference. In such networks, we found that the selective compression for frequent packet retransmissions saves up to 55% energy compared to the best known protocol. PMID:24721763

Level-Set Topology Optimization with Aeroelastic Constraints

NASA Technical Reports Server (NTRS)

Dunning, Peter D.; Stanford, Bret K.; Kim, H. Alicia

2015-01-01

Level-set topology optimization is used to design a wing considering skin buckling under static aeroelastic trim loading, as well as dynamic aeroelastic stability (flutter). The level-set function is defined over the entire 3D volume of a transport aircraft wing box. Therefore, the approach is not limited by any predefined structure and can explore novel configurations. The Sequential Linear Programming (SLP) level-set method is used to solve the constrained optimization problems. The proposed method is demonstrated using three problems with mass, linear buckling and flutter objective and/or constraints. A constraint aggregation method is used to handle multiple buckling constraints in the wing skins. A continuous flutter constraint formulation is used to handle difficulties arising from discontinuities in the design space caused by a switching of the critical flutter mode.

Optimization of coupled device based on optical fiber with crystalline and integrated resonators

NASA Astrophysics Data System (ADS)

Bassir, David; Salzenstein, Patrice; Zhang, Mingjun

2017-05-01

Because of the advantages in terms of reproducibility for optical resonators on chip which are designed of various topologies and integration with optical devices. To increase the Q-factor from the lower rang [104 - 106 ] to higher one [108 -1010] [1-4] one use crystalline resonators. It is much complicated to couple an optical signal from a tapered fiber to crystalline resonator than from a defined ridge to a resonator designed on a chip. In this work, we will focus on the optimization of the crystalline resonators under straight wave guide (based on COMSOL multi-physic software) [5- 7] and subject also to technological constraints of manufacturing. The coupling problem at the Nano scale makes our optimizations problem more dynamics in term of design space.

A few shape optimization results for a biharmonic Steklov problem

NASA Astrophysics Data System (ADS)

Buoso, Davide; Provenzano, Luigi

2015-09-01

We derive the equation of a free vibrating thin plate whose mass is concentrated at the boundary, namely a Steklov problem for the biharmonic operator. We provide Hadamard-type formulas for the shape derivatives of the corresponding eigenvalues and prove that balls are critical domains under volume constraint. Finally, we prove an isoperimetric inequality for the first positive eigenvalue.

A Particle Swarm Optimization Algorithm for Optimal Operating Parameters of VMI Systems in a Two-Echelon Supply Chain

NASA Astrophysics Data System (ADS)

Sue-Ann, Goh; Ponnambalam, S. G.

This paper focuses on the operational issues of a Two-echelon Single-Vendor-Multiple-Buyers Supply chain (TSVMBSC) under vendor managed inventory (VMI) mode of operation. To determine the optimal sales quantity for each buyer in TSVMBC, a mathematical model is formulated. Based on the optimal sales quantity can be obtained and the optimal sales price that will determine the optimal channel profit and contract price between the vendor and buyer. All this parameters depends upon the understanding of the revenue sharing between the vendor and buyers. A Particle Swarm Optimization (PSO) is proposed for this problem. Solutions obtained from PSO is compared with the best known results reported in literature.

A multi-objective optimization model for hub network design under uncertainty: An inexact rough-interval fuzzy approach

NASA Astrophysics Data System (ADS)

Niakan, F.; Vahdani, B.; Mohammadi, M.

2015-12-01

This article proposes a multi-objective mixed-integer model to optimize the location of hubs within a hub network design problem under uncertainty. The considered objectives include minimizing the maximum accumulated travel time, minimizing the total costs including transportation, fuel consumption and greenhouse emissions costs, and finally maximizing the minimum service reliability. In the proposed model, it is assumed that for connecting two nodes, there are several types of arc in which their capacity, transportation mode, travel time, and transportation and construction costs are different. Moreover, in this model, determining the capacity of the hubs is part of the decision-making procedure and balancing requirements are imposed on the network. To solve the model, a hybrid solution approach is utilized based on inexact programming, interval-valued fuzzy programming and rough interval programming. Furthermore, a hybrid multi-objective metaheuristic algorithm, namely multi-objective invasive weed optimization (MOIWO), is developed for the given problem. Finally, various computational experiments are carried out to assess the proposed model and solution approaches.

A Novel Optimal Joint Resource Allocation Method in Cooperative Multicarrier Networks: Theory and Practice

PubMed Central

Gao, Yuan; Zhou, Weigui; Ao, Hong; Chu, Jian; Zhou, Quan; Zhou, Bo; Wang, Kang; Li, Yi; Xue, Peng

2016-01-01

With the increasing demands for better transmission speed and robust quality of service (QoS), the capacity constrained backhaul gradually becomes a bottleneck in cooperative wireless networks, e.g., in the Internet of Things (IoT) scenario in joint processing mode of LTE-Advanced Pro. This paper focuses on resource allocation within capacity constrained backhaul in uplink cooperative wireless networks, where two base stations (BSs) equipped with single antennae serve multiple single-antennae users via multi-carrier transmission mode. In this work, we propose a novel cooperative transmission scheme based on compress-and-forward with user pairing to solve the joint mixed integer programming problem. To maximize the system capacity under the limited backhaul, we formulate the joint optimization problem of user sorting, subcarrier mapping and backhaul resource sharing among different pairs (subcarriers for users). A novel robust and efficient centralized algorithm based on alternating optimization strategy and perfect mapping is proposed. Simulations show that our novel method can improve the system capacity significantly under the constraint of the backhaul resource compared with the blind alternatives. PMID:27077865

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.

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

PubMed

Archer, T; Adolfsson, B; Karlsson, E

2008-08-01

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

Robustness of mission plans for unmanned aircraft

NASA Astrophysics Data System (ADS)

Niendorf, Moritz

This thesis studies the robustness of optimal mission plans for unmanned aircraft. Mission planning typically involves tactical planning and path planning. Tactical planning refers to task scheduling and in multi aircraft scenarios also includes establishing a communication topology. Path planning refers to computing a feasible and collision-free trajectory. For a prototypical mission planning problem, the traveling salesman problem on a weighted graph, the robustness of an optimal tour is analyzed with respect to changes to the edge costs. Specifically, the stability region of an optimal tour is obtained, i.e., the set of all edge cost perturbations for which that tour is optimal. The exact stability region of solutions to variants of the traveling salesman problems is obtained from a linear programming relaxation of an auxiliary problem. Edge cost tolerances and edge criticalities are derived from the stability region. For Euclidean traveling salesman problems, robustness with respect to perturbations to vertex locations is considered and safe radii and vertex criticalities are introduced. For weighted-sum multi-objective problems, stability regions with respect to changes in the objectives, weights, and simultaneous changes are given. Most critical weight perturbations are derived. Computing exact stability regions is intractable for large instances. Therefore, tractable approximations are desirable. The stability region of solutions to relaxations of the traveling salesman problem give under approximations and sets of tours give over approximations. The application of these results to the two-neighborhood and the minimum 1-tree relaxation are discussed. Bounds on edge cost tolerances and approximate criticalities are obtainable likewise. A minimum spanning tree is an optimal communication topology for minimizing the cumulative transmission power in multi aircraft missions. The stability region of a minimum spanning tree is given and tolerances, stability balls, and criticalities are derived. This analysis is extended to Euclidean minimum spanning trees. This thesis aims at enabling increased mission performance by providing means of assessing the robustness and optimality of a mission and methods for identifying critical elements. Examples of the application to mission planning in contested environments, cargo aircraft mission planning, multi-objective mission planning, and planning optimal communication topologies for teams of unmanned aircraft are given.

Partial differential equations constrained combinatorial optimization on an adiabatic quantum computer

NASA Astrophysics Data System (ADS)

Chandra, Rishabh

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

On the analytic and numeric optimisation of airplane trajectories under real atmospheric conditions

NASA Astrophysics Data System (ADS)

Gonzalo, J.; Domínguez, D.; López, D.

2014-12-01

From the beginning of aviation era, economic constraints have forced operators to continuously improve the planning of the flights. The revenue is proportional to the cost per flight and the airspace occupancy. Many methods, the first started in the middle of last century, have explore analytical, numerical and artificial intelligence resources to reach the optimal flight planning. In parallel, advances in meteorology and communications allow an almost real-time knowledge of the atmospheric conditions and a reliable, error-bounded forecast for the near future. Thus, apart from weather risks to be avoided, airplanes can dynamically adapt their trajectories to minimise their costs. International regulators are aware about these capabilities, so it is reasonable to envisage some changes to allow this dynamic planning negotiation to soon become operational. Moreover, current unmanned airplanes, very popular and often small, suffer the impact of winds and other weather conditions in form of dramatic changes in their performance. The present paper reviews analytic and numeric solutions for typical trajectory planning problems. Analytic methods are those trying to solve the problem using the Pontryagin principle, where influence parameters are added to state variables to form a split condition differential equation problem. The system can be solved numerically -indirect optimisation- or using parameterised functions -direct optimisation-. On the other hand, numerical methods are based on Bellman's dynamic programming (or Dijkstra algorithms), where the fact that two optimal trajectories can be concatenated to form a new optimal one if the joint point is demonstrated to belong to the final optimal solution. There is no a-priori conditions for the best method. Traditionally, analytic has been more employed for continuous problems whereas numeric for discrete ones. In the current problem, airplane behaviour is defined by continuous equations, while wind fields are given in a discrete grid at certain time intervals. The research demonstrates advantages and disadvantages of each method as well as performance figures of the solutions found for typical flight conditions under static and dynamic atmospheres. This provides significant parameters to be used in the selection of solvers for optimal trajectories.

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

Chiribella, G.; D'Ariano, G. M.; Perinotti, P.

We investigate the problem of cloning a set of states that is invariant under the action of an irreducible group representation. We then characterize the cloners that are extremal in the convex set of group covariant cloning machines, among which one can restrict the search for optimal cloners. For a set of states that is invariant under the discrete Weyl-Heisenberg group, we show that all extremal cloners can be unitarily realized using the so-called double-Bell states, whence providing a general proof of the popular ansatz used in the literature for finding optimal cloners in a variety of settings. Our resultmore » can also be generalized to continuous-variable optimal cloning in infinite dimensions, where the covariance group is the customary Weyl-Heisenberg group of displacement000.« less

Development of an adaptive hp-version finite element method for computational optimal control

NASA Technical Reports Server (NTRS)

Hodges, Dewey H.; Warner, Michael S.

1994-01-01

In this research effort, the usefulness of hp-version finite elements and adaptive solution-refinement techniques in generating numerical solutions to optimal control problems has been investigated. Under NAG-939, a general FORTRAN code was developed which approximated solutions to optimal control problems with control constraints and state constraints. Within that methodology, to get high-order accuracy in solutions, the finite element mesh would have to be refined repeatedly through bisection of the entire mesh in a given phase. In the current research effort, the order of the shape functions in each element has been made a variable, giving more flexibility in error reduction and smoothing. Similarly, individual elements can each be subdivided into many pieces, depending on the local error indicator, while other parts of the mesh remain coarsely discretized. The problem remains to reduce and smooth the error while still keeping computational effort reasonable enough to calculate time histories in a short enough time for on-board applications.

Implicit methods for efficient musculoskeletal simulation and optimal control

PubMed Central

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

2011-01-01

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

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.

Reactive Power Compensation Method Considering Minimum Effective Reactive Power Reserve

NASA Astrophysics Data System (ADS)

Gong, Yiyu; Zhang, Kai; Pu, Zhang; Li, Xuenan; Zuo, Xianghong; Zhen, Jiao; Sudan, Teng

2017-05-01

According to the calculation model of minimum generator reactive power reserve of power system voltage stability under the premise of the guarantee, the reactive power management system with reactive power compensation combined generator, the formation of a multi-objective optimization problem, propose a reactive power reserve is considered the minimum generator reactive power compensation optimization method. This method through the improvement of the objective function and constraint conditions, when the system load growth, relying solely on reactive power generation system can not meet the requirement of safe operation, increase the reactive power reserve to solve the problem of minimum generator reactive power compensation in the case of load node.

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.

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

NASA Astrophysics Data System (ADS)

Massioni, Paolo; Massari, Mauro

2018-05-01

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

People efficiently explore the solution space of the computationally intractable traveling salesman problem to find near-optimal tours.

PubMed

Acuña, Daniel E; Parada, Víctor

2010-07-29

Humans need to solve computationally intractable problems such as visual search, categorization, and simultaneous learning and acting, yet an increasing body of evidence suggests that their solutions to instantiations of these problems are near optimal. Computational complexity advances an explanation to this apparent paradox: (1) only a small portion of instances of such problems are actually hard, and (2) successful heuristics exploit structural properties of the typical instance to selectively improve parts that are likely to be sub-optimal. We hypothesize that these two ideas largely account for the good performance of humans on computationally hard problems. We tested part of this hypothesis by studying the solutions of 28 participants to 28 instances of the Euclidean Traveling Salesman Problem (TSP). Participants were provided feedback on the cost of their solutions and were allowed unlimited solution attempts (trials). We found a significant improvement between the first and last trials and that solutions are significantly different from random tours that follow the convex hull and do not have self-crossings. More importantly, we found that participants modified their current better solutions in such a way that edges belonging to the optimal solution ("good" edges) were significantly more likely to stay than other edges ("bad" edges), a hallmark of structural exploitation. We found, however, that more trials harmed the participants' ability to tell good from bad edges, suggesting that after too many trials the participants "ran out of ideas." In sum, we provide the first demonstration of significant performance improvement on the TSP under repetition and feedback and evidence that human problem-solving may exploit the structure of hard problems paralleling behavior of state-of-the-art heuristics.

People Efficiently Explore the Solution Space of the Computationally Intractable Traveling Salesman Problem to Find Near-Optimal Tours

PubMed Central

Acuña, Daniel E.; Parada, Víctor

2010-01-01

Humans need to solve computationally intractable problems such as visual search, categorization, and simultaneous learning and acting, yet an increasing body of evidence suggests that their solutions to instantiations of these problems are near optimal. Computational complexity advances an explanation to this apparent paradox: (1) only a small portion of instances of such problems are actually hard, and (2) successful heuristics exploit structural properties of the typical instance to selectively improve parts that are likely to be sub-optimal. We hypothesize that these two ideas largely account for the good performance of humans on computationally hard problems. We tested part of this hypothesis by studying the solutions of 28 participants to 28 instances of the Euclidean Traveling Salesman Problem (TSP). Participants were provided feedback on the cost of their solutions and were allowed unlimited solution attempts (trials). We found a significant improvement between the first and last trials and that solutions are significantly different from random tours that follow the convex hull and do not have self-crossings. More importantly, we found that participants modified their current better solutions in such a way that edges belonging to the optimal solution (“good” edges) were significantly more likely to stay than other edges (“bad” edges), a hallmark of structural exploitation. We found, however, that more trials harmed the participants' ability to tell good from bad edges, suggesting that after too many trials the participants “ran out of ideas.” In sum, we provide the first demonstration of significant performance improvement on the TSP under repetition and feedback and evidence that human problem-solving may exploit the structure of hard problems paralleling behavior of state-of-the-art heuristics. PMID:20686597

Coastal aquifer management under parameter uncertainty: Ensemble surrogate modeling based simulation-optimization

NASA Astrophysics Data System (ADS)

Janardhanan, S.; Datta, B.

2011-12-01

Surrogate models are widely used to develop computationally efficient simulation-optimization models to solve complex groundwater management problems. Artificial intelligence based models are most often used for this purpose where they are trained using predictor-predictand data obtained from a numerical simulation model. Most often this is implemented with the assumption that the parameters and boundary conditions used in the numerical simulation model are perfectly known. However, in most practical situations these values are uncertain. Under these circumstances the application of such approximation surrogates becomes limited. In our study we develop a surrogate model based coupled simulation optimization methodology for determining optimal pumping strategies for coastal aquifers considering parameter uncertainty. An ensemble surrogate modeling approach is used along with multiple realization optimization. The methodology is used to solve a multi-objective coastal aquifer management problem considering two conflicting objectives. Hydraulic conductivity and the aquifer recharge are considered as uncertain values. Three dimensional coupled flow and transport simulation model FEMWATER is used to simulate the aquifer responses for a number of scenarios corresponding to Latin hypercube samples of pumping and uncertain parameters to generate input-output patterns for training the surrogate models. Non-parametric bootstrap sampling of this original data set is used to generate multiple data sets which belong to different regions in the multi-dimensional decision and parameter space. These data sets are used to train and test multiple surrogate models based on genetic programming. The ensemble of surrogate models is then linked to a multi-objective genetic algorithm to solve the pumping optimization problem. Two conflicting objectives, viz, maximizing total pumping from beneficial wells and minimizing the total pumping from barrier wells for hydraulic control of saltwater intrusion are considered. The salinity levels resulting at strategic locations due to these pumping are predicted using the ensemble surrogates and are constrained to be within pre-specified levels. Different realizations of the concentration values are obtained from the ensemble predictions corresponding to each candidate solution of pumping. Reliability concept is incorporated as the percent of the total number of surrogate models which satisfy the imposed constraints. The methodology was applied to a realistic coastal aquifer system in Burdekin delta area in Australia. It was found that all optimal solutions corresponding to a reliability level of 0.99 satisfy all the constraints and as reducing reliability level decreases the constraint violation increases. Thus ensemble surrogate model based simulation-optimization was found to be useful in deriving multi-objective optimal pumping strategies for coastal aquifers under parameter uncertainty.

Effective Strategy Formation Models for Inventory Management under the Conditions of Uncertainty

ERIC Educational Resources Information Center

Kosorukov, Oleg Anatolyevich; Sviridova, Olga Alexandrovna

2015-01-01

The article deals with the problem of modeling the commodity flows management of a trading company under the conditions of uncertain demand and long supply. The Author presents an analysis of modifications of diversified inventory management system with random demand, for which one can find the optimal inventory control strategies, including those…

A hybrid genetic-simulated annealing algorithm for the location-inventory-routing problem considering returns under e-supply chain environment.

PubMed

Li, Yanhui; Guo, Hao; Wang, Lin; Fu, Jing

2013-01-01

Facility location, inventory control, and vehicle routes scheduling are critical and highly related problems in the design of logistics system for e-business. Meanwhile, the return ratio in Internet sales was significantly higher than in the traditional business. Many of returned merchandise have no quality defects, which can reenter sales channels just after a simple repackaging process. Focusing on the existing problem in e-commerce logistics system, we formulate a location-inventory-routing problem model with no quality defects returns. To solve this NP-hard problem, an effective hybrid genetic simulated annealing algorithm (HGSAA) is proposed. Results of numerical examples show that HGSAA outperforms GA on computing time, optimal solution, and computing stability. The proposed model is very useful to help managers make the right decisions under e-supply chain environment.

Trajectory Design Employing Convex Optimization for Landing on Irregularly Shaped Asteroids

NASA Technical Reports Server (NTRS)

Pinson, Robin M.; Lu, Ping

2016-01-01

Mission proposals that land on asteroids are becoming popular. However, in order to have a successful mission the spacecraft must reliably and softly land at the intended landing site. The problem under investigation is how to design a fuel-optimal powered descent trajectory that can be quickly computed on- board the spacecraft, without interaction from ground control. An optimal trajectory designed immediately prior to the descent burn has many advantages. These advantages include the ability to use the actual vehicle starting state as the initial condition in the trajectory design and the ease of updating the landing target site if the original landing site is no longer viable. For long trajectories, the trajectory can be updated periodically by a redesign of the optimal trajectory based on current vehicle conditions to improve the guidance performance. One of the key drivers for being completely autonomous is the infrequent and delayed communication between ground control and the vehicle. Challenges that arise from designing an asteroid powered descent trajectory include complicated nonlinear gravity fields, small rotating bodies and low thrust vehicles. There are two previous studies that form the background to the current investigation. The first set looked in-depth at applying convex optimization to a powered descent trajectory on Mars with promising results.1, 2 This showed that the powered descent equations of motion can be relaxed and formed into a convex optimization problem and that the optimal solution of the relaxed problem is indeed a feasible solution to the original problem. This analysis used a constant gravity field. The second area applied a successive solution process to formulate a second order cone program that designs rendezvous and proximity operations trajectories.3, 4 These trajectories included a Newtonian gravity model. The equivalence of the solutions between the relaxed and the original problem is theoretically established. The proposed solution for designing the asteroid powered descent trajectory is to use convex optimization, a gravity model with higher fidelity than Newtonian, and an iterative solution process to design the fuel optimal trajectory. The solution to the convex optimization problem is the thrust profile, magnitude and direction, that will yield the minimum fuel trajectory for a soft landing at the target site, subject to various mission and operational constraints. The equations of motion are formulated in a rotating coordinate system and includes a high fidelity gravity model. The vehicle's thrust magnitude can vary between maximum and minimum bounds during the burn. Also, constraints are included to ensure that the vehicle does not run out of propellant, or go below the asteroid's surface, and any vehicle pointing requirements. The equations of motion are discretized and propagated with the trapezoidal rule in order to produce equality constraints for the optimization problem. These equality constraints allow the optimization algorithm to solve the entire problem, without including a propagator inside the optimization algorithm.

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

PubMed

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

2014-05-10

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

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

PubMed Central

2014-01-01

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

Surgery scheduling optimization considering real life constraints and comprehensive operation cost of operating room.

PubMed

Xiang, Wei; Li, Chong

2015-01-01

Operating Room (OR) is the core sector in hospital expenditure, the operation management of which involves a complete three-stage surgery flow, multiple resources, prioritization of the various surgeries, and several real-life OR constraints. As such reasonable surgery scheduling is crucial to OR management. To optimize OR management and reduce operation cost, a short-term surgery scheduling problem is proposed and defined based on the survey of the OR operation in a typical hospital in China. The comprehensive operation cost is clearly defined considering both under-utilization and overutilization. A nested Ant Colony Optimization (nested-ACO) incorporated with several real-life OR constraints is proposed to solve such a combinatorial optimization problem. The 10-day manual surgery schedules from a hospital in China are compared with the optimized schedules solved by the nested-ACO. Comparison results show the advantage using the nested-ACO in several measurements: OR-related time, nurse-related time, variation in resources' working time, and the end time. The nested-ACO considering real-life operation constraints such as the difference between first and following case, surgeries priority, and fixed nurses in pre/post-operative stage is proposed to solve the surgery scheduling optimization problem. The results clearly show the benefit of using the nested-ACO in enhancing the OR management efficiency and minimizing the comprehensive overall operation cost.

Multi-GPU hybrid programming accelerated three-dimensional phase-field model in binary alloy

NASA Astrophysics Data System (ADS)

Zhu, Changsheng; Liu, Jieqiong; Zhu, Mingfang; Feng, Li

2018-03-01

In the process of dendritic growth simulation, the computational efficiency and the problem scales have extremely important influence on simulation efficiency of three-dimensional phase-field model. Thus, seeking for high performance calculation method to improve the computational efficiency and to expand the problem scales has a great significance to the research of microstructure of the material. A high performance calculation method based on MPI+CUDA hybrid programming model is introduced. Multi-GPU is used to implement quantitative numerical simulations of three-dimensional phase-field model in binary alloy under the condition of multi-physical processes coupling. The acceleration effect of different GPU nodes on different calculation scales is explored. On the foundation of multi-GPU calculation model that has been introduced, two optimization schemes, Non-blocking communication optimization and overlap of MPI and GPU computing optimization, are proposed. The results of two optimization schemes and basic multi-GPU model are compared. The calculation results show that the use of multi-GPU calculation model can improve the computational efficiency of three-dimensional phase-field obviously, which is 13 times to single GPU, and the problem scales have been expanded to 8193. The feasibility of two optimization schemes is shown, and the overlap of MPI and GPU computing optimization has better performance, which is 1.7 times to basic multi-GPU model, when 21 GPUs are used.

Structural optimization procedure of a composite wind turbine blade for reducing both material cost and blade weight

NASA Astrophysics Data System (ADS)

Hu, Weifei; Park, Dohyun; Choi, DongHoon

2013-12-01

A composite blade structure for a 2 MW horizontal axis wind turbine is optimally designed. Design requirements are simultaneously minimizing material cost and blade weight while satisfying the constraints on stress ratio, tip deflection, fatigue life and laminate layup requirements. The stress ratio and tip deflection under extreme gust loads and the fatigue life under a stochastic normal wind load are evaluated. A blade element wind load model is proposed to explain the wind pressure difference due to blade height change during rotor rotation. For fatigue life evaluation, the stress result of an implicit nonlinear dynamic analysis under a time-varying fluctuating wind is converted to the histograms of mean and amplitude of maximum stress ratio using the rainflow counting algorithm Miner's rule is employed to predict the fatigue life. After integrating and automating the whole analysis procedure an evolutionary algorithm is used to solve the discrete optimization problem.

A System-Oriented Approach for the Optimal Control of Process Chains under Stochastic Influences

NASA Astrophysics Data System (ADS)

Senn, Melanie; Schäfer, Julian; Pollak, Jürgen; Link, Norbert

2011-09-01

Process chains in manufacturing consist of multiple connected processes in terms of dynamic systems. The properties of a product passing through such a process chain are influenced by the transformation of each single process. There exist various methods for the control of individual processes, such as classical state controllers from cybernetics or function mapping approaches realized by statistical learning. These controllers ensure that a desired state is obtained at process end despite of variations in the input and disturbances. The interactions between the single processes are thereby neglected, but play an important role in the optimization of the entire process chain. We divide the overall optimization into two phases: (1) the solution of the optimization problem by Dynamic Programming to find the optimal control variable values for each process for any encountered end state of its predecessor and (2) the application of the optimal control variables at runtime for the detected initial process state. The optimization problem is solved by selecting adequate control variables for each process in the chain backwards based on predefined quality requirements for the final product. For the demonstration of the proposed concept, we have chosen a process chain from sheet metal manufacturing with simplified transformation functions.

Optimal feedback control infinite dimensional parabolic evolution systems: Approximation techniques

NASA Technical Reports Server (NTRS)

Banks, H. T.; Wang, C.

1989-01-01

A general approximation framework is discussed for computation of optimal feedback controls in linear quadratic regular problems for nonautonomous parabolic distributed parameter systems. This is done in the context of a theoretical framework using general evolution systems in infinite dimensional Hilbert spaces. Conditions are discussed for preservation under approximation of stabilizability and detectability hypotheses on the infinite dimensional system. The special case of periodic systems is also treated.

An Optimization-Based Approach to Determine System Requirements Under Multiple-Domain Specific Uncertainties

DTIC Science & Technology

2016-04-30

determining the optimal design requirements of a new system, which will operate along with other existing systems to provide a set of overarching...passenger airline transportation (Mane et al., 2007; Govindaraju et al., 2015). Uncertainty in Fleet Operations The uncertainty associated with the...demand can provide the basis for a commercial passenger airline problem. The operations of the commercial air travel industry differ from military

Modeling Limited Foresight in Water Management Systems

NASA Astrophysics Data System (ADS)

Howitt, R.

2005-12-01

The inability to forecast future water supplies means that their management inevitably occurs under situations of limited foresight. Three modeling problems arise, first what type of objective function is a manager with limited foresight optimizing? Second how can we measure these objectives? Third can objective functions that incorporate uncertainty be integrated within the structure of optimizing water management models? The paper reviews the concepts of relative risk aversion and intertemporal substitution that underlie stochastic dynamic preference functions. Some initial results from the estimation of such functions for four different dam operations in northern California are presented and discussed. It appears that the path of previous water decisions and states influences the decision-makers willingness to trade off water supplies between periods. A compromise modeling approach that incorporates carry-over value functions under limited foresight within a broader net work optimal water management model is developed. The approach uses annual carry-over value functions derived from small dimension stochastic dynamic programs embedded within a larger dimension water allocation network. The disaggregation of the carry-over value functions to the broader network is extended using the space rule concept. Initial results suggest that the solution of such annual nonlinear network optimizations is comparable to, or faster than, the solution of linear network problems over long time series.

Optimal Lease Contract for Remanufactured Equipment

NASA Astrophysics Data System (ADS)

Iskandar, B. P.; Wangsaputra, R.; Pasaribu, U. S.; Husniah, H.

2018-03-01

In the last two decades, the business of lease products (or equipment) has grown significantly, and many companies acquire equipment through leasing. In this paper, we propose a new lease contract under which a product (or equipment) is leased for a period of time with maximum usage per period (e.g. 1 year). This lease contract has only a time limit but no usage limit. If the total usage per period exceeds the maximum usage allowed in the contract, then the customer (as a lessee) will be charged an additional cost. In general, the lessor (OEM) provides a full coverage of maintenance, which includes PM and CM under the lease contract. It is considered that the lessor offers the lease contract for a remanufactured product. We presume that the price of the lease contract for the remanufactured product is much lower than that of a new one, and hence it would be a more attractive option to the customer. The decision problem for the lessee is to select the best option offered that fits to its requirement, and the decision problem for the lessor is find the optimal maintenance efforts for a given price of the lease option offered. We first find the optimal decisions independently for each party, and then the joint optimal decisions for both parties.

Optimal allocation of resources for suppressing epidemic spreading on networks

NASA Astrophysics Data System (ADS)

Chen, Hanshuang; Li, Guofeng; Zhang, Haifeng; Hou, Zhonghuai

2017-07-01

Efficient allocation of limited medical resources is crucial for controlling epidemic spreading on networks. Based on the susceptible-infected-susceptible model, we solve the optimization problem of how best to allocate the limited resources so as to minimize prevalence, providing that the curing rate of each node is positively correlated to its medical resource. By quenched mean-field theory and heterogeneous mean-field (HMF) theory, we prove that an epidemic outbreak will be suppressed to the greatest extent if the curing rate of each node is directly proportional to its degree, under which the effective infection rate λ has a maximal threshold λcopt=1 / , where is the average degree of the underlying network. For a weak infection region (λ ≳λcopt ), we combine perturbation theory with the Lagrange multiplier method (LMM) to derive the analytical expression of optimal allocation of the curing rates and the corresponding minimized prevalence. For a general infection region (λ >λcopt ), the high-dimensional optimization problem is converted into numerically solving low-dimensional nonlinear equations by the HMF theory and LMM. Counterintuitively, in the strong infection region the low-degree nodes should be allocated more medical resources than the high-degree nodes to minimize prevalence. Finally, we use simulated annealing to validate the theoretical results.

A centre-free approach for resource allocation with lower bounds

NASA Astrophysics Data System (ADS)

Obando, Germán; Quijano, Nicanor; Rakoto-Ravalontsalama, Naly

2017-09-01

Since complexity and scale of systems are continuously increasing, there is a growing interest in developing distributed algorithms that are capable to address information constraints, specially for solving optimisation and decision-making problems. In this paper, we propose a novel method to solve distributed resource allocation problems that include lower bound constraints. The optimisation process is carried out by a set of agents that use a communication network to coordinate their decisions. Convergence and optimality of the method are guaranteed under some mild assumptions related to the convexity of the problem and the connectivity of the underlying graph. Finally, we compare our approach with other techniques reported in the literature, and we present some engineering applications.

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

NASA Astrophysics Data System (ADS)

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

2014-05-01

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

Finite Element Based Structural Damage Detection Using Artificial Boundary Conditions

DTIC Science & Technology

2007-09-01

C. (2005). Elementary Linear Algebra . New York: John Wiley and Sons. Avitable, Peter (2001, January) Experimental Modal Analysis, A Simple Non...variables under consideration. 3 Frequency sensitivities are the basis for a linear approximation to compute the change in the natural frequencies of a...THEORY The general problem statement for a non- linear constrained optimization problem is: To minimize ( )f x Objective Function Subject to

Landscape Encodings Enhance Optimization

PubMed Central

Klemm, Konstantin; Mehta, Anita; Stadler, Peter F.

2012-01-01

Hard combinatorial optimization problems deal with the search for the minimum cost solutions (ground states) of discrete systems under strong constraints. A transformation of state variables may enhance computational tractability. It has been argued that these state encodings are to be chosen invertible to retain the original size of the state space. Here we show how redundant non-invertible encodings enhance optimization by enriching the density of low-energy states. In addition, smooth landscapes may be established on encoded state spaces to guide local search dynamics towards the ground state. PMID:22496860

Constrained optimization of sequentially generated entangled multiqubit states

NASA Astrophysics Data System (ADS)

Saberi, Hamed; Weichselbaum, Andreas; Lamata, Lucas; Pérez-García, David; von Delft, Jan; Solano, Enrique

2009-08-01

We demonstrate how the matrix-product state formalism provides a flexible structure to solve the constrained optimization problem associated with the sequential generation of entangled multiqubit states under experimental restrictions. We consider a realistic scenario in which an ancillary system with a limited number of levels performs restricted sequential interactions with qubits in a row. The proposed method relies on a suitable local optimization procedure, yielding an efficient recipe for the realistic and approximate sequential generation of any entangled multiqubit state. We give paradigmatic examples that may be of interest for theoretical and experimental developments.

Tunneling and speedup in quantum optimization for permutation-symmetric problems

DOE PAGES

Muthukrishnan, Siddharth; Albash, Tameem; Lidar, Daniel A.

2016-07-21

Tunneling is often claimed to be the key mechanism underlying possible speedups in quantum optimization via quantum annealing (QA), especially for problems featuring a cost function with tall and thin barriers. We present and analyze several counterexamples from the class of perturbed Hamming weight optimization problems with qubit permutation symmetry. We first show that, for these problems, the adiabatic dynamics that make tunneling possible should be understood not in terms of the cost function but rather the semiclassical potential arising from the spin-coherent path-integral formalism. We then provide an example where the shape of the barrier in the final costmore » function is short and wide, which might suggest no quantum advantage for QA, yet where tunneling renders QA superior to simulated annealing in the adiabatic regime. However, the adiabatic dynamics turn out not be optimal. Instead, an evolution involving a sequence of diabatic transitions through many avoided-level crossings, involving no tunneling, is optimal and outperforms adiabatic QA. We show that this phenomenon of speedup by diabatic transitions is not unique to this example, and we provide an example where it provides an exponential speedup over adiabatic QA. In yet another twist, we show that a classical algorithm, spin-vector dynamics, is at least as efficient as diabatic QA. Lastly, in a different example with a convex cost function, the diabatic transitions result in a speedup relative to both adiabatic QA with tunneling and classical spin-vector dynamics.« less

Tunneling and speedup in quantum optimization for permutation-symmetric problems

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

Muthukrishnan, Siddharth; Albash, Tameem; Lidar, Daniel A.

Tunneling is often claimed to be the key mechanism underlying possible speedups in quantum optimization via quantum annealing (QA), especially for problems featuring a cost function with tall and thin barriers. We present and analyze several counterexamples from the class of perturbed Hamming weight optimization problems with qubit permutation symmetry. We first show that, for these problems, the adiabatic dynamics that make tunneling possible should be understood not in terms of the cost function but rather the semiclassical potential arising from the spin-coherent path-integral formalism. We then provide an example where the shape of the barrier in the final costmore » function is short and wide, which might suggest no quantum advantage for QA, yet where tunneling renders QA superior to simulated annealing in the adiabatic regime. However, the adiabatic dynamics turn out not be optimal. Instead, an evolution involving a sequence of diabatic transitions through many avoided-level crossings, involving no tunneling, is optimal and outperforms adiabatic QA. We show that this phenomenon of speedup by diabatic transitions is not unique to this example, and we provide an example where it provides an exponential speedup over adiabatic QA. In yet another twist, we show that a classical algorithm, spin-vector dynamics, is at least as efficient as diabatic QA. Lastly, in a different example with a convex cost function, the diabatic transitions result in a speedup relative to both adiabatic QA with tunneling and classical spin-vector dynamics.« less

Simultaneous versus sequential optimal experiment design for the identification of multi-parameter microbial growth kinetics as a function of temperature.

PubMed

Van Derlinden, E; Bernaerts, K; Van Impe, J F

2010-05-21

Optimal experiment design for parameter estimation (OED/PE) has become a popular tool for efficient and accurate estimation of kinetic model parameters. When the kinetic model under study encloses multiple parameters, different optimization strategies can be constructed. The most straightforward approach is to estimate all parameters simultaneously from one optimal experiment (single OED/PE strategy). However, due to the complexity of the optimization problem or the stringent limitations on the system's dynamics, the experimental information can be limited and parameter estimation convergence problems can arise. As an alternative, we propose to reduce the optimization problem to a series of two-parameter estimation problems, i.e., an optimal experiment is designed for a combination of two parameters while presuming the other parameters known. Two different approaches can be followed: (i) all two-parameter optimal experiments are designed based on identical initial parameter estimates and parameters are estimated simultaneously from all resulting experimental data (global OED/PE strategy), and (ii) optimal experiments are calculated and implemented sequentially whereby the parameter values are updated intermediately (sequential OED/PE strategy). This work exploits OED/PE for the identification of the Cardinal Temperature Model with Inflection (CTMI) (Rosso et al., 1993). This kinetic model describes the effect of temperature on the microbial growth rate and encloses four parameters. The three OED/PE strategies are considered and the impact of the OED/PE design strategy on the accuracy of the CTMI parameter estimation is evaluated. Based on a simulation study, it is observed that the parameter values derived from the sequential approach deviate more from the true parameters than the single and global strategy estimates. The single and global OED/PE strategies are further compared based on experimental data obtained from design implementation in a bioreactor. Comparable estimates are obtained, but global OED/PE estimates are, in general, more accurate and reliable. Copyright (c) 2010 Elsevier Ltd. All rights reserved.

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.

Bayesian Optimization Under Mixed Constraints with A Slack-Variable Augmented Lagrangian

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

Picheny, Victor; Gramacy, Robert B.; Wild, Stefan M.

An augmented Lagrangian (AL) can convert a constrained optimization problem into a sequence of simpler (e.g., unconstrained) problems, which are then usually solved with local solvers. Recently, surrogate-based Bayesian optimization (BO) sub-solvers have been successfully deployed in the AL framework for a more global search in the presence of inequality constraints; however, a drawback was that expected improvement (EI) evaluations relied on Monte Carlo. Here we introduce an alternative slack variable AL, and show that in this formulation the EI may be evaluated with library routines. The slack variables furthermore facilitate equality as well as inequality constraints, and mixtures thereof.more » We show our new slack “ALBO” compares favorably to the original. Its superiority over conventional alternatives is reinforced on several mixed constraint examples.« less

Coordination of a supply chain with consumer return under vendor-managed consignment inventory and stochastic demand

NASA Astrophysics Data System (ADS)

Wu, Zhihui; Chen, Dongyan; Yu, Hui

2016-07-01

In this paper, the problem of the coordination policy is investigated for vendor-managed consignment inventory supply chain subject to consumer return. Here, the market demand is assumed to be affected by promotional effort and consumer return policy. The optimal consignment inventory and the optimal promotional effort level are proposed under the decentralized and centralized decisions. Based on the optimal decision conditions, the markdown allowance-promotional cost-sharing contract is investigated to coordinate the supply chain. Subsequently, the comparison between the two extreme policies shows that full-refund policy dominates the no-return policy when the returning cost and the positive effect of return policy are satisfied certain conditions. Finally, a numerical example is provided to illustrate the impacts of consumer return policy on the coordination contract and optimal profit as well as the effectiveness of the proposed supply chain decision.

Bioeconomic analysis supports the endangered species act.

PubMed

Salau, Kehinde R; Fenichel, Eli P

2015-10-01

The United States Endangered Species Act (ESA) was enacted to protect and restore declining fish, wildlife, and plant populations. The ESA mandates endangered species protection irrespective of costs. This translates to the restriction of activities that harm endangered populations. We discuss criticisms of the ESA in the context of public land management and examine under what circumstance banning non-conservation activity on multiple use federal lands can be socially optimal. We develop a bioeconomic model to frame the species management problem under the ESA and identify scenarios where ESA-imposed regulations emerge as optimal strategies. Results suggest that banning harmful activities is a preferred strategy when valued endangered species are in decline or exposed to poor habitat quality. However, it is not optimal to sustain such a strategy in perpetuity. An optimal plan involves a switch to land-use practices characteristic of habitat conservation plans.

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

USGS Publications Warehouse

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

2018-01-01

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

A Novel Multiobjective Evolutionary Algorithm Based on Regression Analysis

PubMed Central

Song, Zhiming; Wang, Maocai; Dai, Guangming; Vasile, Massimiliano

2015-01-01

As is known, the Pareto set of a continuous multiobjective optimization problem with m objective functions is a piecewise continuous (m − 1)-dimensional manifold in the decision space under some mild conditions. However, how to utilize the regularity to design multiobjective optimization algorithms has become the research focus. In this paper, based on this regularity, a model-based multiobjective evolutionary algorithm with regression analysis (MMEA-RA) is put forward to solve continuous multiobjective optimization problems with variable linkages. In the algorithm, the optimization problem is modelled as a promising area in the decision space by a probability distribution, and the centroid of the probability distribution is (m − 1)-dimensional piecewise continuous manifold. The least squares method is used to construct such a model. A selection strategy based on the nondominated sorting is used to choose the individuals to the next generation. The new algorithm is tested and compared with NSGA-II and RM-MEDA. The result shows that MMEA-RA outperforms RM-MEDA and NSGA-II on the test instances with variable linkages. At the same time, MMEA-RA has higher efficiency than the other two algorithms. A few shortcomings of MMEA-RA have also been identified and discussed in this paper. PMID:25874246

Energy latency tradeoffs for medium access and sleep scheduling in wireless sensor networks

NASA Astrophysics Data System (ADS)

Gang, Lu

Wireless sensor networks are expected to be used in a wide range of applications from environment monitoring to event detection. The key challenge is to provide energy efficient communication; however, latency remains an important concern for many applications that require fast response. The central thesis of this work is that energy efficient medium access and sleep scheduling mechanisms can be designed without necessarily sacrificing application-specific latency performance. We validate this thesis through results from four case studies that cover various aspects of medium access and sleep scheduling design in wireless sensor networks. Our first effort, DMAC, is to design an adaptive low latency and energy efficient MAC for data gathering to reduce the sleep latency. We propose staggered schedule, duty cycle adaptation, data prediction and the use of more-to-send packets to enable seamless packet forwarding under varying traffic load and channel contentions. Simulation and experimental results show significant energy savings and latency reduction while ensuring high data reliability. The second research effort, DESS, investigates the problem of designing sleep schedules in arbitrary network communication topologies to minimize the worst case end-to-end latency (referred to as delay diameter). We develop a novel graph-theoretical formulation, derive and analyze optimal solutions for the tree and ring topologies and heuristics for arbitrary topologies. The third study addresses the problem of minimum latency joint scheduling and routing (MLSR). By constructing a novel delay graph, the optimal joint scheduling and routing can be solved by M node-disjoint paths algorithm under multiple channel model. We further extended the algorithm to handle dynamic traffic changes and topology changes. A heuristic solution is proposed for MLSR under single channel interference. In the fourth study, EEJSPC, we first formulate a fundamental optimization problem that provides tunable energy-latency-throughput tradeoffs with joint scheduling and power control and present both exponential and polynomial complexity solutions. Then we investigate the problem of minimizing total transmission energy while satisfying transmission requests within a latency bound, and present an iterative approach which converges rapidly to the optimal parameter settings.

Optimal control of information epidemics modeled as Maki Thompson rumors

NASA Astrophysics Data System (ADS)

Kandhway, Kundan; Kuri, Joy

2014-12-01

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

A framework for using ant colony optimization to schedule environmental flow management alternatives for rivers, wetlands, and floodplains

NASA Astrophysics Data System (ADS)

Szemis, J. M.; Maier, H. R.; Dandy, G. C.

2012-08-01

Rivers, wetlands, and floodplains are in need of management as they have been altered from natural conditions and are at risk of vanishing because of river development. One method to mitigate these impacts involves the scheduling of environmental flow management alternatives (EFMA); however, this is a complex task as there are generally a large number of ecological assets (e.g., wetlands) that need to be considered, each with species with competing flow requirements. Hence, this problem evolves into an optimization problem to maximize an ecological benefit within constraints imposed by human needs and the physical layout of the system. This paper presents a novel optimization framework which uses ant colony optimization to enable optimal scheduling of EFMAs, given constraints on the environmental water that is available. This optimization algorithm is selected because, unlike other currently popular algorithms, it is able to account for all aspects of the problem. The approach is validated by comparing it to a heuristic approach, and its utility is demonstrated using a case study based on the Murray River in South Australia to investigate (1) the trade-off between plant recruitment (i.e., promoting germination) and maintenance (i.e., maintaining habitat) flow requirements, (2) the trade-off between flora and fauna flow requirements, and (3) a hydrograph inversion case. The results demonstrate the usefulness and flexibility of the proposed framework as it is able to determine EFMA schedules that provide optimal or near-optimal trade-offs between the competing needs of species under a range of operating conditions and valuable insight for managers.

Optimizing some 3-stage W-methods for the time integration of PDEs

NASA Astrophysics Data System (ADS)

Gonzalez-Pinto, S.; Hernandez-Abreu, D.; Perez-Rodriguez, S.

2017-07-01

The optimization of some W-methods for the time integration of time-dependent PDEs in several spatial variables is considered. In [2, Theorem 1] several three-parametric families of three-stage W-methods for the integration of IVPs in ODEs were studied. Besides, the optimization of several specific methods for PDEs when the Approximate Matrix Factorization Splitting (AMF) is used to define the approximate Jacobian matrix (W ≈ fy(yn)) was carried out. Also, some convergence and stability properties were presented [2]. The derived methods were optimized on the base that the underlying explicit Runge-Kutta method is the one having the largest Monotonicity interval among the thee-stage order three Runge-Kutta methods [1]. Here, we propose an optimization of the methods by imposing some additional order condition [7] to keep order three for parabolic PDE problems [6] but at the price of reducing substantially the length of the nonlinear Monotonicity interval of the underlying explicit Runge-Kutta method.

Optimal replenishment and credit policy in supply chain inventory model under two levels of trade credit with time- and credit-sensitive demand involving default risk

NASA Astrophysics Data System (ADS)

Mahata, Puspita; Mahata, Gour Chandra; Kumar De, Sujit

2018-03-01

Traditional supply chain inventory modes with trade credit usually only assumed that the up-stream suppliers offered the down-stream retailers a fixed credit period. However, in practice the retailers will also provide a credit period to customers to promote the market competition. In this paper, we formulate an optimal supply chain inventory model under two levels of trade credit policy with default risk consideration. Here, the demand is assumed to be credit-sensitive and increasing function of time. The major objective is to determine the retailer's optimal credit period and cycle time such that the total profit per unit time is maximized. The existence and uniqueness of the optimal solution to the presented model are examined, and an easy method is also shown to find the optimal inventory policies of the considered problem. Finally, numerical examples and sensitive analysis are presented to illustrate the developed model and to provide some managerial insights.

Advanced Computational Methods for Security Constrained Financial Transmission Rights

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

Kalsi, Karanjit; Elbert, Stephen T.; Vlachopoulou, Maria

Financial Transmission Rights (FTRs) are financial insurance tools to help power market participants reduce price risks associated with transmission congestion. FTRs are issued based on a process of solving a constrained optimization problem with the objective to maximize the FTR social welfare under power flow security constraints. Security constraints for different FTR categories (monthly, seasonal or annual) are usually coupled and the number of constraints increases exponentially with the number of categories. Commercial software for FTR calculation can only provide limited categories of FTRs due to the inherent computational challenges mentioned above. In this paper, first an innovative mathematical reformulationmore » of the FTR problem is presented which dramatically improves the computational efficiency of optimization problem. After having re-formulated the problem, a novel non-linear dynamic system (NDS) approach is proposed to solve the optimization problem. The new formulation and performance of the NDS solver is benchmarked against widely used linear programming (LP) solvers like CPLEX™ and tested on both standard IEEE test systems and large-scale systems using data from the Western Electricity Coordinating Council (WECC). The performance of the NDS is demonstrated to be comparable and in some cases is shown to outperform the widely used CPLEX algorithms. The proposed formulation and NDS based solver is also easily parallelizable enabling further computational improvement.« less

Autonomous optimal trajectory design employing convex optimization for powered descent on an asteroid

NASA Astrophysics Data System (ADS)

Pinson, Robin Marie

Mission proposals that land spacecraft on asteroids are becoming increasingly popular. However, in order to have a successful mission the spacecraft must reliably and softly land at the intended landing site with pinpoint precision. The problem under investigation is how to design a propellant (fuel) optimal powered descent trajectory that can be quickly computed onboard the spacecraft, without interaction from ground control. The goal is to autonomously design the optimal powered descent trajectory onboard the spacecraft immediately prior to the descent burn for use during the burn. Compared to a planetary powered landing problem, the challenges that arise from designing an asteroid powered descent trajectory include complicated nonlinear gravity fields, small rotating bodies, and low thrust vehicles. The nonlinear gravity fields cannot be represented by a constant gravity model nor a Newtonian model. The trajectory design algorithm needs to be robust and efficient to guarantee a designed trajectory and complete the calculations in a reasonable time frame. This research investigates the following questions: Can convex optimization be used to design the minimum propellant powered descent trajectory for a soft landing on an asteroid? Is this method robust and reliable to allow autonomy onboard the spacecraft without interaction from ground control? This research designed a convex optimization based method that rapidly generates the propellant optimal asteroid powered descent trajectory. The solution to the convex optimization problem is the thrust magnitude and direction, which designs and determines the trajectory. The propellant optimal problem was formulated as a second order cone program, a subset of convex optimization, through relaxation techniques by including a slack variable, change of variables, and incorporation of the successive solution method. Convex optimization solvers, especially second order cone programs, are robust, reliable, and are guaranteed to find the global minimum provided one exists. In addition, an outer optimization loop using Brent's method determines the optimal flight time corresponding to the minimum propellant usage over all flight times. Inclusion of additional trajectory constraints, solely vertical motion near the landing site and glide slope, were evaluated. Through a theoretical proof involving the Minimum Principle from Optimal Control Theory and the Karush-Kuhn-Tucker conditions it was shown that the relaxed problem is identical to the original problem at the minimum point. Therefore, the optimal solution of the relaxed problem is an optimal solution of the original problem, referred to as lossless convexification. A key finding is that this holds for all levels of gravity model fidelity. The designed thrust magnitude profiles were the bang-bang predicted by Optimal Control Theory. The first high fidelity gravity model employed was the 2x2 spherical harmonics model assuming a perfect triaxial ellipsoid and placement of the coordinate frame at the asteroid's center of mass and aligned with the semi-major axes. The spherical harmonics model is not valid inside the Brillouin sphere and this becomes relevant for irregularly shaped asteroids. Then, a higher fidelity model was implemented combining the 4x4 spherical harmonics gravity model with the interior spherical Bessel gravity model. All gravitational terms in the equations of motion are evaluated with the position vector from the previous iteration, creating the successive solution method. Methodology success was shown by applying the algorithm to three triaxial ellipsoidal asteroids with four different rotation speeds using the 2x2 gravity model. Finally, the algorithm was tested using the irregularly shaped asteroid, Castalia.

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

PubMed

Kuhn, A; Britz, W

2012-01-01

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

Optimal Down Regulation of mRNA Translation

NASA Astrophysics Data System (ADS)

Zarai, Yoram; Margaliot, Michael; Tuller, Tamir

2017-01-01

Down regulation of mRNA translation is an important problem in various bio-medical domains ranging from developing effective medicines for tumors and for viral diseases to developing attenuated virus strains that can be used for vaccination. Here, we study the problem of down regulation of mRNA translation using a mathematical model called the ribosome flow model (RFM). In the RFM, the mRNA molecule is modeled as a chain of n sites. The flow of ribosomes between consecutive sites is regulated by n + 1 transition rates. Given a set of feasible transition rates, that models the outcome of all possible mutations, we consider the problem of maximally down regulating protein production by altering the rates within this set of feasible rates. Under certain conditions on the feasible set, we show that an optimal solution can be determined efficiently. We also rigorously analyze two special cases of the down regulation optimization problem. Our results suggest that one must focus on the position along the mRNA molecule where the transition rate has the strongest effect on the protein production rate. However, this rate is not necessarily the slowest transition rate along the mRNA molecule. We discuss some of the biological implications of these results.

Seismic waveform inversion best practices: regional, global and exploration test cases

NASA Astrophysics Data System (ADS)

Modrak, Ryan; Tromp, Jeroen

2016-09-01

Reaching the global minimum of a waveform misfit function requires careful choices about the nonlinear optimization, preconditioning and regularization methods underlying an inversion. Because waveform inversion problems are susceptible to erratic convergence associated with strong nonlinearity, one or two test cases are not enough to reliably inform such decisions. We identify best practices, instead, using four seismic near-surface problems, one regional problem and two global problems. To make meaningful quantitative comparisons between methods, we carry out hundreds of inversions, varying one aspect of the implementation at a time. Comparing nonlinear optimization algorithms, we find that limited-memory BFGS provides computational savings over nonlinear conjugate gradient methods in a wide range of test cases. Comparing preconditioners, we show that a new diagonal scaling derived from the adjoint of the forward operator provides better performance than two conventional preconditioning schemes. Comparing regularization strategies, we find that projection, convolution, Tikhonov regularization and total variation regularization are effective in different contexts. Besides questions of one strategy or another, reliability and efficiency in waveform inversion depend on close numerical attention and care. Implementation details involving the line search and restart conditions have a strong effect on computational cost, regardless of the chosen nonlinear optimization algorithm.

Multi-Robot Coalitions Formation with Deadlines: Complexity Analysis and Solutions

PubMed Central

2017-01-01

Multi-robot task allocation is one of the main problems to address in order to design a multi-robot system, very especially when robots form coalitions that must carry out tasks before a deadline. A lot of factors affect the performance of these systems and among them, this paper is focused on the physical interference effect, produced when two or more robots want to access the same point simultaneously. To our best knowledge, this paper presents the first formal description of multi-robot task allocation that includes a model of interference. Thanks to this description, the complexity of the allocation problem is analyzed. Moreover, the main contribution of this paper is to provide the conditions under which the optimal solution of the aforementioned allocation problem can be obtained solving an integer linear problem. The optimal results are compared to previous allocation algorithms already proposed by the first two authors of this paper and with a new method proposed in this paper. The results obtained show how the new task allocation algorithms reach up more than an 80% of the median of the optimal solution, outperforming previous auction algorithms with a huge reduction of the execution time. PMID:28118384

Multi-Robot Coalitions Formation with Deadlines: Complexity Analysis and Solutions.

PubMed

Guerrero, Jose; Oliver, Gabriel; Valero, Oscar

2017-01-01

Multi-robot task allocation is one of the main problems to address in order to design a multi-robot system, very especially when robots form coalitions that must carry out tasks before a deadline. A lot of factors affect the performance of these systems and among them, this paper is focused on the physical interference effect, produced when two or more robots want to access the same point simultaneously. To our best knowledge, this paper presents the first formal description of multi-robot task allocation that includes a model of interference. Thanks to this description, the complexity of the allocation problem is analyzed. Moreover, the main contribution of this paper is to provide the conditions under which the optimal solution of the aforementioned allocation problem can be obtained solving an integer linear problem. The optimal results are compared to previous allocation algorithms already proposed by the first two authors of this paper and with a new method proposed in this paper. The results obtained show how the new task allocation algorithms reach up more than an 80% of the median of the optimal solution, outperforming previous auction algorithms with a huge reduction of the execution time.

Event-Based Robust Control for Uncertain Nonlinear Systems Using Adaptive Dynamic Programming.

PubMed

Zhang, Qichao; Zhao, Dongbin; Wang, Ding

2018-01-01

In this paper, the robust control problem for a class of continuous-time nonlinear system with unmatched uncertainties is investigated using an event-based control method. First, the robust control problem is transformed into a corresponding optimal control problem with an augmented control and an appropriate cost function. Under the event-based mechanism, we prove that the solution of the optimal control problem can asymptotically stabilize the uncertain system with an adaptive triggering condition. That is, the designed event-based controller is robust to the original uncertain system. Note that the event-based controller is updated only when the triggering condition is satisfied, which can save the communication resources between the plant and the controller. Then, a single network adaptive dynamic programming structure with experience replay technique is constructed to approach the optimal control policies. The stability of the closed-loop system with the event-based control policy and the augmented control policy is analyzed using the Lyapunov approach. Furthermore, we prove that the minimal intersample time is bounded by a nonzero positive constant, which excludes Zeno behavior during the learning process. Finally, two simulation examples are provided to demonstrate the effectiveness of the proposed control scheme.

On the optimization of discrete structures with aeroelastic constraints

NASA Technical Reports Server (NTRS)

Mcintosh, S. C., Jr.; Ashley, H.

1978-01-01

The paper deals with the problem of dynamic structural optimization where constraints relating to flutter of a wing (or other dynamic aeroelastic performance) are imposed along with conditions of a more conventional nature such as those relating to stress under load, deflection, minimum dimensions of structural elements, etc. The discussion is limited to a flutter problem for a linear system with a finite number of degrees of freedom and a single constraint involving aeroelastic stability, and the structure motion is assumed to be a simple harmonic time function. Three search schemes are applied to the minimum-weight redesign of a particular wing: the first scheme relies on the method of feasible directions, while the other two are derived from necessary conditions for a local optimum so that they can be referred to as optimality-criteria schemes. The results suggest that a heuristic redesign algorithm involving an optimality criterion may be best suited for treating multiple constraints with large numbers of design variables.

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

Vanderbei, Robert J., E-mail: rvdb@princeton.edu; P Latin-Small-Letter-Dotless-I nar, Mustafa C., E-mail: mustafap@bilkent.edu.tr; Bozkaya, Efe B.

An American option (or, warrant) is the right, but not the obligation, to purchase or sell an underlying equity at any time up to a predetermined expiration date for a predetermined amount. A perpetual American option differs from a plain American option in that it does not expire. In this study, we solve the optimal stopping problem of a perpetual American option (both call and put) in discrete time using linear programming duality. Under the assumption that the underlying stock price follows a discrete time and discrete state Markov process, namely a geometric random walk, we formulate the pricing problemmore » as an infinite dimensional linear programming (LP) problem using the excessive-majorant property of the value function. This formulation allows us to solve complementary slackness conditions in closed-form, revealing an optimal stopping strategy which highlights the set of stock-prices where the option should be exercised. The analysis for the call option reveals that such a critical value exists only in some cases, depending on a combination of state-transition probabilities and the economic discount factor (i.e., the prevailing interest rate) whereas it ceases to be an issue for the put.« less

Numerical Solution of Optimal Control Problem under SPDE Constraints

DTIC Science & Technology

2011-10-14

Faure and Sobol sequences are used to evaluate high dimensional integrals, and the errors in the numerical results for over 30 dimensions become quite...sequence; right: 1000 points of dimension 26 and 27 projection for optimal Kronecker sequence. benchmark Faure and Sobol methods. 2.2 High order...J. Goodman and J. O’Rourke, Handbook of discrete and computational geome- try, CRC Press, Inc., (2004). [5] S. Joe and F. Kuo, Constructing Sobol

Vectorial mask optimization methods for robust optical lithography

NASA Astrophysics Data System (ADS)

Ma, Xu; Li, Yanqiu; Guo, Xuejia; Dong, Lisong; Arce, Gonzalo R.

2012-10-01

Continuous shrinkage of critical dimension in an integrated circuit impels the development of resolution enhancement techniques for low k1 lithography. Recently, several pixelated optical proximity correction (OPC) and phase-shifting mask (PSM) approaches were developed under scalar imaging models to account for the process variations. However, the lithography systems with larger-NA (NA>0.6) are predominant for current technology nodes, rendering the scalar models inadequate to describe the vector nature of the electromagnetic field that propagates through the optical lithography system. In addition, OPC and PSM algorithms based on scalar models can compensate for wavefront aberrations, but are incapable of mitigating polarization aberrations in practical lithography systems, which can only be dealt with under the vector model. To this end, we focus on developing robust pixelated gradient-based OPC and PSM optimization algorithms aimed at canceling defocus, dose variation, wavefront and polarization aberrations under a vector model. First, an integrative and analytic vector imaging model is applied to formulate the optimization problem, where the effects of process variations are explicitly incorporated in the optimization framework. A steepest descent algorithm is then used to iteratively optimize the mask patterns. Simulations show that the proposed algorithms can effectively improve the process windows of the optical lithography systems.

Full-Duplex Bidirectional Secure Communications Under Perfect and Distributionally Ambiguous Eavesdropper's CSI

NASA Astrophysics Data System (ADS)

Li, Qiang; Zhang, Ying; Lin, Jingran; Wu, Sissi Xiaoxiao

2017-09-01

Consider a full-duplex (FD) bidirectional secure communication system, where two communication nodes, named Alice and Bob, simultaneously transmit and receive confidential information from each other, and an eavesdropper, named Eve, overhears the transmissions. Our goal is to maximize the sum secrecy rate (SSR) of the bidirectional transmissions by optimizing the transmit covariance matrices at Alice and Bob. To tackle this SSR maximization (SSRM) problem, we develop an alternating difference-of-concave (ADC) programming approach to alternately optimize the transmit covariance matrices at Alice and Bob. We show that the ADC iteration has a semi-closed-form beamforming solution, and is guaranteed to converge to a stationary solution of the SSRM problem. Besides the SSRM design, this paper also deals with a robust SSRM transmit design under a moment-based random channel state information (CSI) model, where only some roughly estimated first and second-order statistics of Eve's CSI are available, but the exact distribution or other high-order statistics is not known. This moment-based error model is new and different from the widely used bounded-sphere error model and the Gaussian random error model. Under the consider CSI error model, the robust SSRM is formulated as an outage probability-constrained SSRM problem. By leveraging the Lagrangian duality theory and DC programming, a tractable safe solution to the robust SSRM problem is derived. The effectiveness and the robustness of the proposed designs are demonstrated through simulations.

A Hybrid Genetic-Simulated Annealing Algorithm for the Location-Inventory-Routing Problem Considering Returns under E-Supply Chain Environment

PubMed Central

Guo, Hao; Fu, Jing

2013-01-01

Facility location, inventory control, and vehicle routes scheduling are critical and highly related problems in the design of logistics system for e-business. Meanwhile, the return ratio in Internet sales was significantly higher than in the traditional business. Many of returned merchandise have no quality defects, which can reenter sales channels just after a simple repackaging process. Focusing on the existing problem in e-commerce logistics system, we formulate a location-inventory-routing problem model with no quality defects returns. To solve this NP-hard problem, an effective hybrid genetic simulated annealing algorithm (HGSAA) is proposed. Results of numerical examples show that HGSAA outperforms GA on computing time, optimal solution, and computing stability. The proposed model is very useful to help managers make the right decisions under e-supply chain environment. PMID:24489489

Recall Performance for Content-Addressable Memory Using Adiabatic Quantum Optimization

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

Imam, Neena; Humble, Travis S.; McCaskey, Alex

A content-addressable memory (CAM) stores key-value associations such that the key is recalled by providing its associated value. While CAM recall is traditionally performed using recurrent neural network models, we show how to solve this problem using adiabatic quantum optimization. Our approach maps the recurrent neural network to a commercially available quantum processing unit by taking advantage of the common underlying Ising spin model. We then assess the accuracy of the quantum processor to store key-value associations by quantifying recall performance against an ensemble of problem sets. We observe that different learning rules from the neural network community influence recallmore » accuracy but performance appears to be limited by potential noise in the processor. The strong connection established between quantum processors and neural network problems supports the growing intersection of these two ideas.« less

Optimizing area under the ROC curve using semi-supervised learning

PubMed Central

Wang, Shijun; Li, Diana; Petrick, Nicholas; Sahiner, Berkman; Linguraru, Marius George; Summers, Ronald M.

2014-01-01

Receiver operating characteristic (ROC) analysis is a standard methodology to evaluate the performance of a binary classification system. The area under the ROC curve (AUC) is a performance metric that summarizes how well a classifier separates two classes. Traditional AUC optimization techniques are supervised learning methods that utilize only labeled data (i.e., the true class is known for all data) to train the classifiers. In this work, inspired by semi-supervised and transductive learning, we propose two new AUC optimization algorithms hereby referred to as semi-supervised learning receiver operating characteristic (SSLROC) algorithms, which utilize unlabeled test samples in classifier training to maximize AUC. Unlabeled samples are incorporated into the AUC optimization process, and their ranking relationships to labeled positive and negative training samples are considered as optimization constraints. The introduced test samples will cause the learned decision boundary in a multidimensional feature space to adapt not only to the distribution of labeled training data, but also to the distribution of unlabeled test data. We formulate the semi-supervised AUC optimization problem as a semi-definite programming problem based on the margin maximization theory. The proposed methods SSLROC1 (1-norm) and SSLROC2 (2-norm) were evaluated using 34 (determined by power analysis) randomly selected datasets from the University of California, Irvine machine learning repository. Wilcoxon signed rank tests showed that the proposed methods achieved significant improvement compared with state-of-the-art methods. The proposed methods were also applied to a CT colonography dataset for colonic polyp classification and showed promising results.1 PMID:25395692

Optimizing area under the ROC curve using semi-supervised learning.

PubMed

Wang, Shijun; Li, Diana; Petrick, Nicholas; Sahiner, Berkman; Linguraru, Marius George; Summers, Ronald M

2015-01-01

Receiver operating characteristic (ROC) analysis is a standard methodology to evaluate the performance of a binary classification system. The area under the ROC curve (AUC) is a performance metric that summarizes how well a classifier separates two classes. Traditional AUC optimization techniques are supervised learning methods that utilize only labeled data (i.e., the true class is known for all data) to train the classifiers. In this work, inspired by semi-supervised and transductive learning, we propose two new AUC optimization algorithms hereby referred to as semi-supervised learning receiver operating characteristic (SSLROC) algorithms, which utilize unlabeled test samples in classifier training to maximize AUC. Unlabeled samples are incorporated into the AUC optimization process, and their ranking relationships to labeled positive and negative training samples are considered as optimization constraints. The introduced test samples will cause the learned decision boundary in a multidimensional feature space to adapt not only to the distribution of labeled training data, but also to the distribution of unlabeled test data. We formulate the semi-supervised AUC optimization problem as a semi-definite programming problem based on the margin maximization theory. The proposed methods SSLROC1 (1-norm) and SSLROC2 (2-norm) were evaluated using 34 (determined by power analysis) randomly selected datasets from the University of California, Irvine machine learning repository. Wilcoxon signed rank tests showed that the proposed methods achieved significant improvement compared with state-of-the-art methods. The proposed methods were also applied to a CT colonography dataset for colonic polyp classification and showed promising results.

Real option valuation of a decremental regulation service provided by electricity storage.

PubMed

Szabó, Dávid Zoltán; Martyr, Randall

2017-08-13

This paper is a quantitative study of a reserve contract for real-time balancing of a power system. Under this contract, the owner of a storage device, such as a battery, helps smooth fluctuations in electricity demand and supply by using the device to increase electricity consumption. The battery owner must be able to provide immediate physical cover, and should therefore have sufficient storage available in the battery before entering the contract. Accordingly, the following problem can be formulated for the battery owner: determine the optimal time to enter the contract and, if necessary, the optimal time to discharge electricity before entering the contract. This problem is formulated as one of optimal stopping, and is solved explicitly in terms of the model parameters and instantaneous values of the power system imbalance. The optimal operational strategies thus obtained ensure that the battery owner has positive expected economic profit from the contract. Furthermore, they provide explicit conditions under which the optimal discharge time is consistent with the overall objective of power system balancing. This paper also carries out a preliminary investigation of the 'lifetime value' aggregated from an infinite sequence of these balancing reserve contracts. This lifetime value, which can be viewed as a single project valuation of the battery, is shown to be positive and bounded. Therefore, in the long run such reserve contracts can be beneficial to commercial operators of electricity storage, while reducing some of the financial and operational risks in power system balancing.This article is part of the themed issue 'Energy management: flexibility, risk and optimization'. © 2017 The Author(s).

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.

Macroscopic relationship in primal-dual portfolio optimization problem

NASA Astrophysics Data System (ADS)

Shinzato, Takashi

2018-02-01

In the present paper, using a replica analysis, we examine the portfolio optimization problem handled in previous work and discuss the minimization of investment risk under constraints of budget and expected return for the case that the distribution of the hyperparameters of the mean and variance of the return rate of each asset are not limited to a specific probability family. Findings derived using our proposed method are compared with those in previous work to verify the effectiveness of our proposed method. Further, we derive a Pythagorean theorem of the Sharpe ratio and macroscopic relations of opportunity loss. Using numerical experiments, the effectiveness of our proposed method is demonstrated for a specific situation.

The Modified HZ Conjugate Gradient Algorithm for Large-Scale Nonsmooth Optimization.

PubMed

Yuan, Gonglin; Sheng, Zhou; Liu, Wenjie

2016-01-01

In this paper, the Hager and Zhang (HZ) conjugate gradient (CG) method and the modified HZ (MHZ) CG method are presented for large-scale nonsmooth convex minimization. Under some mild conditions, convergent results of the proposed methods are established. Numerical results show that the presented methods can be better efficiency for large-scale nonsmooth problems, and several problems are tested (with the maximum dimensions to 100,000 variables).

Multi-objective design optimization and control of magnetorheological fluid brakes for automotive applications

NASA Astrophysics Data System (ADS)

Shamieh, Hadi; Sedaghati, Ramin

2017-12-01

The magnetorheological brake (MRB) is an electromechanical device that generates a retarding torque through employing magnetorheological (MR) fluids. The objective of this paper is to design, optimize and control an MRB for automotive applications considering. The dynamic range of a disk-type MRB expressing the ratio of generated toque at on and off states has been formulated as a function of the rotational speed, geometrical and material properties, and applied electrical current. Analytical magnetic circuit analysis has been conducted to derive the relation between magnetic field intensity and the applied electrical current as a function of the MRB geometrical and material properties. A multidisciplinary design optimization problem has then been formulated to identify the optimal brake geometrical parameters to maximize the dynamic range and minimize the response time and weight of the MRB under weight, size and magnetic flux density constraints. The optimization problem has been solved using combined genetic and sequential quadratic programming algorithms. Finally, the performance of the optimally designed MRB has been investigated in a quarter vehicle model. A PID controller has been designed to regulate the applied current required by the MRB in order to improve vehicle’s slipping on different road conditions.

Risk-Constrained Dynamic Programming for Optimal Mars Entry, Descent, and Landing

NASA Technical Reports Server (NTRS)

Ono, Masahiro; Kuwata, Yoshiaki

2013-01-01

A chance-constrained dynamic programming algorithm was developed that is capable of making optimal sequential decisions within a user-specified risk bound. This work handles stochastic uncertainties over multiple stages in the CEMAT (Combined EDL-Mobility Analyses Tool) framework. It was demonstrated by a simulation of Mars entry, descent, and landing (EDL) using real landscape data obtained from the Mars Reconnaissance Orbiter. Although standard dynamic programming (DP) provides a general framework for optimal sequential decisionmaking under uncertainty, it typically achieves risk aversion by imposing an arbitrary penalty on failure states. Such a penalty-based approach cannot explicitly bound the probability of mission failure. A key idea behind the new approach is called risk allocation, which decomposes a joint chance constraint into a set of individual chance constraints and distributes risk over them. The joint chance constraint was reformulated into a constraint on an expectation over a sum of an indicator function, which can be incorporated into the cost function by dualizing the optimization problem. As a result, the chance-constraint optimization problem can be turned into an unconstrained optimization over a Lagrangian, which can be solved efficiently using a standard DP approach.

Maximizing algebraic connectivity in interconnected networks.

PubMed

Shakeri, Heman; Albin, Nathan; Darabi Sahneh, Faryad; Poggi-Corradini, Pietro; Scoglio, Caterina

2016-03-01

Algebraic connectivity, the second eigenvalue of the Laplacian matrix, is a measure of node and link connectivity on networks. When studying interconnected networks it is useful to consider a multiplex model, where the component networks operate together with interlayer links among them. In order to have a well-connected multilayer structure, it is necessary to optimally design these interlayer links considering realistic constraints. In this work, we solve the problem of finding an optimal weight distribution for one-to-one interlayer links under budget constraint. We show that for the special multiplex configurations with identical layers, the uniform weight distribution is always optimal. On the other hand, when the two layers are arbitrary, increasing the budget reveals the existence of two different regimes. Up to a certain threshold budget, the second eigenvalue of the supra-Laplacian is simple, the optimal weight distribution is uniform, and the Fiedler vector is constant on each layer. Increasing the budget past the threshold, the optimal weight distribution can be nonuniform. The interesting consequence of this result is that there is no need to solve the optimization problem when the available budget is less than the threshold, which can be easily found analytically.

GMOtrack: generator of cost-effective GMO testing strategies.

PubMed

Novak, Petra Krau; Gruden, Kristina; Morisset, Dany; Lavrac, Nada; Stebih, Dejan; Rotter, Ana; Zel, Jana

2009-01-01

Commercialization of numerous genetically modified organisms (GMOs) has already been approved worldwide, and several additional GMOs are in the approval process. Many countries have adopted legislation to deal with GMO-related issues such as food safety, environmental concerns, and consumers' right of choice, making GMO traceability a necessity. The growing extent of GMO testing makes it important to study optimal GMO detection and identification strategies. This paper formally defines the problem of routine laboratory-level GMO tracking as a cost optimization problem, thus proposing a shift from "the same strategy for all samples" to "sample-centered GMO testing strategies." An algorithm (GMOtrack) for finding optimal two-phase (screening-identification) testing strategies is proposed. The advantages of cost optimization with increasing GMO presence on the market are demonstrated, showing that optimization approaches to analytic GMO traceability can result in major cost reductions. The optimal testing strategies are laboratory-dependent, as the costs depend on prior probabilities of local GMO presence, which are exemplified on food and feed samples. The proposed GMOtrack approach, publicly available under the terms of the General Public License, can be extended to other domains where complex testing is involved, such as safety and quality assurance in the food supply chain.

Convex reformulation of biologically-based multi-criteria intensity-modulated radiation therapy optimization including fractionation effects

NASA Astrophysics Data System (ADS)

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

2008-11-01

Finding fluence maps for intensity-modulated radiation therapy (IMRT) can be formulated as a multi-criteria optimization problem for which Pareto optimal treatment plans exist. To account for the dose-per-fraction effect of fractionated IMRT, it is desirable to exploit radiobiological treatment plan evaluation criteria based on the linear-quadratic (LQ) cell survival model as a means to balance the radiation benefits and risks in terms of biologic response. Unfortunately, the LQ-model-based radiobiological criteria are nonconvex functions, which make the optimization problem hard to solve. We apply the framework proposed by Romeijn et al (2004 Phys. Med. Biol. 49 1991-2013) to find transformations of LQ-model-based radiobiological functions and establish conditions under which transformed functions result in equivalent convex criteria that do not change the set of Pareto optimal treatment plans. The functions analysed are: the LQ-Poisson-based model for tumour control probability (TCP) with and without inter-patient heterogeneity in radiation sensitivity, the LQ-Poisson-based relative seriality s-model for normal tissue complication probability (NTCP), the equivalent uniform dose (EUD) under the LQ-Poisson model and the fractionation-corrected Probit-based model for NTCP according to Lyman, Kutcher and Burman. These functions differ from those analysed before in that they cannot be decomposed into elementary EUD or generalized-EUD functions. In addition, we show that applying increasing and concave transformations to the convexified functions is beneficial for the piecewise approximation of the Pareto efficient frontier.

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

PubMed

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

2017-01-25

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

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

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

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

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

NASA Astrophysics Data System (ADS)

Bouchitté, Guy; Fragalà, Ilaria

2018-07-01

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

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

NASA Astrophysics Data System (ADS)

Bouchitté, Guy; Fragalà, Ilaria

2018-02-01

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

Choosing the optimal wind turbine variant using the ”ELECTRE” method

NASA Astrophysics Data System (ADS)

Ţişcă, I. A.; Anuşca, D.; Dumitrescu, C. D.

2017-08-01

This paper presents a method of choosing the “optimal” alternative, both under certainty and under uncertainty, based on relevant analysis criteria. Taking into account that a product can be assimilated to a system and that the reliability of the system depends on the reliability of its components, the choice of product (the appropriate system decision) can be done using the “ELECTRE” method and depending on the level of reliability of each product. In the paper, the “ELECTRE” method is used in choosing the optimal version of a wind turbine required to equip a wind farm in western Romania. The problems to be solved are related to the current situation of wind turbines that involves reliability problems. A set of criteria has been proposed to compare two or more products from a range of available products: Operating conditions, Environmental conditions during operation, Time requirements. Using the ELECTRE hierarchical mathematical method it was established that on the basis of the obtained coefficients of concordance the optimal variant of the wind turbine and the order of preference of the variants are determined, the values chosen as limits being arbitrary.

Integrated optimization of unmanned aerial vehicle task allocation and path planning under steady wind.

PubMed

Luo, He; Liang, Zhengzheng; Zhu, Moning; Hu, Xiaoxuan; Wang, Guoqiang

2018-01-01

Wind has a significant effect on the control of fixed-wing unmanned aerial vehicles (UAVs), resulting in changes in their ground speed and direction, which has an important influence on the results of integrated optimization of UAV task allocation and path planning. The objective of this integrated optimization problem changes from minimizing flight distance to minimizing flight time. In this study, the Euclidean distance between any two targets is expanded to the Dubins path length, considering the minimum turning radius of fixed-wing UAVs. According to the vector relationship between wind speed, UAV airspeed, and UAV ground speed, a method is proposed to calculate the flight time of UAV between targets. On this basis, a variable-speed Dubins path vehicle routing problem (VS-DP-VRP) model is established with the purpose of minimizing the time required for UAVs to visit all the targets and return to the starting point. By designing a crossover operator and mutation operator, the genetic algorithm is used to solve the model, the results of which show that an effective UAV task allocation and path planning solution under steady wind can be provided.

Integrated optimization of unmanned aerial vehicle task allocation and path planning under steady wind

PubMed Central

Liang, Zhengzheng; Zhu, Moning; Hu, Xiaoxuan; Wang, Guoqiang

2018-01-01

Wind has a significant effect on the control of fixed-wing unmanned aerial vehicles (UAVs), resulting in changes in their ground speed and direction, which has an important influence on the results of integrated optimization of UAV task allocation and path planning. The objective of this integrated optimization problem changes from minimizing flight distance to minimizing flight time. In this study, the Euclidean distance between any two targets is expanded to the Dubins path length, considering the minimum turning radius of fixed-wing UAVs. According to the vector relationship between wind speed, UAV airspeed, and UAV ground speed, a method is proposed to calculate the flight time of UAV between targets. On this basis, a variable-speed Dubins path vehicle routing problem (VS-DP-VRP) model is established with the purpose of minimizing the time required for UAVs to visit all the targets and return to the starting point. By designing a crossover operator and mutation operator, the genetic algorithm is used to solve the model, the results of which show that an effective UAV task allocation and path planning solution under steady wind can be provided. PMID:29561888

Three essays on multi-level optimization models and applications

NASA Astrophysics Data System (ADS)

Rahdar, Mohammad

The general form of a multi-level mathematical programming problem is a set of nested optimization problems, in which each level controls a series of decision variables independently. However, the value of decision variables may also impact the objective function of other levels. A two-level model is called a bilevel model and can be considered as a Stackelberg game with a leader and a follower. The leader anticipates the response of the follower and optimizes its objective function, and then the follower reacts to the leader's action. The multi-level decision-making model has many real-world applications such as government decisions, energy policies, market economy, network design, etc. However, there is a lack of capable algorithms to solve medium and large scale these types of problems. The dissertation is devoted to both theoretical research and applications of multi-level mathematical programming models, which consists of three parts, each in a paper format. The first part studies the renewable energy portfolio under two major renewable energy policies. The potential competition for biomass for the growth of the renewable energy portfolio in the United States and other interactions between two policies over the next twenty years are investigated. This problem mainly has two levels of decision makers: the government/policy makers and biofuel producers/electricity generators/farmers. We focus on the lower-level problem to predict the amount of capacity expansions, fuel production, and power generation. In the second part, we address uncertainty over demand and lead time in a multi-stage mathematical programming problem. We propose a two-stage tri-level optimization model in the concept of rolling horizon approach to reducing the dimensionality of the multi-stage problem. In the third part of the dissertation, we introduce a new branch and bound algorithm to solve bilevel linear programming problems. The total time is reduced by solving a smaller relaxation problem in each node and decreasing the number of iterations. Computational experiments show that the proposed algorithm is faster than the existing ones.

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

PubMed Central

2013-01-01

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

Performance of Grey Wolf Optimizer on large scale problems

NASA Astrophysics Data System (ADS)

Gupta, Shubham; Deep, Kusum

2017-01-01

For solving nonlinear continuous problems of optimization numerous nature inspired optimization techniques are being proposed in literature which can be implemented to solve real life problems wherein the conventional techniques cannot be applied. Grey Wolf Optimizer is one of such technique which is gaining popularity since the last two years. The objective of this paper is to investigate the performance of Grey Wolf Optimization Algorithm on large scale optimization problems. The Algorithm is implemented on 5 common scalable problems appearing in literature namely Sphere, Rosenbrock, Rastrigin, Ackley and Griewank Functions. The dimensions of these problems are varied from 50 to 1000. The results indicate that Grey Wolf Optimizer is a powerful nature inspired Optimization Algorithm for large scale problems, except Rosenbrock which is a unimodal function.

Optimizing Medical Kits for Spaceflight

NASA Technical Reports Server (NTRS)

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

2014-01-01

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

Visual prosthesis wireless energy transfer system optimal modeling.

PubMed

Li, Xueping; Yang, Yuan; Gao, Yong

2014-01-16

Wireless energy transfer system is an effective way to solve the visual prosthesis energy supply problems, theoretical modeling of the system is the prerequisite to do optimal energy transfer system design. On the basis of the ideal model of the wireless energy transfer system, according to visual prosthesis application condition, the system modeling is optimized. During the optimal modeling, taking planar spiral coils as the coupling devices between energy transmitter and receiver, the effect of the parasitic capacitance of the transfer coil is considered, and especially the concept of biological capacitance is proposed to consider the influence of biological tissue on the energy transfer efficiency, resulting in the optimal modeling's more accuracy for the actual application. The simulation data of the optimal model in this paper is compared with that of the previous ideal model, the results show that under high frequency condition, the parasitic capacitance of inductance and biological capacitance considered in the optimal model could have great impact on the wireless energy transfer system. The further comparison with the experimental data verifies the validity and accuracy of the optimal model proposed in this paper. The optimal model proposed in this paper has a higher theoretical guiding significance for the wireless energy transfer system's further research, and provide a more precise model reference for solving the power supply problem in visual prosthesis clinical application.

Visual prosthesis wireless energy transfer system optimal modeling

PubMed Central

2014-01-01

Background Wireless energy transfer system is an effective way to solve the visual prosthesis energy supply problems, theoretical modeling of the system is the prerequisite to do optimal energy transfer system design. Methods On the basis of the ideal model of the wireless energy transfer system, according to visual prosthesis application condition, the system modeling is optimized. During the optimal modeling, taking planar spiral coils as the coupling devices between energy transmitter and receiver, the effect of the parasitic capacitance of the transfer coil is considered, and especially the concept of biological capacitance is proposed to consider the influence of biological tissue on the energy transfer efficiency, resulting in the optimal modeling’s more accuracy for the actual application. Results The simulation data of the optimal model in this paper is compared with that of the previous ideal model, the results show that under high frequency condition, the parasitic capacitance of inductance and biological capacitance considered in the optimal model could have great impact on the wireless energy transfer system. The further comparison with the experimental data verifies the validity and accuracy of the optimal model proposed in this paper. Conclusions The optimal model proposed in this paper has a higher theoretical guiding significance for the wireless energy transfer system’s further research, and provide a more precise model reference for solving the power supply problem in visual prosthesis clinical application. PMID:24428906

Development Optimization and Uncertainty Analysis Methods for Oil and Gas Reservoirs

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

Ettehadtavakkol, Amin, E-mail: amin.ettehadtavakkol@ttu.edu; Jablonowski, Christopher; Lake, Larry

Uncertainty complicates the development optimization of oil and gas exploration and production projects, but methods have been devised to analyze uncertainty and its impact on optimal decision-making. This paper compares two methods for development optimization and uncertainty analysis: Monte Carlo (MC) simulation and stochastic programming. Two example problems for a gas field development and an oilfield development are solved and discussed to elaborate the advantages and disadvantages of each method. Development optimization involves decisions regarding the configuration of initial capital investment and subsequent operational decisions. Uncertainty analysis involves the quantification of the impact of uncertain parameters on the optimum designmore » concept. The gas field development problem is designed to highlight the differences in the implementation of the two methods and to show that both methods yield the exact same optimum design. The results show that both MC optimization and stochastic programming provide unique benefits, and that the choice of method depends on the goal of the analysis. While the MC method generates more useful information, along with the optimum design configuration, the stochastic programming method is more computationally efficient in determining the optimal solution. Reservoirs comprise multiple compartments and layers with multiphase flow of oil, water, and gas. We present a workflow for development optimization under uncertainty for these reservoirs, and solve an example on the design optimization of a multicompartment, multilayer oilfield development.« less

Feed Forward Neural Network and Optimal Control Problem with Control and State Constraints

NASA Astrophysics Data System (ADS)

Kmet', Tibor; Kmet'ová, Mária

2009-09-01

A feed forward neural network based optimal control synthesis is presented for solving optimal control problems with control and state constraints. The paper extends adaptive critic neural network architecture proposed by [5] to the optimal control problems with control and state constraints. The optimal control problem is transcribed into a nonlinear programming problem which is implemented with adaptive critic neural network. The proposed simulation method is illustrated by the optimal control problem of nitrogen transformation cycle model. Results show that adaptive critic based systematic approach holds promise for obtaining the optimal control with control and state constraints.

Two New PRP Conjugate Gradient Algorithms for Minimization Optimization Models.

PubMed

Yuan, Gonglin; Duan, Xiabin; Liu, Wenjie; Wang, Xiaoliang; Cui, Zengru; Sheng, Zhou

2015-01-01

Two new PRP conjugate Algorithms are proposed in this paper based on two modified PRP conjugate gradient methods: the first algorithm is proposed for solving unconstrained optimization problems, and the second algorithm is proposed for solving nonlinear equations. The first method contains two aspects of information: function value and gradient value. The two methods both possess some good properties, as follows: 1) βk ≥ 0 2) the search direction has the trust region property without the use of any line search method 3) the search direction has sufficient descent property without the use of any line search method. Under some suitable conditions, we establish the global convergence of the two algorithms. We conduct numerical experiments to evaluate our algorithms. The numerical results indicate that the first algorithm is effective and competitive for solving unconstrained optimization problems and that the second algorithm is effective for solving large-scale nonlinear equations.

Bernoulli substitution in the Ramsey model: Optimal trajectories under control constraints

NASA Astrophysics Data System (ADS)

Krasovskii, A. A.; Lebedev, P. D.; Tarasyev, A. M.

2017-05-01

We consider a neoclassical (economic) growth model. A nonlinear Ramsey equation, modeling capital dynamics, in the case of Cobb-Douglas production function is reduced to the linear differential equation via a Bernoulli substitution. This considerably facilitates the search for a solution to the optimal growth problem with logarithmic preferences. The study deals with solving the corresponding infinite horizon optimal control problem. We consider a vector field of the Hamiltonian system in the Pontryagin maximum principle, taking into account control constraints. We prove the existence of two alternative steady states, depending on the constraints. A proposed algorithm for constructing growth trajectories combines methods of open-loop control and closed-loop regulatory control. For some levels of constraints and initial conditions, a closed-form solution is obtained. We also demonstrate the impact of technological change on the economic equilibrium dynamics. Results are supported by computer calculations.

Study of a mixed dispersal population dynamics model

DOE PAGES

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

2016-08-27

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

Two New PRP Conjugate Gradient Algorithms for Minimization Optimization Models

PubMed Central

Yuan, Gonglin; Duan, Xiabin; Liu, Wenjie; Wang, Xiaoliang; Cui, Zengru; Sheng, Zhou

2015-01-01

Two new PRP conjugate Algorithms are proposed in this paper based on two modified PRP conjugate gradient methods: the first algorithm is proposed for solving unconstrained optimization problems, and the second algorithm is proposed for solving nonlinear equations. The first method contains two aspects of information: function value and gradient value. The two methods both possess some good properties, as follows: 1)β k ≥ 0 2) the search direction has the trust region property without the use of any line search method 3) the search direction has sufficient descent property without the use of any line search method. Under some suitable conditions, we establish the global convergence of the two algorithms. We conduct numerical experiments to evaluate our algorithms. The numerical results indicate that the first algorithm is effective and competitive for solving unconstrained optimization problems and that the second algorithm is effective for solving large-scale nonlinear equations. PMID:26502409

Turbopump Performance Improved by Evolutionary Algorithms

NASA Technical Reports Server (NTRS)

Oyama, Akira; Liou, Meng-Sing

2002-01-01

The development of design optimization technology for turbomachinery has been initiated using the multiobjective evolutionary algorithm under NASA's Intelligent Synthesis Environment and Revolutionary Aeropropulsion Concepts programs. As an alternative to the traditional gradient-based methods, evolutionary algorithms (EA's) are emergent design-optimization algorithms modeled after the mechanisms found in natural evolution. EA's search from multiple points, instead of moving from a single point. In addition, they require no derivatives or gradients of the objective function, leading to robustness and simplicity in coupling any evaluation codes. Parallel efficiency also becomes very high by using a simple master-slave concept for function evaluations, since such evaluations often consume the most CPU time, such as computational fluid dynamics. Application of EA's to multiobjective design problems is also straightforward because EA's maintain a population of design candidates in parallel. Because of these advantages, EA's are a unique and attractive approach to real-world design optimization problems.

Pricing of swing options: A Monte Carlo simulation approach

NASA Astrophysics Data System (ADS)

Leow, Kai-Siong

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

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

NASA Astrophysics Data System (ADS)

Raso, Luciano; Werner, Micha; Weijs, Steven

2013-04-01

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

Split diversity in constrained conservation prioritization using integer linear programming.

PubMed

Chernomor, Olga; Minh, Bui Quang; Forest, Félix; Klaere, Steffen; Ingram, Travis; Henzinger, Monika; von Haeseler, Arndt

2015-01-01

Phylogenetic diversity (PD) is a measure of biodiversity based on the evolutionary history of species. Here, we discuss several optimization problems related to the use of PD, and the more general measure split diversity (SD), in conservation prioritization.Depending on the conservation goal and the information available about species, one can construct optimization routines that incorporate various conservation constraints. We demonstrate how this information can be used to select sets of species for conservation action. Specifically, we discuss the use of species' geographic distributions, the choice of candidates under economic pressure, and the use of predator-prey interactions between the species in a community to define viability constraints.Despite such optimization problems falling into the area of NP hard problems, it is possible to solve them in a reasonable amount of time using integer programming. We apply integer linear programming to a variety of models for conservation prioritization that incorporate the SD measure.We exemplarily show the results for two data sets: the Cape region of South Africa and a Caribbean coral reef community. Finally, we provide user-friendly software at http://www.cibiv.at/software/pda.

A bat algorithm with mutation for UCAV path planning.

PubMed

Wang, Gaige; Guo, Lihong; Duan, Hong; Liu, Luo; Wang, Heqi

2012-01-01

Path planning for uninhabited combat air vehicle (UCAV) is a complicated high dimension optimization problem, which mainly centralizes on optimizing the flight route considering the different kinds of constrains under complicated battle field environments. Original bat algorithm (BA) is used to solve the UCAV path planning problem. Furthermore, a new bat algorithm with mutation (BAM) is proposed to solve the UCAV path planning problem, and a modification is applied to mutate between bats during the process of the new solutions updating. Then, the UCAV can find the safe path by connecting the chosen nodes of the coordinates while avoiding the threat areas and costing minimum fuel. This new approach can accelerate the global convergence speed while preserving the strong robustness of the basic BA. The realization procedure for original BA and this improved metaheuristic approach BAM is also presented. To prove the performance of this proposed metaheuristic method, BAM is compared with BA and other population-based optimization methods, such as ACO, BBO, DE, ES, GA, PBIL, PSO, and SGA. The experiment shows that the proposed approach is more effective and feasible in UCAV path planning than the other models.

Inverse Electrocardiographic Source Localization of Ischemia: An Optimization Framework and Finite Element Solution

PubMed Central

Wang, Dafang; Kirby, Robert M.; MacLeod, Rob S.; Johnson, Chris R.

2013-01-01

With the goal of non-invasively localizing cardiac ischemic disease using body-surface potential recordings, we attempted to reconstruct the transmembrane potential (TMP) throughout the myocardium with the bidomain heart model. The task is an inverse source problem governed by partial differential equations (PDE). Our main contribution is solving the inverse problem within a PDE-constrained optimization framework that enables various physically-based constraints in both equality and inequality forms. We formulated the optimality conditions rigorously in the continuum before deriving finite element discretization, thereby making the optimization independent of discretization choice. Such a formulation was derived for the L2-norm Tikhonov regularization and the total variation minimization. The subsequent numerical optimization was fulfilled by a primal-dual interior-point method tailored to our problem’s specific structure. Our simulations used realistic, fiber-included heart models consisting of up to 18,000 nodes, much finer than any inverse models previously reported. With synthetic ischemia data we localized ischemic regions with roughly a 10% false-negative rate or a 20% false-positive rate under conditions up to 5% input noise. With ischemia data measured from animal experiments, we reconstructed TMPs with roughly 0.9 correlation with the ground truth. While precisely estimating the TMP in general cases remains an open problem, our study shows the feasibility of reconstructing TMP during the ST interval as a means of ischemia localization. PMID:23913980

Human performance on visually presented Traveling Salesman problems.

PubMed

Vickers, D; Butavicius, M; Lee, M; Medvedev, A

2001-01-01

Little research has been carried out on human performance in optimization problems, such as the Traveling Salesman problem (TSP). Studies by Polivanova (1974, Voprosy Psikhologii, 4, 41-51) and by MacGregor and Ormerod (1996, Perception & Psychophysics, 58, 527-539) suggest that: (1) the complexity of solutions to visually presented TSPs depends on the number of points on the convex hull; and (2) the perception of optimal structure is an innate tendency of the visual system, not subject to individual differences. Results are reported from two experiments. In the first, measures of the total length and completion speed of pathways, and a measure of path uncertainty were compared with optimal solutions produced by an elastic net algorithm and by several heuristic methods. Performance was also compared under instructions to draw the shortest or the most attractive pathway. In the second, various measures of performance were compared with scores on Raven's advanced progressive matrices (APM). The number of points on the convex hull did not determine the relative optimality of solutions, although both this factor and the total number of points influenced solution speed and path uncertainty. Subjects' solutions showed appreciable individual differences, which had a strong correlation with APM scores. The relation between perceptual organization and the process of solving visually presented TSPs is briefly discussed, as is the potential of optimization for providing a conceptual framework for the study of intelligence.

Study of motion of optimal bodies in the soil of grid method

NASA Astrophysics Data System (ADS)

Kotov, V. L.; Linnik, E. Yu

2016-11-01

The paper presents a method of calculating the optimum forms in axisymmetric numerical method based on the Godunov and models elastoplastic soil vedium Grigoryan. Solved two problems in a certain definition of generetrix rotation of the body of a given length and radius of the base, having a minimum impedance and maximum penetration depth. Numerical calculations are carried out by a modified method of local variations, which allows to significantly reduce the number of operations at different representations of generetrix. Significantly simplify the process of searching for optimal body allows the use of a quadratic model of local interaction for preliminary assessments. It is noted the qualitative similarity of the process of convergence of numerical calculations for solving the optimization problem based on local interaction model and within the of continuum mechanics. A comparison of the optimal bodies with absolutely optimal bodies possessing the minimum resistance of penetration below which is impossible to achieve under given constraints on the geometry. It is shown that the conical striker with a variable vertex angle, which equal to the angle of the solution is absolutely optimal body of minimum resistance of penetration for each value of the velocity of implementation will have a final depth of penetration is only 12% more than the traditional body absolutely optimal maximum depth penetration.

A Hybrid Interval-Robust Optimization Model for Water Quality Management.

PubMed

Xu, Jieyu; Li, Yongping; Huang, Guohe

2013-05-01

In water quality management problems, uncertainties may exist in many system components and pollution-related processes ( i.e. , random nature of hydrodynamic conditions, variability in physicochemical processes, dynamic interactions between pollutant loading and receiving water bodies, and indeterminacy of available water and treated wastewater). These complexities lead to difficulties in formulating and solving the resulting nonlinear optimization problems. In this study, a hybrid interval-robust optimization (HIRO) method was developed through coupling stochastic robust optimization and interval linear programming. HIRO can effectively reflect the complex system features under uncertainty, where implications of water quality/quantity restrictions for achieving regional economic development objectives are studied. By delimiting the uncertain decision space through dimensional enlargement of the original chemical oxygen demand (COD) discharge constraints, HIRO enhances the robustness of the optimization processes and resulting solutions. This method was applied to planning of industry development in association with river-water pollution concern in New Binhai District of Tianjin, China. Results demonstrated that the proposed optimization model can effectively communicate uncertainties into the optimization process and generate a spectrum of potential inexact solutions supporting local decision makers in managing benefit-effective water quality management schemes. HIRO is helpful for analysis of policy scenarios related to different levels of economic penalties, while also providing insight into the tradeoff between system benefits and environmental requirements.

The optimization of nuclear power plants operation modes in emergency situations

NASA Astrophysics Data System (ADS)

Zagrebayev, A. M.; Trifonenkov, A. V.; Ramazanov, R. N.

2018-01-01

An emergency situations resulting in the necessity for temporary reactor trip may occur at the nuclear power plant while normal operating mode. The paper deals with some of the operation c aspects of nuclear power plant operation in emergency situations and during threatened period. The xenon poisoning causes limitations on the variety of statements of the problem of calculating characteristics of a set of optimal reactor power off controls. The article show a possibility and feasibility of new sets of optimization tasks for the operation of nuclear power plants under conditions of xenon poisoning in emergency circumstances.

COPS: Large-scale nonlinearly constrained optimization problems

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

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

2000-02-10

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

TOPICAL REVIEW: The stability for the Cauchy problem for elliptic equations

NASA Astrophysics Data System (ADS)

Alessandrini, Giovanni; Rondi, Luca; Rosset, Edi; Vessella, Sergio

2009-12-01

We discuss the ill-posed Cauchy problem for elliptic equations, which is pervasive in inverse boundary value problems modeled by elliptic equations. We provide essentially optimal stability results, in wide generality and under substantially minimal assumptions. As a general scheme in our arguments, we show that all such stability results can be derived by the use of a single building brick, the three-spheres inequality. Due to the current absence of research funding from the Italian Ministry of University and Research, this work has been completed without any financial support.

CometBoards Users Manual Release 1.0

NASA Technical Reports Server (NTRS)

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

1996-01-01

Several nonlinear mathematical programming algorithms for structural design applications are available at present. These include the sequence of unconstrained minimizations technique, the method of feasible directions, and the sequential quadratic programming technique. The optimality criteria technique and the fully utilized design concept are two other structural design methods. A project was undertaken to bring all these design methods under a common computer environment so that a designer can select any one of these tools that may be suitable for his/her application. To facilitate selection of a design algorithm, to validate and check out the computer code, and to ascertain the relative merits of the design tools, modest finite element structural analysis programs based on the concept of stiffness and integrated force methods have been coupled to each design method. The code that contains both these design and analysis tools, by reading input information from analysis and design data files, can cast the design of a structure as a minimum-weight optimization problem. The code can then solve it with a user-specified optimization technique and a user-specified analysis method. This design code is called CometBoards, which is an acronym for Comparative Evaluation Test Bed of Optimization and Analysis Routines for the Design of Structures. This manual describes for the user a step-by-step procedure for setting up the input data files and executing CometBoards to solve a structural design problem. The manual includes the organization of CometBoards; instructions for preparing input data files; the procedure for submitting a problem; illustrative examples; and several demonstration problems. A set of 29 structural design problems have been solved by using all the optimization methods available in CometBoards. A summary of the optimum results obtained for these problems is appended to this users manual. CometBoards, at present, is available for Posix-based Cray and Convex computers, Iris and Sun workstations, and the VM/CMS system.

The Shock and Vibration Digest, Volume 18, Number 3

DTIC Science & Technology

1986-03-01

Linear Distributed Parameter Des., Proc. Intl. Symp., 11th ONR Naval Struc. Systems by Shifted Legendre Polynomial Func- Mech. Symp., Tucson, AZ, pp...University, Atlanta, Georgia nonlinear problems with elementary algebra . It J. Sound Vib., 102 (2), pp 247-257 (Sept 22, uses i = -1, the Pascal’s...eigenvalues specified. The optimal avoid failure due to resonance under the action control problem of a linear distributed parameter 0School of Mechanical

Generalized bipartite quantum state discrimination problems with sequential measurements

NASA Astrophysics Data System (ADS)

Nakahira, Kenji; Kato, Kentaro; Usuda, Tsuyoshi Sasaki

2018-02-01

We investigate an optimization problem of finding quantum sequential measurements, which forms a wide class of state discrimination problems with the restriction that only local operations and one-way classical communication are allowed. Sequential measurements from Alice to Bob on a bipartite system are considered. Using the fact that the optimization problem can be formulated as a problem with only Alice's measurement and is convex programming, we derive its dual problem and necessary and sufficient conditions for an optimal solution. Our results are applicable to various practical optimization criteria, including the Bayes criterion, the Neyman-Pearson criterion, and the minimax criterion. In the setting of the problem of finding an optimal global measurement, its dual problem and necessary and sufficient conditions for an optimal solution have been widely used to obtain analytical and numerical expressions for optimal solutions. Similarly, our results are useful to obtain analytical and numerical expressions for optimal sequential measurements. Examples in which our results can be used to obtain an analytical expression for an optimal sequential measurement are provided.

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

PubMed

Yen, Hong-Hsu

2009-01-01

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

Game-Theoretic Models for Usage-based Maintenance Contract

NASA Astrophysics Data System (ADS)

Husniah, H.; Wangsaputra, R.; Cakravastia, A.; Iskandar, B. P.

2018-03-01

A usage-based maintenance contracts with coordination and non coordination between two parties is studied in this paper. The contract is applied to a dump truck operated in a mining industry. The situation under study is that an agent offers service contract to the owner of the truck after warranty ends. This contract has only a time limit but no usage limit. If the total usage per period exceeds the maximum usage allowed in the contract, then the owner will be charged an additional cost. In general, the agent (Original Equipment Manufacturer/OEM) provides a full coverage of maintenance, which includes PM and CM under the lease contract. The decision problem for the owner is to select the best option offered that fits to its requirement, and the decision problem for the agent is to find the optimal maintenance efforts for a given price of the service option offered. We first find the optimal decisions using coordination scheme and then with non coordination scheme for both parties.

Control strategy of grid-connected photovoltaic generation system based on GMPPT method

NASA Astrophysics Data System (ADS)

Wang, Zhongfeng; Zhang, Xuyang; Hu, Bo; Liu, Jun; Li, Ligang; Gu, Yongqiang; Zhou, Bowen

2018-02-01

There are multiple local maximum power points when photovoltaic (PV) array runs under partial shading condition (PSC).However, the traditional maximum power point tracking (MPPT) algorithm might be easily trapped in local maximum power points (MPPs) and cannot find the global maximum power point (GMPP). To solve such problem, a global maximum power point tracking method (GMPPT) is improved, combined with traditional MPPT method and particle swarm optimization (PSO) algorithm. Under different operating conditions of PV cells, different tracking algorithms are used. When the environment changes, the improved PSO algorithm is adopted to realize the global optimal search, and the variable step incremental conductance (INC) method is adopted to achieve MPPT in optimal local location. Based on the simulation model of the PV grid system built in Matlab/Simulink, comparative analysis of the tracking effect of MPPT by the proposed control algorithm and the traditional MPPT method under the uniform solar condition and PSC, validate the correctness, feasibility and effectiveness of the proposed control strategy.

Inventory Control System for a Healthcare Apparel Service Centre with Stockout Risk: A Case Analysis

PubMed Central

Hui, Chi-Leung

2017-01-01

Based on the real-world inventory control problem of a capacitated healthcare apparel service centre in Hong Kong which provides tailor-made apparel-making services for the elderly and disabled people, this paper studies a partial backordered continuous review inventory control problem in which the product demand follows a Poisson process with a constant lead time. The system is controlled by an (Q,r) inventory policy which incorporate the stockout risk, storage capacity, and partial backlog. The healthcare apparel service centre, under the capacity constraint, aims to minimize the inventory cost and achieving a low stockout risk. To address this challenge, an optimization problem is constructed. A real case-based data analysis is conducted, and the result shows that the expected total cost on an order cycle is reduced substantially at around 20% with our proposed optimal inventory control policy. An extensive sensitivity analysis is conducted to generate additional insights. PMID:29527283

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

NASA Astrophysics Data System (ADS)

Wang, Hongqiao; Lin, Guang; Li, Jinglai

2016-05-01

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

A modified active appearance model based on an adaptive artificial bee colony.

PubMed

Abdulameer, Mohammed Hasan; Sheikh Abdullah, Siti Norul Huda; Othman, Zulaiha Ali

2014-01-01

Active appearance model (AAM) is one of the most popular model-based approaches that have been extensively used to extract features by highly accurate modeling of human faces under various physical and environmental circumstances. However, in such active appearance model, fitting the model with original image is a challenging task. State of the art shows that optimization method is applicable to resolve this problem. However, another common problem is applying optimization. Hence, in this paper we propose an AAM based face recognition technique, which is capable of resolving the fitting problem of AAM by introducing a new adaptive ABC algorithm. The adaptation increases the efficiency of fitting as against the conventional ABC algorithm. We have used three datasets: CASIA dataset, property 2.5D face dataset, and UBIRIS v1 images dataset in our experiments. The results have revealed that the proposed face recognition technique has performed effectively, in terms of accuracy of face recognition.

Inventory Control System for a Healthcare Apparel Service Centre with Stockout Risk: A Case Analysis.

PubMed

Pan, An; Hui, Chi-Leung

2017-01-01

Based on the real-world inventory control problem of a capacitated healthcare apparel service centre in Hong Kong which provides tailor-made apparel-making services for the elderly and disabled people, this paper studies a partial backordered continuous review inventory control problem in which the product demand follows a Poisson process with a constant lead time. The system is controlled by an ( Q , r ) inventory policy which incorporate the stockout risk, storage capacity, and partial backlog. The healthcare apparel service centre, under the capacity constraint, aims to minimize the inventory cost and achieving a low stockout risk. To address this challenge, an optimization problem is constructed. A real case-based data analysis is conducted, and the result shows that the expected total cost on an order cycle is reduced substantially at around 20% with our proposed optimal inventory control policy. An extensive sensitivity analysis is conducted to generate additional insights.

Variable Complexity Structural Optimization of Shells

NASA Technical Reports Server (NTRS)

Haftka, Raphael T.; Venkataraman, Satchi

1999-01-01

Structural designers today face both opportunities and challenges in a vast array of available analysis and optimization programs. Some programs such as NASTRAN, are very general, permitting the designer to model any structure, to any degree of accuracy, but often at a higher computational cost. Additionally, such general procedures often do not allow easy implementation of all constraints of interest to the designer. Other programs, based on algebraic expressions used by designers one generation ago, have limited applicability for general structures with modem materials. However, when applicable, they provide easy understanding of design decisions trade-off. Finally, designers can also use specialized programs suitable for designing efficiently a subset of structural problems. For example, PASCO and PANDA2 are panel design codes, which calculate response and estimate failure much more efficiently than general-purpose codes, but are narrowly applicable in terms of geometry and loading. Therefore, the problem of optimizing structures based on simultaneous use of several models and computer programs is a subject of considerable interest. The problem of using several levels of models in optimization has been dubbed variable complexity modeling. Work under NASA grant NAG1-2110 has been concerned with the development of variable complexity modeling strategies with special emphasis on response surface techniques. In addition, several modeling issues for the design of shells of revolution were studied.

Variable Complexity Structural Optimization of Shells

NASA Technical Reports Server (NTRS)

Haftka, Raphael T.; Venkataraman, Satchi

1998-01-01

Structural designers today face both opportunities and challenges in a vast array of available analysis and optimization programs. Some programs such as NASTRAN, are very general, permitting the designer to model any structure, to any degree of accuracy, but often at a higher computational cost. Additionally, such general procedures often do not allow easy implementation of all constraints of interest to the designer. Other programs, based on algebraic expressions used by designers one generation ago, have limited applicability for general structures with modem materials. However, when applicable, they provide easy understanding of design decisions trade-off. Finally, designers can also use specialized programs suitable for designing efficiently a subset of structural problems. For example, PASCO and PANDA2 are panel design codes, which calculate response and estimate failure much more efficiently than general-purpose codes, but are narrowly applicable in terms of geometry and loading. Therefore, the problem of optimizing structures based on simultaneous use of several models and computer programs is a subject of considerable interest. The problem of using several levels of models in optimization has been dubbed variable complexity modeling. Work under NASA grant NAG1-1808 has been concerned with the development of variable complexity modeling strategies with special emphasis on response surface techniques. In addition several modeling issues for the design of shells of revolution were studied.

A Cascade Optimization Strategy for Solution of Difficult Multidisciplinary Design Problems

NASA Technical Reports Server (NTRS)

Patnaik, Surya N.; Coroneos, Rula M.; Hopkins, Dale A.; Berke, Laszlo

1996-01-01

A research project to comparatively evaluate 10 nonlinear optimization algorithms was recently completed. A conclusion was that no single optimizer could successfully solve all 40 problems in the test bed, even though most optimizers successfully solved at least one-third of the problems. We realized that improved search directions and step lengths, available in the 10 optimizers compared, were not likely to alleviate the convergence difficulties. For the solution of those difficult problems we have devised an alternative approach called cascade optimization strategy. The cascade strategy uses several optimizers, one followed by another in a specified sequence, to solve a problem. A pseudorandom scheme perturbs design variables between the optimizers. The cascade strategy has been tested successfully in the design of supersonic and subsonic aircraft configurations and air-breathing engines for high-speed civil transport applications. These problems could not be successfully solved by an individual optimizer. The cascade optimization strategy, however, generated feasible optimum solutions for both aircraft and engine problems. This paper presents the cascade strategy and solutions to a number of these problems.

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.

Optimal Management and Design of Energy Systems under Atmospheric Uncertainty

NASA Astrophysics Data System (ADS)

Anitescu, M.; Constantinescu, E. M.; Zavala, V.

2010-12-01

The generation and distpatch of electricity while maintaining high reliability levels are two of the most daunting engineering problems of the modern era. This was demonstrated by the Northeast blackout of August 2003, which resulted in the loss of 6.2 gigawatts that served more than 50 million people and which resulted in economic losses on the order of $10 billion. In addition, there exist strong socioeconomic pressures to improve the efficiency of the grid. The most prominent solution to this problem is a substantial increase in the use of renewable energy such as wind and solar. In turn, its uncertain availability—which is due to the intrinsic weather variability—will increase the likelihood of disruptions. In this endeavors of current and next-generation power systems, forecasting atmospheric conditions with uncertainty can and will play a central role, at both the demand and the generation ends. User demands are strongly correlated to physical conditions such as temperature, humidity, and solar radiation. The reason is that the ambient temperature and solar radiation dictate the amount of air conditioning and lighting needed in residential and commercial buildings. But these potential benefits would come at the expense of increased variability in the dynamics of both production and demand, which would become even more dependent on weather state and its uncertainty. One of the important challenges for energy in our time is how to harness these benefits while “keeping the lights on”—ensuring that the demand is satisfied at all times and that no blackout occurs while all energy sources are optimally used. If we are to meet this challenge, accounting for uncertainty in the atmospheric conditions is essential, since this will allow minimizing the effects of false positives: committing too little baseline power in anticipation of demand that is underestimated or renewable energy levels that fail to materialize. In this work we describe a framework for the optimal management and design of energy systems, such as the power grid or building systems, under atmospheric conditions uncertainty. The framework is defined in terms of a mathematical paradigm called stochastic programming: minimization of the expected value of the decision-makers objective function subject to physical and operational constraints, such as low blackout porbability, that are enforced on each scenario. We report results on testing the framework on the optimal management of power grid systems under high wind penetration scenarios, a problem whose time horizon is in the order of days. We discuss the computational effort of scenario generation which involves running WRF at high spatio-temporal resolution dictated by the operational constraints as well as solving the optimal dispatch problem. We demonstrate that accounting for uncertainty in atmospheric conditions results in blackout prevention, whereas decisions using only mean forecast does not. We discuss issues in using the framework for planning problems, whose time horizon is of several decades and what requirements this problem would entail from climate simulation systems.

Optimal Sensor Layouts in Underwater Locomotory Systems

NASA Astrophysics Data System (ADS)

Colvert, Brendan; Kanso, Eva

2015-11-01

Retrieving and understanding global flow characteristics from local sensory measurements is a challenging but extremely relevant problem in fields such as defense, robotics, and biomimetics. It is an inverse problem in that the goal is to translate local information into global flow properties. In this talk we present techniques for optimization of sensory layouts within the context of an idealized underwater locomotory system. Using techniques from fluid mechanics and control theory, we show that, under certain conditions, local measurements can inform the submerged body about its orientation relative to the ambient flow, and allow it to recognize local properties of shear flows. We conclude by commenting on the relevance of these findings to underwater navigation in engineered systems and live organisms.

Optimal Diet Planning for Eczema Patient Using Integer Programming

NASA Astrophysics Data System (ADS)

Zhen Sheng, Low; Sufahani, Suliadi

2018-04-01

Human diet planning is conducted by choosing appropriate food items that fulfill the nutritional requirements into the diet formulation. This paper discusses the application of integer programming to build the mathematical model of diet planning for eczema patients. The model developed is used to solve the diet problem of eczema patients from young age group. The integer programming is a scientific approach to select suitable food items, which seeks to minimize the costs, under conditions of meeting desired nutrient quantities, avoiding food allergens and getting certain foods into the diet that brings relief to the eczema conditions. This paper illustrates that the integer programming approach able to produce the optimal and feasible solution to deal with the diet problem of eczema patient.

Rational Exploitation and Utilizing of Groundwater in Jiangsu Coastal Area

NASA Astrophysics Data System (ADS)

Kang, B.; Lin, X.

2017-12-01

Jiangsu coastal area is located in the southeast coast of China, where is a new industrial base and an important coastal and Land Resources Development Zone of China. In the areas with strong human exploitation activities, regional groundwater evolution is obviously affected by human activities. In order to solve the environmental geological problems caused by groundwater exploitation fundamentally, we must find out the forming conditions of regional groundwater hydrodynamic field, and the impact of human activities on groundwater hydrodynamic field evolution and hydrogeochemical evolition. Based on these results, scientific management and reasonable exploitation of the regional groundwater resources can be provided for the utilization. Taking the coastal area of Jiangsu as the research area, we investigate and analyze of the regional hydrogeological conditions. The numerical simulation model of groundwater flow was established according to the water power, chemical and isotopic methods, the conditions of water flow and the influence of hydrodynamic field on the water chemical field. We predict the evolution of regional groundwater dynamics under the influence of human activities and climate change and evaluate the influence of groundwater dynamic field evolution on the environmental geological problems caused by groundwater exploitation under various conditions. We get the following conclusions: Three groundwater exploitation optimal schemes were established. The groundwater salinization was taken as the primary control condition. The substitution model was proposed to model groundwater exploitation and water level changes by BP network method.Then genetic algorithm was used to solve the optimization solution. Three groundwater exploitation optimal schemes were submit to local water resource management. The first sheme was used to solve the groundwater salinization problem. The second sheme focused on dual water supply. The third sheme concerned on emergency water supppy. This is the first time environment problem taken as water management objectinve in this coastal area.

Optimization of turning process through the analytic flank wear modelling

NASA Astrophysics Data System (ADS)

Del Prete, A.; Franchi, R.; De Lorenzis, D.

2018-05-01

In the present work, the approach used for the optimization of the process capabilities for Oil&Gas components machining will be described. These components are machined by turning of stainless steel castings workpieces. For this purpose, a proper Design Of Experiments (DOE) plan has been designed and executed: as output of the experimentation, data about tool wear have been collected. The DOE has been designed starting from the cutting speed and feed values recommended by the tools manufacturer; the depth of cut parameter has been maintained as a constant. Wear data has been obtained by means the observation of the tool flank wear under an optical microscope: the data acquisition has been carried out at regular intervals of working times. Through a statistical data and regression analysis, analytical models of the flank wear and the tool life have been obtained. The optimization approach used is a multi-objective optimization, which minimizes the production time and the number of cutting tools used, under the constraint on a defined flank wear level. The technique used to solve the optimization problem is a Multi Objective Particle Swarm Optimization (MOPS). The optimization results, validated by the execution of a further experimental campaign, highlighted the reliability of the work and confirmed the usability of the optimized process parameters and the potential benefit for the company.

Maximizing algebraic connectivity in air transportation networks

NASA Astrophysics Data System (ADS)

Wei, Peng

In air transportation networks the robustness of a network regarding node and link failures is a key factor for its design. An experiment based on the real air transportation network is performed to show that the algebraic connectivity is a good measure for network robustness. Three optimization problems of algebraic connectivity maximization are then formulated in order to find the most robust network design under different constraints. The algebraic connectivity maximization problem with flight routes addition or deletion is first formulated. Three methods to optimize and analyze the network algebraic connectivity are proposed. The Modified Greedy Perturbation Algorithm (MGP) provides a sub-optimal solution in a fast iterative manner. The Weighted Tabu Search (WTS) is designed to offer a near optimal solution with longer running time. The relaxed semi-definite programming (SDP) is used to set a performance upper bound and three rounding techniques are discussed to find the feasible solution. The simulation results present the trade-off among the three methods. The case study on two air transportation networks of Virgin America and Southwest Airlines show that the developed methods can be applied in real world large scale networks. The algebraic connectivity maximization problem is extended by adding the leg number constraint, which considers the traveler's tolerance for the total connecting stops. The Binary Semi-Definite Programming (BSDP) with cutting plane method provides the optimal solution. The tabu search and 2-opt search heuristics can find the optimal solution in small scale networks and the near optimal solution in large scale networks. The third algebraic connectivity maximization problem with operating cost constraint is formulated. When the total operating cost budget is given, the number of the edges to be added is not fixed. Each edge weight needs to be calculated instead of being pre-determined. It is illustrated that the edge addition and the weight assignment can not be studied separately for the problem with operating cost constraint. Therefore a relaxed SDP method with golden section search is developed to solve both at the same time. The cluster decomposition is utilized to solve large scale networks.

The role of crossover operator in evolutionary-based approach to the problem of genetic code optimization.

PubMed

Błażej, Paweł; Wnȩtrzak, Małgorzata; Mackiewicz, Paweł

2016-12-01

One of theories explaining the present structure of canonical genetic code assumes that it was optimized to minimize harmful effects of amino acid replacements resulting from nucleotide substitutions and translational errors. A way to testify this concept is to find the optimal code under given criteria and compare it with the canonical genetic code. Unfortunately, the huge number of possible alternatives makes it impossible to find the optimal code using exhaustive methods in sensible time. Therefore, heuristic methods should be applied to search the space of possible solutions. Evolutionary algorithms (EA) seem to be ones of such promising approaches. This class of methods is founded both on mutation and crossover operators, which are responsible for creating and maintaining the diversity of candidate solutions. These operators possess dissimilar characteristics and consequently play different roles in the process of finding the best solutions under given criteria. Therefore, the effective searching for the potential solutions can be improved by applying both of them, especially when these operators are devised specifically for a given problem. To study this subject, we analyze the effectiveness of algorithms for various combinations of mutation and crossover probabilities under three models of the genetic code assuming different restrictions on its structure. To achieve that, we adapt the position based crossover operator for the most restricted model and develop a new type of crossover operator for the more general models. The applied fitness function describes costs of amino acid replacement regarding their polarity. Our results indicate that the usage of crossover operators can significantly improve the quality of the solutions. Moreover, the simulations with the crossover operator optimize the fitness function in the smaller number of generations than simulations without this operator. The optimal genetic codes without restrictions on their structure minimize the costs about 2.7 times better than the canonical genetic code. Interestingly, the optimal codes are dominated by amino acids characterized by polarity close to its average value for all amino acids. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

Optimization of Thermal Object Nonlinear Control Systems by Energy Efficiency Criterion.

NASA Astrophysics Data System (ADS)

Velichkin, Vladimir A.; Zavyalov, Vladimir A.

2018-03-01

This article presents the results of thermal object functioning control analysis (heat exchanger, dryer, heat treatment chamber, etc.). The results were used to determine a mathematical model of the generalized thermal control object. The appropriate optimality criterion was chosen to make the control more energy-efficient. The mathematical programming task was formulated based on the chosen optimality criterion, control object mathematical model and technological constraints. The “maximum energy efficiency” criterion helped avoid solving a system of nonlinear differential equations and solve the formulated problem of mathematical programming in an analytical way. It should be noted that in the case under review the search for optimal control and optimal trajectory reduces to solving an algebraic system of equations. In addition, it is shown that the optimal trajectory does not depend on the dynamic characteristics of the control object.

Phase transitions in Pareto optimal complex networks

NASA Astrophysics Data System (ADS)

Seoane, Luís F.; Solé, Ricard

2015-09-01

The organization of interactions in complex systems can be described by networks connecting different units. These graphs are useful representations of the local and global complexity of the underlying systems. The origin of their topological structure can be diverse, resulting from different mechanisms including multiplicative processes and optimization. In spatial networks or in graphs where cost constraints are at work, as it occurs in a plethora of situations from power grids to the wiring of neurons in the brain, optimization plays an important part in shaping their organization. In this paper we study network designs resulting from a Pareto optimization process, where different simultaneous constraints are the targets of selection. We analyze three variations on a problem, finding phase transitions of different kinds. Distinct phases are associated with different arrangements of the connections, but the need of drastic topological changes does not determine the presence or the nature of the phase transitions encountered. Instead, the functions under optimization do play a determinant role. This reinforces the view that phase transitions do not arise from intrinsic properties of a system alone, but from the interplay of that system with its external constraints.

Optimization Under Uncertainty for Wake Steering Strategies

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

Quick, Julian; Annoni, Jennifer; King, Ryan N

Offsetting turbines' yaw orientations from incoming wind is a powerful tool that may be leveraged to reduce undesirable wake effects on downstream turbines. First, we examine a simple two-turbine case to gain intuition as to how inflow direction uncertainty affects the optimal solution. The turbines are modeled with unidirectional inflow such that one turbine directly wakes the other, using ten rotor diameter spacing. We perform optimization under uncertainty (OUU) via a parameter sweep of the front turbine. The OUU solution generally prefers less steering. We then do this optimization for a 60-turbine wind farm with unidirectional inflow, varying the degreemore » of inflow uncertainty and approaching this OUU problem by nesting a polynomial chaos expansion uncertainty quantification routine within an outer optimization. We examined how different levels of uncertainty in the inflow direction effect the ratio of the expected values of deterministic and OUU solutions for steering strategies in the large wind farm, assuming the directional uncertainty used to reach said OUU solution (this ratio is defined as the value of the stochastic solution or VSS).« less

Energy minimization on manifolds for docking flexible molecules

PubMed Central

Mirzaei, Hanieh; Zarbafian, Shahrooz; Villar, Elizabeth; Mottarella, Scott; Beglov, Dmitri; Vajda, Sandor; Paschalidis, Ioannis Ch.; Vakili, Pirooz; Kozakov, Dima

2015-01-01

In this paper we extend a recently introduced rigid body minimization algorithm, defined on manifolds, to the problem of minimizing the energy of interacting flexible molecules. The goal is to integrate moving the ligand in six dimensional rotational/translational space with internal rotations around rotatable bonds within the two molecules. We show that adding rotational degrees of freedom to the rigid moves of the ligand results in an overall optimization search space that is a manifold to which our manifold optimization approach can be extended. The effectiveness of the method is shown for three different docking problems of increasing complexity. First we minimize the energy of fragment-size ligands with a single rotatable bond as part of a protein mapping method developed for the identification of binding hot spots. Second, we consider energy minimization for docking a flexible ligand to a rigid protein receptor, an approach frequently used in existing methods. In the third problem we account for flexibility in both the ligand and the receptor. Results show that minimization using the manifold optimization algorithm is substantially more efficient than minimization using a traditional all-atom optimization algorithm while producing solutions of comparable quality. In addition to the specific problems considered, the method is general enough to be used in a large class of applications such as docking multidomain proteins with flexible hinges. The code is available under open source license (at http://cluspro.bu.edu/Code/Code_Rigtree.tar), and with minimal effort can be incorporated into any molecular modeling package. PMID:26478722

Solving lot-sizing problem with quantity discount and transportation cost

NASA Astrophysics Data System (ADS)

Lee, Amy H. I.; Kang, He-Yau; Lai, Chun-Mei

2013-04-01

Owing to today's increasingly competitive market and ever-changing manufacturing environment, the inventory problem is becoming more complicated to solve. The incorporation of heuristics methods has become a new trend to tackle the complex problem in the past decade. This article considers a lot-sizing problem, and the objective is to minimise total costs, where the costs include ordering, holding, purchase and transportation costs, under the requirement that no inventory shortage is allowed in the system. We first formulate the lot-sizing problem as a mixed integer programming (MIP) model. Next, an efficient genetic algorithm (GA) model is constructed for solving large-scale lot-sizing problems. An illustrative example with two cases in a touch panel manufacturer is used to illustrate the practicality of these models, and a sensitivity analysis is applied to understand the impact of the changes in parameters to the outcomes. The results demonstrate that both the MIP model and the GA model are effective and relatively accurate tools for determining the replenishment for touch panel manufacturing for multi-periods with quantity discount and batch transportation. The contributions of this article are to construct an MIP model to obtain an optimal solution when the problem is not too complicated itself and to present a GA model to find a near-optimal solution efficiently when the problem is complicated.

Graph cuts via l1 norm minimization.

PubMed

Bhusnurmath, Arvind; Taylor, Camillo J

2008-10-01

Graph cuts have become an increasingly important tool for solving a number of energy minimization problems in computer vision and other fields. In this paper, the graph cut problem is reformulated as an unconstrained l1 norm minimization that can be solved effectively using interior point methods. This reformulation exposes connections between the graph cuts and other related continuous optimization problems. Eventually the problem is reduced to solving a sequence of sparse linear systems involving the Laplacian of the underlying graph. The proposed procedure exploits the structure of these linear systems in a manner that is easily amenable to parallel implementations. Experimental results obtained by applying the procedure to graphs derived from image processing problems are provided.

Linear decomposition approach for a class of nonconvex programming problems.

PubMed

Shen, Peiping; Wang, Chunfeng

2017-01-01

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

Options for Robust Airfoil Optimization under Uncertainty

NASA Technical Reports Server (NTRS)

Padula, Sharon L.; Li, Wu

2002-01-01

A robust optimization method is developed to overcome point-optimization at the sampled design points. This method combines the best features from several preliminary methods proposed by the authors and their colleagues. The robust airfoil shape optimization is a direct method for drag reduction over a given range of operating conditions and has three advantages: (1) it prevents severe degradation in the off-design performance by using a smart descent direction in each optimization iteration, (2) it uses a large number of spline control points as design variables yet the resulting airfoil shape does not need to be smoothed, and (3) it allows the user to make a tradeoff between the level of optimization and the amount of computing time consumed. For illustration purposes, the robust optimization method is used to solve a lift-constrained drag minimization problem for a two-dimensional (2-D) airfoil in Euler flow with 20 geometric design variables.

Convergence Analysis of the Graph Allen-Cahn Scheme

DTIC Science & Technology

2016-02-01

CONVERGENCE ANALYSIS OF THE GRAPH ALLEN-CAHN SCHEME ∗ XIYANG LUO† AND ANDREA L. BERTOZZI† Abstract. Graph partitioning problems have a wide range of...optimization, convergence and monotonicity are shown for a class of schemes under a graph-independent timestep restriction. We also analyze the effects of...spectral truncation, a common technique used to save computational cost. Convergence of the scheme with spectral truncation is also proved under a

Communication theory of quantum systems. Ph.D. Thesis, 1970

NASA Technical Reports Server (NTRS)

Yuen, H. P. H.

1971-01-01

Communication theory problems incorporating quantum effects for optical-frequency applications are discussed. Under suitable conditions, a unique quantum channel model corresponding to a given classical space-time varying linear random channel is established. A procedure is described by which a proper density-operator representation applicable to any receiver configuration can be constructed directly from the channel output field. Some examples illustrating the application of our methods to the development of optical quantum channel representations are given. Optimizations of communication system performance under different criteria are considered. In particular, certain necessary and sufficient conditions on the optimal detector in M-ary quantum signal detection are derived. Some examples are presented. Parameter estimation and channel capacity are discussed briefly.

Optimization of a chemical identification algorithm

NASA Astrophysics Data System (ADS)

Chyba, Thomas H.; Fisk, Brian; Gunning, Christin; Farley, Kevin; Polizzi, Amber; Baughman, David; Simpson, Steven; Slamani, Mohamed-Adel; Almassy, Robert; Da Re, Ryan; Li, Eunice; MacDonald, Steve; Slamani, Ahmed; Mitchell, Scott A.; Pendell-Jones, Jay; Reed, Timothy L.; Emge, Darren

2010-04-01

A procedure to evaluate and optimize the performance of a chemical identification algorithm is presented. The Joint Contaminated Surface Detector (JCSD) employs Raman spectroscopy to detect and identify surface chemical contamination. JCSD measurements of chemical warfare agents, simulants, toxic industrial chemicals, interferents and bare surface backgrounds were made in the laboratory and under realistic field conditions. A test data suite, developed from these measurements, is used to benchmark algorithm performance throughout the improvement process. In any one measurement, one of many possible targets can be present along with interferents and surfaces. The detection results are expressed as a 2-category classification problem so that Receiver Operating Characteristic (ROC) techniques can be applied. The limitations of applying this framework to chemical detection problems are discussed along with means to mitigate them. Algorithmic performance is optimized globally using robust Design of Experiments and Taguchi techniques. These methods require figures of merit to trade off between false alarms and detection probability. Several figures of merit, including the Matthews Correlation Coefficient and the Taguchi Signal-to-Noise Ratio are compared. Following the optimization of global parameters which govern the algorithm behavior across all target chemicals, ROC techniques are employed to optimize chemical-specific parameters to further improve performance.

A Lifetime Maximization Relay Selection Scheme in Wireless Body Area Networks.

PubMed

Zhang, Yu; Zhang, Bing; Zhang, Shi

2017-06-02

Network Lifetime is one of the most important metrics in Wireless Body Area Networks (WBANs). In this paper, a relay selection scheme is proposed under the topology constrains specified in the IEEE 802.15.6 standard to maximize the lifetime of WBANs through formulating and solving an optimization problem where relay selection of each node acts as optimization variable. Considering the diversity of the sensor nodes in WBANs, the optimization problem takes not only energy consumption rate but also energy difference among sensor nodes into account to improve the network lifetime performance. Since it is Non-deterministic Polynomial-hard (NP-hard) and intractable, a heuristic solution is then designed to rapidly address the optimization. The simulation results indicate that the proposed relay selection scheme has better performance in network lifetime compared with existing algorithms and that the heuristic solution has low time complexity with only a negligible performance degradation gap from optimal value. Furthermore, we also conduct simulations based on a general WBAN model to comprehensively illustrate the advantages of the proposed algorithm. At the end of the evaluation, we validate the feasibility of our proposed scheme via an implementation discussion.

Post Pareto optimization-A case

NASA Astrophysics Data System (ADS)

Popov, Stoyan; Baeva, Silvia; Marinova, Daniela

2017-12-01

Simulation performance may be evaluated according to multiple quality measures that are in competition and their simultaneous consideration poses a conflict. In the current study we propose a practical framework for investigating such simulation performance criteria, exploring the inherent conflicts amongst them and identifying the best available tradeoffs, based upon multi-objective Pareto optimization. This approach necessitates the rigorous derivation of performance criteria to serve as objective functions and undergo vector optimization. We demonstrate the effectiveness of our proposed approach by applying it with multiple stochastic quality measures. We formulate performance criteria of this use-case, pose an optimization problem, and solve it by means of a simulation-based Pareto approach. Upon attainment of the underlying Pareto Frontier, we analyze it and prescribe preference-dependent configurations for the optimal simulation training.

Algorithms for bilevel optimization

NASA Technical Reports Server (NTRS)

Alexandrov, Natalia; Dennis, J. E., Jr.

1994-01-01

General multilevel nonlinear optimization problems arise in design of complex systems and can be used as a means of regularization for multi-criteria optimization problems. Here, for clarity in displaying our ideas, we restrict ourselves to general bi-level optimization problems, and we present two solution approaches. Both approaches use a trust-region globalization strategy, and they can be easily extended to handle the general multilevel problem. We make no convexity assumptions, but we do assume that the problem has a nondegenerate feasible set. We consider necessary optimality conditions for the bi-level problem formulations and discuss results that can be extended to obtain multilevel optimization formulations with constraints at each level.

Near-Optimal Guidance Method for Maximizing the Reachable Domain of Gliding Aircraft

NASA Astrophysics Data System (ADS)

Tsuchiya, Takeshi

This paper proposes a guidance method for gliding aircraft by using onboard computers to calculate a near-optimal trajectory in real-time, and thereby expanding the reachable domain. The results are applicable to advanced aircraft and future space transportation systems that require high safety. The calculation load of the optimal control problem that is used to maximize the reachable domain is too large for current computers to calculate in real-time. Thus the optimal control problem is divided into two problems: a gliding distance maximization problem in which the aircraft motion is limited to a vertical plane, and an optimal turning flight problem in a horizontal direction. First, the former problem is solved using a shooting method. It can be solved easily because its scale is smaller than that of the original problem, and because some of the features of the optimal solution are obtained in the first part of this paper. Next, in the latter problem, the optimal bank angle is computed from the solution of the former; this is an analytical computation, rather than an iterative computation. Finally, the reachable domain obtained from the proposed near-optimal guidance method is compared with that obtained from the original optimal control problem.

Reliability Analysis and Reliability-Based Design Optimization of Circular Composite Cylinders Under Axial Compression

NASA Technical Reports Server (NTRS)

Rais-Rohani, Masoud

2001-01-01

This report describes the preliminary results of an investigation on component reliability analysis and reliability-based design optimization of thin-walled circular composite cylinders with average diameter and average length of 15 inches. Structural reliability is based on axial buckling strength of the cylinder. Both Monte Carlo simulation and First Order Reliability Method are considered for reliability analysis with the latter incorporated into the reliability-based structural optimization problem. To improve the efficiency of reliability sensitivity analysis and design optimization solution, the buckling strength of the cylinder is estimated using a second-order response surface model. The sensitivity of the reliability index with respect to the mean and standard deviation of each random variable is calculated and compared. The reliability index is found to be extremely sensitive to the applied load and elastic modulus of the material in the fiber direction. The cylinder diameter was found to have the third highest impact on the reliability index. Also the uncertainty in the applied load, captured by examining different values for its coefficient of variation, is found to have a large influence on cylinder reliability. The optimization problem for minimum weight is solved subject to a design constraint on element reliability index. The methodology, solution procedure and optimization results are included in this report.

Local Feature Selection for Data Classification.

PubMed

Armanfard, Narges; Reilly, James P; Komeili, Majid

2016-06-01

Typical feature selection methods choose an optimal global feature subset that is applied over all regions of the sample space. In contrast, in this paper we propose a novel localized feature selection (LFS) approach whereby each region of the sample space is associated with its own distinct optimized feature set, which may vary both in membership and size across the sample space. This allows the feature set to optimally adapt to local variations in the sample space. An associated method for measuring the similarities of a query datum to each of the respective classes is also proposed. The proposed method makes no assumptions about the underlying structure of the samples; hence the method is insensitive to the distribution of the data over the sample space. The method is efficiently formulated as a linear programming optimization problem. Furthermore, we demonstrate the method is robust against the over-fitting problem. Experimental results on eleven synthetic and real-world data sets demonstrate the viability of the formulation and the effectiveness of the proposed algorithm. In addition we show several examples where localized feature selection produces better results than a global feature selection method.

Simulated Stochastic Approximation Annealing for Global Optimization with a Square-Root Cooling Schedule

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

Liang, Faming; Cheng, Yichen; Lin, Guang

2014-06-13

Simulated annealing has been widely used in the solution of optimization problems. As known by many researchers, the global optima cannot be guaranteed to be located by simulated annealing unless a logarithmic cooling schedule is used. However, the logarithmic cooling schedule is so slow that no one can afford to have such a long CPU time. This paper proposes a new stochastic optimization algorithm, the so-called simulated stochastic approximation annealing algorithm, which is a combination of simulated annealing and the stochastic approximation Monte Carlo algorithm. Under the framework of stochastic approximation Markov chain Monte Carlo, it is shown that themore » new algorithm can work with a cooling schedule in which the temperature can decrease much faster than in the logarithmic cooling schedule, e.g., a square-root cooling schedule, while guaranteeing the global optima to be reached when the temperature tends to zero. The new algorithm has been tested on a few benchmark optimization problems, including feed-forward neural network training and protein-folding. The numerical results indicate that the new algorithm can significantly outperform simulated annealing and other competitors.« less

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

PubMed

Zhang, Ye; Yu, Tenglong; Wang, Wenwu

2014-01-01

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

Direct Method Transcription for a Human-Class Translunar Injection Trajectory Optimization

NASA Technical Reports Server (NTRS)

Witzberger, Kevin E.; Zeiler, Tom

2012-01-01

This paper presents a new trajectory optimization software package developed in the framework of a low-to-high fidelity 3 degrees-of-freedom (DOF)/6-DOF vehicle simulation program named Mission Analysis Simulation Tool in Fortran (MASTIF) and its application to a translunar trajectory optimization problem. The functionality of the developed optimization package is implemented as a new "mode" in generalized settings to make it applicable for a general trajectory optimization problem. In doing so, a direct optimization method using collocation is employed for solving the problem. Trajectory optimization problems in MASTIF are transcribed to a constrained nonlinear programming (NLP) problem and solved with SNOPT, a commercially available NLP solver. A detailed description of the optimization software developed is provided as well as the transcription specifics for the translunar injection (TLI) problem. The analysis includes a 3-DOF trajectory TLI optimization and a 3-DOF vehicle TLI simulation using closed-loop guidance.

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

PubMed Central

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

2014-01-01

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

Learning in engineered multi-agent systems

NASA Astrophysics Data System (ADS)

Menon, Anup

Consider the problem of maximizing the total power produced by a wind farm. Due to aerodynamic interactions between wind turbines, each turbine maximizing its individual power---as is the case in present-day wind farms---does not lead to optimal farm-level power capture. Further, there are no good models to capture the said aerodynamic interactions, rendering model based optimization techniques ineffective. Thus, model-free distributed algorithms are needed that help turbines adapt their power production on-line so as to maximize farm-level power capture. Motivated by such problems, the main focus of this dissertation is a distributed model-free optimization problem in the context of multi-agent systems. The set-up comprises of a fixed number of agents, each of which can pick an action and observe the value of its individual utility function. An individual's utility function may depend on the collective action taken by all agents. The exact functional form (or model) of the agent utility functions, however, are unknown; an agent can only measure the numeric value of its utility. The objective of the multi-agent system is to optimize the welfare function (i.e. sum of the individual utility functions). Such a collaborative task requires communications between agents and we allow for the possibility of such inter-agent communications. We also pay attention to the role played by the pattern of such information exchange on certain aspects of performance. We develop two algorithms to solve this problem. The first one, engineered Interactive Trial and Error Learning (eITEL) algorithm, is based on a line of work in the Learning in Games literature and applies when agent actions are drawn from finite sets. While in a model-free setting, we introduce a novel qualitative graph-theoretic framework to encode known directed interactions of the form "which agents' action affect which others' payoff" (interaction graph). We encode explicit inter-agent communications in a directed graph (communication graph) and, under certain conditions, prove convergence of agent joint action (under eITEL) to the welfare optimizing set. The main condition requires that the union of interaction and communication graphs be strongly connected; thus the algorithm combines an implicit form of communication (via interactions through utility functions) with explicit inter-agent communications to achieve the given collaborative goal. This work has kinship with certain evolutionary computation techniques such as Simulated Annealing; the algorithm steps are carefully designed such that it describes an ergodic Markov chain with a stationary distribution that has support over states where agent joint actions optimize the welfare function. The main analysis tool is perturbed Markov chains and results of broader interest regarding these are derived as well. The other algorithm, Collaborative Extremum Seeking (CES), uses techniques from extremum seeking control to solve the problem when agent actions are drawn from the set of real numbers. In this case, under the assumption of existence of a local minimizer for the welfare function and a connected undirected communication graph between agents, a result regarding convergence of joint action to a small neighborhood of a local optimizer of the welfare function is proved. Since extremum seeking control uses a simultaneous gradient estimation-descent scheme, gradient information available in the continuous action space formulation is exploited by the CES algorithm to yield improved convergence speeds. The effectiveness of this algorithm for the wind farm power maximization problem is evaluated via simulations. Lastly, we turn to a different question regarding role of the information exchange pattern on performance of distributed control systems by means of a case study for the vehicle platooning problem. In the vehicle platoon control problem, the objective is to design distributed control laws for individual vehicles in a platoon (or a road-train) that regulate inter-vehicle distances at a specified safe value while the entire platoon follows a leader-vehicle. While most of the literature on the problem deals with some inadequacy in control performance when the information exchange is of the nearest neighbor-type, we consider an arbitrary graph serving as information exchange pattern and derive a relationship between how a certain indicator of control performance is related to the information pattern. Such analysis helps in understanding qualitative features of the `right' information pattern for this problem.

Minimizing Uncertainties Impact in Decision Making with an Applicability Study for Economic Power Dispatch

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

Wang, Hong; Wang, Shaobu; Fan, Rui

This report summaries the work performed under the LDRD project on the preliminary study on knowledge automation, where specific focus has been made on the investigation of the impact of uncertainties of human decision making onto the optimization of the process operation. At first the statistics on signals from the Brain-Computing Interface (BCI) is analyzed so as to obtain the uncertainties characterization of human operators during the decision making phase using the electroencephalogram (EEG) signals. This is then followed by the discussions of an architecture that reveals the equivalence between optimization and closed loop feedback control design, where it hasmore » been shown that all the optimization problems can be transferred into the control design problem for closed loop systems. This has led to a “closed loop” framework, where the structure of the decision making is shown to be subjected to both process disturbances and controller’s uncertainties. The latter can well represent the uncertainties or randomness occurred during human decision making phase. As a result, a stochastic optimization problem has been formulated and a novel solution has been proposed using probability density function (PDF) shaping for both the cost function and the constraints using stochastic distribution control concept. A sufficient condition has been derived that guarantees the convergence of the optimal solution and discussions have been made for both the total probabilistic solution and chanced constrained optimization which have been well-studied in optimal power flows (OPF) area. A simple case study has been carried out for the economic dispatch of powers for a grid system when there are distributed energy resources (DERs) in the system, and encouraging results have been obtained showing that a significant savings on the generation cost can be expected.« less

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

PubMed

Oizumi, Ryo

2014-01-01

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

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

PubMed Central

Oizumi, Ryo

2014-01-01

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

Neural dynamic programming and its application to control systems

NASA Astrophysics Data System (ADS)

Seong, Chang-Yun

There are few general practical feedback control methods for nonlinear MIMO (multi-input-multi-output) systems, although such methods exist for their linear counterparts. Neural Dynamic Programming (NDP) is proposed as a practical design method of optimal feedback controllers for nonlinear MIMO systems. NDP is an offspring of both neural networks and optimal control theory. In optimal control theory, the optimal solution to any nonlinear MIMO control problem may be obtained from the Hamilton-Jacobi-Bellman equation (HJB) or the Euler-Lagrange equations (EL). The two sets of equations provide the same solution in different forms: EL leads to a sequence of optimal control vectors, called Feedforward Optimal Control (FOC); HJB yields a nonlinear optimal feedback controller, called Dynamic Programming (DP). DP produces an optimal solution that can reject disturbances and uncertainties as a result of feedback. Unfortunately, computation and storage requirements associated with DP solutions can be problematic, especially for high-order nonlinear systems. This dissertation presents an approximate technique for solving the DP problem based on neural network techniques that provides many of the performance benefits (e.g., optimality and feedback) of DP and benefits from the numerical properties of neural networks. We formulate neural networks to approximate optimal feedback solutions whose existence DP justifies. We show the conditions under which NDP closely approximates the optimal solution. Finally, we introduce the learning operator characterizing the learning process of the neural network in searching the optimal solution. The analysis of the learning operator provides not only a fundamental understanding of the learning process in neural networks but also useful guidelines for selecting the number of weights of the neural network. As a result, NDP finds---with a reasonable amount of computation and storage---the optimal feedback solutions to nonlinear MIMO control problems that would be very difficult to solve with DP. NDP was demonstrated on several applications such as the lateral autopilot logic for a Boeing 747, the minimum fuel control of a double-integrator plant with bounded control, the backward steering of a two-trailer truck, and the set-point control of a two-link robot arm.

Multidisciplinary Optimization of a Transport Aircraft Wing using Particle Swarm Optimization

NASA Technical Reports Server (NTRS)

Sobieszczanski-Sobieski, Jaroslaw; Venter, Gerhard

2002-01-01

The purpose of this paper is to demonstrate the application of particle swarm optimization to a realistic multidisciplinary optimization test problem. The paper's new contributions to multidisciplinary optimization is the application of a new algorithm for dealing with the unique challenges associated with multidisciplinary optimization problems, and recommendations as to the utility of the algorithm in future multidisciplinary optimization applications. The selected example is a bi-level optimization problem that demonstrates severe numerical noise and has a combination of continuous and truly discrete design variables. The use of traditional gradient-based optimization algorithms is thus not practical. The numerical results presented indicate that the particle swarm optimization algorithm is able to reliably find the optimum design for the problem presented here. The algorithm is capable of dealing with the unique challenges posed by multidisciplinary optimization as well as the numerical noise and truly discrete variables present in the current example problem.

Optimization of an Aeroservoelastic Wing with Distributed Multiple Control Surfaces

NASA Technical Reports Server (NTRS)

Stanford, Bret K.

2015-01-01

This paper considers the aeroelastic optimization of a subsonic transport wingbox under a variety of static and dynamic aeroelastic constraints. Three types of design variables are utilized: structural variables (skin thickness, stiffener details), the quasi-steady deflection scheduling of a series of control surfaces distributed along the trailing edge for maneuver load alleviation and trim attainment, and the design details of an LQR controller, which commands oscillatory hinge moments into those same control surfaces. Optimization problems are solved where a closed loop flutter constraint is forced to satisfy the required flight margin, and mass reduction benefits are realized by relaxing the open loop flutter requirements.

Optimization of Designs for Nanotube-based Scanning Probes

NASA Technical Reports Server (NTRS)

Harik, V. M.; Gates, T. S.; Bushnell, Dennis M. (Technical Monitor)

2002-01-01

Optimization of designs for nanotube-based scanning probes, which may be used for high-resolution characterization of nanostructured materials, is examined. Continuum models to analyze the nanotube deformations are proposed to help guide selection of the optimum probe. The limitations on the use of these models that must be accounted for before applying to any design problem are presented. These limitations stem from the underlying assumptions and the expected range of nanotube loading, end conditions, and geometry. Once the limitations are accounted for, the key model parameters along with the appropriate classification of nanotube structures may serve as a basis for the design optimization of nanotube-based probe tips.

Optimal recombination in genetic algorithms for flowshop scheduling problems

NASA Astrophysics Data System (ADS)

Kovalenko, Julia

2016-10-01

The optimal recombination problem consists in finding the best possible offspring as a result of a recombination operator in a genetic algorithm, given two parent solutions. We prove NP-hardness of the optimal recombination for various variants of the flowshop scheduling problem with makespan criterion and criterion of maximum lateness. An algorithm for solving the optimal recombination problem for permutation flowshop problems is built, using enumeration of prefect matchings in a special bipartite graph. The algorithm is adopted for the classical flowshop scheduling problem and for the no-wait flowshop problem. It is shown that the optimal recombination problem for the permutation flowshop scheduling problem is solvable in polynomial time for almost all pairs of parent solutions as the number of jobs tends to infinity.

RBT-GA: a novel metaheuristic for solving the Multiple Sequence Alignment problem.

PubMed

Taheri, Javid; Zomaya, Albert Y

2009-07-07

Multiple Sequence Alignment (MSA) has always been an active area of research in Bioinformatics. MSA is mainly focused on discovering biologically meaningful relationships among different sequences or proteins in order to investigate the underlying main characteristics/functions. This information is also used to generate phylogenetic trees. This paper presents a novel approach, namely RBT-GA, to solve the MSA problem using a hybrid solution methodology combining the Rubber Band Technique (RBT) and the Genetic Algorithm (GA) metaheuristic. RBT is inspired by the behavior of an elastic Rubber Band (RB) on a plate with several poles, which is analogues to locations in the input sequences that could potentially be biologically related. A GA attempts to mimic the evolutionary processes of life in order to locate optimal solutions in an often very complex landscape. RBT-GA is a population based optimization algorithm designed to find the optimal alignment for a set of input protein sequences. In this novel technique, each alignment answer is modeled as a chromosome consisting of several poles in the RBT framework. These poles resemble locations in the input sequences that are most likely to be correlated and/or biologically related. A GA-based optimization process improves these chromosomes gradually yielding a set of mostly optimal answers for the MSA problem. RBT-GA is tested with one of the well-known benchmarks suites (BALiBASE 2.0) in this area. The obtained results show that the superiority of the proposed technique even in the case of formidable sequences.

Robust Design Optimization via Failure Domain Bounding

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Kenny, Sean P.; Giesy, Daniel P.

2007-01-01

This paper extends and applies the strategies recently developed by the authors for handling constraints under uncertainty to robust design optimization. For the scope of this paper, robust optimization is a methodology aimed at problems for which some parameters are uncertain and are only known to belong to some uncertainty set. This set can be described by either a deterministic or a probabilistic model. In the methodology developed herein, optimization-based strategies are used to bound the constraint violation region using hyper-spheres and hyper-rectangles. By comparing the resulting bounding sets with any given uncertainty model, it can be determined whether the constraints are satisfied for all members of the uncertainty model (i.e., constraints are feasible) or not (i.e., constraints are infeasible). If constraints are infeasible and a probabilistic uncertainty model is available, upper bounds to the probability of constraint violation can be efficiently calculated. The tools developed enable approximating not only the set of designs that make the constraints feasible but also, when required, the set of designs for which the probability of constraint violation is below a prescribed admissible value. When constraint feasibility is possible, several design criteria can be used to shape the uncertainty model of performance metrics of interest. Worst-case, least-second-moment, and reliability-based design criteria are considered herein. Since the problem formulation is generic and the tools derived only require standard optimization algorithms for their implementation, these strategies are easily applicable to a broad range of engineering problems.

Robust stochastic optimization for reservoir operation

NASA Astrophysics Data System (ADS)

Pan, Limeng; Housh, Mashor; Liu, Pan; Cai, Ximing; Chen, Xin

2015-01-01

Optimal reservoir operation under uncertainty is a challenging engineering problem. Application of classic stochastic optimization methods to large-scale problems is limited due to computational difficulty. Moreover, classic stochastic methods assume that the estimated distribution function or the sample inflow data accurately represents the true probability distribution, which may be invalid and the performance of the algorithms may be undermined. In this study, we introduce a robust optimization (RO) approach, Iterative Linear Decision Rule (ILDR), so as to provide a tractable approximation for a multiperiod hydropower generation problem. The proposed approach extends the existing LDR method by accommodating nonlinear objective functions. It also provides users with the flexibility of choosing the accuracy of ILDR approximations by assigning a desired number of piecewise linear segments to each uncertainty. The performance of the ILDR is compared with benchmark policies including the sampling stochastic dynamic programming (SSDP) policy derived from historical data. The ILDR solves both the single and multireservoir systems efficiently. The single reservoir case study results show that the RO method is as good as SSDP when implemented on the original historical inflows and it outperforms SSDP policy when tested on generated inflows with the same mean and covariance matrix as those in history. For the multireservoir case study, which considers water supply in addition to power generation, numerical results show that the proposed approach performs as well as in the single reservoir case study in terms of optimal value and distributional robustness.

Clustering "N" Objects into "K" Groups under Optimal Scaling of Variables.

ERIC Educational Resources Information Center

van Buuren, Stef; Heiser, Willem J.

1989-01-01

A method based on homogeneity analysis (multiple correspondence analysis or multiple scaling) is proposed to reduce many categorical variables to one variable with "k" categories. The method is a generalization of the sum of squared distances cluster analysis problem to the case of mixed measurement level variables. (SLD)

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

Portone, Teresa; Niederhaus, John Henry; Sanchez, Jason James

This report introduces the concepts of Bayesian model selection, which provides a systematic means of calibrating and selecting an optimal model to represent a phenomenon. This has many potential applications, including for comparing constitutive models. The ideas described herein are applied to a model selection problem between different yield models for hardened steel under extreme loading conditions.

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

PubMed

Deb, Kalyanmoy; Sinha, Ankur

2010-01-01

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

Topology optimization of 3D shell structures with porous infill

NASA Astrophysics Data System (ADS)

Clausen, Anders; Andreassen, Erik; Sigmund, Ole

2017-08-01

This paper presents a 3D topology optimization approach for designing shell structures with a porous or void interior. It is shown that the resulting structures are significantly more robust towards load perturbations than completely solid structures optimized under the same conditions. The study indicates that the potential benefit of using porous structures is higher for lower total volume fractions. Compared to earlier work dealing with 2D topology optimization, we found several new effects in 3D problems. Most notably, the opportunity for designing closed shells significantly improves the performance of porous structures due to the sandwich effect. Furthermore, the paper introduces improved filter boundary conditions to ensure a completely uniform coating thickness at the design domain boundary.

Characteristics of psychiatric patients for whom financial considerations affect optimal treatment provision.

PubMed

West, Joyce C; Pingitore, David; Zarin, Deborah A

2002-12-01

This study assessed characteristics of psychiatric patients for whom financial considerations affected the provision of "optimal" treatment. Psychiatrists reported that for 33.8 percent of 1,228 patients from a national sample, financial considerations such as managed care limitations, the patient's personal finances, and limitations inherent in the public care system adversely affected the provision of optimal treatment. Patients were more likely to have their treatment adversely affected by financial considerations if they were more severely ill, had more than one behavioral health disorder or a psychosocial problem, or were receiving treatment under managed care arrangements. Patients for whom financial considerations affect the provision of optimal treatment represent a population for whom access to treatment may be particularly important.

Overview of field gamma spectrometries based on Si-photomultiplier

NASA Astrophysics Data System (ADS)

Denisov, Viktor; Korotaev, Valery; Titov, Aleksandr; Blokhina, Anastasia; Kleshchenok, Maksim

2017-05-01

Design of optical-electronic devices and systems involves the selection of such technical patterns that under given initial requirements and conditions are optimal according to certain criteria. The original characteristic of the OES for any purpose, defining its most important feature ability is a threshold detection. Based on this property, will be achieved the required functional quality of the device or system. Therefore, the original criteria and optimization methods have to subordinate to the idea of a better detectability. Generally reduces to the problem of optimal selection of the expected (predetermined) signals in the predetermined observation conditions. Thus the main purpose of optimization of the system when calculating its detectability is the choice of circuits and components that provide the most effective selection of a target.

Direct discontinuous Galerkin method and its variations for second order elliptic equations

DOE PAGES

Huang, Hongying; Chen, Zheng; Li, Jin; ...

2016-08-23

In this study, we study direct discontinuous Galerkin method (Liu and Yan in SIAM J Numer Anal 47(1):475–698, 2009) and its variations (Liu and Yan in Commun Comput Phys 8(3):541–564, 2010; Vidden and Yan in J Comput Math 31(6):638–662, 2013; Yan in J Sci Comput 54(2–3):663–683, 2013) for 2nd order elliptic problems. A priori error estimate under energy norm is established for all four methods. Optimal error estimate under L 2 norm is obtained for DDG method with interface correction (Liu and Yan in Commun Comput Phys 8(3):541–564, 2010) and symmetric DDG method (Vidden and Yan in J Comput Mathmore » 31(6):638–662, 2013). A series of numerical examples are carried out to illustrate the accuracy and capability of the schemes. Numerically we obtain optimal (k+1)th order convergence for DDG method with interface correction and symmetric DDG method on nonuniform and unstructured triangular meshes. An interface problem with discontinuous diffusion coefficients is investigated and optimal (k+1)th order accuracy is obtained. Peak solutions with sharp transitions are captured well. Highly oscillatory wave solutions of Helmholz equation are well resolved.« less

Weighted mining of massive collections of [Formula: see text]-values by convex optimization.

PubMed

Dobriban, Edgar

2018-06-01

Researchers in data-rich disciplines-think of computational genomics and observational cosmology-often wish to mine large bodies of [Formula: see text]-values looking for significant effects, while controlling the false discovery rate or family-wise error rate. Increasingly, researchers also wish to prioritize certain hypotheses, for example, those thought to have larger effect sizes, by upweighting, and to impose constraints on the underlying mining, such as monotonicity along a certain sequence. We introduce Princessp , a principled method for performing weighted multiple testing by constrained convex optimization. Our method elegantly allows one to prioritize certain hypotheses through upweighting and to discount others through downweighting, while constraining the underlying weights involved in the mining process. When the [Formula: see text]-values derive from monotone likelihood ratio families such as the Gaussian means model, the new method allows exact solution of an important optimal weighting problem previously thought to be non-convex and computationally infeasible. Our method scales to massive data set sizes. We illustrate the applications of Princessp on a series of standard genomics data sets and offer comparisons with several previous 'standard' methods. Princessp offers both ease of operation and the ability to scale to extremely large problem sizes. The method is available as open-source software from github.com/dobriban/pvalue_weighting_matlab (accessed 11 October 2017).

Direct discontinuous Galerkin method and its variations for second order elliptic equations

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

Huang, Hongying; Chen, Zheng; Li, Jin

In this study, we study direct discontinuous Galerkin method (Liu and Yan in SIAM J Numer Anal 47(1):475–698, 2009) and its variations (Liu and Yan in Commun Comput Phys 8(3):541–564, 2010; Vidden and Yan in J Comput Math 31(6):638–662, 2013; Yan in J Sci Comput 54(2–3):663–683, 2013) for 2nd order elliptic problems. A priori error estimate under energy norm is established for all four methods. Optimal error estimate under L 2 norm is obtained for DDG method with interface correction (Liu and Yan in Commun Comput Phys 8(3):541–564, 2010) and symmetric DDG method (Vidden and Yan in J Comput Mathmore » 31(6):638–662, 2013). A series of numerical examples are carried out to illustrate the accuracy and capability of the schemes. Numerically we obtain optimal (k+1)th order convergence for DDG method with interface correction and symmetric DDG method on nonuniform and unstructured triangular meshes. An interface problem with discontinuous diffusion coefficients is investigated and optimal (k+1)th order accuracy is obtained. Peak solutions with sharp transitions are captured well. Highly oscillatory wave solutions of Helmholz equation are well resolved.« less

Superfast maximum-likelihood reconstruction for quantum tomography

NASA Astrophysics Data System (ADS)

Shang, Jiangwei; Zhang, Zhengyun; Ng, Hui Khoon

2017-06-01

Conventional methods for computing maximum-likelihood estimators (MLE) often converge slowly in practical situations, leading to a search for simplifying methods that rely on additional assumptions for their validity. In this work, we provide a fast and reliable algorithm for maximum-likelihood reconstruction that avoids this slow convergence. Our method utilizes the state-of-the-art convex optimization scheme, an accelerated projected-gradient method, that allows one to accommodate the quantum nature of the problem in a different way than in the standard methods. We demonstrate the power of our approach by comparing its performance with other algorithms for n -qubit state tomography. In particular, an eight-qubit situation that purportedly took weeks of computation time in 2005 can now be completed in under a minute for a single set of data, with far higher accuracy than previously possible. This refutes the common claim that MLE reconstruction is slow and reduces the need for alternative methods that often come with difficult-to-verify assumptions. In fact, recent methods assuming Gaussian statistics or relying on compressed sensing ideas are demonstrably inapplicable for the situation under consideration here. Our algorithm can be applied to general optimization problems over the quantum state space; the philosophy of projected gradients can further be utilized for optimization contexts with general constraints.

A Hybrid Interval–Robust Optimization Model for Water Quality Management

PubMed Central

Xu, Jieyu; Li, Yongping; Huang, Guohe

2013-01-01

Abstract In water quality management problems, uncertainties may exist in many system components and pollution-related processes (i.e., random nature of hydrodynamic conditions, variability in physicochemical processes, dynamic interactions between pollutant loading and receiving water bodies, and indeterminacy of available water and treated wastewater). These complexities lead to difficulties in formulating and solving the resulting nonlinear optimization problems. In this study, a hybrid interval–robust optimization (HIRO) method was developed through coupling stochastic robust optimization and interval linear programming. HIRO can effectively reflect the complex system features under uncertainty, where implications of water quality/quantity restrictions for achieving regional economic development objectives are studied. By delimiting the uncertain decision space through dimensional enlargement of the original chemical oxygen demand (COD) discharge constraints, HIRO enhances the robustness of the optimization processes and resulting solutions. This method was applied to planning of industry development in association with river-water pollution concern in New Binhai District of Tianjin, China. Results demonstrated that the proposed optimization model can effectively communicate uncertainties into the optimization process and generate a spectrum of potential inexact solutions supporting local decision makers in managing benefit-effective water quality management schemes. HIRO is helpful for analysis of policy scenarios related to different levels of economic penalties, while also providing insight into the tradeoff between system benefits and environmental requirements. PMID:23922495

Multidisciplinary design optimization of vehicle instrument panel based on multi-objective genetic algorithm

NASA Astrophysics Data System (ADS)

Wang, Ping; Wu, Guangqiang

2013-03-01

Typical multidisciplinary design optimization(MDO) has gradually been proposed to balance performances of lightweight, noise, vibration and harshness(NVH) and safety for instrument panel(IP) structure in the automotive development. Nevertheless, plastic constitutive relation of Polypropylene(PP) under different strain rates, has not been taken into consideration in current reliability-based and collaborative IP MDO design. In this paper, based on tensile test under different strain rates, the constitutive relation of Polypropylene material is studied. Impact simulation tests for head and knee bolster are carried out to meet the regulation of FMVSS 201 and FMVSS 208, respectively. NVH analysis is performed to obtain mainly the natural frequencies and corresponding mode shapes, while the crashworthiness analysis is employed to examine the crash behavior of IP structure. With the consideration of lightweight, NVH, head and knee bolster impact performance, design of experiment(DOE), response surface model(RSM), and collaborative optimization(CO) are applied to realize the determined and reliability-based optimizations, respectively. Furthermore, based on multi-objective genetic algorithm(MOGA), the optimal Pareto sets are completed to solve the multi-objective optimization(MOO) problem. The proposed research ensures the smoothness of Pareto set, enhances the ability of engineers to make a comprehensive decision about multi-objectives and choose the optimal design, and improves the quality and efficiency of MDO.

Energy neutral and low power wireless communications

NASA Astrophysics Data System (ADS)

Orhan, Oner

Wireless sensor nodes are typically designed to have low cost and small size. These design objectives impose restrictions on the capacity and efficiency of the transceiver components and energy storage units that can be used. As a result, energy becomes a bottleneck and continuous operation of the sensor network requires frequent battery replacements, increasing the maintenance cost. Energy harvesting and energy efficient transceiver architectures are able to overcome these challenges by collecting energy from the environment and utilizing the energy in an intelligent manner. However, due to the nature of the ambient energy sources, the amount of useful energy that can be harvested is limited and unreliable. Consequently, optimal management of the harvested energy and design of low power transceivers pose new challenges for wireless network design and operation. The first part of this dissertation is on energy neutral wireless networking, where optimal transmission schemes under different system setups and objectives are investigated. First, throughput maximization for energy harvesting two-hop networks with decode-and-forward half-duplex relays is studied. For a system with two parallel relays, various combinations of the following four transmission modes are considered: Broadcast from the source, multi-access from the relays, and successive relaying phases I and II. Next, the energy cost of the processing circuitry as well as the transmission energy are taken into account for communication over a broadband fading channel powered by an energy harvesting transmitter. Under this setup, throughput maximization, energy maximization, and transmission completion time minimization problems are studied. Finally, source and channel coding for an energy-limited wireless sensor node is investigated under various energy constraints including energy harvesting, processing and sampling costs. For each objective, optimal transmission policies are formulated as the solutions of a convex optimization problem, and the properties of these optimal policies are identified. In the second part of this thesis, low power transceiver design is considered for millimeter wave communication systems. In particular, using an additive quantization noise model, the effect of analog-digital conversion (ADC) resolution and bandwidth on the achievable rate is investigated for a multi-antenna system under a receiver power constraint. Two receiver architectures, analog and digital combining, are compared in terms of performance.

A Projection free method for Generalized Eigenvalue Problem with a nonsmooth Regularizer.

PubMed

Hwang, Seong Jae; Collins, Maxwell D; Ravi, Sathya N; Ithapu, Vamsi K; Adluru, Nagesh; Johnson, Sterling C; Singh, Vikas

2015-12-01

Eigenvalue problems are ubiquitous in computer vision, covering a very broad spectrum of applications ranging from estimation problems in multi-view geometry to image segmentation. Few other linear algebra problems have a more mature set of numerical routines available and many computer vision libraries leverage such tools extensively. However, the ability to call the underlying solver only as a "black box" can often become restrictive. Many 'human in the loop' settings in vision frequently exploit supervision from an expert, to the extent that the user can be considered a subroutine in the overall system. In other cases, there is additional domain knowledge, side or even partial information that one may want to incorporate within the formulation. In general, regularizing a (generalized) eigenvalue problem with such side information remains difficult. Motivated by these needs, this paper presents an optimization scheme to solve generalized eigenvalue problems (GEP) involving a (nonsmooth) regularizer. We start from an alternative formulation of GEP where the feasibility set of the model involves the Stiefel manifold. The core of this paper presents an end to end stochastic optimization scheme for the resultant problem. We show how this general algorithm enables improved statistical analysis of brain imaging data where the regularizer is derived from other 'views' of the disease pathology, involving clinical measurements and other image-derived representations.

Reliability Sensitivity Analysis and Design Optimization of Composite Structures Based on Response Surface Methodology

NASA Technical Reports Server (NTRS)

Rais-Rohani, Masoud

2003-01-01

This report discusses the development and application of two alternative strategies in the form of global and sequential local response surface (RS) techniques for the solution of reliability-based optimization (RBO) problems. The problem of a thin-walled composite circular cylinder under axial buckling instability is used as a demonstrative example. In this case, the global technique uses a single second-order RS model to estimate the axial buckling load over the entire feasible design space (FDS) whereas the local technique uses multiple first-order RS models with each applied to a small subregion of FDS. Alternative methods for the calculation of unknown coefficients in each RS model are explored prior to the solution of the optimization problem. The example RBO problem is formulated as a function of 23 uncorrelated random variables that include material properties, thickness and orientation angle of each ply, cylinder diameter and length, as well as the applied load. The mean values of the 8 ply thicknesses are treated as independent design variables. While the coefficients of variation of all random variables are held fixed, the standard deviations of ply thicknesses can vary during the optimization process as a result of changes in the design variables. The structural reliability analysis is based on the first-order reliability method with reliability index treated as the design constraint. In addition to the probabilistic sensitivity analysis of reliability index, the results of the RBO problem are presented for different combinations of cylinder length and diameter and laminate ply patterns. The two strategies are found to produce similar results in terms of accuracy with the sequential local RS technique having a considerably better computational efficiency.

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

NASA Technical Reports Server (NTRS)

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

1994-01-01

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

Closed loop problems in biomechanics. Part II--an optimization approach.

PubMed

Vaughan, C L; Hay, J G; Andrews, J G

1982-01-01

A closed loop problem in biomechanics may be defined as a problem in which there are one or more closed loops formed by the human body in contact with itself or with an external system. Under certain conditions the problem is indeterminate--the unknown forces and torques outnumber the equations. Force transducing devices, which would help solve this problem, have serious drawbacks, and existing methods are inaccurate and non-general. The purposes of the present paper are (1) to develop a general procedure for solving closed loop problems; (2) to illustrate the application of the procedure; and (3) to examine the validity of the procedure. A mathematical optimization approach is applied to the solution of three different closed loop problems--walking up stairs, vertical jumping and cartwheeling. The following conclusions are drawn: (1) the method described is reasonably successful for predicting horizontal and vertical reaction forces at the distal segments although problems exist for predicting the points of application of these forces; (2) the results provide some support for the notion that the human neuromuscular mechanism attempts to minimize the joint torques and thus, to a certain degree, the amount of muscular effort; (3) in the validation procedure it is desirable to have a force device for each of the distal segments in contact with a fixed external system; and (4) the method is sufficiently general to be applied to all classes of closed loop problems.

Two combinatorial optimization problems for SNP discovery using base-specific cleavage and mass spectrometry.

PubMed

Chen, Xin; Wu, Qiong; Sun, Ruimin; Zhang, Louxin

2012-01-01

The discovery of single-nucleotide polymorphisms (SNPs) has important implications in a variety of genetic studies on human diseases and biological functions. One valuable approach proposed for SNP discovery is based on base-specific cleavage and mass spectrometry. However, it is still very challenging to achieve the full potential of this SNP discovery approach. In this study, we formulate two new combinatorial optimization problems. While both problems are aimed at reconstructing the sample sequence that would attain the minimum number of SNPs, they search over different candidate sequence spaces. The first problem, denoted as SNP - MSP, limits its search to sequences whose in silico predicted mass spectra have all their signals contained in the measured mass spectra. In contrast, the second problem, denoted as SNP - MSQ, limits its search to sequences whose in silico predicted mass spectra instead contain all the signals of the measured mass spectra. We present an exact dynamic programming algorithm for solving the SNP - MSP problem and also show that the SNP - MSQ problem is NP-hard by a reduction from a restricted variation of the 3-partition problem. We believe that an efficient solution to either problem above could offer a seamless integration of information in four complementary base-specific cleavage reactions, thereby improving the capability of the underlying biotechnology for sensitive and accurate SNP discovery.

LDRD Final Report: Global Optimization for Engineering Science Problems

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

HART,WILLIAM E.

1999-12-01

For a wide variety of scientific and engineering problems the desired solution corresponds to an optimal set of objective function parameters, where the objective function measures a solution's quality. The main goal of the LDRD ''Global Optimization for Engineering Science Problems'' was the development of new robust and efficient optimization algorithms that can be used to find globally optimal solutions to complex optimization problems. This SAND report summarizes the technical accomplishments of this LDRD, discusses lessons learned and describes open research issues.

Occupant-responsive optimal control of smart facade systems

NASA Astrophysics Data System (ADS)

Park, Cheol-Soo

Windows provide occupants with daylight, direct sunlight, visual contact with the outside and a feeling of openness. Windows enable the use of daylighting and offer occupants a outside view. Glazing may also cause a number of problems: undesired heat gain/loss in winter. An over-lit window can cause glare, which is another major complaint by occupants. Furthermore, cold or hot window surfaces induce asymmetric thermal radiation which can result in thermal discomfort. To reduce the potential problems of window systems, double skin facades and airflow window systems have been introduced in the 1970s. They typically contain interstitial louvers and ventilation openings. The current problem with double skin facades and airflow windows is that their operation requires adequate dynamic control to reach their expected performance. Many studies have recognized that only an optimal control enables these systems to truly act as active energy savers and indoor environment controllers. However, an adequate solution for this dynamic optimization problem has thus far not been developed. The primary objective of this study is to develop occupant responsive optimal control of smart facade systems. The control could be implemented as a smart controller that operates the motorized Venetian blind system and the opening ratio of ventilation openings. The objective of the control is to combine the benefits of large windows with low energy demands for heating and cooling, while keeping visual well-being and thermal comfort at an optimal level. The control uses a simulation model with an embedded optimization routine that allows occupant interaction via the Web. An occupant can access the smart controller from a standard browser and choose a pre-defined mode (energy saving mode, visual comfort mode, thermal comfort mode, default mode, nighttime mode) or set a preferred mode (user-override mode) by moving preference sliders on the screen. The most prominent feature of these systems is the capability of dynamically reacting to the environmental input data through real-time optimization. The proposed occupant responsive optimal control of smart facade systems could provide a breakthrough in this under-developed area and lead to a renewed interest in smart facade systems.

A method for minimum risk portfolio optimization under hybrid uncertainty

NASA Astrophysics Data System (ADS)

Egorova, Yu E.; Yazenin, A. V.

2018-03-01

In this paper, we investigate a minimum risk portfolio model under hybrid uncertainty when the profitability of financial assets is described by fuzzy random variables. According to Feng, the variance of a portfolio is defined as a crisp value. To aggregate fuzzy information the weakest (drastic) t-norm is used. We construct an equivalent stochastic problem of the minimum risk portfolio model and specify the stochastic penalty method for solving it.

A Bat Algorithm with Mutation for UCAV Path Planning

PubMed Central

Wang, Gaige; Guo, Lihong; Duan, Hong; Liu, Luo; Wang, Heqi

2012-01-01

Path planning for uninhabited combat air vehicle (UCAV) is a complicated high dimension optimization problem, which mainly centralizes on optimizing the flight route considering the different kinds of constrains under complicated battle field environments. Original bat algorithm (BA) is used to solve the UCAV path planning problem. Furthermore, a new bat algorithm with mutation (BAM) is proposed to solve the UCAV path planning problem, and a modification is applied to mutate between bats during the process of the new solutions updating. Then, the UCAV can find the safe path by connecting the chosen nodes of the coordinates while avoiding the threat areas and costing minimum fuel. This new approach can accelerate the global convergence speed while preserving the strong robustness of the basic BA. The realization procedure for original BA and this improved metaheuristic approach BAM is also presented. To prove the performance of this proposed metaheuristic method, BAM is compared with BA and other population-based optimization methods, such as ACO, BBO, DE, ES, GA, PBIL, PSO, and SGA. The experiment shows that the proposed approach is more effective and feasible in UCAV path planning than the other models. PMID:23365518

Cartesian control of redundant robots

NASA Technical Reports Server (NTRS)

Colbaugh, R.; Glass, K.

1989-01-01

A Cartesian-space position/force controller is presented for redundant robots. The proposed control structure partitions the control problem into a nonredundant position/force trajectory tracking problem and a redundant mapping problem between Cartesian control input F is a set member of the set R(sup m) and robot actuator torque T is a set member of the set R(sup n) (for redundant robots, m is less than n). The underdetermined nature of the F yields T map is exploited so that the robot redundancy is utilized to improve the dynamic response of the robot. This dynamically optimal F yields T map is implemented locally (in time) so that it is computationally efficient for on-line control; however, it is shown that the map possesses globally optimal characteristics. Additionally, it is demonstrated that the dynamically optimal F yields T map can be modified so that the robot redundancy is used to simultaneously improve the dynamic response and realize any specified kinematic performance objective (e.g., manipulability maximization or obstacle avoidance). Computer simulation results are given for a four degree of freedom planar redundant robot under Cartesian control, and demonstrate that position/force trajectory tracking and effective redundancy utilization can be achieved simultaneously with the proposed controller.

Large-scale optimization-based non-negative computational framework for diffusion equations: Parallel implementation and performance studies

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

Chang, Justin; Karra, Satish; Nakshatrala, Kalyana B.

It is well-known that the standard Galerkin formulation, which is often the formulation of choice under the finite element method for solving self-adjoint diffusion equations, does not meet maximum principles and the non-negative constraint for anisotropic diffusion equations. Recently, optimization-based methodologies that satisfy maximum principles and the non-negative constraint for steady-state and transient diffusion-type equations have been proposed. To date, these methodologies have been tested only on small-scale academic problems. The purpose of this paper is to systematically study the performance of the non-negative methodology in the context of high performance computing (HPC). PETSc and TAO libraries are, respectively, usedmore » for the parallel environment and optimization solvers. For large-scale problems, it is important for computational scientists to understand the computational performance of current algorithms available in these scientific libraries. The numerical experiments are conducted on the state-of-the-art HPC systems, and a single-core performance model is used to better characterize the efficiency of the solvers. Furthermore, our studies indicate that the proposed non-negative computational framework for diffusion-type equations exhibits excellent strong scaling for real-world large-scale problems.« less