Quasicanonical structure of optimal control in constrained discrete systems

Science.gov (United States)

Sieniutycz, S.

2003-06-01

This paper considers discrete processes governed by difference rather than differential equations for the state transformation. The basic question asked is if and when Hamiltonian canonical structures are possible in optimal discrete systems. Considering constrained discrete control, general optimization algorithms are derived that constitute suitable theoretical and computational tools when evaluating extremum properties of constrained physical models. The mathematical basis of the general theory is the Bellman method of dynamic programming (DP) and its extension in the form of the so-called Carathéodory-Boltyanski (CB) stage criterion which allows a variation of the terminal state that is otherwise fixed in the Bellman's method. Two relatively unknown, powerful optimization algorithms are obtained: an unconventional discrete formalism of optimization based on a Hamiltonian for multistage systems with unconstrained intervals of holdup time, and the time interval constrained extension of the formalism. These results are general; namely, one arrives at: the discrete canonical Hamilton equations, maximum principles, and (at the continuous limit of processes with free intervals of time) the classical Hamilton-Jacobi theory along with all basic results of variational calculus. Vast spectrum of applications of the theory is briefly discussed.

Effective Teaching of Economics: A Constrained Optimization Problem?

Science.gov (United States)

Hultberg, Patrik T.; Calonge, David Santandreu

2017-01-01

One of the fundamental tenets of economics is that decisions are often the result of optimization problems subject to resource constraints. Consumers optimize utility, subject to constraints imposed by prices and income. As economics faculty, instructors attempt to maximize student learning while being constrained by their own and students'…

Selection of magnetorheological brake types via optimal design considering maximum torque and constrained volume

International Nuclear Information System (INIS)

Nguyen, Q H; Choi, S B

2012-01-01

This research focuses on optimal design of different types of magnetorheological brakes (MRBs), from which an optimal selection of MRB types is identified. In the optimization, common types of MRB such as disc-type, drum-type, hybrid-types, and T-shaped type are considered. The optimization problem is to find the optimal value of significant geometric dimensions of the MRB that can produce a maximum braking torque. The MRB is constrained in a cylindrical volume of a specific radius and length. After a brief description of the configuration of MRB types, the braking torques of the MRBs are derived based on the Herschel–Bulkley model of the MR fluid. The optimal design of MRBs constrained in a specific cylindrical volume is then analysed. The objective of the optimization is to maximize the braking torque while the torque ratio (the ratio of maximum braking torque and the zero-field friction torque) is constrained to be greater than a certain value. A finite element analysis integrated with an optimization tool is employed to obtain optimal solutions of the MRBs. Optimal solutions of MRBs constrained in different volumes are obtained based on the proposed optimization procedure. From the results, discussions on the optimal selection of MRB types depending on constrained volumes are given. (paper)

Thermally-Constrained Fuel-Optimal ISS Maneuvers

Science.gov (United States)

Bhatt, Sagar; Svecz, Andrew; Alaniz, Abran; Jang, Jiann-Woei; Nguyen, Louis; Spanos, Pol

2015-01-01

Optimal Propellant Maneuvers (OPMs) are now being used to rotate the International Space Station (ISS) and have saved hundreds of kilograms of propellant over the last two years. The savings are achieved by commanding the ISS to follow a pre-planned attitude trajectory optimized to take advantage of environmental torques. The trajectory is obtained by solving an optimal control problem. Prior to use on orbit, OPM trajectories are screened to ensure a static sun vector (SSV) does not occur during the maneuver. The SSV is an indicator that the ISS hardware temperatures may exceed thermal limits, causing damage to the components. In this paper, thermally-constrained fuel-optimal trajectories are presented that avoid an SSV and can be used throughout the year while still reducing propellant consumption significantly.

Composite Differential Evolution with Modified Oracle Penalty Method for Constrained Optimization Problems

Directory of Open Access Journals (Sweden)

Minggang Dong

2014-01-01

Full Text Available Motivated by recent advancements in differential evolution and constraints handling methods, this paper presents a novel modified oracle penalty function-based composite differential evolution (MOCoDE for constrained optimization problems (COPs. More specifically, the original oracle penalty function approach is modified so as to satisfy the optimization criterion of COPs; then the modified oracle penalty function is incorporated in composite DE. Furthermore, in order to solve more complex COPs with discrete, integer, or binary variables, a discrete variable handling technique is introduced into MOCoDE to solve complex COPs with mix variables. This method is assessed on eleven constrained optimization benchmark functions and seven well-studied engineering problems in real life. Experimental results demonstrate that MOCoDE achieves competitive performance with respect to some other state-of-the-art approaches in constrained optimization evolutionary algorithms. Moreover, the strengths of the proposed method include few parameters and its ease of implementation, rendering it applicable to real life. Therefore, MOCoDE can be an efficient alternative to solving constrained optimization problems.

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

Science.gov (United States)

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.

Chance-constrained optimization of demand response to price signals

DEFF Research Database (Denmark)

Dorini, Gianluca Fabio; Pinson, Pierre; Madsen, Henrik

2013-01-01

within a recursive least squares (RLS) framework using data measurable at the grid level, in an adaptive fashion. Optimal price signals are generated by embedding the FIR models within a chance-constrained optimization framework. The objective is to keep the price signal as unchanged as possible from...

Recent Changes in Global Photosynthesis and Terrestrial Ecosystem Respiration Constrained From Multiple Observations

Science.gov (United States)

Li, Wei; Ciais, Philippe; Wang, Yilong; Yin, Yi; Peng, Shushi; Zhu, Zaichun; Bastos, Ana; Yue, Chao; Ballantyne, Ashley P.; Broquet, Grégoire; Canadell, Josep G.; Cescatti, Alessandro; Chen, Chi; Cooper, Leila; Friedlingstein, Pierre; Le Quéré, Corinne; Myneni, Ranga B.; Piao, Shilong

2018-01-01

To assess global carbon cycle variability, we decompose the net land carbon sink into the sum of gross primary productivity (GPP), terrestrial ecosystem respiration (TER), and fire emissions and apply a Bayesian framework to constrain these fluxes between 1980 and 2014. The constrained GPP and TER fluxes show an increasing trend of only half of the prior trend simulated by models. From the optimization, we infer that TER increased in parallel with GPP from 1980 to 1990, but then stalled during the cooler periods, in 1990-1994 coincident with the Pinatubo eruption, and during the recent warming hiatus period. After each of these TER stalling periods, TER is found to increase faster than GPP, explaining a relative reduction of the net land sink. These results shed light on decadal variations of GPP and TER and suggest that they exhibit different responses to temperature anomalies over the last 35 years.

A penalty method for PDE-constrained optimization in inverse problems

International Nuclear Information System (INIS)

Leeuwen, T van; Herrmann, F J

2016-01-01

Many inverse and parameter estimation problems can be written as PDE-constrained optimization problems. The goal is to infer the parameters, typically coefficients of the PDE, from partial measurements of the solutions of the PDE for several right-hand sides. Such PDE-constrained problems can be solved by finding a stationary point of the Lagrangian, which entails simultaneously updating the parameters and the (adjoint) state variables. For large-scale problems, such an all-at-once approach is not feasible as it requires storing all the state variables. In this case one usually resorts to a reduced approach where the constraints are explicitly eliminated (at each iteration) by solving the PDEs. These two approaches, and variations thereof, are the main workhorses for solving PDE-constrained optimization problems arising from inverse problems. In this paper, we present an alternative method that aims to combine the advantages of both approaches. Our method is based on a quadratic penalty formulation of the constrained optimization problem. By eliminating the state variable, we develop an efficient algorithm that has roughly the same computational complexity as the conventional reduced approach while exploiting a larger search space. Numerical results show that this method indeed reduces some of the nonlinearity of the problem and is less sensitive to the initial iterate. (paper)

A branch and bound algorithm for the global optimization of Hessian Lipschitz continuous functions

KAUST Repository

Fowkes, Jaroslav M.

2012-06-21

We present a branch and bound algorithm for the global optimization of a twice differentiable nonconvex objective function with a Lipschitz continuous Hessian over a compact, convex set. The algorithm is based on applying cubic regularisation techniques to the objective function within an overlapping branch and bound algorithm for convex constrained global optimization. Unlike other branch and bound algorithms, lower bounds are obtained via nonconvex underestimators of the function. For a numerical example, we apply the proposed branch and bound algorithm to radial basis function approximations. © 2012 Springer Science+Business Media, LLC.

Optimal Power Constrained Distributed Detection over a Noisy Multiaccess Channel

Directory of Open Access Journals (Sweden)

Zhiwen Hu

2015-01-01

Full Text Available The problem of optimal power constrained distributed detection over a noisy multiaccess channel (MAC is addressed. Under local power constraints, we define the transformation function for sensor to realize the mapping from local decision to transmitted waveform. The deflection coefficient maximization (DCM is used to optimize the performance of power constrained fusion system. Using optimality conditions, we derive the closed-form solution to the considered problem. Monte Carlo simulations are carried out to evaluate the performance of the proposed new method. Simulation results show that the proposed method could significantly improve the detection performance of the fusion system with low signal-to-noise ratio (SNR. We also show that the proposed new method has a robust detection performance for broad SNR region.

A One-Layer Recurrent Neural Network for Constrained Complex-Variable Convex Optimization.

Science.gov (United States)

Qin, Sitian; Feng, Jiqiang; Song, Jiahui; Wen, Xingnan; Xu, Chen

2018-03-01

In this paper, based on calculus and penalty method, a one-layer recurrent neural network is proposed for solving constrained complex-variable convex optimization. It is proved that for any initial point from a given domain, the state of the proposed neural network reaches the feasible region in finite time and converges to an optimal solution of the constrained complex-variable convex optimization finally. In contrast to existing neural networks for complex-variable convex optimization, the proposed neural network has a lower model complexity and better convergence. Some numerical examples and application are presented to substantiate the effectiveness of the proposed neural network.

A multi-objective improved teaching-learning based optimization algorithm for unconstrained and constrained optimization problems

Directory of Open Access Journals (Sweden)

R. Venkata Rao

2014-01-01

Full Text Available The present work proposes a multi-objective improved teaching-learning based optimization (MO-ITLBO algorithm for unconstrained and constrained multi-objective function optimization. The MO-ITLBO algorithm is the improved version of basic teaching-learning based optimization (TLBO algorithm adapted for multi-objective problems. The basic TLBO algorithm is improved to enhance its exploration and exploitation capacities by introducing the concept of number of teachers, adaptive teaching factor, tutorial training and self-motivated learning. The MO-ITLBO algorithm uses a grid-based approach to adaptively assess the non-dominated solutions (i.e. Pareto front maintained in an external archive. The performance of the MO-ITLBO algorithm is assessed by implementing it on unconstrained and constrained test problems proposed for the Congress on Evolutionary Computation 2009 (CEC 2009 competition. The performance assessment is done by using the inverted generational distance (IGD measure. The IGD measures obtained by using the MO-ITLBO algorithm are compared with the IGD measures of the other state-of-the-art algorithms available in the literature. Finally, Lexicographic ordering is used to assess the overall performance of competitive algorithms. Results have shown that the proposed MO-ITLBO algorithm has obtained the 1st rank in the optimization of unconstrained test functions and the 3rd rank in the optimization of constrained test functions.

Volume-constrained optimization of magnetorheological and electrorheological valves and dampers

Science.gov (United States)

Rosenfeld, Nicholas C.; Wereley, Norman M.

2004-12-01

This paper presents a case study of magnetorheological (MR) and electrorheological (ER) valve design within a constrained cylindrical volume. The primary purpose of this study is to establish general design guidelines for volume-constrained MR valves. Additionally, this study compares the performance of volume-constrained MR valves against similarly constrained ER valves. Starting from basic design guidelines for an MR valve, a method for constructing candidate volume-constrained valve geometries is presented. A magnetic FEM program is then used to evaluate the magnetic properties of the candidate valves. An optimized MR valve is chosen by evaluating non-dimensional parameters describing the candidate valves' damping performance. A derivation of the non-dimensional damping coefficient for valves with both active and passive volumes is presented to allow comparison of valves with differing proportions of active and passive volumes. The performance of the optimized MR valve is then compared to that of a geometrically similar ER valve using both analytical and numerical techniques. An analytical equation relating the damping performances of geometrically similar MR and ER valves in as a function of fluid yield stresses and relative active fluid volume, and numerical calculations are provided to calculate each valve's damping performance and to validate the analytical calculations.

Solution for state constrained optimal control problems applied to power split control for hybrid vehicles

NARCIS (Netherlands)

Keulen, van T.A.C.; Gillot, J.; Jager, de A.G.; Steinbuch, M.

2014-01-01

This paper presents a numerical solution for scalar state constrained optimal control problems. The algorithm rewrites the constrained optimal control problem as a sequence of unconstrained optimal control problems which can be solved recursively as a two point boundary value problem. The solution

New Exact Penalty Functions for Nonlinear Constrained Optimization Problems

Directory of Open Access Journals (Sweden)

Bingzhuang Liu

2014-01-01

Full Text Available For two kinds of nonlinear constrained optimization problems, we propose two simple penalty functions, respectively, by augmenting the dimension of the primal problem with a variable that controls the weight of the penalty terms. Both of the penalty functions enjoy improved smoothness. Under mild conditions, it can be proved that our penalty functions are both exact in the sense that local minimizers of the associated penalty problem are precisely the local minimizers of the original constrained problem.

Constrained multi-objective optimization of storage ring lattices

Science.gov (United States)

Husain, Riyasat; Ghodke, A. D.

2018-03-01

The storage ring lattice optimization is a class of constrained multi-objective optimization problem, where in addition to low beam emittance, a large dynamic aperture for good injection efficiency and improved beam lifetime are also desirable. The convergence and computation times are of great concern for the optimization algorithms, as various objectives are to be optimized and a number of accelerator parameters to be varied over a large span with several constraints. In this paper, a study of storage ring lattice optimization using differential evolution is presented. The optimization results are compared with two most widely used optimization techniques in accelerators-genetic algorithm and particle swarm optimization. It is found that the differential evolution produces a better Pareto optimal front in reasonable computation time between two conflicting objectives-beam emittance and dispersion function in the straight section. The differential evolution was used, extensively, for the optimization of linear and nonlinear lattices of Indus-2 for exploring various operational modes within the magnet power supply capabilities.

Adaptive Multi-Agent Systems for Constrained Optimization

Science.gov (United States)

Macready, William; Bieniawski, Stefan; Wolpert, David H.

2004-01-01

Product Distribution (PD) theory is a new framework for analyzing and controlling distributed systems. Here we demonstrate its use for distributed stochastic optimization. First we review one motivation of PD theory, as the information-theoretic extension of conventional full-rationality game theory to the case of bounded rational agents. In this extension the equilibrium of the game is the optimizer of a Lagrangian of the (probability distribution of) the joint state of the agents. When the game in question is a team game with constraints, that equilibrium optimizes the expected value of the team game utility, subject to those constraints. The updating of the Lagrange parameters in the Lagrangian can be viewed as a form of automated annealing, that focuses the MAS more and more on the optimal pure strategy. This provides a simple way to map the solution of any constrained optimization problem onto the equilibrium of a Multi-Agent System (MAS). We present computer experiments involving both the Queen s problem and K-SAT validating the predictions of PD theory and its use for off-the-shelf distributed adaptive optimization.

Pareto-optimal estimates that constrain mean California precipitation change

Science.gov (United States)

Langenbrunner, B.; Neelin, J. D.

2017-12-01

Global climate model (GCM) projections of greenhouse gas-induced precipitation change can exhibit notable uncertainty at the regional scale, particularly in regions where the mean change is small compared to internal variability. This is especially true for California, which is located in a transition zone between robust precipitation increases to the north and decreases to the south, and where GCMs from the Climate Model Intercomparison Project phase 5 (CMIP5) archive show no consensus on mean change (in either magnitude or sign) across the central and southern parts of the state. With the goal of constraining this uncertainty, we apply a multiobjective approach to a large set of subensembles (subsets of models from the full CMIP5 ensemble). These constraints are based on subensemble performance in three fields important to California precipitation: tropical Pacific sea surface temperatures, upper-level zonal winds in the midlatitude Pacific, and precipitation over the state. An evolutionary algorithm is used to sort through and identify the set of Pareto-optimal subensembles across these three measures in the historical climatology, and we use this information to constrain end-of-century California wet season precipitation change. This technique narrows the range of projections throughout the state and increases confidence in estimates of positive mean change. Furthermore, these methods complement and generalize emergent constraint approaches that aim to restrict uncertainty in end-of-century projections, and they have applications to even broader aspects of uncertainty quantification, including parameter sensitivity and model calibration.

Stress-constrained topology optimization for compliant mechanism design

DEFF Research Database (Denmark)

de Leon, Daniel M.; Alexandersen, Joe; Jun, Jun S.

2015-01-01

This article presents an application of stress-constrained topology optimization to compliant mechanism design. An output displacement maximization formulation is used, together with the SIMP approach and a projection method to ensure convergence to nearly discrete designs. The maximum stress...... is approximated using a normalized version of the commonly-used p-norm of the effective von Mises stresses. The usual problems associated with topology optimization for compliant mechanism design: one-node and/or intermediate density hinges are alleviated by the stress constraint. However, it is also shown...

Metal artifact reduction in x-ray computed tomography (CT) by constrained optimization

International Nuclear Information System (INIS)

Zhang Xiaomeng; Wang Jing; Xing Lei

2011-01-01

Purpose: The streak artifacts caused by metal implants have long been recognized as a problem that limits various applications of CT imaging. In this work, the authors propose an iterative metal artifact reduction algorithm based on constrained optimization. Methods: After the shape and location of metal objects in the image domain is determined automatically by the binary metal identification algorithm and the segmentation of ''metal shadows'' in projection domain is done, constrained optimization is used for image reconstruction. It minimizes a predefined function that reflects a priori knowledge of the image, subject to the constraint that the estimated projection data are within a specified tolerance of the available metal-shadow-excluded projection data, with image non-negativity enforced. The minimization problem is solved through the alternation of projection-onto-convex-sets and the steepest gradient descent of the objective function. The constrained optimization algorithm is evaluated with a penalized smoothness objective. Results: The study shows that the proposed method is capable of significantly reducing metal artifacts, suppressing noise, and improving soft-tissue visibility. It outperforms the FBP-type methods and ART and EM methods and yields artifacts-free images. Conclusions: Constrained optimization is an effective way to deal with CT reconstruction with embedded metal objects. Although the method is presented in the context of metal artifacts, it is applicable to general ''missing data'' image reconstruction problems.

Filter Pattern Search Algorithms for Mixed Variable Constrained Optimization Problems

National Research Council Canada - National Science Library

Abramson, Mark A; Audet, Charles; Dennis, Jr, J. E

2004-01-01

.... This class combines and extends the Audet-Dennis Generalized Pattern Search (GPS) algorithms for bound constrained mixed variable optimization, and their GPS-filter algorithms for general nonlinear constraints...

A constrained optimization algorithm for total energy minimization in electronic structure calculations

International Nuclear Information System (INIS)

Yang Chao; Meza, Juan C.; Wang Linwang

2006-01-01

A new direct constrained optimization algorithm for minimizing the Kohn-Sham (KS) total energy functional is presented in this paper. The key ingredients of this algorithm involve projecting the total energy functional into a sequence of subspaces of small dimensions and seeking the minimizer of total energy functional within each subspace. The minimizer of a subspace energy functional not only provides a search direction along which the KS total energy functional decreases but also gives an optimal 'step-length' to move along this search direction. Numerical examples are provided to demonstrate that this new direct constrained optimization algorithm can be more efficient than the self-consistent field (SCF) iteration

A New Continuous-Time Equality-Constrained Optimization to Avoid Singularity.

Science.gov (United States)

Quan, Quan; Cai, Kai-Yuan

2016-02-01

In equality-constrained optimization, a standard regularity assumption is often associated with feasible point methods, namely, that the gradients of constraints are linearly independent. In practice, the regularity assumption may be violated. In order to avoid such a singularity, a new projection matrix is proposed based on which a feasible point method to continuous-time, equality-constrained optimization is developed. First, the equality constraint is transformed into a continuous-time dynamical system with solutions that always satisfy the equality constraint. Second, a new projection matrix without singularity is proposed to realize the transformation. An update (or say a controller) is subsequently designed to decrease the objective function along the solutions of the transformed continuous-time dynamical system. The invariance principle is then applied to analyze the behavior of the solution. Furthermore, the proposed method is modified to address cases in which solutions do not satisfy the equality constraint. Finally, the proposed optimization approach is applied to three examples to demonstrate its effectiveness.

Amodified probabilistic genetic algorithm for the solution of complex constrained optimization problems

OpenAIRE

Vorozheikin, A.; Gonchar, T.; Panfilov, I.; Sopov, E.; Sopov, S.

2009-01-01

A new algorithm for the solution of complex constrained optimization problems based on the probabilistic genetic algorithm with optimal solution prediction is proposed. The efficiency investigation results in comparison with standard genetic algorithm are presented.

On meeting capital requirements with a chance-constrained optimization model.

Science.gov (United States)

Atta Mills, Ebenezer Fiifi Emire; Yu, Bo; Gu, Lanlan

2016-01-01

This paper deals with a capital to risk asset ratio chance-constrained optimization model in the presence of loans, treasury bill, fixed assets and non-interest earning assets. To model the dynamics of loans, we introduce a modified CreditMetrics approach. This leads to development of a deterministic convex counterpart of capital to risk asset ratio chance constraint. We pursue the scope of analyzing our model under the worst-case scenario i.e. loan default. The theoretical model is analyzed by applying numerical procedures, in order to administer valuable insights from a financial outlook. Our results suggest that, our capital to risk asset ratio chance-constrained optimization model guarantees banks of meeting capital requirements of Basel III with a likelihood of 95 % irrespective of changes in future market value of assets.

Topology Optimization of Constrained Layer Damping on Plates Using Method of Moving Asymptote (MMA Approach

Directory of Open Access Journals (Sweden)

Zheng Ling

2011-01-01

Full Text Available Damping treatments have been extensively used as a powerful means to damp out structural resonant vibrations. Usually, damping materials are fully covered on the surface of plates. The drawbacks of this conventional treatment are also obvious due to an added mass and excess material consumption. Therefore, it is not always economical and effective from an optimization design view. In this paper, a topology optimization approach is presented to maximize the modal damping ratio of the plate with constrained layer damping treatment. The governing equation of motion of the plate is derived on the basis of energy approach. A finite element model to describe dynamic performances of the plate is developed and used along with an optimization algorithm in order to determine the optimal topologies of constrained layer damping layout on the plate. The damping of visco-elastic layer is modeled by the complex modulus formula. Considering the vibration and energy dissipation mode of the plate with constrained layer damping treatment, damping material density and volume factor are considered as design variable and constraint respectively. Meantime, the modal damping ratio of the plate is assigned as the objective function in the topology optimization approach. The sensitivity of modal damping ratio to design variable is further derived and Method of Moving Asymptote (MMA is adopted to search the optimized topologies of constrained layer damping layout on the plate. Numerical examples are used to demonstrate the effectiveness of the proposed topology optimization approach. The results show that vibration energy dissipation of the plates can be enhanced by the optimal constrained layer damping layout. This optimal technology can be further extended to vibration attenuation of sandwich cylindrical shells which constitute the major building block of many critical structures such as cabins of aircrafts, hulls of submarines and bodies of rockets and missiles as an

Fuzzy chance constrained linear programming model for scrap charge optimization in steel production

DEFF Research Database (Denmark)

Rong, Aiying; Lahdelma, Risto

2008-01-01

the uncertainty based on fuzzy set theory and constrain the failure risk based on a possibility measure. Consequently, the scrap charge optimization problem is modeled as a fuzzy chance constrained linear programming problem. Since the constraints of the model mainly address the specification of the product...

Implementation and verification of global optimization benchmark problems

Science.gov (United States)

Posypkin, Mikhail; Usov, Alexander

2017-12-01

The paper considers the implementation and verification of a test suite containing 150 benchmarks for global deterministic box-constrained optimization. A C++ library for describing standard mathematical expressions was developed for this purpose. The library automate the process of generating the value of a function and its' gradient at a given point and the interval estimates of a function and its' gradient on a given box using a single description. Based on this functionality, we have developed a collection of tests for an automatic verification of the proposed benchmarks. The verification has shown that literary sources contain mistakes in the benchmarks description. The library and the test suite are available for download and can be used freely.

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

Science.gov (United States)

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

2018-06-01

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

Nonlinear Chance Constrained Problems: Optimality Conditions, Regularization and Solvers

Czech Academy of Sciences Publication Activity Database

Adam, Lukáš; Branda, Martin

2016-01-01

Roč. 170, č. 2 (2016), s. 419-436 ISSN 0022-3239 R&D Projects: GA ČR GA15-00735S Institutional support: RVO:67985556 Keywords : Chance constrained programming * Optimality conditions * Regularization * Algorithms * Free MATLAB codes Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 1.289, year: 2016 http://library.utia.cas.cz/separaty/2016/MTR/adam-0460909.pdf

Superalloy design - A Monte Carlo constrained optimization method

CSIR Research Space (South Africa)

Stander, CM

1996-01-01

Full Text Available optimization method C. M. Stander Division of Materials Science and Technology, CSIR, PO Box 395, Pretoria, Republic of South Africa Received 74 March 1996; accepted 24 June 1996 A method, based on Monte Carlo constrained... successful hit, i.e. when Liow < LMP,,, < Lhiph, and for all the properties, Pj?, < P, < Pi@?. If successful this hit falls within the ROA. Repeat steps 4 and 5 to find at least ten (or more) successful hits with values...

Multi-objective hybrid PSO-APO algorithm based security constrained optimal power flow with wind and thermal generators

Directory of Open Access Journals (Sweden)

Kiran Teeparthi

2017-04-01

Full Text Available In this paper, a new low level with teamwork heterogeneous hybrid particle swarm optimization and artificial physics optimization (HPSO-APO algorithm is proposed to solve the multi-objective security constrained optimal power flow (MO-SCOPF problem. Being engaged with the environmental and total production cost concerns, wind energy is highly penetrating to the main grid. The total production cost, active power losses and security index are considered as the objective functions. These are simultaneously optimized using the proposed algorithm for base case and contingency cases. Though PSO algorithm exhibits good convergence characteristic, fails to give near optimal solution. On the other hand, the APO algorithm shows the capability of improving diversity in search space and also to reach a near global optimum point, whereas, APO is prone to premature convergence. The proposed hybrid HPSO-APO algorithm combines both individual algorithm strengths, to get balance between global and local search capability. The APO algorithm is improving diversity in the search space of the PSO algorithm. The hybrid optimization algorithm is employed to alleviate the line overloads by generator rescheduling during contingencies. The standard IEEE 30-bus and Indian 75-bus practical test systems are considered to evaluate the robustness of the proposed method. The simulation results reveal that the proposed HPSO-APO method is more efficient and robust than the standard PSO and APO methods in terms of getting diverse Pareto optimal solutions. Hence, the proposed hybrid method can be used for the large interconnected power system to solve MO-SCOPF problem with integration of wind and thermal generators.

Implementation and verification of global optimization benchmark problems

Directory of Open Access Journals (Sweden)

Posypkin Mikhail

2017-12-01

Full Text Available The paper considers the implementation and verification of a test suite containing 150 benchmarks for global deterministic box-constrained optimization. A C++ library for describing standard mathematical expressions was developed for this purpose. The library automate the process of generating the value of a function and its’ gradient at a given point and the interval estimates of a function and its’ gradient on a given box using a single description. Based on this functionality, we have developed a collection of tests for an automatic verification of the proposed benchmarks. The verification has shown that literary sources contain mistakes in the benchmarks description. The library and the test suite are available for download and can be used freely.

CLFs-based optimization control for a class of constrained visual servoing systems.

Science.gov (United States)

Song, Xiulan; Miaomiao, Fu

2017-03-01

In this paper, we use the control Lyapunov function (CLF) technique to present an optimized visual servo control method for constrained eye-in-hand robot visual servoing systems. With the knowledge of camera intrinsic parameters and depth of target changes, visual servo control laws (i.e. translation speed) with adjustable parameters are derived by image point features and some known CLF of the visual servoing system. The Fibonacci method is employed to online compute the optimal value of those adjustable parameters, which yields an optimized control law to satisfy constraints of the visual servoing system. The Lyapunov's theorem and the properties of CLF are used to establish stability of the constrained visual servoing system in the closed-loop with the optimized control law. One merit of the presented method is that there is no requirement of online calculating the pseudo-inverse of the image Jacobian's matrix and the homography matrix. Simulation and experimental results illustrated the effectiveness of the method proposed here. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

Image denoising: Learning the noise model via nonsmooth PDE-constrained optimization

KAUST Repository

Reyes, Juan Carlos De los

2013-11-01

We propose a nonsmooth PDE-constrained optimization approach for the determination of the correct noise model in total variation (TV) image denoising. An optimization problem for the determination of the weights corresponding to different types of noise distributions is stated and existence of an optimal solution is proved. A tailored regularization approach for the approximation of the optimal parameter values is proposed thereafter and its consistency studied. Additionally, the differentiability of the solution operator is proved and an optimality system characterizing the optimal solutions of each regularized problem is derived. The optimal parameter values are numerically computed by using a quasi-Newton method, together with semismooth Newton type algorithms for the solution of the TV-subproblems. © 2013 American Institute of Mathematical Sciences.

Image denoising: Learning the noise model via nonsmooth PDE-constrained optimization

KAUST Repository

Reyes, Juan Carlos De los; Schö nlieb, Carola-Bibiane

2013-01-01

We propose a nonsmooth PDE-constrained optimization approach for the determination of the correct noise model in total variation (TV) image denoising. An optimization problem for the determination of the weights corresponding to different types of noise distributions is stated and existence of an optimal solution is proved. A tailored regularization approach for the approximation of the optimal parameter values is proposed thereafter and its consistency studied. Additionally, the differentiability of the solution operator is proved and an optimality system characterizing the optimal solutions of each regularized problem is derived. The optimal parameter values are numerically computed by using a quasi-Newton method, together with semismooth Newton type algorithms for the solution of the TV-subproblems. © 2013 American Institute of Mathematical Sciences.

PAPR-Constrained Pareto-Optimal Waveform Design for OFDM-STAP Radar

Energy Technology Data Exchange (ETDEWEB)

Sen, Satyabrata [ORNL

2014-01-01

We propose a peak-to-average power ratio (PAPR) constrained Pareto-optimal waveform design approach for an orthogonal frequency division multiplexing (OFDM) radar signal to detect a target using the space-time adaptive processing (STAP) technique. The use of an OFDM signal does not only increase the frequency diversity of our system, but also enables us to adaptively design the OFDM coefficients in order to further improve the system performance. First, we develop a parametric OFDM-STAP measurement model by considering the effects of signaldependent clutter and colored noise. Then, we observe that the resulting STAP-performance can be improved by maximizing the output signal-to-interference-plus-noise ratio (SINR) with respect to the signal parameters. However, in practical scenarios, the computation of output SINR depends on the estimated values of the spatial and temporal frequencies and target scattering responses. Therefore, we formulate a PAPR-constrained multi-objective optimization (MOO) problem to design the OFDM spectral parameters by simultaneously optimizing four objective functions: maximizing the output SINR, minimizing two separate Cramer-Rao bounds (CRBs) on the normalized spatial and temporal frequencies, and minimizing the trace of CRB matrix on the target scattering coefficients estimations. We present several numerical examples to demonstrate the achieved performance improvement due to the adaptive waveform design.

A Variant of the Topkis-Veinott Method for Solving Inequality Constrained Optimization Problems

International Nuclear Information System (INIS)

Birge, J. R.; Qi, L.; Wei, Z.

2000-01-01

In this paper we give a variant of the Topkis-Veinott method for solving inequality constrained optimization problems. This method uses a linearly constrained positive semidefinite quadratic problem to generate a feasible descent direction at each iteration. Under mild assumptions, the algorithm is shown to be globally convergent in the sense that every accumulation point of the sequence generated by the algorithm is a Fritz-John point of the problem. We introduce a Fritz-John (FJ) function, an FJ1 strong second-order sufficiency condition (FJ1-SSOSC), and an FJ2 strong second-order sufficiency condition (FJ2-SSOSC), and then show, without any constraint qualification (CQ), that (i) if an FJ point z satisfies the FJ1-SSOSC, then there exists a neighborhood N(z) of z such that, for any FJ point y element of N(z) {z } , f 0 (y) ≠ f 0 (z) , where f 0 is the objective function of the problem; (ii) if an FJ point z satisfies the FJ2-SSOSC, then z is a strict local minimum of the problem. The result (i) implies that the entire iteration point sequence generated by the method converges to an FJ point. We also show that if the parameters are chosen large enough, a unit step length can be accepted by the proposed algorithm

An elitist teaching-learning-based optimization algorithm for solving complex constrained optimization problems

Directory of Open Access Journals (Sweden)

Vivek Patel

2012-08-01

Full Text Available Nature inspired population based algorithms is a research field which simulates different natural phenomena to solve a wide range of problems. Researchers have proposed several algorithms considering different natural phenomena. Teaching-Learning-based optimization (TLBO is one of the recently proposed population based algorithm which simulates the teaching-learning process of the class room. This algorithm does not require any algorithm-specific control parameters. In this paper, elitism concept is introduced in the TLBO algorithm and its effect on the performance of the algorithm is investigated. The effects of common controlling parameters such as the population size and the number of generations on the performance of the algorithm are also investigated. The proposed algorithm is tested on 35 constrained benchmark functions with different characteristics and the performance of the algorithm is compared with that of other well known optimization algorithms. The proposed algorithm can be applied to various optimization problems of the industrial environment.

Sensitive Constrained Optimal PMU Allocation with Complete Observability for State Estimation Solution

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R. Manam

2017-12-01

Full Text Available In this paper, a sensitive constrained integer linear programming approach is formulated for the optimal allocation of Phasor Measurement Units (PMUs in a power system network to obtain state estimation. In this approach, sensitive buses along with zero injection buses (ZIB are considered for optimal allocation of PMUs in the network to generate state estimation solutions. Sensitive buses are evolved from the mean of bus voltages subjected to increase of load consistently up to 50%. Sensitive buses are ranked in order to place PMUs. Sensitive constrained optimal PMU allocation in case of single line and no line contingency are considered in observability analysis to ensure protection and control of power system from abnormal conditions. Modeling of ZIB constraints is included to minimize the number of PMU network allocations. This paper presents optimal allocation of PMU at sensitive buses with zero injection modeling, considering cost criteria and redundancy to increase the accuracy of state estimation solution without losing observability of the whole system. Simulations are carried out on IEEE 14, 30 and 57 bus systems and results obtained are compared with traditional and other state estimation methods available in the literature, to demonstrate the effectiveness of the proposed method.

A first-order multigrid method for bound-constrained convex optimization

Czech Academy of Sciences Publication Activity Database

Kočvara, Michal; Mohammed, S.

2016-01-01

Roč. 31, č. 3 (2016), s. 622-644 ISSN 1055-6788 R&D Projects: GA ČR(CZ) GAP201/12/0671 Grant - others:European Commission - EC(XE) 313781 Institutional support: RVO:67985556 Keywords : bound-constrained optimization * multigrid methods * linear complementarity problems Subject RIV: BA - General Mathematics Impact factor: 1.023, year: 2016 http://library.utia.cas.cz/separaty/2016/MTR/kocvara-0460326.pdf

A New Interpolation Approach for Linearly Constrained Convex Optimization

KAUST Repository

Espinoza, Francisco

2012-08-01

In this thesis we propose a new class of Linearly Constrained Convex Optimization methods based on the use of a generalization of Shepard\\'s interpolation formula. We prove the properties of the surface such as the interpolation property at the boundary of the feasible region and the convergence of the gradient to the null space of the constraints at the boundary. We explore several descent techniques such as steepest descent, two quasi-Newton methods and the Newton\\'s method. Moreover, we implement in the Matlab language several versions of the method, particularly for the case of Quadratic Programming with bounded variables. Finally, we carry out performance tests against Matab Optimization Toolbox methods for convex optimization and implementations of the standard log-barrier and active-set methods. We conclude that the steepest descent technique seems to be the best choice so far for our method and that it is competitive with other standard methods both in performance and empirical growth order.

A Framework for Constrained Optimization Problems Based on a Modified Particle Swarm Optimization

Directory of Open Access Journals (Sweden)

Biwei Tang

2016-01-01

Full Text Available This paper develops a particle swarm optimization (PSO based framework for constrained optimization problems (COPs. Aiming at enhancing the performance of PSO, a modified PSO algorithm, named SASPSO 2011, is proposed by adding a newly developed self-adaptive strategy to the standard particle swarm optimization 2011 (SPSO 2011 algorithm. Since the convergence of PSO is of great importance and significantly influences the performance of PSO, this paper first theoretically investigates the convergence of SASPSO 2011. Then, a parameter selection principle guaranteeing the convergence of SASPSO 2011 is provided. Subsequently, a SASPSO 2011-based framework is established to solve COPs. Attempting to increase the diversity of solutions and decrease optimization difficulties, the adaptive relaxation method, which is combined with the feasibility-based rule, is applied to handle constraints of COPs and evaluate candidate solutions in the developed framework. Finally, the proposed method is verified through 4 benchmark test functions and 2 real-world engineering problems against six PSO variants and some well-known methods proposed in the literature. Simulation results confirm that the proposed method is highly competitive in terms of the solution quality and can be considered as a vital alternative to solve COPs.

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

Science.gov (United States)

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

2002-06-01

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

Convex analysis and global optimization

CERN Document Server

Tuy, Hoang

2016-01-01

This book presents state-of-the-art results and methodologies in modern global optimization, and has been a staple reference for researchers, engineers, advanced students (also in applied mathematics), and practitioners in various fields of engineering. The second edition has been brought up to date and continues to develop a coherent and rigorous theory of deterministic global optimization, highlighting the essential role of convex analysis. The text has been revised and expanded to meet the needs of research, education, and applications for many years to come. Updates for this new edition include: · Discussion of modern approaches to minimax, fixed point, and equilibrium theorems, and to nonconvex optimization; · Increased focus on dealing more efficiently with ill-posed problems of global optimization, particularly those with hard constraints;

Stochastic global optimization as a filtering problem

International Nuclear Information System (INIS)

Stinis, Panos

2012-01-01

We present a reformulation of stochastic global optimization as a filtering problem. The motivation behind this reformulation comes from the fact that for many optimization problems we cannot evaluate exactly the objective function to be optimized. Similarly, we may not be able to evaluate exactly the functions involved in iterative optimization algorithms. For example, we may only have access to noisy measurements of the functions or statistical estimates provided through Monte Carlo sampling. This makes iterative optimization algorithms behave like stochastic maps. Naive global optimization amounts to evolving a collection of realizations of this stochastic map and picking the realization with the best properties. This motivates the use of filtering techniques to allow focusing on realizations that are more promising than others. In particular, we present a filtering reformulation of global optimization in terms of a special case of sequential importance sampling methods called particle filters. The increasing popularity of particle filters is based on the simplicity of their implementation and their flexibility. We utilize the flexibility of particle filters to construct a stochastic global optimization algorithm which can converge to the optimal solution appreciably faster than naive global optimization. Several examples of parametric exponential density estimation are provided to demonstrate the efficiency of the approach.

Mixed Integer PDE Constrained Optimization for the Control of a Wildfire Hazard

Science.gov (United States)

2017-01-01

Constrained Optimization for the Control of a Wildfire Hazard Herausgegeben von der Professor fur Angewandte Mathematik Professor Dr. rer. nat. Armin...and H.H. Tan . Finite difference methods for solving the two-dimensional advection-diffusion equation. Int. J. Numer. Meth. Fluids, 9:75-98, 1989. 6

A one-layer recurrent neural network for constrained pseudoconvex optimization and its application for dynamic portfolio optimization.

Science.gov (United States)

Liu, Qingshan; Guo, Zhishan; Wang, Jun

2012-02-01

In this paper, a one-layer recurrent neural network is proposed for solving pseudoconvex optimization problems subject to linear equality and bound constraints. Compared with the existing neural networks for optimization (e.g., the projection neural networks), the proposed neural network is capable of solving more general pseudoconvex optimization problems with equality and bound constraints. Moreover, it is capable of solving constrained fractional programming problems as a special case. The convergence of the state variables of the proposed neural network to achieve solution optimality is guaranteed as long as the designed parameters in the model are larger than the derived lower bounds. Numerical examples with simulation results illustrate the effectiveness and characteristics of the proposed neural network. In addition, an application for dynamic portfolio optimization is discussed. Copyright © 2011 Elsevier Ltd. All rights reserved.

Adaptively Constrained Stochastic Model Predictive Control for the Optimal Dispatch of Microgrid

Directory of Open Access Journals (Sweden)

Xiaogang Guo

2018-01-01

Full Text Available In this paper, an adaptively constrained stochastic model predictive control (MPC is proposed to achieve less-conservative coordination between energy storage units and uncertain renewable energy sources (RESs in a microgrid (MG. Besides the economic objective of MG operation, the limits of state-of-charge (SOC and discharging/charging power of the energy storage unit are formulated as chance constraints when accommodating uncertainties of RESs, considering mild violations of these constraints are allowed during long-term operation, and a closed-loop online update strategy is performed to adaptively tighten or relax constraints according to the actual deviation probability of violation level from the desired one as well as the current change rate of deviation probability. Numerical studies show that the proposed adaptively constrained stochastic MPC for MG optimal operation is much less conservative compared with the scenario optimization based robust MPC, and also presents a better convergence performance to the desired constraint violation level than other online update strategies.

On the efficiency of chaos optimization algorithms for global optimization

International Nuclear Information System (INIS)

Yang Dixiong; Li Gang; Cheng Gengdong

2007-01-01

Chaos optimization algorithms as a novel method of global optimization have attracted much attention, which were all based on Logistic map. However, we have noticed that the probability density function of the chaotic sequences derived from Logistic map is a Chebyshev-type one, which may affect the global searching capacity and computational efficiency of chaos optimization algorithms considerably. Considering the statistical property of the chaotic sequences of Logistic map and Kent map, the improved hybrid chaos-BFGS optimization algorithm and the Kent map based hybrid chaos-BFGS algorithm are proposed. Five typical nonlinear functions with multimodal characteristic are tested to compare the performance of five hybrid optimization algorithms, which are the conventional Logistic map based chaos-BFGS algorithm, improved Logistic map based chaos-BFGS algorithm, Kent map based chaos-BFGS algorithm, Monte Carlo-BFGS algorithm, mesh-BFGS algorithm. The computational performance of the five algorithms is compared, and the numerical results make us question the high efficiency of the chaos optimization algorithms claimed in some references. It is concluded that the efficiency of the hybrid optimization algorithms is influenced by the statistical property of chaotic/stochastic sequences generated from chaotic/stochastic algorithms, and the location of the global optimum of nonlinear functions. In addition, it is inappropriate to advocate the high efficiency of the global optimization algorithms only depending on several numerical examples of low-dimensional functions

Essays and surveys in global optimization

CERN Document Server

Audet, Charles; Savard, Giles

2005-01-01

Global optimization aims at solving the most general problems of deterministic mathematical programming. In addition, once the solutions are found, this methodology is also expected to prove their optimality. With these difficulties in mind, global optimization is becoming an increasingly powerful and important methodology. This book is the most recent examination of its mathematical capability, power, and wide ranging solutions to many fields in the applied sciences.

Block-triangular preconditioners for PDE-constrained optimization

KAUST Repository

Rees, Tyrone

2010-11-26

In this paper we investigate the possibility of using a block-triangular preconditioner for saddle point problems arising in PDE-constrained optimization. In particular, we focus on a conjugate gradient-type method introduced by Bramble and Pasciak that uses self-adjointness of the preconditioned system in a non-standard inner product. We show when the Chebyshev semi-iteration is used as a preconditioner for the relevant matrix blocks involving the finite element mass matrix that the main drawback of the Bramble-Pasciak method-the appropriate scaling of the preconditioners-is easily overcome. We present an eigenvalue analysis for the block-triangular preconditioners that gives convergence bounds in the non-standard inner product and illustrates their competitiveness on a number of computed examples. Copyright © 2010 John Wiley & Sons, Ltd.

Block-triangular preconditioners for PDE-constrained optimization

KAUST Repository

Rees, Tyrone; Stoll, Martin

2010-01-01

In this paper we investigate the possibility of using a block-triangular preconditioner for saddle point problems arising in PDE-constrained optimization. In particular, we focus on a conjugate gradient-type method introduced by Bramble and Pasciak that uses self-adjointness of the preconditioned system in a non-standard inner product. We show when the Chebyshev semi-iteration is used as a preconditioner for the relevant matrix blocks involving the finite element mass matrix that the main drawback of the Bramble-Pasciak method-the appropriate scaling of the preconditioners-is easily overcome. We present an eigenvalue analysis for the block-triangular preconditioners that gives convergence bounds in the non-standard inner product and illustrates their competitiveness on a number of computed examples. Copyright © 2010 John Wiley & Sons, Ltd.

Advances in stochastic and deterministic global optimization

CERN Document Server

Zhigljavsky, Anatoly; Žilinskas, Julius

2016-01-01

Current research results in stochastic and deterministic global optimization including single and multiple objectives are explored and presented in this book by leading specialists from various fields. Contributions include applications to multidimensional data visualization, regression, survey calibration, inventory management, timetabling, chemical engineering, energy systems, and competitive facility location. Graduate students, researchers, and scientists in computer science, numerical analysis, optimization, and applied mathematics will be fascinated by the theoretical, computational, and application-oriented aspects of stochastic and deterministic global optimization explored in this book. This volume is dedicated to the 70th birthday of Antanas Žilinskas who is a leading world expert in global optimization. Professor Žilinskas's research has concentrated on studying models for the objective function, the development and implementation of efficient algorithms for global optimization with single and mu...

An L∞/L1-Constrained Quadratic Optimization Problem with Applications to Neural Networks

International Nuclear Information System (INIS)

Leizarowitz, Arie; Rubinstein, Jacob

2003-01-01

Pattern formation in associative neural networks is related to a quadratic optimization problem. Biological considerations imply that the functional is constrained in the L ∞ norm and in the L 1 norm. We consider such optimization problems. We derive the Euler-Lagrange equations, and construct basic properties of the maximizers. We study in some detail the case where the kernel of the quadratic functional is finite-dimensional. In this case the optimization problem can be fully characterized by the geometry of a certain convex and compact finite-dimensional set

A Globally Convergent Matrix-Free Method for Constrained Equations and Its Linear Convergence Rate

Directory of Open Access Journals (Sweden)

Min Sun

2014-01-01

Full Text Available A matrix-free method for constrained equations is proposed, which is a combination of the well-known PRP (Polak-Ribière-Polyak conjugate gradient method and the famous hyperplane projection method. The new method is not only derivative-free, but also completely matrix-free, and consequently, it can be applied to solve large-scale constrained equations. We obtain global convergence of the new method without any differentiability requirement on the constrained equations. Compared with the existing gradient methods for solving such problem, the new method possesses linear convergence rate under standard conditions, and a relax factor γ is attached in the update step to accelerate convergence. Preliminary numerical results show that it is promising in practice.

Preventive Security-Constrained Optimal Power Flow Considering UPFC Control Modes

Directory of Open Access Journals (Sweden)

Xi Wu

2017-08-01

Full Text Available The successful application of the unified power flow controller (UPFC provides a new control method for the secure and economic operation of power system. In order to make the full use of UPFC and improve the economic efficiency and static security of a power system, a preventive security-constrained power flow optimization method considering UPFC control modes is proposed in this paper. Firstly, an iterative method considering UPFC control modes is deduced for power flow calculation. Taking into account the influence of different UPFC control modes on the distribution of power flow after N-1 contingency, the optimization model is then constructed by setting a minimal system operation cost and a maximum static security margin as the objective. Based on this model, the particle swarm optimization (PSO algorithm is utilized to optimize power system operating parameters and UPFC control modes simultaneously. Finally, a standard IEEE 30-bus system is utilized to demonstrate that the proposed method fully exploits the potential of static control of UPFC and significantly increases the economic efficiency and static security of the power system.

Comparison of preconditioned Krylov subspace iteration methods for PDE-constrained optimization problems

Czech Academy of Sciences Publication Activity Database

Axelsson, Owe; Farouq, S.; Neytcheva, M.

2017-01-01

Roč. 74, č. 1 (2017), s. 19-37 ISSN 1017-1398 Institutional support: RVO:68145535 Keywords : PDE-constrained optimization problems * finite elements * iterative solution methods * preconditioning Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 1.241, year: 2016 https://link.springer.com/article/10.1007%2Fs11075-016-0136-5

Solving Multi-Resource Constrained Project Scheduling Problem using Ant Colony Optimization

Directory of Open Access Journals (Sweden)

Hsiang-Hsi Huang

2015-01-01

Full Text Available This paper applied Ant Colony Optimization (ACO to develop a resource constraints scheduling model to achieve the resource allocation optimization and the shortest completion time of a project under resource constraints and the activities precedence requirement for projects. Resource leveling is also discussed and has to be achieved under the resource allocation optimization in this research. Testing cases and examples adopted from the international test bank were studied for verifying the effectiveness of the proposed model. The results showed that the solutions of different cases all have a better performance within a reasonable time. These can be obtained through ACO algorithm under the same constrained conditions. A program was written for the proposed model that is able to automatically produce the project resource requirement figure after the project duration is solved.

Constrained Optimization Based on Hybrid Evolutionary Algorithm and Adaptive Constraint-Handling Technique

DEFF Research Database (Denmark)

Wang, Yong; Cai, Zixing; Zhou, Yuren

2009-01-01

A novel approach to deal with numerical and engineering constrained optimization problems, which incorporates a hybrid evolutionary algorithm and an adaptive constraint-handling technique, is presented in this paper. The hybrid evolutionary algorithm simultaneously uses simplex crossover and two...... mutation operators to generate the offspring population. Additionally, the adaptive constraint-handling technique consists of three main situations. In detail, at each situation, one constraint-handling mechanism is designed based on current population state. Experiments on 13 benchmark test functions...... and four well-known constrained design problems verify the effectiveness and efficiency of the proposed method. The experimental results show that integrating the hybrid evolutionary algorithm with the adaptive constraint-handling technique is beneficial, and the proposed method achieves competitive...

Comparison of preconditioned Krylov subspace iteration methods for PDE-constrained optimization problems

Czech Academy of Sciences Publication Activity Database

Axelsson, Owe; Farouq, S.; Neytcheva, M.

2017-01-01

Roč. 74, č. 1 (2017), s. 19-37 ISSN 1017-1398 Institutional support: RVO:68145535 Keywords : PDE-constrained optimization problems * finite elements * iterative solution method s * preconditioning Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 1.241, year: 2016 https://link.springer.com/article/10.1007%2Fs11075-016-0136-5

Coordinated trajectory planning of dual-arm space robot using constrained particle swarm optimization

Science.gov (United States)

Wang, Mingming; Luo, Jianjun; Yuan, Jianping; Walter, Ulrich

2018-05-01

Application of the multi-arm space robot will be more effective than single arm especially when the target is tumbling. This paper investigates the application of particle swarm optimization (PSO) strategy to coordinated trajectory planning of the dual-arm space robot in free-floating mode. In order to overcome the dynamics singularities issue, the direct kinematics equations in conjunction with constrained PSO are employed for coordinated trajectory planning of dual-arm space robot. The joint trajectories are parametrized with Bézier curve to simplify the calculation. Constrained PSO scheme with adaptive inertia weight is implemented to find the optimal solution of joint trajectories while specific objectives and imposed constraints are satisfied. The proposed method is not sensitive to the singularity issue due to the application of forward kinematic equations. Simulation results are presented for coordinated trajectory planning of two kinematically redundant manipulators mounted on a free-floating spacecraft and demonstrate the effectiveness of the proposed method.

Firefly Algorithm for Cardinality Constrained Mean-Variance Portfolio Optimization Problem with Entropy Diversity Constraint

Science.gov (United States)

2014-01-01

Portfolio optimization (selection) problem is an important and hard optimization problem that, with the addition of necessary realistic constraints, becomes computationally intractable. Nature-inspired metaheuristics are appropriate for solving such problems; however, literature review shows that there are very few applications of nature-inspired metaheuristics to portfolio optimization problem. This is especially true for swarm intelligence algorithms which represent the newer branch of nature-inspired algorithms. No application of any swarm intelligence metaheuristics to cardinality constrained mean-variance (CCMV) portfolio problem with entropy constraint was found in the literature. This paper introduces modified firefly algorithm (FA) for the CCMV portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results. PMID:24991645

Firefly algorithm for cardinality constrained mean-variance portfolio optimization problem with entropy diversity constraint.

Science.gov (United States)

Bacanin, Nebojsa; Tuba, Milan

2014-01-01

Portfolio optimization (selection) problem is an important and hard optimization problem that, with the addition of necessary realistic constraints, becomes computationally intractable. Nature-inspired metaheuristics are appropriate for solving such problems; however, literature review shows that there are very few applications of nature-inspired metaheuristics to portfolio optimization problem. This is especially true for swarm intelligence algorithms which represent the newer branch of nature-inspired algorithms. No application of any swarm intelligence metaheuristics to cardinality constrained mean-variance (CCMV) portfolio problem with entropy constraint was found in the literature. This paper introduces modified firefly algorithm (FA) for the CCMV portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results.

Fuzzy Constrained Predictive Optimal Control of High Speed Train with Actuator Dynamics

Directory of Open Access Journals (Sweden)

Xi Wang

2016-01-01

Full Text Available We investigate the problem of fuzzy constrained predictive optimal control of high speed train considering the effect of actuator dynamics. The dynamics feature of the high speed train is modeled as a cascade of cars connected by flexible couplers, and the formulation is mathematically transformed into a Takagi-Sugeno (T-S fuzzy model. The goal of this study is to design a state feedback control law at each decision step to enhance safety, comfort, and energy efficiency of high speed train subject to safety constraints on the control input. Based on Lyapunov stability theory, the problem of optimizing an upper bound on the cruise control cost function subject to input constraints is reduced to a convex optimization problem involving linear matrix inequalities (LMIs. Furthermore, we analyze the influences of second-order actuator dynamics on the fuzzy constrained predictive controller, which shows risk of potentially deteriorating the overall system. Employing backstepping method, an actuator compensator is proposed to accommodate for the influence of the actuator dynamics. The experimental results show that with the proposed approach high speed train can track the desired speed, the relative coupler displacement between the neighbouring cars is stable at the equilibrium state, and the influence of actuator dynamics is reduced, which demonstrate the validity and effectiveness of the proposed approaches.

Global optimization methods for engineering design

Science.gov (United States)

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.

Order-constrained linear optimization.

Science.gov (United States)

Tidwell, Joe W; Dougherty, Michael R; Chrabaszcz, Jeffrey S; Thomas, Rick P

2017-11-01

Despite the fact that data and theories in the social, behavioural, and health sciences are often represented on an ordinal scale, there has been relatively little emphasis on modelling ordinal properties. The most common analytic framework used in psychological science is the general linear model, whose variants include ANOVA, MANOVA, and ordinary linear regression. While these methods are designed to provide the best fit to the metric properties of the data, they are not designed to maximally model ordinal properties. In this paper, we develop an order-constrained linear least-squares (OCLO) optimization algorithm that maximizes the linear least-squares fit to the data conditional on maximizing the ordinal fit based on Kendall's τ. The algorithm builds on the maximum rank correlation estimator (Han, 1987, Journal of Econometrics, 35, 303) and the general monotone model (Dougherty & Thomas, 2012, Psychological Review, 119, 321). Analyses of simulated data indicate that when modelling data that adhere to the assumptions of ordinary least squares, OCLO shows minimal bias, little increase in variance, and almost no loss in out-of-sample predictive accuracy. In contrast, under conditions in which data include a small number of extreme scores (fat-tailed distributions), OCLO shows less bias and variance, and substantially better out-of-sample predictive accuracy, even when the outliers are removed. We show that the advantages of OCLO over ordinary least squares in predicting new observations hold across a variety of scenarios in which researchers must decide to retain or eliminate extreme scores when fitting data. © 2017 The British Psychological Society.

A First-order Prediction-Correction Algorithm for Time-varying (Constrained) Optimization: Preprint

Energy Technology Data Exchange (ETDEWEB)

Dall-Anese, Emiliano [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Simonetto, Andrea [Universite catholique de Louvain

2017-07-25

This paper focuses on the design of online algorithms based on prediction-correction steps to track the optimal solution of a time-varying constrained problem. Existing prediction-correction methods have been shown to work well for unconstrained convex problems and for settings where obtaining the inverse of the Hessian of the cost function can be computationally affordable. The prediction-correction algorithm proposed in this paper addresses the limitations of existing methods by tackling constrained problems and by designing a first-order prediction step that relies on the Hessian of the cost function (and do not require the computation of its inverse). Analytical results are established to quantify the tracking error. Numerical simulations corroborate the analytical results and showcase performance and benefits of the algorithms.

Introduction to Nonlinear and Global Optimization

NARCIS (Netherlands)

Hendrix, E.M.T.; Tóth, B.

2010-01-01

This self-contained text provides a solid introduction to global and nonlinear optimization, providing students of mathematics and interdisciplinary sciences with a strong foundation in applied optimization techniques. The book offers a unique hands-on and critical approach to applied optimization

Conference on Convex Analysis and Global Optimization

CERN Document Server

Pardalos, Panos

2001-01-01

There has been much recent progress in global optimization algo­ rithms for nonconvex continuous and discrete problems from both a theoretical and a practical perspective. Convex analysis plays a fun­ damental role in the analysis and development of global optimization algorithms. This is due essentially to the fact that virtually all noncon­ vex optimization problems can be described using differences of convex functions and differences of convex sets. A conference on Convex Analysis and Global Optimization was held during June 5 -9, 2000 at Pythagorion, Samos, Greece. The conference was honoring the memory of C. Caratheodory (1873-1950) and was en­ dorsed by the Mathematical Programming Society (MPS) and by the Society for Industrial and Applied Mathematics (SIAM) Activity Group in Optimization. The conference was sponsored by the European Union (through the EPEAEK program), the Department of Mathematics of the Aegean University and the Center for Applied Optimization of the University of Florida, by th...

Stochastic and global optimization

National Research Council Canada - National Science Library

Dzemyda, Gintautas; Šaltenis, Vydūnas; Zhilinskas, A; Mockus, Jonas

2002-01-01

... and Effectiveness of Controlled Random Search E. M. T. Hendrix, P. M. Ortigosa and I. García 129 9. Discrete Backtracking Adaptive Search for Global Optimization B. P. Kristinsdottir, Z. B. Zabinsky and...

A simple two stage optimization algorithm for constrained power economic dispatch

International Nuclear Information System (INIS)

Huang, G.; Song, K.

1994-01-01

A simple two stage optimization algorithm is proposed and investigated for fast computation of constrained power economic dispatch control problems. The method is a simple demonstration of the hierarchical aggregation-disaggregation (HAD) concept. The algorithm first solves an aggregated problem to obtain an initial solution. This aggregated problem turns out to be classical economic dispatch formulation, and it can be solved in 1% of overall computation time. In the second stage, linear programming method finds optimal solution which satisfies power balance constraints, generation and transmission inequality constraints and security constraints. Implementation of the algorithm for IEEE systems and EPRI Scenario systems shows that the two stage method obtains average speedup ratio 10.64 as compared to classical LP-based method

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

Science.gov (United States)

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.

Globally optimal superconducting magnets part I: minimum stored energy (MSE) current density map.

Science.gov (United States)

Tieng, Quang M; Vegh, Viktor; Brereton, Ian M

2009-01-01

An optimal current density map is crucial in magnet design to provide the initial values within search spaces in an optimization process for determining the final coil arrangement of the magnet. A strategy for obtaining globally optimal current density maps for the purpose of designing magnets with coaxial cylindrical coils in which the stored energy is minimized within a constrained domain is outlined. The current density maps obtained utilising the proposed method suggests that peak current densities occur around the perimeter of the magnet domain, where the adjacent peaks have alternating current directions for the most compact designs. As the dimensions of the domain are increased, the current density maps yield traditional magnet designs of positive current alone. These unique current density maps are obtained by minimizing the stored magnetic energy cost function and therefore suggest magnet coil designs of minimal system energy. Current density maps are provided for a number of different domain arrangements to illustrate the flexibility of the method and the quality of the achievable designs.

Model-data fusion across ecosystems: from multisite optimizations to global simulations

Science.gov (United States)

Kuppel, S.; Peylin, P.; Maignan, F.; Chevallier, F.; Kiely, G.; Montagnani, L.; Cescatti, A.

2014-11-01

This study uses a variational data assimilation framework to simultaneously constrain a global ecosystem model with eddy covariance measurements of daily net ecosystem exchange (NEE) and latent heat (LE) fluxes from a large number of sites grouped in seven plant functional types (PFTs). It is an attempt to bridge the gap between the numerous site-specific parameter optimization works found in the literature and the generic parameterization used by most land surface models within each PFT. The present multisite approach allows deriving PFT-generic sets of optimized parameters enhancing the agreement between measured and simulated fluxes at most of the sites considered, with performances often comparable to those of the corresponding site-specific optimizations. Besides reducing the PFT-averaged model-data root-mean-square difference (RMSD) and the associated daily output uncertainty, the optimization improves the simulated CO2 balance at tropical and temperate forests sites. The major site-level NEE adjustments at the seasonal scale are reduced amplitude in C3 grasslands and boreal forests, increased seasonality in temperate evergreen forests, and better model-data phasing in temperate deciduous broadleaf forests. Conversely, the poorer performances in tropical evergreen broadleaf forests points to deficiencies regarding the modelling of phenology and soil water stress for this PFT. An evaluation with data-oriented estimates of photosynthesis (GPP - gross primary productivity) and ecosystem respiration (Reco) rates indicates distinctively improved simulations of both gross fluxes. The multisite parameter sets are then tested against CO2 concentrations measured at 53 locations around the globe, showing significant adjustments of the modelled seasonality of atmospheric CO2 concentration, whose relevance seems PFT-dependent, along with an improved interannual variability. Lastly, a global-scale evaluation with remote sensing NDVI (normalized difference vegetation index

Optimal dispatch in dynamic security constrained open power market

International Nuclear Information System (INIS)

Singh, S.N.; David, A.K.

2002-01-01

Power system security is a new concern in the competitive power market operation, because the integration of the system controller and the generation owner has been broken. This paper presents an approach for dynamic security constrained optimal dispatch in restructured power market environment. The transient energy margin using transient energy function (TEF) approach has been used to calculate the stability margin of the system and a hybrid method is applied to calculate the approximate unstable equilibrium point (UEP) that is used to calculate the exact UEP and thus, the energy margin using TEF. The case study results illustrated on two systems shows that the operating mechanisms are compatible with the new business environment. (author)

Global optimization framework for solar building design

Science.gov (United States)

Silva, N.; Alves, N.; Pascoal-Faria, P.

2017-07-01

The generative modeling paradigm is a shift from static models to flexible models. It describes a modeling process using functions, methods and operators. The result is an algorithmic description of the construction process. Each evaluation of such an algorithm creates a model instance, which depends on its input parameters (width, height, volume, roof angle, orientation, location). These values are normally chosen according to aesthetic aspects and style. In this study, the model's parameters are automatically generated according to an objective function. A generative model can be optimized according to its parameters, in this way, the best solution for a constrained problem is determined. Besides the establishment of an overall framework design, this work consists on the identification of different building shapes and their main parameters, the creation of an algorithmic description for these main shapes and the formulation of the objective function, respecting a building's energy consumption (solar energy, heating and insulation). Additionally, the conception of an optimization pipeline, combining an energy calculation tool with a geometric scripting engine is presented. The methods developed leads to an automated and optimized 3D shape generation for the projected building (based on the desired conditions and according to specific constrains). The approach proposed will help in the construction of real buildings that account for less energy consumption and for a more sustainable world.

Robust and Reliable Portfolio Optimization Formulation of a Chance Constrained Problem

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Sengupta Raghu Nandan

2017-02-01

Full Text Available We solve a linear chance constrained portfolio optimization problem using Robust Optimization (RO method wherein financial script/asset loss return distributions are considered as extreme valued. The objective function is a convex combination of portfolio’s CVaR and expected value of loss return, subject to a set of randomly perturbed chance constraints with specified probability values. The robust deterministic counterpart of the model takes the form of Second Order Cone Programming (SOCP problem. Results from extensive simulation runs show the efficacy of our proposed models, as it helps the investor to (i utilize extensive simulation studies to draw insights into the effect of randomness in portfolio decision making process, (ii incorporate different risk appetite scenarios to find the optimal solutions for the financial portfolio allocation problem and (iii compare the risk and return profiles of the investments made in both deterministic as well as in uncertain and highly volatile financial markets.

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

Science.gov (United States)

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

Global optimization and simulated annealing

NARCIS (Netherlands)

Dekkers, A.; Aarts, E.H.L.

1988-01-01

In this paper we are concerned with global optimization, which can be defined as the problem of finding points on a bounded subset of Rn in which some real valued functionf assumes its optimal (i.e. maximal or minimal) value. We present a stochastic approach which is based on the simulated annealing

The bounds of feasible space on constrained nonconvex quadratic programming

Science.gov (United States)

Zhu, Jinghao

2008-03-01

This paper presents a method to estimate the bounds of the radius of the feasible space for a class of constrained nonconvex quadratic programmingsE Results show that one may compute a bound of the radius of the feasible space by a linear programming which is known to be a P-problem [N. Karmarkar, A new polynomial-time algorithm for linear programming, Combinatorica 4 (1984) 373-395]. It is proposed that one applies this method for using the canonical dual transformation [D.Y. Gao, Canonical duality theory and solutions to constrained nonconvex quadratic programming, J. Global Optimization 29 (2004) 377-399] for solving a standard quadratic programming problem.

Global Optimization Based on the Hybridization of Harmony Search and Particle Swarm Optimization Methods

Directory of Open Access Journals (Sweden)

A. P. Karpenko

2014-01-01

Full Text Available We consider a class of stochastic search algorithms of global optimization which in various publications are called behavioural, intellectual, metaheuristic, inspired by the nature, swarm, multi-agent, population, etc. We use the last term.Experience in using the population algorithms to solve challenges of global optimization shows that application of one such algorithm may not always effective. Therefore now great attention is paid to hybridization of population algorithms of global optimization. Hybrid algorithms unite various algorithms or identical algorithms, but with various values of free parameters. Thus efficiency of one algorithm can compensate weakness of another.The purposes of the work are development of hybrid algorithm of global optimization based on known algorithms of harmony search (HS and swarm of particles (PSO, software implementation of algorithm, study of its efficiency using a number of known benchmark problems, and a problem of dimensional optimization of truss structure.We set a problem of global optimization, consider basic algorithms of HS and PSO, give a flow chart of the offered hybrid algorithm called PSO HS , present results of computing experiments with developed algorithm and software, formulate main results of work and prospects of its development.

4th International Conference on Frontiers in Global Optimization

CERN Document Server

Pardalos, Panos

2004-01-01

Global Optimization has emerged as one of the most exciting new areas of mathematical programming. Global optimization has received a wide attraction from many fields in the past few years, due to the success of new algorithms for addressing previously intractable problems from diverse areas such as computational chemistry and biology, biomedicine, structural optimization, computer sciences, operations research, economics, and engineering design and control. This book contains refereed invited papers submitted at the 4th international confer­ ence on Frontiers in Global Optimization held at Santorini, Greece during June 8-12, 2003. Santorini is one of the few sites of Greece, with wild beauty created by the explosion of a volcano which is in the middle of the gulf of the island. The mystic landscape with its numerous mult-extrema, was an inspiring location particularly for researchers working on global optimization. The three previous conferences on "Recent Advances in Global Opti­ mization", "State-of-the-...

Fast optimization of statistical potentials for structurally constrained phylogenetic models

Directory of Open Access Journals (Sweden)

Rodrigue Nicolas

2009-09-01

Full Text Available Abstract Background Statistical approaches for protein design are relevant in the field of molecular evolutionary studies. In recent years, new, so-called structurally constrained (SC models of protein-coding sequence evolution have been proposed, which use statistical potentials to assess sequence-structure compatibility. In a previous work, we defined a statistical framework for optimizing knowledge-based potentials especially suited to SC models. Our method used the maximum likelihood principle and provided what we call the joint potentials. However, the method required numerical estimations by the use of computationally heavy Markov Chain Monte Carlo sampling algorithms. Results Here, we develop an alternative optimization procedure, based on a leave-one-out argument coupled to fast gradient descent algorithms. We assess that the leave-one-out potential yields very similar results to the joint approach developed previously, both in terms of the resulting potential parameters, and by Bayes factor evaluation in a phylogenetic context. On the other hand, the leave-one-out approach results in a considerable computational benefit (up to a 1,000 fold decrease in computational time for the optimization procedure. Conclusion Due to its computational speed, the optimization method we propose offers an attractive alternative for the design and empirical evaluation of alternative forms of potentials, using large data sets and high-dimensional parameterizations.

Constraining global methane emissions and uptake by ecosystems

International Nuclear Information System (INIS)

Spahni, R.; Wania, R.; Neef, L.; Van Weele, M.; Van Velthoven, P.; Pison, I.; Bousquet, P.

2011-01-01

Natural methane (CH 4 ) emissions from wet ecosystems are an important part of today's global CH 4 budget. Climate affects the exchange of CH 4 between ecosystems and the atmosphere by influencing CH 4 production, oxidation, and transport in the soil. The net CH 4 exchange depends on ecosystem hydrology, soil and vegetation characteristics. Here, the LPJ-WHyMe global dynamical vegetation model is used to simulate global net CH 4 emissions for different ecosystems: northern peat-lands (45 degrees-90 degrees N), naturally inundated wetlands (60 degrees S-45 degrees N), rice agriculture and wet mineral soils. Mineral soils are a potential CH 4 sink, but can also be a source with the direction of the net exchange depending on soil moisture content. The geographical and seasonal distributions are evaluated against multi-dimensional atmospheric inversions for 2003-2005, using two independent four-dimensional variational assimilation systems. The atmospheric inversions are constrained by the atmospheric CH 4 observations of the SCIAMACHY satellite instrument and global surface networks. Compared to LPJ-WHyMe the inversions result in a significant reduction in the emissions from northern peat-lands and suggest that LPJ-WHyMe maximum annual emissions peak about one month late. The inversions do not put strong constraints on the division of sources between inundated wetlands and wet mineral soils in the tropics. Based on the inversion results we diagnose model parameters in LPJ-WHyMe and simulate the surface exchange of CH 4 over the period 1990-2008. Over the whole period we infer an increase of global ecosystem CH 4 emissions of +1.11 TgCH 4 yr -1 , not considering potential additional changes in wetland extent. The increase in simulated CH 4 emissions is attributed to enhanced soil respiration resulting from the observed rise in land temperature and in atmospheric carbon dioxide that were used as input. The long term decline of the atmospheric CH 4 growth rate from 1990

A Direct Search Algorithm for Global Optimization

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Enrique Baeyens

2016-06-01

Full Text Available A direct search algorithm is proposed for minimizing an arbitrary real valued function. The algorithm uses a new function transformation and three simplex-based operations. The function transformation provides global exploration features, while the simplex-based operations guarantees the termination of the algorithm and provides global convergence to a stationary point if the cost function is differentiable and its gradient is Lipschitz continuous. The algorithm’s performance has been extensively tested using benchmark functions and compared to some well-known global optimization algorithms. The results of the computational study show that the algorithm combines both simplicity and efficiency and is competitive with the heuristics-based strategies presently used for global optimization.

Stochastic Averaging for Constrained Optimization With Application to Online Resource Allocation

Science.gov (United States)

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

2017-06-01

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

Generation and reserve dispatch in a competitive market using constrained particle swarm optimization

International Nuclear Information System (INIS)

Azadani, E. Nasr; Hosseinian, S.H.; Moradzadeh, B.

2010-01-01

Competitive bidding for energy and ancillary services is increasingly recognized as an important part of electricity markets. In addition, the transmission capacity limits should be considered to optimize the total market cost. In this paper, a new approach based on constrained particle swarm optimization (CPSO) is developed to deal with the multi-product (energy and reserve) and multi-area electricity market dispatch problem. Constraint handling is based on particle ranking and uniform distribution. CPSO method offers a new solution for optimizing the total market cost in a multi-area competitive electricity market considering the system constraints. The proposed technique shows promising performance for smooth and non smooth cost function as well. Three different systems are examined to demonstrate the effectiveness and the accuracy of the proposed algorithm. (author)

Global Optimization of Nonlinear Blend-Scheduling Problems

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Pedro A. Castillo Castillo

2017-04-01

Full Text Available The scheduling of gasoline-blending operations is an important problem in the oil refining industry. This problem not only exhibits the combinatorial nature that is intrinsic to scheduling problems, but also non-convex nonlinear behavior, due to the blending of various materials with different quality properties. In this work, a global optimization algorithm is proposed to solve a previously published continuous-time mixed-integer nonlinear scheduling model for gasoline blending. The model includes blend recipe optimization, the distribution problem, and several important operational features and constraints. The algorithm employs piecewise McCormick relaxation (PMCR and normalized multiparametric disaggregation technique (NMDT to compute estimates of the global optimum. These techniques partition the domain of one of the variables in a bilinear term and generate convex relaxations for each partition. By increasing the number of partitions and reducing the domain of the variables, the algorithm is able to refine the estimates of the global solution. The algorithm is compared to two commercial global solvers and two heuristic methods by solving four examples from the literature. Results show that the proposed global optimization algorithm performs on par with commercial solvers but is not as fast as heuristic approaches.

Global optimization and sensitivity analysis

International Nuclear Information System (INIS)

Cacuci, D.G.

1990-01-01

A new direction for the analysis of nonlinear models of nuclear systems is suggested to overcome fundamental limitations of sensitivity analysis and optimization methods currently prevalent in nuclear engineering usage. This direction is toward a global analysis of the behavior of the respective system as its design parameters are allowed to vary over their respective design ranges. Presented is a methodology for global analysis that unifies and extends the current scopes of sensitivity analysis and optimization by identifying all the critical points (maxima, minima) and solution bifurcation points together with corresponding sensitivities at any design point of interest. The potential applicability of this methodology is illustrated with test problems involving multiple critical points and bifurcations and comprising both equality and inequality constraints

Microwave tomography global optimization, parallelization and performance evaluation

CERN Document Server

Noghanian, Sima; Desell, Travis; Ashtari, Ali

2014-01-01

This book provides a detailed overview on the use of global optimization and parallel computing in microwave tomography techniques. The book focuses on techniques that are based on global optimization and electromagnetic numerical methods. The authors provide parallelization techniques on homogeneous and heterogeneous computing architectures on high performance and general purpose futuristic computers. The book also discusses the multi-level optimization technique, hybrid genetic algorithm and its application in breast cancer imaging.

Memory and Energy Optimization Strategies for Multithreaded Operating System on the Resource-Constrained Wireless Sensor Node

Directory of Open Access Journals (Sweden)

Xing Liu

2014-12-01

Full Text Available Memory and energy optimization strategies are essential for the resource-constrained wireless sensor network (WSN nodes. In this article, a new memory-optimized and energy-optimized multithreaded WSN operating system (OS LiveOS is designed and implemented. Memory cost of LiveOS is optimized by using the stack-shifting hybrid scheduling approach. Different from the traditional multithreaded OS in which thread stacks are allocated statically by the pre-reservation, thread stacks in LiveOS are allocated dynamically by using the stack-shifting technique. As a result, memory waste problems caused by the static pre-reservation can be avoided. In addition to the stack-shifting dynamic allocation approach, the hybrid scheduling mechanism which can decrease both the thread scheduling overhead and the thread stack number is also implemented in LiveOS. With these mechanisms, the stack memory cost of LiveOS can be reduced more than 50% if compared to that of a traditional multithreaded OS. Not is memory cost optimized, but also the energy cost is optimized in LiveOS, and this is achieved by using the multi-core “context aware” and multi-core “power-off/wakeup” energy conservation approaches. By using these approaches, energy cost of LiveOS can be reduced more than 30% when compared to the single-core WSN system. Memory and energy optimization strategies in LiveOS not only prolong the lifetime of WSN nodes, but also make the multithreaded OS feasible to run on the memory-constrained WSN nodes.

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

Science.gov (United States)

Zhang, Chenglong; Guo, Ping

2017-10-01

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

A one-layer recurrent neural network for constrained nonsmooth optimization.

Science.gov (United States)

Liu, Qingshan; Wang, Jun

2011-10-01

This paper presents a novel one-layer recurrent neural network modeled by means of a differential inclusion for solving nonsmooth optimization problems, in which the number of neurons in the proposed neural network is the same as the number of decision variables of optimization problems. Compared with existing neural networks for nonsmooth optimization problems, the global convexity condition on the objective functions and constraints is relaxed, which allows the objective functions and constraints to be nonconvex. It is proven that the state variables of the proposed neural network are convergent to optimal solutions if a single design parameter in the model is larger than a derived lower bound. Numerical examples with simulation results substantiate the effectiveness and illustrate the characteristics of the proposed neural network.

Optimizing human activity patterns using global sensitivity analysis.

Science.gov (United States)

Fairchild, Geoffrey; Hickmann, Kyle S; Mniszewski, Susan M; Del Valle, Sara Y; Hyman, James M

2014-12-01

Implementing realistic activity patterns for a population is crucial for modeling, for example, disease spread, supply and demand, and disaster response. Using the dynamic activity simulation engine, DASim, we generate schedules for a population that capture regular (e.g., working, eating, and sleeping) and irregular activities (e.g., shopping or going to the doctor). We use the sample entropy (SampEn) statistic to quantify a schedule's regularity for a population. We show how to tune an activity's regularity by adjusting SampEn, thereby making it possible to realistically design activities when creating a schedule. The tuning process sets up a computationally intractable high-dimensional optimization problem. To reduce the computational demand, we use Bayesian Gaussian process regression to compute global sensitivity indices and identify the parameters that have the greatest effect on the variance of SampEn. We use the harmony search (HS) global optimization algorithm to locate global optima. Our results show that HS combined with global sensitivity analysis can efficiently tune the SampEn statistic with few search iterations. We demonstrate how global sensitivity analysis can guide statistical emulation and global optimization algorithms to efficiently tune activities and generate realistic activity patterns. Though our tuning methods are applied to dynamic activity schedule generation, they are general and represent a significant step in the direction of automated tuning and optimization of high-dimensional computer simulations.

A Novel Consensus-Based Particle Swarm Optimization-Assisted Trust-Tech Methodology for Large-Scale Global Optimization.

Science.gov (United States)

Zhang, Yong-Feng; Chiang, Hsiao-Dong

2017-09-01

A novel three-stage methodology, termed the "consensus-based particle swarm optimization (PSO)-assisted Trust-Tech methodology," to find global optimal solutions for nonlinear optimization problems is presented. It is composed of Trust-Tech methods, consensus-based PSO, and local optimization methods that are integrated to compute a set of high-quality local optimal solutions that can contain the global optimal solution. The proposed methodology compares very favorably with several recently developed PSO algorithms based on a set of small-dimension benchmark optimization problems and 20 large-dimension test functions from the CEC 2010 competition. The analytical basis for the proposed methodology is also provided. Experimental results demonstrate that the proposed methodology can rapidly obtain high-quality optimal solutions that can contain the global optimal solution. The scalability of the proposed methodology is promising.

Topology Optimization for Minimizing the Resonant Response of Plates with Constrained Layer Damping Treatment

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Zhanpeng Fang

2015-01-01

Full Text Available A topology optimization method is proposed to minimize the resonant response of plates with constrained layer damping (CLD treatment under specified broadband harmonic excitations. The topology optimization problem is formulated and the square of displacement resonant response in frequency domain at the specified point is considered as the objective function. Two sensitivity analysis methods are investigated and discussed. The derivative of modal damp ratio is not considered in the conventional sensitivity analysis method. An improved sensitivity analysis method considering the derivative of modal damp ratio is developed to improve the computational accuracy of the sensitivity. The evolutionary structural optimization (ESO method is used to search the optimal layout of CLD material on plates. Numerical examples and experimental results show that the optimal layout of CLD treatment on the plate from the proposed topology optimization using the conventional sensitivity analysis or the improved sensitivity analysis can reduce the displacement resonant response. However, the optimization method using the improved sensitivity analysis can produce a higher modal damping ratio than that using the conventional sensitivity analysis and develop a smaller displacement resonant response.

SU-E-I-23: A General KV Constrained Optimization of CNR for CT Abdominal Imaging

International Nuclear Information System (INIS)

Weir, V; Zhang, J

2015-01-01

Purpose: While Tube current modulation has been well accepted for CT dose reduction, kV adjusting in clinical settings is still at its early stage. This is mainly due to the limited kV options of most current CT scanners. kV adjusting can potentially reduce radiation dose and optimize image quality. This study is to optimize CT abdomen imaging acquisition based on the assumption of a continuous kV, with the goal to provide the best contrast to noise ratio (CNR). Methods: For a given dose (CTDIvol) level, the CNRs at different kV and pitches were measured with an ACR GAMMEX phantom. The phantom was scanned in a Siemens Sensation 64 scanner and a GE VCT 64 scanner. A constrained mathematical optimization was used to find the kV which led to the highest CNR for the anatomy and pitch setting. Parametric equations were obtained from polynomial fitting of plots of kVs vs CNRs. A suitable constraint region for optimization was chosen. Subsequent optimization yielded a peak CNR at a particular kV for different collimations and pitch setting. Results: The constrained mathematical optimization approach yields kV of 114.83 and 113.46, with CNRs of 1.27 and 1.11 at the pitch of 1.2 and 1.4, respectively, for the Siemens Sensation 64 scanner with the collimation of 32 x 0.625mm. An optimized kV of 134.25 and 1.51 CNR is obtained for a GE VCT 64 slice scanner with a collimation of 32 x 0.625mm and a pitch of 0.969. At 0.516 pitch and 32 x 0.625 mm an optimized kV of 133.75 and a CNR of 1.14 was found for the GE VCT 64 slice scanner. Conclusion: CNR in CT image acquisition can be further optimized with a continuous kV option instead of current discrete or fixed kV settings. A continuous kV option is a key for individualized CT protocols

SU-E-I-23: A General KV Constrained Optimization of CNR for CT Abdominal Imaging

Energy Technology Data Exchange (ETDEWEB)

Weir, V; Zhang, J [University of Kentucky, Lexington, KY (United States)

2015-06-15

Purpose: While Tube current modulation has been well accepted for CT dose reduction, kV adjusting in clinical settings is still at its early stage. This is mainly due to the limited kV options of most current CT scanners. kV adjusting can potentially reduce radiation dose and optimize image quality. This study is to optimize CT abdomen imaging acquisition based on the assumption of a continuous kV, with the goal to provide the best contrast to noise ratio (CNR). Methods: For a given dose (CTDIvol) level, the CNRs at different kV and pitches were measured with an ACR GAMMEX phantom. The phantom was scanned in a Siemens Sensation 64 scanner and a GE VCT 64 scanner. A constrained mathematical optimization was used to find the kV which led to the highest CNR for the anatomy and pitch setting. Parametric equations were obtained from polynomial fitting of plots of kVs vs CNRs. A suitable constraint region for optimization was chosen. Subsequent optimization yielded a peak CNR at a particular kV for different collimations and pitch setting. Results: The constrained mathematical optimization approach yields kV of 114.83 and 113.46, with CNRs of 1.27 and 1.11 at the pitch of 1.2 and 1.4, respectively, for the Siemens Sensation 64 scanner with the collimation of 32 x 0.625mm. An optimized kV of 134.25 and 1.51 CNR is obtained for a GE VCT 64 slice scanner with a collimation of 32 x 0.625mm and a pitch of 0.969. At 0.516 pitch and 32 x 0.625 mm an optimized kV of 133.75 and a CNR of 1.14 was found for the GE VCT 64 slice scanner. Conclusion: CNR in CT image acquisition can be further optimized with a continuous kV option instead of current discrete or fixed kV settings. A continuous kV option is a key for individualized CT protocols.

A New Hybrid Whale Optimizer Algorithm with Mean Strategy of Grey Wolf Optimizer for Global Optimization

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Narinder Singh

2018-03-01

Full Text Available The quest for an efficient nature-inspired optimization technique has continued over the last few decades. In this paper, a hybrid nature-inspired optimization technique has been proposed. The hybrid algorithm has been constructed using Mean Grey Wolf Optimizer (MGWO and Whale Optimizer Algorithm (WOA. We have utilized the spiral equation of Whale Optimizer Algorithm for two procedures in the Hybrid Approach GWO (HAGWO algorithm: (i firstly, we used the spiral equation in Grey Wolf Optimizer algorithm for balance between the exploitation and the exploration process in the new hybrid approach; and (ii secondly, we also applied this equation in the whole population in order to refrain from the premature convergence and trapping in local minima. The feasibility and effectiveness of the hybrid algorithm have been tested by solving some standard benchmarks, XOR, Baloon, Iris, Breast Cancer, Welded Beam Design, Pressure Vessel Design problems and comparing the results with those obtained through other metaheuristics. The solutions prove that the newly existing hybrid variant has higher stronger stability, faster convergence rate and computational accuracy than other nature-inspired metaheuristics on the maximum number of problems and can successfully resolve the function of constrained nonlinear optimization in reality.

DATA-CONSTRAINED CORONAL MASS EJECTIONS IN A GLOBAL MAGNETOHYDRODYNAMICS MODEL

Energy Technology Data Exchange (ETDEWEB)

Jin, M. [Lockheed Martin Solar and Astrophysics Lab, Palo Alto, CA 94304 (United States); Manchester, W. B.; Van der Holst, B.; Sokolov, I.; Tóth, G.; Gombosi, T. I. [Climate and Space Sciences and Engineering, University of Michigan, Ann Arbor, MI 48109 (United States); Mullinix, R. E.; Taktakishvili, A.; Chulaki, A., E-mail: jinmeng@lmsal.com, E-mail: chipm@umich.edu, E-mail: richard.e.mullinix@nasa.gov, E-mail: Aleksandre.Taktakishvili-1@nasa.gov [Community Coordinated Modeling Center, NASA Goddard Space Flight Center, Greenbelt, MD 20771 (United States)

2017-01-10

We present a first-principles-based coronal mass ejection (CME) model suitable for both scientific and operational purposes by combining a global magnetohydrodynamics (MHD) solar wind model with a flux-rope-driven CME model. Realistic CME events are simulated self-consistently with high fidelity and forecasting capability by constraining initial flux rope parameters with observational data from GONG, SOHO /LASCO, and STEREO /COR. We automate this process so that minimum manual intervention is required in specifying the CME initial state. With the newly developed data-driven Eruptive Event Generator using Gibson–Low configuration, we present a method to derive Gibson–Low flux rope parameters through a handful of observational quantities so that the modeled CMEs can propagate with the desired CME speeds near the Sun. A test result with CMEs launched with different Carrington rotation magnetograms is shown. Our study shows a promising result for using the first-principles-based MHD global model as a forecasting tool, which is capable of predicting the CME direction of propagation, arrival time, and ICME magnetic field at 1 au (see the companion paper by Jin et al. 2016a).

Mini-batch optimized full waveform inversion with geological constrained gradient filtering

Science.gov (United States)

Yang, Hui; Jia, Junxiong; Wu, Bangyu; Gao, Jinghuai

2018-05-01

High computation cost and generating solutions without geological sense have hindered the wide application of Full Waveform Inversion (FWI). Source encoding technique is a way to dramatically reduce the cost of FWI but subject to fix-spread acquisition setup requirement and slow convergence for the suppression of cross-talk. Traditionally, gradient regularization or preconditioning is applied to mitigate the ill-posedness. An isotropic smoothing filter applied on gradients generally gives non-geological inversion results, and could also introduce artifacts. In this work, we propose to address both the efficiency and ill-posedness of FWI by a geological constrained mini-batch gradient optimization method. The mini-batch gradient descent optimization is adopted to reduce the computation time by choosing a subset of entire shots for each iteration. By jointly applying the structure-oriented smoothing to the mini-batch gradient, the inversion converges faster and gives results with more geological meaning. Stylized Marmousi model is used to show the performance of the proposed method on realistic synthetic model.

Electrochemomechanical constrained multiobjective optimization of PPy/MWCNT actuators

International Nuclear Information System (INIS)

Khalili, N; Naguib, H E; Kwon, R H

2014-01-01

Polypyrrole (PPy) conducting polymers have shown a great potential for the fabrication of conjugated polymer-based actuating devices. Consequently, they have been a key point in developing many advanced emerging applications such as biomedical devices and biomimetic robotics. When designing an actuator, taking all of the related decision variables, their roles and relationships into consideration is of pivotal importance to determine the actuator’s final performance. Therefore, the central focus of this study is to develop an electrochemomechanical constrained multiobjective optimization model of a PPy/MWCNTs trilayer actuator. For this purpose, the objective functions are designed to capture the three main characteristics of these actuators, namely their tip vertical displacement, blocking force and response time. To obtain the optimum range of the designated decision variables within the feasible domain, a multiobjective optimization algorithm is applied while appropriate constraints are imposed. The optimum points form a Pareto surface on which they are consistently spread. The numerical results are presented; these results enable one to design an actuator with consideration to the desired output performances. For the experimental analysis, a multilayer bending-type actuator is fabricated, which is composed of a PVDF layer and two layers of PPy with an incorporated layer of multi-walled carbon nanotubes deposited on each side of the PVDF membrane. The numerical results are experimentally verified; in order to determine the performance of the fabricated actuator, its outputs are compared with a neat PPy actuator’s experimental and numerical counterparts. (paper)

Constrained multi-objective optimization of radial expanders in organic Rankine cycles by firefly algorithm

International Nuclear Information System (INIS)

Bahadormanesh, Nikrouz; Rahat, Shayan; Yarali, Milad

2017-01-01

Highlights: • A multi-objective optimization for radial expander in Organic Rankine Cycles is implemented. • By using firefly algorithm, Pareto front based on the size of turbine and thermal efficiency is produced. • Tension and vibration constrains have a significant effect on optimum design points. - Abstract: Organic Rankine Cycles are viable energy conversion systems in sustainable energy systems due to their compatibility with low-temperature heat sources. In the present study, one dimensional model of radial expanders in conjunction with a thermodynamic model of organic Rankine cycles is prepared. After verification, by defining thermal efficiency of the cycle and size parameter of a radial turbine as the objective functions, a multi-objective optimization was conducted regarding tension and vibration constraints for 4 different organic working fluids (R22, R245fa, R236fa and N-Pentane). In addition to mass flow rate, evaporator temperature, maximum pressure of cycle and turbo-machinery design parameters are selected as the decision variables. Regarding Pareto fronts, by a little increase in size of radial expanders, it is feasible to reach high efficiency. Moreover, by assessing the distribution of decision variables, the variables that play a major role in trending between the objective functions are found. Effects of mechanical and vibration constrains on optimum decision variables are investigated. The results of optimization can be considered as an initial values for design of radial turbines for Organic Rankine Cycles.

A Global Multi-Objective Optimization Tool for Design of Mechatronic Components using Generalized Differential Evolution

DEFF Research Database (Denmark)

Bech, Michael Møller; Nørgård, Christian; Roemer, Daniel Beck

2016-01-01

This paper illustrates how the relatively simple constrained multi-objective optimization algorithm Generalized Differential Evolution 3 (GDE3), can assist with the practical sizing of mechatronic components used in e.g. digital displacement fluid power machinery. The studied bi- and tri-objectiv......This paper illustrates how the relatively simple constrained multi-objective optimization algorithm Generalized Differential Evolution 3 (GDE3), can assist with the practical sizing of mechatronic components used in e.g. digital displacement fluid power machinery. The studied bi- and tri...... different optimization control parameter settings and it is concluded that GDE3 is a reliable optimization tool that can assist mechatronic engineers in the design and decision making process....

Constrained Quadratic Programming and Neurodynamics-Based Solver for Energy Optimization of Biped Walking Robots

Directory of Open Access Journals (Sweden)

Liyang Wang

2017-01-01

Full Text Available The application of biped robots is always trapped by their high energy consumption. This paper makes a contribution by optimizing the joint torques to decrease the energy consumption without changing the biped gaits. In this work, a constrained quadratic programming (QP problem for energy optimization is formulated. A neurodynamics-based solver is presented to solve the QP problem. Differing from the existing literatures, the proposed neurodynamics-based energy optimization (NEO strategy minimizes the energy consumption and guarantees the following three important constraints simultaneously: (i the force-moment equilibrium equation of biped robots, (ii frictions applied by each leg on the ground to hold the biped robot without slippage and tipping over, and (iii physical limits of the motors. Simulations demonstrate that the proposed strategy is effective for energy-efficient biped walking.

Multivariate constrained shape optimization: Application to extrusion bell shape for pasta production

Science.gov (United States)

Sarghini, Fabrizio; De Vivo, Angela; Marra, Francesco

2017-10-01

Computational science and engineering methods have allowed a major change in the way products and processes are designed, as validated virtual models - capable to simulate physical, chemical and bio changes occurring during production processes - can be realized and used in place of real prototypes and performing experiments, often time and money consuming. Among such techniques, Optimal Shape Design (OSD) (Mohammadi & Pironneau, 2004) represents an interesting approach. While most classical numerical simulations consider fixed geometrical configurations, in OSD a certain number of geometrical degrees of freedom is considered as a part of the unknowns: this implies that the geometry is not completely defined, but part of it is allowed to move dynamically in order to minimize or maximize the objective function. The applications of optimal shape design (OSD) are uncountable. For systems governed by partial differential equations, they range from structure mechanics to electromagnetism and fluid mechanics or to a combination of the three. This paper presents one of possible applications of OSD, particularly how extrusion bell shape, for past production, can be designed by applying a multivariate constrained shape optimization.

3rd World Congress on Global Optimization in Engineering & Science

CERN Document Server

Ruan, Ning; Xing, Wenxun; WCGO-III; Advances in Global Optimization

2015-01-01

This proceedings volume addresses advances in global optimization—a multidisciplinary research field that deals with the analysis, characterization, and computation of global minima and/or maxima of nonlinear, non-convex, and nonsmooth functions in continuous or discrete forms. The volume contains selected papers from the third biannual World Congress on Global Optimization in Engineering & Science (WCGO), held in the Yellow Mountains, Anhui, China on July 8-12, 2013. The papers fall into eight topical sections: mathematical programming; combinatorial optimization; duality theory; topology optimization; variational inequalities and complementarity problems; numerical optimization; stochastic models and simulation; and complex simulation and supply chain analysis.

A Novel Particle Swarm Optimization Algorithm for Global Optimization.

Science.gov (United States)

Wang, Chun-Feng; Liu, Kui

2016-01-01

Particle Swarm Optimization (PSO) is a recently developed optimization method, which has attracted interest of researchers in various areas due to its simplicity and effectiveness, and many variants have been proposed. In this paper, a novel Particle Swarm Optimization algorithm is presented, in which the information of the best neighbor of each particle and the best particle of the entire population in the current iteration is considered. Meanwhile, to avoid premature, an abandoned mechanism is used. Furthermore, for improving the global convergence speed of our algorithm, a chaotic search is adopted in the best solution of the current iteration. To verify the performance of our algorithm, standard test functions have been employed. The experimental results show that the algorithm is much more robust and efficient than some existing Particle Swarm Optimization algorithms.

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

Science.gov (United States)

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

2015-11-01

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

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

Directory of Open Access Journals (Sweden)

Charles Tatkeu

2008-12-01

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

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

Science.gov (United States)

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

2008-12-01

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

Racing Sampling Based Microimmune Optimization Approach Solving Constrained Expected Value Programming

Directory of Open Access Journals (Sweden)

Kai Yang

2016-01-01

Full Text Available This work investigates a bioinspired microimmune optimization algorithm to solve a general kind of single-objective nonlinear constrained expected value programming without any prior distribution. In the study of algorithm, two lower bound sample estimates of random variables are theoretically developed to estimate the empirical values of individuals. Two adaptive racing sampling schemes are designed to identify those competitive individuals in a given population, by which high-quality individuals can obtain large sampling size. An immune evolutionary mechanism, along with a local search approach, is constructed to evolve the current population. The comparative experiments have showed that the proposed algorithm can effectively solve higher-dimensional benchmark problems and is of potential for further applications.

Constrained Optimal Transport

Science.gov (United States)

Ekren, Ibrahim; Soner, H. Mete

2018-03-01

The classical duality theory of Kantorovich (C R (Doklady) Acad Sci URSS (NS) 37:199-201, 1942) and Kellerer (Z Wahrsch Verw Gebiete 67(4):399-432, 1984) for classical optimal transport is generalized to an abstract framework and a characterization of the dual elements is provided. This abstract generalization is set in a Banach lattice X with an order unit. The problem is given as the supremum over a convex subset of the positive unit sphere of the topological dual of X and the dual problem is defined on the bi-dual of X. These results are then applied to several extensions of the classical optimal transport.

Oil Reservoir Production Optimization using Optimal Control

DEFF Research Database (Denmark)

Völcker, Carsten; Jørgensen, John Bagterp; Stenby, Erling Halfdan

2011-01-01

Practical oil reservoir management involves solution of large-scale constrained optimal control problems. In this paper we present a numerical method for solution of large-scale constrained optimal control problems. The method is a single-shooting method that computes the gradients using the adjo...... reservoir using water ooding and smart well technology. Compared to the uncontrolled case, the optimal operation increases the Net Present Value of the oil field by 10%.......Practical oil reservoir management involves solution of large-scale constrained optimal control problems. In this paper we present a numerical method for solution of large-scale constrained optimal control problems. The method is a single-shooting method that computes the gradients using...

Design of a Circularly Polarized Galileo E6-Band Textile Antenna by Dedicated Multiobjective Constrained Pareto Optimization

Directory of Open Access Journals (Sweden)

Arnaut Dierck

2015-01-01

Full Text Available Designing textile antennas for real-life applications requires a design strategy that is able to produce antennas that are optimized over a wide bandwidth for often conflicting characteristics, such as impedance matching, axial ratio, efficiency, and gain, and, moreover, that is able to account for the variations that apply for the characteristics of the unconventional materials used in smart textile systems. In this paper, such a strategy, incorporating a multiobjective constrained Pareto optimization, is presented and applied to the design of a Galileo E6-band antenna with optimal return loss and wide-band axial ratio characteristics. Subsequently, different prototypes of the optimized antenna are fabricated and measured to validate the proposed design strategy.

Global Optimization for Bus Line Timetable Setting Problem

Directory of Open Access Journals (Sweden)

Qun Chen

2014-01-01

Full Text Available This paper defines bus timetables setting problem during each time period divided in terms of passenger flow intensity; it is supposed that passengers evenly arrive and bus runs are set evenly; the problem is to determine bus runs assignment in each time period to minimize the total waiting time of passengers on platforms if the number of the total runs is known. For such a multistage decision problem, this paper designed a dynamic programming algorithm to solve it. Global optimization procedures using dynamic programming are developed. A numerical example about bus runs assignment optimization of a single line is given to demonstrate the efficiency of the proposed methodology, showing that optimizing buses’ departure time using dynamic programming can save computational time and find the global optimal solution.

Optimal design of RTCs in digital circuit fault self-repair based on global signal optimization

Institute of Scientific and Technical Information of China (English)

Zhang Junbin; Cai Jinyan; Meng Yafeng

2016-01-01

Since digital circuits have been widely and thoroughly applied in various fields, electronic systems are increasingly more complicated and require greater reliability. Faults may occur in elec-tronic systems in complicated environments. If immediate field repairs are not made on the faults, elec-tronic systems will not run normally, and this will lead to serious losses. The traditional method for improving system reliability based on redundant fault-tolerant technique has been unable to meet the requirements. Therefore, on the basis of (evolvable hardware)-based and (reparation balance technology)-based electronic circuit fault self-repair strategy proposed in our preliminary work, the optimal design of rectification circuits (RTCs) in electronic circuit fault self-repair based on global sig-nal optimization is deeply researched in this paper. First of all, the basic theory of RTC optimal design based on global signal optimization is proposed. Secondly, relevant considerations and suitable ranges are analyzed. Then, the basic flow of RTC optimal design is researched. Eventually, a typical circuit is selected for simulation verification, and detailed simulated analysis is made on five circumstances that occur during RTC evolution. The simulation results prove that compared with the conventional design method based RTC, the global signal optimization design method based RTC is lower in hardware cost, faster in circuit evolution, higher in convergent precision, and higher in circuit evolution success rate. Therefore, the global signal optimization based RTC optimal design method applied in the elec-tronic circuit fault self-repair technology is proven to be feasible, effective, and advantageous.

Joint Optimal Production Planning for Complex Supply Chains Constrained by Carbon Emission Abatement Policies

OpenAIRE

He, Longfei; Xu, Zhaoguang; Niu, Zhanwen

2014-01-01

We focus on the joint production planning of complex supply chains facing stochastic demands and being constrained by carbon emission reduction policies. We pick two typical carbon emission reduction policies to research how emission regulation influences the profit and carbon footprint of a typical supply chain. We use the input-output model to capture the interrelated demand link between an arbitrary pair of two nodes in scenarios without or with carbon emission constraints. We design optim...

Sufficient Descent Polak-Ribière-Polyak Conjugate Gradient Algorithm for Large-Scale Box-Constrained Optimization

Directory of Open Access Journals (Sweden)

Qiuyu Wang

2014-01-01

descent method at first finite number of steps and then by conjugate gradient method subsequently. Under some appropriate conditions, we show that the algorithm converges globally. Numerical experiments and comparisons by using some box-constrained problems from CUTEr library are reported. Numerical comparisons illustrate that the proposed method is promising and competitive with the well-known method—L-BFGS-B.

A hybrid bird mating optimizer algorithm with teaching-learning-based optimization for global numerical optimization

Directory of Open Access Journals (Sweden)

Qingyang Zhang

2015-02-01

Full Text Available Bird Mating Optimizer (BMO is a novel meta-heuristic optimization algorithm inspired by intelligent mating behavior of birds. However, it is still insufficient in convergence of speed and quality of solution. To overcome these drawbacks, this paper proposes a hybrid algorithm (TLBMO, which is established by combining the advantages of Teaching-learning-based optimization (TLBO and Bird Mating Optimizer (BMO. The performance of TLBMO is evaluated on 23 benchmark functions, and compared with seven state-of-the-art approaches, namely BMO, TLBO, Artificial Bee Bolony (ABC, Particle Swarm Optimization (PSO, Fast Evolution Programming (FEP, Differential Evolution (DE, Group Search Optimization (GSO. Experimental results indicate that the proposed method performs better than other existing algorithms for global numerical optimization.

Parallel Global Optimization with the Particle Swarm Algorithm (Preprint)

National Research Council Canada - National Science Library

Schutte, J. F; Reinbolt, J. A; Fregly, B. J; Haftka, R. T; George, A. D

2004-01-01

.... To obtain enhanced computational throughput and global search capability, we detail the coarse-grained parallelization of an increasingly popular global search method, the Particle Swarm Optimization (PSO) algorithm...

Global optimization of silicon nanowires for efficient parametric processes

DEFF Research Database (Denmark)

Vukovic, Dragana; Xu, Jing; Mørk, Jesper

2013-01-01

We present a global optimization of silicon nanowires for parametric single-pump mixing. For the first time, the effect of surface roughness-induced loss is included in the analysis, significantly influencing the optimum waveguide dimensions.......We present a global optimization of silicon nanowires for parametric single-pump mixing. For the first time, the effect of surface roughness-induced loss is included in the analysis, significantly influencing the optimum waveguide dimensions....

Competing intelligent search agents in global optimization

Energy Technology Data Exchange (ETDEWEB)

Streltsov, S.; Vakili, P. [Boston Univ., MA (United States); Muchnik, I. [Rutgers Univ., Piscataway, NJ (United States)

1996-12-31

In this paper we present a new search methodology that we view as a development of intelligent agent approach to the analysis of complex system. The main idea is to consider search process as a competition mechanism between concurrent adaptive intelligent agents. Agents cooperate in achieving a common search goal and at the same time compete with each other for computational resources. We propose a statistical selection approach to resource allocation between agents that leads to simple and efficient on average index allocation policies. We use global optimization as the most general setting that encompasses many types of search problems, and show how proposed selection policies can be used to improve and combine various global optimization methods.

Globally convergent optimization algorithm using conservative convex separable diagonal quadratic approximations

NARCIS (Netherlands)

Groenwold, A.A.; Wood, D.W.; Etman, L.F.P.; Tosserams, S.

2009-01-01

We implement and test a globally convergent sequential approximate optimization algorithm based on (convexified) diagonal quadratic approximations. The algorithm resides in the class of globally convergent optimization methods based on conservative convex separable approximations developed by

Interactive Cosegmentation Using Global and Local Energy Optimization

OpenAIRE

Xingping Dong,; Jianbing Shen,; Shao, Ling; Yang, Ming-Hsuan

2015-01-01

We propose a novel interactive cosegmentation method using global and local energy optimization. The global energy includes two terms: 1) the global scribbled energy and 2) the interimage energy. The first one utilizes the user scribbles to build the Gaussian mixture model and improve the cosegmentation performance. The second one is a global constraint, which attempts to match the histograms of common objects. To minimize the local energy, we apply the spline regression to learn the smoothne...

Constrained non-linear optimization in 3D reflexion tomography; Problemes d'optimisation non-lineaire avec contraintes en tomographie de reflexion 3D

Energy Technology Data Exchange (ETDEWEB)

Delbos, F

2004-11-01

Reflexion tomography allows the determination of a subsurface velocity model from the travel times of seismic waves. The introduction of a priori information in this inverse problem can lead to the resolution of a constrained non-linear least-squares problem. The goal of the thesis is to improve the resolution techniques of this optimization problem, whose main difficulties are its ill-conditioning, its large scale and an expensive cost function in terms of CPU time. Thanks to a detailed study of the problem and to numerous numerical experiments, we justify the use of a sequential quadratic programming method, in which the tangential quadratic programs are solved by an original augmented Lagrangian method. We show the global linear convergence of the latter. The efficiency and robustness of the approach are demonstrated on several synthetic examples and on two real data cases. (author)

Scheduling Appliances with GA, TLBO, FA, OSR and Their Hybrids Using Chance Constrained Optimization for Smart Homes

Directory of Open Access Journals (Sweden)

Zunaira Nadeem

2018-04-01

Full Text Available In this paper, we design a controller for home energy management based on following meta-heuristic algorithms: teaching learning-based optimization (TLBO, genetic algorithm (GA, firefly algorithm (FA and optimal stopping rule (OSR theory. The principal goal of designing this controller is to reduce the energy consumption of residential sectors while reducing consumer’s electricity bill and maximizing user comfort. Additionally, we propose three hybrid schemes OSR-GA, OSR-TLBO and OSR-FA, by combining the best features of existing algorithms. We have also optimized the desired parameters: peak to average ratio, energy consumption, cost, and user comfort (appliance waiting time for 20, 50, 100 and 200 heterogeneous homes in two steps. In the first step, we obtain the optimal scheduling of home appliances implementing our aforementioned hybrid schemes for single and multiple homes while considering user preferences and threshold base policy. In the second step, we formulate our problem through chance constrained optimization. Simulation results show that proposed hybrid scheduling schemes outperformed for single and multiple homes and they shift the consumer load demand exceeding a predefined threshold to the hours where the electricity price is low thus following the threshold base policy. This helps to reduce electricity cost while considering the comfort of a user by minimizing delay and peak to average ratio. In addition, chance-constrained optimization is used to ensure the scheduling of appliances while considering the uncertainties of a load hence smoothing the load curtailment. The major focus is to keep the appliances power consumption within the power constraint, while keeping power consumption below a pre-defined acceptable level. Moreover, the feasible regions of appliances electricity consumption are calculated which show the relationship between cost and energy consumption and cost and waiting time.

Modified Covariance Matrix Adaptation – Evolution Strategy algorithm for constrained optimization under uncertainty, application to rocket design

Directory of Open Access Journals (Sweden)

Chocat Rudy

2015-01-01

Full Text Available The design of complex systems often induces a constrained optimization problem under uncertainty. An adaptation of CMA-ES(λ, μ optimization algorithm is proposed in order to efficiently handle the constraints in the presence of noise. The update mechanisms of the parametrized distribution used to generate the candidate solutions are modified. The constraint handling method allows to reduce the semi-principal axes of the probable research ellipsoid in the directions violating the constraints. The proposed approach is compared to existing approaches on three analytic optimization problems to highlight the efficiency and the robustness of the algorithm. The proposed method is used to design a two stage solid propulsion launch vehicle.

Deterministic global optimization an introduction to the diagonal approach

CERN Document Server

Sergeyev, Yaroslav D

2017-01-01

This book begins with a concentrated introduction into deterministic global optimization and moves forward to present new original results from the authors who are well known experts in the field. Multiextremal continuous problems that have an unknown structure with Lipschitz objective functions and functions having the first Lipschitz derivatives defined over hyperintervals are examined. A class of algorithms using several Lipschitz constants is introduced which has its origins in the DIRECT (DIviding RECTangles) method. This new class is based on an efficient strategy that is applied for the search domain partitioning. In addition a survey on derivative free methods and methods using the first derivatives is given for both one-dimensional and multi-dimensional cases. Non-smooth and smooth minorants and acceleration techniques that can speed up several classes of global optimization methods with examples of applications and problems arising in numerical testing of global optimization algorithms are discussed...

Constrained Optimization Methods in Health Services Research-An Introduction: Report 1 of the ISPOR Optimization Methods Emerging Good Practices Task Force.

Science.gov (United States)

Crown, William; Buyukkaramikli, Nasuh; Thokala, Praveen; Morton, Alec; Sir, Mustafa Y; Marshall, Deborah A; Tosh, Jon; Padula, William V; Ijzerman, Maarten J; Wong, Peter K; Pasupathy, Kalyan S

2017-03-01

Providing health services with the greatest possible value to patients and society given the constraints imposed by patient characteristics, health care system characteristics, budgets, and so forth relies heavily on the design of structures and processes. Such problems are complex and require a rigorous and systematic approach to identify the best solution. Constrained optimization is a set of methods designed to identify efficiently and systematically the best solution (the optimal solution) to a problem characterized by a number of potential solutions in the presence of identified constraints. This report identifies 1) key concepts and the main steps in building an optimization model; 2) the types of problems for which optimal solutions can be determined in real-world health applications; and 3) the appropriate optimization methods for these problems. We first present a simple graphical model based on the treatment of "regular" and "severe" patients, which maximizes the overall health benefit subject to time and budget constraints. We then relate it back to how optimization is relevant in health services research for addressing present day challenges. We also explain how these mathematical optimization methods relate to simulation methods, to standard health economic analysis techniques, and to the emergent fields of analytics and machine learning. Copyright © 2017 International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc. All rights reserved.

Complementary Constrains on Component based Multiphase Flow Problems, Should It Be Implemented Locally or Globally?

Science.gov (United States)

Shao, H.; Huang, Y.; Kolditz, O.

2015-12-01

Multiphase flow problems are numerically difficult to solve, as it often contains nonlinear Phase transition phenomena A conventional technique is to introduce the complementarity constraints where fluid properties such as liquid saturations are confined within a physically reasonable range. Based on such constraints, the mathematical model can be reformulated into a system of nonlinear partial differential equations coupled with variational inequalities. They can be then numerically handled by optimization algorithms. In this work, two different approaches utilizing the complementarity constraints based on persistent primary variables formulation[4] are implemented and investigated. The first approach proposed by Marchand et.al[1] is using "local complementary constraints", i.e. coupling the constraints with the local constitutive equations. The second approach[2],[3] , namely the "global complementary constrains", applies the constraints globally with the mass conservation equation. We will discuss how these two approaches are applied to solve non-isothermal componential multiphase flow problem with the phase change phenomenon. Several benchmarks will be presented for investigating the overall numerical performance of different approaches. The advantages and disadvantages of different models will also be concluded. References[1] E.Marchand, T.Mueller and P.Knabner. Fully coupled generalized hybrid-mixed finite element approximation of two-phase two-component flow in porous media. Part I: formulation and properties of the mathematical model, Computational Geosciences 17(2): 431-442, (2013). [2] A. Lauser, C. Hager, R. Helmig, B. Wohlmuth. A new approach for phase transitions in miscible multi-phase flow in porous media. Water Resour., 34,(2011), 957-966. [3] J. Jaffré, and A. Sboui. Henry's Law and Gas Phase Disappearance. Transp. Porous Media. 82, (2010), 521-526. [4] A. Bourgeat, M. Jurak and F. Smaï. Two-phase partially miscible flow and transport modeling in

Comparison of preconditioned Krylov subspace iteration methods for PDE-constrained optimization problems - Poisson and convection-diffusion control

Czech Academy of Sciences Publication Activity Database

Axelsson, Owe; Farouq, S.; Neytcheva, M.

2016-01-01

Roč. 73, č. 3 (2016), s. 631-633 ISSN 1017-1398 R&D Projects: GA MŠk ED1.1.00/02.0070 Institutional support: RVO:68145535 Keywords : PDE-constrained optimization problems * finite elements * iterative solution methods Subject RIV: BA - General Mathematics Impact factor: 1.241, year: 2016 http://link.springer.com/article/10.1007%2Fs11075-016-0111-1

A Constrained Least Squares Approach to Mobile Positioning: Algorithms and Optimality

Science.gov (United States)

Cheung, KW; So, HC; Ma, W.-K.; Chan, YT

2006-12-01

The problem of locating a mobile terminal has received significant attention in the field of wireless communications. Time-of-arrival (TOA), received signal strength (RSS), time-difference-of-arrival (TDOA), and angle-of-arrival (AOA) are commonly used measurements for estimating the position of the mobile station. In this paper, we present a constrained weighted least squares (CWLS) mobile positioning approach that encompasses all the above described measurement cases. The advantages of CWLS include performance optimality and capability of extension to hybrid measurement cases (e.g., mobile positioning using TDOA and AOA measurements jointly). Assuming zero-mean uncorrelated measurement errors, we show by mean and variance analysis that all the developed CWLS location estimators achieve zero bias and the Cramér-Rao lower bound approximately when measurement error variances are small. The asymptotic optimum performance is also confirmed by simulation results.

Constrained non-linear optimization in 3D reflexion tomography; Problemes d'optimisation non-lineaire avec contraintes en tomographie de reflexion 3D

Energy Technology Data Exchange (ETDEWEB)

Delbos, F.

2004-11-01

Reflexion tomography allows the determination of a subsurface velocity model from the travel times of seismic waves. The introduction of a priori information in this inverse problem can lead to the resolution of a constrained non-linear least-squares problem. The goal of the thesis is to improve the resolution techniques of this optimization problem, whose main difficulties are its ill-conditioning, its large scale and an expensive cost function in terms of CPU time. Thanks to a detailed study of the problem and to numerous numerical experiments, we justify the use of a sequential quadratic programming method, in which the tangential quadratic programs are solved by an original augmented Lagrangian method. We show the global linear convergence of the latter. The efficiency and robustness of the approach are demonstrated on several synthetic examples and on two real data cases. (author)

Chance constrained uncertain classification via robust optimization

NARCIS (Netherlands)

Ben-Tal, A.; Bhadra, S.; Bhattacharayya, C.; Saketha Nat, J.

2011-01-01

This paper studies the problem of constructing robust classifiers when the training is plagued with uncertainty. The problem is posed as a Chance-Constrained Program (CCP) which ensures that the uncertain data points are classified correctly with high probability. Unfortunately such a CCP turns out

Optimal control landscape for the generation of unitary transformations with constrained dynamics

International Nuclear Information System (INIS)

Hsieh, Michael; Wu, Rebing; Rabitz, Herschel; Lidar, Daniel

2010-01-01

The reliable and precise generation of quantum unitary transformations is essential for the realization of a number of fundamental objectives, such as quantum control and quantum information processing. Prior work has explored the optimal control problem of generating such unitary transformations as a surface-optimization problem over the quantum control landscape, defined as a metric for realizing a desired unitary transformation as a function of the control variables. It was found that under the assumption of nondissipative and controllable dynamics, the landscape topology is trap free, which implies that any reasonable optimization heuristic should be able to identify globally optimal solutions. The present work is a control landscape analysis, which incorporates specific constraints in the Hamiltonian that correspond to certain dynamical symmetries in the underlying physical system. It is found that the presence of such symmetries does not destroy the trap-free topology. These findings expand the class of quantum dynamical systems on which control problems are intrinsically amenable to a solution by optimal control.

SU-G-BRA-08: Diaphragm Motion Tracking Based On KV CBCT Projections with a Constrained Linear Regression Optimization

Energy Technology Data Exchange (ETDEWEB)

Wei, J [City College of New York, New York, NY (United States); Chao, M [The Mount Sinai Medical Center, New York, NY (United States)

2016-06-15

Purpose: To develop a novel strategy to extract the respiratory motion of the thoracic diaphragm from kilovoltage cone beam computed tomography (CBCT) projections by a constrained linear regression optimization technique. Methods: A parabolic function was identified as the geometric model and was employed to fit the shape of the diaphragm on the CBCT projections. The search was initialized by five manually placed seeds on a pre-selected projection image. Temporal redundancies, the enabling phenomenology in video compression and encoding techniques, inherent in the dynamic properties of the diaphragm motion together with the geometrical shape of the diaphragm boundary and the associated algebraic constraint that significantly reduced the searching space of viable parabolic parameters was integrated, which can be effectively optimized by a constrained linear regression approach on the subsequent projections. The innovative algebraic constraints stipulating the kinetic range of the motion and the spatial constraint preventing any unphysical deviations was able to obtain the optimal contour of the diaphragm with minimal initialization. The algorithm was assessed by a fluoroscopic movie acquired at anteriorposterior fixed direction and kilovoltage CBCT projection image sets from four lung and two liver patients. The automatic tracing by the proposed algorithm and manual tracking by a human operator were compared in both space and frequency domains. Results: The error between the estimated and manual detections for the fluoroscopic movie was 0.54mm with standard deviation (SD) of 0.45mm, while the average error for the CBCT projections was 0.79mm with SD of 0.64mm for all enrolled patients. The submillimeter accuracy outcome exhibits the promise of the proposed constrained linear regression approach to track the diaphragm motion on rotational projection images. Conclusion: The new algorithm will provide a potential solution to rendering diaphragm motion and ultimately

SU-G-BRA-08: Diaphragm Motion Tracking Based On KV CBCT Projections with a Constrained Linear Regression Optimization

International Nuclear Information System (INIS)

Wei, J; Chao, M

2016-01-01

Purpose: To develop a novel strategy to extract the respiratory motion of the thoracic diaphragm from kilovoltage cone beam computed tomography (CBCT) projections by a constrained linear regression optimization technique. Methods: A parabolic function was identified as the geometric model and was employed to fit the shape of the diaphragm on the CBCT projections. The search was initialized by five manually placed seeds on a pre-selected projection image. Temporal redundancies, the enabling phenomenology in video compression and encoding techniques, inherent in the dynamic properties of the diaphragm motion together with the geometrical shape of the diaphragm boundary and the associated algebraic constraint that significantly reduced the searching space of viable parabolic parameters was integrated, which can be effectively optimized by a constrained linear regression approach on the subsequent projections. The innovative algebraic constraints stipulating the kinetic range of the motion and the spatial constraint preventing any unphysical deviations was able to obtain the optimal contour of the diaphragm with minimal initialization. The algorithm was assessed by a fluoroscopic movie acquired at anteriorposterior fixed direction and kilovoltage CBCT projection image sets from four lung and two liver patients. The automatic tracing by the proposed algorithm and manual tracking by a human operator were compared in both space and frequency domains. Results: The error between the estimated and manual detections for the fluoroscopic movie was 0.54mm with standard deviation (SD) of 0.45mm, while the average error for the CBCT projections was 0.79mm with SD of 0.64mm for all enrolled patients. The submillimeter accuracy outcome exhibits the promise of the proposed constrained linear regression approach to track the diaphragm motion on rotational projection images. Conclusion: The new algorithm will provide a potential solution to rendering diaphragm motion and ultimately

A model for optimal constrained adaptive testing

NARCIS (Netherlands)

van der Linden, Willem J.; Reese, Lynda M.

2001-01-01

A model for constrained computerized adaptive testing is proposed in which the information on the test at the ability estimate is maximized subject to a large variety of possible constraints on the contents of the test. At each item-selection step, a full test is first assembled to have maximum

A model for optimal constrained adaptive testing

NARCIS (Netherlands)

van der Linden, Willem J.; Reese, Lynda M.

1997-01-01

A model for constrained computerized adaptive testing is proposed in which the information in the test at the ability estimate is maximized subject to a large variety of possible constraints on the contents of the test. At each item-selection step, a full test is first assembled to have maximum

A Novel Hybrid Firefly Algorithm for Global Optimization.

Directory of Open Access Journals (Sweden)

Lina Zhang

Full Text Available Global optimization is challenging to solve due to its nonlinearity and multimodality. Traditional algorithms such as the gradient-based methods often struggle to deal with such problems and one of the current trends is to use metaheuristic algorithms. In this paper, a novel hybrid population-based global optimization algorithm, called hybrid firefly algorithm (HFA, is proposed by combining the advantages of both the firefly algorithm (FA and differential evolution (DE. FA and DE are executed in parallel to promote information sharing among the population and thus enhance searching efficiency. In order to evaluate the performance and efficiency of the proposed algorithm, a diverse set of selected benchmark functions are employed and these functions fall into two groups: unimodal and multimodal. The experimental results show better performance of the proposed algorithm compared to the original version of the firefly algorithm (FA, differential evolution (DE and particle swarm optimization (PSO in the sense of avoiding local minima and increasing the convergence rate.

Review of applications of TLBO algorithm and a tutorial for beginners to solve the unconstrained and constrained optimization problems

Directory of Open Access Journals (Sweden)

R. Venkata Rao

2016-01-01

Full Text Available The teaching-learning-based optimization (TLBO algorithm is finding a large number of applications in different fields of engineering and science since its introduction in 2011. The major applications are found in electrical engineering, mechanical design, thermal engineering, manufacturing engineering, civil engineering, structural engineering, computer engineering, electronics engineering, physics, chemistry, biotechnology and economics. This paper presents a review of applications of TLBO algorithm and a tutorial for solving the unconstrained and constrained optimization problems. The tutorial is expected to be useful to the beginners.

Evolutionary optimization methods for accelerator design

Science.gov (United States)

Poklonskiy, Alexey A.

Many problems from the fields of accelerator physics and beam theory can be formulated as optimization problems and, as such, solved using optimization methods. Despite growing efficiency of the optimization methods, the adoption of modern optimization techniques in these fields is rather limited. Evolutionary Algorithms (EAs) form a relatively new and actively developed optimization methods family. They possess many attractive features such as: ease of the implementation, modest requirements on the objective function, a good tolerance to noise, robustness, and the ability to perform a global search efficiently. In this work we study the application of EAs to problems from accelerator physics and beam theory. We review the most commonly used methods of unconstrained optimization and describe the GATool, evolutionary algorithm and the software package, used in this work, in detail. Then we use a set of test problems to assess its performance in terms of computational resources, quality of the obtained result, and the tradeoff between them. We justify the choice of GATool as a heuristic method to generate cutoff values for the COSY-GO rigorous global optimization package for the COSY Infinity scientific computing package. We design the model of their mutual interaction and demonstrate that the quality of the result obtained by GATool increases as the information about the search domain is refined, which supports the usefulness of this model. We Giscuss GATool's performance on the problems suffering from static and dynamic noise and study useful strategies of GATool parameter tuning for these and other difficult problems. We review the challenges of constrained optimization with EAs and methods commonly used to overcome them. We describe REPA, a new constrained optimization method based on repairing, in exquisite detail, including the properties of its two repairing techniques: REFIND and REPROPT. We assess REPROPT's performance on the standard constrained

Geometrically constrained kinematic global navigation satellite systems positioning: Implementation and performance

Science.gov (United States)

Asgari, Jamal; Mohammadloo, Tannaz H.; Amiri-Simkooei, Ali Reza

2015-09-01

GNSS kinematic techniques are capable of providing precise coordinates in extremely short observation time-span. These methods usually determine the coordinates of an unknown station with respect to a reference one. To enhance the precision, accuracy, reliability and integrity of the estimated unknown parameters, GNSS kinematic equations are to be augmented by possible constraints. Such constraints could be derived from the geometric relation of the receiver positions in motion. This contribution presents the formulation of the constrained kinematic global navigation satellite systems positioning. Constraints effectively restrict the definition domain of the unknown parameters from the three-dimensional space to a subspace defined by the equation of motion. To test the concept of the constrained kinematic positioning method, the equation of a circle is employed as a constraint. A device capable of moving on a circle was made and the observations from 11 positions on the circle were analyzed. Relative positioning was conducted by considering the center of the circle as the reference station. The equation of the receiver's motion was rewritten in the ECEF coordinates system. A special attention is drawn onto how a constraint is applied to kinematic positioning. Implementing the constraint in the positioning process provides much more precise results compared to the unconstrained case. This has been verified based on the results obtained from the covariance matrix of the estimated parameters and the empirical results using kinematic positioning samples as well. The theoretical standard deviations of the horizontal components are reduced by a factor ranging from 1.24 to 2.64. The improvement on the empirical standard deviation of the horizontal components ranges from 1.08 to 2.2.

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

Science.gov (United States)

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

2013-10-01

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

Theory and Algorithms for Global/Local Design Optimization

National Research Council Canada - National Science Library

Watson, Layne T; Guerdal, Zafer; Haftka, Raphael T

2005-01-01

The motivating application for this research is the global/local optimal design of composite aircraft structures such as wings and fuselages, but the theory and algorithms are more widely applicable...

Theory and Algorithms for Global/Local Design Optimization

National Research Council Canada - National Science Library

Haftka, Raphael T

2004-01-01

... the component and overall design as well as on exploration of global optimization algorithms. In the former category, heuristic decomposition was followed with proof that it solves the original problem...

A Simple But Effective Canonical Dual Theory Unified Algorithm for Global Optimization

OpenAIRE

Zhang, Jiapu

2011-01-01

Numerical global optimization methods are often very time consuming and could not be applied for high-dimensional nonconvex/nonsmooth optimization problems. Due to the nonconvexity/nonsmoothness, directly solving the primal problems sometimes is very difficult. This paper presents a very simple but very effective canonical duality theory (CDT) unified global optimization algorithm. This algorithm has convergence is proved in this paper. More important, for this CDT-unified algorithm, numerous...

Loading pattern optimization with maximum utilization of discharging fuel employing adaptively constrained discontinuous penalty function

International Nuclear Information System (INIS)

Park, T. K.; Joo, H. G.; Kim, C. H.

2010-01-01

In order to find the most economical loading pattern (LP) considering multi-cycle fuel loading, multi-objective fuel LP optimization problems are examined by employing an adaptively constrained discontinuous penalty function (ACDPF) method. This is an improved method to simplify the complicated acceptance logic of the original DPF method in that the stochastic effects caused by the different random number sequence can be reduced. The effectiveness of the multi-objective simulated annealing (SA) algorithm employing ACDPF is examined for the reload core LP of Cycle 4 of Yonggwang Nuclear Unit 4. Several optimization runs are performed with different numbers of objectives consisting of cycle length and average burnup of fuels to be discharged or reloaded. The candidate LPs obtained from the multi-objective optimization runs turn out to be better than the reference LP in the aspects of cycle length and utilization of given fuels. It is note that the proposed ACDPF based MOSA algorithm can be a practical method to obtain an economical LP considering multi-cycle fuel loading. (authors)

Thermodynamic optimization of mixed refrigerant Joule- Thomson systems constrained by heat transfer considerations

International Nuclear Information System (INIS)

Hinze, J F; Klein, S A; Nellis, G F

2015-01-01

Mixed refrigerant (MR) working fluids can significantly increase the cooling capacity of a Joule-Thomson (JT) cycle. The optimization of MRJT systems has been the subject of substantial research. However, most optimization techniques do not model the recuperator in sufficient detail. For example, the recuperator is usually assumed to have a heat transfer coefficient that does not vary with the mixture. Ongoing work at the University of Wisconsin-Madison has shown that the heat transfer coefficients for two-phase flow are approximately three times greater than for a single phase mixture when the mixture quality is between 15% and 85%. As a result, a system that optimizes a MR without also requiring that the flow be in this quality range may require an extremely large recuperator or not achieve the performance predicted by the model. To ensure optimal performance of the JT cycle, the MR should be selected such that it is entirely two-phase within the recuperator. To determine the optimal MR composition, a parametric study was conducted assuming a thermodynamically ideal cycle. The results of the parametric study are graphically presented on a contour plot in the parameter space consisting of the extremes of the qualities that exist within the recuperator. The contours show constant values of the normalized refrigeration power. This ‘map’ shows the effect of MR composition on the cycle performance and it can be used to select the MR that provides a high cooling load while also constraining the recuperator to be two phase. The predicted best MR composition can be used as a starting point for experimentally determining the best MR. (paper)

Computational Approaches to Simulation and Optimization of Global Aircraft Trajectories

Science.gov (United States)

Ng, Hok Kwan; Sridhar, Banavar

2016-01-01

This study examines three possible approaches to improving the speed in generating wind-optimal routes for air traffic at the national or global level. They are: (a) using the resources of a supercomputer, (b) running the computations on multiple commercially available computers and (c) implementing those same algorithms into NASAs Future ATM Concepts Evaluation Tool (FACET) and compares those to a standard implementation run on a single CPU. Wind-optimal aircraft trajectories are computed using global air traffic schedules. The run time and wait time on the supercomputer for trajectory optimization using various numbers of CPUs ranging from 80 to 10,240 units are compared with the total computational time for running the same computation on a single desktop computer and on multiple commercially available computers for potential computational enhancement through parallel processing on the computer clusters. This study also re-implements the trajectory optimization algorithm for further reduction of computational time through algorithm modifications and integrates that with FACET to facilitate the use of the new features which calculate time-optimal routes between worldwide airport pairs in a wind field for use with existing FACET applications. The implementations of trajectory optimization algorithms use MATLAB, Python, and Java programming languages. The performance evaluations are done by comparing their computational efficiencies and based on the potential application of optimized trajectories. The paper shows that in the absence of special privileges on a supercomputer, a cluster of commercially available computers provides a feasible approach for national and global air traffic system studies.

Global Optimization Ensemble Model for Classification Methods

Science.gov (United States)

Anwar, Hina; Qamar, Usman; Muzaffar Qureshi, Abdul Wahab

2014-01-01

Supervised learning is the process of data mining for deducing rules from training datasets. A broad array of supervised learning algorithms exists, every one of them with its own advantages and drawbacks. There are some basic issues that affect the accuracy of classifier while solving a supervised learning problem, like bias-variance tradeoff, dimensionality of input space, and noise in the input data space. All these problems affect the accuracy of classifier and are the reason that there is no global optimal method for classification. There is not any generalized improvement method that can increase the accuracy of any classifier while addressing all the problems stated above. This paper proposes a global optimization ensemble model for classification methods (GMC) that can improve the overall accuracy for supervised learning problems. The experimental results on various public datasets showed that the proposed model improved the accuracy of the classification models from 1% to 30% depending upon the algorithm complexity. PMID:24883382

Global Optimization Ensemble Model for Classification Methods

Directory of Open Access Journals (Sweden)

Hina Anwar

2014-01-01

Full Text Available Supervised learning is the process of data mining for deducing rules from training datasets. A broad array of supervised learning algorithms exists, every one of them with its own advantages and drawbacks. There are some basic issues that affect the accuracy of classifier while solving a supervised learning problem, like bias-variance tradeoff, dimensionality of input space, and noise in the input data space. All these problems affect the accuracy of classifier and are the reason that there is no global optimal method for classification. There is not any generalized improvement method that can increase the accuracy of any classifier while addressing all the problems stated above. This paper proposes a global optimization ensemble model for classification methods (GMC that can improve the overall accuracy for supervised learning problems. The experimental results on various public datasets showed that the proposed model improved the accuracy of the classification models from 1% to 30% depending upon the algorithm complexity.

Conference on "State of the Art in Global Optimization : Computational Methods and Applications"

CERN Document Server

Pardalos, P

1996-01-01

Optimization problems abound in most fields of science, engineering, and technology. In many of these problems it is necessary to compute the global optimum (or a good approximation) of a multivariable function. The variables that define the function to be optimized can be continuous and/or discrete and, in addition, many times satisfy certain constraints. Global optimization problems belong to the complexity class of NP-hard prob­ lems. Such problems are very difficult to solve. Traditional descent optimization algorithms based on local information are not adequate for solving these problems. In most cases of practical interest the number of local optima increases, on the aver­ age, exponentially with the size of the problem (number of variables). Furthermore, most of the traditional approaches fail to escape from a local optimum in order to continue the search for the global solution. Global optimization has received a lot of attention in the past ten years, due to the success of new algorithms for solvin...

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

Energy Technology Data Exchange (ETDEWEB)

Blommaert, Maarten, E-mail: maarten.blommaert@kuleuven.be [Institute of Energy and Climate Research (IEK-4), FZ Jülich GmbH, D-52425 Jülich (Germany); Dekeyser, Wouter; Baelmans, Martine [KU Leuven, Department of Mechanical Engineering, 3001 Leuven (Belgium); Gauger, Nicolas R. [TU Kaiserslautern, Chair for Scientific Computing, 67663 Kaiserslautern (Germany); Reiter, Detlev [Institute of Energy and Climate Research (IEK-4), FZ Jülich GmbH, D-52425 Jülich (Germany)

2017-01-01

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

A perturbed martingale approach to global optimization

Energy Technology Data Exchange (ETDEWEB)

Sarkar, Saikat [Computational Mechanics Lab, Department of Civil Engineering, Indian Institute of Science, Bangalore 560012 (India); Roy, Debasish, E-mail: royd@civil.iisc.ernet.in [Computational Mechanics Lab, Department of Civil Engineering, Indian Institute of Science, Bangalore 560012 (India); Vasu, Ram Mohan [Department of Instrumentation and Applied Physics, Indian Institute of Science, Bangalore 560012 (India)

2014-08-01

A new global stochastic search, guided mainly through derivative-free directional information computable from the sample statistical moments of the design variables within a Monte Carlo setup, is proposed. The search is aided by imparting to the directional update term additional layers of random perturbations referred to as ‘coalescence’ and ‘scrambling’. A selection step, constituting yet another avenue for random perturbation, completes the global search. The direction-driven nature of the search is manifest in the local extremization and coalescence components, which are posed as martingale problems that yield gain-like update terms upon discretization. As anticipated and numerically demonstrated, to a limited extent, against the problem of parameter recovery given the chaotic response histories of a couple of nonlinear oscillators, the proposed method appears to offer a more rational, more accurate and faster alternative to most available evolutionary schemes, prominently the particle swarm optimization. - Highlights: • Evolutionary global optimization is posed as a perturbed martingale problem. • Resulting search via additive updates is a generalization over Gateaux derivatives. • Additional layers of random perturbation help avoid trapping at local extrema. • The approach ensures efficient design space exploration and high accuracy. • The method is numerically assessed via parameter recovery of chaotic oscillators.

A dynamic global and local combined particle swarm optimization algorithm

International Nuclear Information System (INIS)

Jiao Bin; Lian Zhigang; Chen Qunxian

2009-01-01

Particle swarm optimization (PSO) algorithm has been developing rapidly and many results have been reported. PSO algorithm has shown some important advantages by providing high speed of convergence in specific problems, but it has a tendency to get stuck in a near optimal solution and one may find it difficult to improve solution accuracy by fine tuning. This paper presents a dynamic global and local combined particle swarm optimization (DGLCPSO) algorithm to improve the performance of original PSO, in which all particles dynamically share the best information of the local particle, global particle and group particles. It is tested with a set of eight benchmark functions with different dimensions and compared with original PSO. Experimental results indicate that the DGLCPSO algorithm improves the search performance on the benchmark functions significantly, and shows the effectiveness of the algorithm to solve optimization problems.

Optimal Financing Decisions of Two Cash-Constrained Supply Chains with Complementary Products

Directory of Open Access Journals (Sweden)

Yuting Li

2016-04-01

Full Text Available In recent years; financing difficulties have been obsessed small and medium enterprises (SMEs; especially emerging SMEs. Inter-members’ joint financing within a supply chain is one of solutions for SMEs. How about members’ joint financing of inter-supply chains? In order to answer the question, we firstly employ the Stackelberg game to propose three kinds of financing decision models of two cash-constrained supply chains with complementary products. Secondly, we analyze qualitatively these models and find the joint financing decision of the two supply chains is the most optimal one. Lastly, we conduct some numerical simulations not only to illustrate above results but also to find that the larger are cross-price sensitivity coefficients; the higher is the motivation for participants to make joint financing decisions; and the more are profits for them to gain.

Linearly constrained minimax optimization

DEFF Research Database (Denmark)

Madsen, Kaj; Schjær-Jacobsen, Hans

1978-01-01

We present an algorithm for nonlinear minimax optimization subject to linear equality and inequality constraints which requires first order partial derivatives. The algorithm is based on successive linear approximations to the functions defining the problem. The resulting linear subproblems...

Feature and Pose Constrained Visual Aided Inertial Navigation for Computationally Constrained Aerial Vehicles

Science.gov (United States)

Williams, Brian; Hudson, Nicolas; Tweddle, Brent; Brockers, Roland; Matthies, Larry

2011-01-01

A Feature and Pose Constrained Extended Kalman Filter (FPC-EKF) is developed for highly dynamic computationally constrained micro aerial vehicles. Vehicle localization is achieved using only a low performance inertial measurement unit and a single camera. The FPC-EKF framework augments the vehicle's state with both previous vehicle poses and critical environmental features, including vertical edges. This filter framework efficiently incorporates measurements from hundreds of opportunistic visual features to constrain the motion estimate, while allowing navigating and sustained tracking with respect to a few persistent features. In addition, vertical features in the environment are opportunistically used to provide global attitude references. Accurate pose estimation is demonstrated on a sequence including fast traversing, where visual features enter and exit the field-of-view quickly, as well as hover and ingress maneuvers where drift free navigation is achieved with respect to the environment.

Top-down constraints on global N2O emissions at optimal resolution: application of a new dimension reduction technique

Science.gov (United States)

Wells, Kelley C.; Millet, Dylan B.; Bousserez, Nicolas; Henze, Daven K.; Griffis, Timothy J.; Chaliyakunnel, Sreelekha; Dlugokencky, Edward J.; Saikawa, Eri; Xiang, Gao; Prinn, Ronald G.; O'Doherty, Simon; Young, Dickon; Weiss, Ray F.; Dutton, Geoff S.; Elkins, James W.; Krummel, Paul B.; Langenfelds, Ray; Steele, L. Paul

2018-01-01

We present top-down constraints on global monthly N2O emissions for 2011 from a multi-inversion approach and an ensemble of surface observations. The inversions employ the GEOS-Chem adjoint and an array of aggregation strategies to test how well current observations can constrain the spatial distribution of global N2O emissions. The strategies include (1) a standard 4D-Var inversion at native model resolution (4° × 5°), (2) an inversion for six continental and three ocean regions, and (3) a fast 4D-Var inversion based on a novel dimension reduction technique employing randomized singular value decomposition (SVD). The optimized global flux ranges from 15.9 Tg N yr-1 (SVD-based inversion) to 17.5-17.7 Tg N yr-1 (continental-scale, standard 4D-Var inversions), with the former better capturing the extratropical N2O background measured during the HIAPER Pole-to-Pole Observations (HIPPO) airborne campaigns. We find that the tropics provide a greater contribution to the global N2O flux than is predicted by the prior bottom-up inventories, likely due to underestimated agricultural and oceanic emissions. We infer an overestimate of natural soil emissions in the extratropics and find that predicted emissions are seasonally biased in northern midlatitudes. Here, optimized fluxes exhibit a springtime peak consistent with the timing of spring fertilizer and manure application, soil thawing, and elevated soil moisture. Finally, the inversions reveal a major emission underestimate in the US Corn Belt in the bottom-up inventory used here. We extensively test the impact of initial conditions on the analysis and recommend formally optimizing the initial N2O distribution to avoid biasing the inferred fluxes. We find that the SVD-based approach provides a powerful framework for deriving emission information from N2O observations: by defining the optimal resolution of the solution based on the information content of the inversion, it provides spatial information that is lost when

Incorporating a Constrained Optimization Algorithm into Remote- Sensing/Precision Agriculture Methodology

Science.gov (United States)

Morgenthaler, George; Khatib, Nader; Kim, Byoungsoo

with information to improve their crop's vigor has been a major topic of interest. With world population growing exponentially, arable land being consumed by urbanization, and an unfavorable farm economy, the efficiency of farming must increase to meet future food requirements and to make farming a sustainable occupation for the farmer. "Precision Agriculture" refers to a farming methodology that applies nutrients and moisture only where and when they are needed in the field. The goal is to increase farm revenue by increasing crop yield and decreasing applications of costly chemical and water treatments. In addition, this methodology will decrease the environmental costs of farming, i.e., reduce air, soil, and water pollution. Sensing/Precision Agriculture has not grown as rapidly as early advocates envisioned. Technology for a successful Remote Sensing/Precision Agriculture system is now available. Commercial satellite systems can image (multi-spectral) the Earth with a resolution of approximately 2.5 m. Variable precision dispensing systems using GPS are available and affordable. Crop models that predict yield as a function of soil, chemical, and irrigation parameter levels have been formulated. Personal computers and internet access are in place in most farm homes and can provide a mechanism to periodically disseminate, e.g. bi-weekly, advice on what quantities of water and chemicals are needed in individual regions of the field. What is missing is a model that fuses the disparate sources of information on the current states of the crop and soil, and the remaining resource levels available with the decisions farmers are required to make. This must be a product that is easy for the farmer to understand and to implement. A "Constrained Optimization Feed-back Control Model" to fill this void will be presented. The objective function of the model will be used to maximize the farmer's profit by increasing yields while decreasing environmental costs and decreasing

Incorporating a constrained optimization algorithm into remote sensing/precision agriculture methodology

Science.gov (United States)

Moreenthaler, George W.; Khatib, Nader; Kim, Byoungsoo

2003-08-01

For two decades now, the use of Remote Sensing/Precision Agriculture to improve farm yields while reducing the use of polluting chemicals and the limited water supply has been a major goal. With world population growing exponentially, arable land being consumed by urbanization, and an unfavorable farm economy, farm efficiency must increase to meet future food requirements and to make farming a sustainable, profitable occupation. "Precision Agriculture" refers to a farming methodology that applies nutrients and moisture only where and when they are needed in the field. The real goal is to increase farm profitability by identifying the additional treatments of chemicals and water that increase revenues more than they increase costs and do no exceed pollution standards (constrained optimization). Even though the economic and environmental benefits appear to be great, Remote Sensing/Precision Agriculture has not grown as rapidly as early advocates envisioned. Technology for a successful Remote Sensing/Precision Agriculture system is now in place, but other needed factors have been missing. Commercial satellite systems can now image the Earth (multi-spectrally) with a resolution as fine as 2.5 m. Precision variable dispensing systems using GPS are now available and affordable. Crop models that predict yield as a function of soil, chemical, and irrigation parameter levels have been developed. Personal computers and internet access are now in place in most farm homes and can provide a mechanism for periodically disseminating advice on what quantities of water and chemicals are needed in specific regions of each field. Several processes have been selected that fuse the disparate sources of information on the current and historic states of the crop and soil, and the remaining resource levels available, with the critical decisions that farmers are required to make. These are done in a way that is easy for the farmer to understand and profitable to implement. A "Constrained

Chance-Constrained Guidance With Non-Convex Constraints

Science.gov (United States)

Ono, Masahiro

2011-01-01

Missions to small bodies, such as comets or asteroids, require autonomous guidance for descent to these small bodies. Such guidance is made challenging by uncertainty in the position and velocity of the spacecraft, as well as the uncertainty in the gravitational field around the small body. In addition, the requirement to avoid collision with the asteroid represents a non-convex constraint that means finding the optimal guidance trajectory, in general, is intractable. In this innovation, a new approach is proposed for chance-constrained optimal guidance with non-convex constraints. Chance-constrained guidance takes into account uncertainty so that the probability of collision is below a specified threshold. In this approach, a new bounding method has been developed to obtain a set of decomposed chance constraints that is a sufficient condition of the original chance constraint. The decomposition of the chance constraint enables its efficient evaluation, as well as the application of the branch and bound method. Branch and bound enables non-convex problems to be solved efficiently to global optimality. Considering the problem of finite-horizon robust optimal control of dynamic systems under Gaussian-distributed stochastic uncertainty, with state and control constraints, a discrete-time, continuous-state linear dynamics model is assumed. Gaussian-distributed stochastic uncertainty is a more natural model for exogenous disturbances such as wind gusts and turbulence than the previously studied set-bounded models. However, with stochastic uncertainty, it is often impossible to guarantee that state constraints are satisfied, because there is typically a non-zero probability of having a disturbance that is large enough to push the state out of the feasible region. An effective framework to address robustness with stochastic uncertainty is optimization with chance constraints. These require that the probability of violating the state constraints (i.e., the probability of

Hooke–Jeeves Method-used Local Search in a Hybrid Global Optimization Algorithm

Directory of Open Access Journals (Sweden)

V. D. Sulimov

2014-01-01

Full Text Available Modern methods for optimization investigation of complex systems are based on development and updating the mathematical models of systems because of solving the appropriate inverse problems. Input data desirable for solution are obtained from the analysis of experimentally defined consecutive characteristics for a system or a process. Causal characteristics are the sought ones to which equation coefficients of mathematical models of object, limit conditions, etc. belong. The optimization approach is one of the main ones to solve the inverse problems. In the main case it is necessary to find a global extremum of not everywhere differentiable criterion function. Global optimization methods are widely used in problems of identification and computation diagnosis system as well as in optimal control, computing to-mography, image restoration, teaching the neuron networks, other intelligence technologies. Increasingly complicated systems of optimization observed during last decades lead to more complicated mathematical models, thereby making solution of appropriate extreme problems significantly more difficult. A great deal of practical applications may have the problem con-ditions, which can restrict modeling. As a consequence, in inverse problems the criterion functions can be not everywhere differentiable and noisy. Available noise means that calculat-ing the derivatives is difficult and unreliable. It results in using the optimization methods without calculating the derivatives.An efficiency of deterministic algorithms of global optimization is significantly restrict-ed by their dependence on the extreme problem dimension. When the number of variables is large they use the stochastic global optimization algorithms. As stochastic algorithms yield too expensive solutions, so this drawback restricts their applications. Developing hybrid algo-rithms that combine a stochastic algorithm for scanning the variable space with deterministic local search

Slope constrained Topology Optimization

DEFF Research Database (Denmark)

Petersson, J.; Sigmund, Ole

1998-01-01

The problem of minimum compliance topology optimization of an elastic continuum is considered. A general continuous density-energy relation is assumed, including variable thickness sheet models and artificial power laws. To ensure existence of solutions, the design set is restricted by enforcing...

From the ground up: global nitrous oxide sources are constrained by stable isotope values.

Directory of Open Access Journals (Sweden)

David M Snider

Full Text Available Rising concentrations of nitrous oxide (N2O in the atmosphere are causing widespread concern because this trace gas plays a key role in the destruction of stratospheric ozone and it is a strong greenhouse gas. The successful mitigation of N2O emissions requires a solid understanding of the relative importance of all N2O sources and sinks. Stable isotope ratio measurements (δ15N-N2O and δ18O-N2O, including the intramolecular distribution of 15N (site preference, are one way to track different sources if they are isotopically distinct. 'Top-down' isotope mass-balance studies have had limited success balancing the global N2O budget thus far because the isotopic signatures of soil, freshwater, and marine sources are poorly constrained and a comprehensive analysis of global N2O stable isotope measurements has not been done. Here we used a robust analysis of all available in situ measurements to define key global N2O sources. We showed that the marine source is isotopically distinct from soil and freshwater N2O (the continental source. Further, the global average source (sum of all natural and anthropogenic sources is largely controlled by soils and freshwaters. These findings substantiate past modelling studies that relied on several assumptions about the global N2O cycle. Finally, a two-box-model and a Bayesian isotope mixing model revealed marine and continental N2O sources have relative contributions of 24-26% and 74-76% to the total, respectively. Further, the Bayesian modeling exercise indicated the N2O flux from freshwaters may be much larger than currently thought.

A Guiding Evolutionary Algorithm with Greedy Strategy for Global Optimization Problems

Directory of Open Access Journals (Sweden)

Leilei Cao

2016-01-01

Full Text Available A Guiding Evolutionary Algorithm (GEA with greedy strategy for global optimization problems is proposed. Inspired by Particle Swarm Optimization, the Genetic Algorithm, and the Bat Algorithm, the GEA was designed to retain some advantages of each method while avoiding some disadvantages. In contrast to the usual Genetic Algorithm, each individual in GEA is crossed with the current global best one instead of a randomly selected individual. The current best individual served as a guide to attract offspring to its region of genotype space. Mutation was added to offspring according to a dynamic mutation probability. To increase the capability of exploitation, a local search mechanism was applied to new individuals according to a dynamic probability of local search. Experimental results show that GEA outperformed the other three typical global optimization algorithms with which it was compared.

Hybrid particle swarm optimization algorithm and its application in nuclear engineering

International Nuclear Information System (INIS)

Liu, C.Y.; Yan, C.Q.; Wang, J.J.

2014-01-01

Highlights: • We propose a hybrid particle swarm optimization algorithm (HPSO). • Modified Nelder–Mead simplex search method is applied in HPSO. • The algorithm has a high search precision and rapidly calculation speed. • HPSO can be used in the nuclear engineering optimization design problems. - Abstract: A hybrid particle swarm optimization algorithm with a feasibility-based rule for solving constrained optimization problems has been developed in this research. Firstly, the global optimal solution zone can be obtained through particle swarm optimization process, and then the refined search of the global optimal solution will be achieved through the modified Nelder–Mead simplex algorithm. Simulations based on two well-studied benchmark problems demonstrate the proposed algorithm will be an efficient alternative to solving constrained optimization problems. The vertical electrical heating pressurizer is one of the key components in reactor coolant system. The mathematical model of pressurizer has been established in steady state. The optimization design of pressurizer weight has been carried out through HPSO algorithm. The results show the pressurizer weight can be reduced by 16.92%. The thermal efficiencies of conventional PWR nuclear power plants are about 31–35% so far, which are much lower than fossil fueled plants based in a steam cycle as PWR. The thermal equilibrium mathematic model for nuclear power plant secondary loop has been established. An optimization case study has been conducted to improve the efficiency of the nuclear power plant with the proposed algorithm. The results show the thermal efficiency is improved by 0.5%

Improved helicopter aeromechanical stability analysis using segmented constrained layer damping and hybrid optimization

Science.gov (United States)

Liu, Qiang; Chattopadhyay, Aditi

2000-06-01

Aeromechanical stability plays a critical role in helicopter design and lead-lag damping is crucial to this design. In this paper, the use of segmented constrained damping layer (SCL) treatment and composite tailoring is investigated for improved rotor aeromechanical stability using formal optimization technique. The principal load-carrying member in the rotor blade is represented by a composite box beam, of arbitrary thickness, with surface bonded SCLs. A comprehensive theory is used to model the smart box beam. A ground resonance analysis model and an air resonance analysis model are implemented in the rotor blade built around the composite box beam with SCLs. The Pitt-Peters dynamic inflow model is used in air resonance analysis under hover condition. A hybrid optimization technique is used to investigate the optimum design of the composite box beam with surface bonded SCLs for improved damping characteristics. Parameters such as stacking sequence of the composite laminates and placement of SCLs are used as design variables. Detailed numerical studies are presented for aeromechanical stability analysis. It is shown that optimum blade design yields significant increase in rotor lead-lag regressive modal damping compared to the initial system.

WE-AB-209-12: Quasi Constrained Multi-Criteria Optimization for Automated Radiation Therapy Treatment Planning

Energy Technology Data Exchange (ETDEWEB)

Watkins, W.T.; Siebers, J.V. [University of Virginia, Charlottesville, VA (United States)

2016-06-15

Purpose: To introduce quasi-constrained Multi-Criteria Optimization (qcMCO) for unsupervised radiation therapy optimization which generates alternative patient-specific plans emphasizing dosimetric tradeoffs and conformance to clinical constraints for multiple delivery techniques. Methods: For N Organs At Risk (OARs) and M delivery techniques, qcMCO generates M(N+1) alternative treatment plans per patient. Objective weight variations for OARs and targets are used to generate alternative qcMCO plans. For 30 locally advanced lung cancer patients, qcMCO plans were generated for dosimetric tradeoffs to four OARs: each lung, heart, and esophagus (N=4) and 4 delivery techniques (simple 4-field arrangements, 9-field coplanar IMRT, 27-field non-coplanar IMRT, and non-coplanar Arc IMRT). Quasi-constrained objectives included target prescription isodose to 95% (PTV-D95), maximum PTV dose (PTV-Dmax)< 110% of prescription, and spinal cord Dmax<45 Gy. The algorithm’s ability to meet these constraints while simultaneously revealing dosimetric tradeoffs was investigated. Statistically significant dosimetric tradeoffs were defined such that the coefficient of determination between dosimetric indices which varied by at least 5 Gy between different plans was >0.8. Results: The qcMCO plans varied mean dose by >5 Gy to ipsilateral lung for 24/30 patients, contralateral lung for 29/30 patients, esophagus for 29/30 patients, and heart for 19/30 patients. In the 600 plans computed without human interaction, average PTV-D95=67.4±3.3 Gy, PTV-Dmax=79.2±5.3 Gy, and spinal cord Dmax was >45 Gy in 93 plans (>50 Gy in 2/600 plans). Statistically significant dosimetric tradeoffs were evident in 19/30 plans, including multiple tradeoffs of at least 5 Gy between multiple OARs in 7/30 cases. The most common statistically significant tradeoff was increasing PTV-Dmax to reduce OAR dose (15/30 patients). Conclusion: The qcMCO method can conform to quasi-constrained objectives while revealing

WE-AB-209-12: Quasi Constrained Multi-Criteria Optimization for Automated Radiation Therapy Treatment Planning

International Nuclear Information System (INIS)

Watkins, W.T.; Siebers, J.V.

2016-01-01

Purpose: To introduce quasi-constrained Multi-Criteria Optimization (qcMCO) for unsupervised radiation therapy optimization which generates alternative patient-specific plans emphasizing dosimetric tradeoffs and conformance to clinical constraints for multiple delivery techniques. Methods: For N Organs At Risk (OARs) and M delivery techniques, qcMCO generates M(N+1) alternative treatment plans per patient. Objective weight variations for OARs and targets are used to generate alternative qcMCO plans. For 30 locally advanced lung cancer patients, qcMCO plans were generated for dosimetric tradeoffs to four OARs: each lung, heart, and esophagus (N=4) and 4 delivery techniques (simple 4-field arrangements, 9-field coplanar IMRT, 27-field non-coplanar IMRT, and non-coplanar Arc IMRT). Quasi-constrained objectives included target prescription isodose to 95% (PTV-D95), maximum PTV dose (PTV-Dmax)< 110% of prescription, and spinal cord Dmax<45 Gy. The algorithm’s ability to meet these constraints while simultaneously revealing dosimetric tradeoffs was investigated. Statistically significant dosimetric tradeoffs were defined such that the coefficient of determination between dosimetric indices which varied by at least 5 Gy between different plans was >0.8. Results: The qcMCO plans varied mean dose by >5 Gy to ipsilateral lung for 24/30 patients, contralateral lung for 29/30 patients, esophagus for 29/30 patients, and heart for 19/30 patients. In the 600 plans computed without human interaction, average PTV-D95=67.4±3.3 Gy, PTV-Dmax=79.2±5.3 Gy, and spinal cord Dmax was >45 Gy in 93 plans (>50 Gy in 2/600 plans). Statistically significant dosimetric tradeoffs were evident in 19/30 plans, including multiple tradeoffs of at least 5 Gy between multiple OARs in 7/30 cases. The most common statistically significant tradeoff was increasing PTV-Dmax to reduce OAR dose (15/30 patients). Conclusion: The qcMCO method can conform to quasi-constrained objectives while revealing

Global WASF-GA: An Evolutionary Algorithm in Multiobjective Optimization to Approximate the Whole Pareto Optimal Front.

Science.gov (United States)

Saborido, Rubén; Ruiz, Ana B; Luque, Mariano

2017-01-01

In this article, we propose a new evolutionary algorithm for multiobjective optimization called Global WASF-GA ( global weighting achievement scalarizing function genetic algorithm), which falls within the aggregation-based evolutionary algorithms. The main purpose of Global WASF-GA is to approximate the whole Pareto optimal front. Its fitness function is defined by an achievement scalarizing function (ASF) based on the Tchebychev distance, in which two reference points are considered (both utopian and nadir objective vectors) and the weight vector used is taken from a set of weight vectors whose inverses are well-distributed. At each iteration, all individuals are classified into different fronts. Each front is formed by the solutions with the lowest values of the ASF for the different weight vectors in the set, using the utopian vector and the nadir vector as reference points simultaneously. Varying the weight vector in the ASF while considering the utopian and the nadir vectors at the same time enables the algorithm to obtain a final set of nondominated solutions that approximate the whole Pareto optimal front. We compared Global WASF-GA to MOEA/D (different versions) and NSGA-II in two-, three-, and five-objective problems. The computational results obtained permit us to conclude that Global WASF-GA gets better performance, regarding the hypervolume metric and the epsilon indicator, than the other two algorithms in many cases, especially in three- and five-objective problems.

A novel constrained H2 optimization algorithm for mechatronics design in flexure-linked biaxial gantry.

Science.gov (United States)

Ma, Jun; Chen, Si-Lu; Kamaldin, Nazir; Teo, Chek Sing; Tay, Arthur; Mamun, Abdullah Al; Tan, Kok Kiong

2017-11-01

The biaxial gantry is widely used in many industrial processes that require high precision Cartesian motion. The conventional rigid-link version suffers from breaking down of joints if any de-synchronization between the two carriages occurs. To prevent above potential risk, a flexure-linked biaxial gantry is designed to allow a small rotation angle of the cross-arm. Nevertheless, the chattering of control signals and inappropriate design of the flexure joint will possibly induce resonant modes of the end-effector. Thus, in this work, the design requirements in terms of tracking accuracy, biaxial synchronization, and resonant mode suppression are achieved by integrated optimization of the stiffness of flexures and PID controller parameters for a class of point-to-point reference trajectories with same dynamics but different steps. From here, an H 2 optimization problem with defined constraints is formulated, and an efficient iterative solver is proposed by hybridizing direct computation of constrained projection gradient and line search of optimal step. Comparative experimental results obtained on the testbed are presented to verify the effectiveness of the proposed method. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Sequential optimization of a terrestrial biosphere model constrained by multiple satellite based products

Science.gov (United States)

Ichii, K.; Kondo, M.; Wang, W.; Hashimoto, H.; Nemani, R. R.

2012-12-01

Various satellite-based spatial products such as evapotranspiration (ET) and gross primary productivity (GPP) are now produced by integration of ground and satellite observations. Effective use of these multiple satellite-based products in terrestrial biosphere models is an important step toward better understanding of terrestrial carbon and water cycles. However, due to the complexity of terrestrial biosphere models with large number of model parameters, the application of these spatial data sets in terrestrial biosphere models is difficult. In this study, we established an effective but simple framework to refine a terrestrial biosphere model, Biome-BGC, using multiple satellite-based products as constraints. We tested the framework in the monsoon Asia region covered by AsiaFlux observations. The framework is based on the hierarchical analysis (Wang et al. 2009) with model parameter optimization constrained by satellite-based spatial data. The Biome-BGC model is separated into several tiers to minimize the freedom of model parameter selections and maximize the independency from the whole model. For example, the snow sub-model is first optimized using MODIS snow cover product, followed by soil water sub-model optimized by satellite-based ET (estimated by an empirical upscaling method; Support Vector Regression (SVR) method; Yang et al. 2007), photosynthesis model optimized by satellite-based GPP (based on SVR method), and respiration and residual carbon cycle models optimized by biomass data. As a result of initial assessment, we found that most of default sub-models (e.g. snow, water cycle and carbon cycle) showed large deviations from remote sensing observations. However, these biases were removed by applying the proposed framework. For example, gross primary productivities were initially underestimated in boreal and temperate forest and overestimated in tropical forests. However, the parameter optimization scheme successfully reduced these biases. Our analysis

Global optimization for overall HVAC systems - Part I problem formulation and analysis

International Nuclear Information System (INIS)

Lu Lu; Cai Wenjian; Chai, Y.S.; Xie Lihua

2005-01-01

This paper presents the global optimization technologies for overall heating, ventilating and air conditioning (HVAC) systems. The objective function of global optimization and constraints are formulated based on mathematical models of the major components. All these models are associated with power consumption components and heat exchangers for transferring cooling load. The characteristics of all the major components are briefly introduced by models, and the interactions between them are analyzed and discussed to show the complications of the problem. According to the characteristics of the operating components, the complicated original optimization problem for overall HVAC systems is transformed and simplified into a compact form ready for optimization

Security constrained optimal power flow by modern optimization tools

African Journals Online (AJOL)

The main objective of an optimal power flow (OPF) functions is to optimize .... It is characterized as propagation of plants and this happens by gametes union. ... ss and different variables, for example, wind, nearby fertilization can have a critic.

Neoliberal Optimism: Applying Market Techniques to Global Health.

Science.gov (United States)

Mei, Yuyang

2017-01-01

Global health and neoliberalism are becoming increasingly intertwined as organizations utilize markets and profit motives to solve the traditional problems of poverty and population health. I use field work conducted over 14 months in a global health technology company to explore how the promise of neoliberalism re-envisions humanitarian efforts. In this company's vaccine refrigerator project, staff members expect their investors and their market to allow them to achieve scale and develop accountability to their users in developing countries. However, the translation of neoliberal techniques to the global health sphere falls short of the ideal, as profits are meager and purchasing power remains with donor organizations. The continued optimism in market principles amidst such a non-ideal market reveals the tenacious ideological commitment to neoliberalism in these global health projects.

Thermodynamic optimization of geometry in engineering flow systems

Energy Technology Data Exchange (ETDEWEB)

Bejan, A.; Jones, J.A. [Duke Univ., Durham, NC (United States)

2000-07-01

This review draws attention to an emerging body of work that relies on global thermodynamic optimization in the pursuit of flow system architecture. Exergy analysis establishes the theoretical performance limit. Thermodynamic optimization (or entropy generation minimization) brings the design as closely as permissible to the theoretical limit. The design is destined to remain imperfect because of constraints (finite sizes, times, and costs). Improvements are registered by spreading the imperfection (e.g., flow resistances) through the system. Resistances compete against each other and must be optimized together. Optimal spreading means spatial distribution, geometric form, topology, and geography. System architecture springs out of constrained global optimization. The principle is illustrated by simple examples: the optimization of dimensions, spacings, and the distribution (allocation) of heat transfer surface to the two heat exchangers of a power plant. Similar opportunities for deducing flow architecture exist in more complex systems for power and refrigeration. Examples show that the complete structure of heat exchangers for environmental control systems of aircraft can be derived based on this principle. (authors)

SU-E-T-574: Novel Chance-Constrained Optimization in Intensity-Modulated Proton Therapy Planning to Account for Range and Patient Setup Uncertainties

International Nuclear Information System (INIS)

An, Y; Liang, J; Liu, W

2015-01-01

Purpose: We propose to apply a probabilistic framework, namely chanceconstrained optimization, in the intensity-modulated proton therapy (IMPT) planning subject to range and patient setup uncertainties. The purpose is to hedge against the influence of uncertainties and improve robustness of treatment plans. Methods: IMPT plans were generated for a typical prostate patient. Nine dose distributions are computed — the nominal one and one each for ±5mm setup uncertainties along three cardinal axes and for ±3.5% range uncertainty. These nine dose distributions are supplied to the solver CPLEX as chance constraints to explicitly control plan robustness under these representative uncertainty scenarios with certain probability. This probability is determined by the tolerance level. We make the chance-constrained model tractable by converting it to a mixed integer optimization problem. The quality of plans derived from this method is evaluated using dose-volume histogram (DVH) indices such as tumor dose homogeneity (D5% – D95%) and coverage (D95%) and normal tissue sparing like V70 of rectum, V65, and V40 of bladder. We also compare the results from this novel method with the conventional PTV-based method to further demonstrate its effectiveness Results: Our model can yield clinically acceptable plans within 50 seconds. The chance-constrained optimization produces IMPT plans with comparable target coverage, better target dose homogeneity, and better normal tissue sparing compared to the PTV-based optimization [D95% CTV: 67.9 vs 68.7 (Gy), D5% – D95% CTV: 11.9 vs 18 (Gy), V70 rectum: 0.0 % vs 0.33%, V65 bladder: 2.17% vs 9.33%, V40 bladder: 8.83% vs 21.83%]. It also simultaneously makes the plan more robust [Width of DVH band at D50%: 2.0 vs 10.0 (Gy)]. The tolerance level may be varied to control the tradeoff between plan robustness and quality. Conclusion: The chance-constrained optimization generates superior IMPT plan compared to the PTV-based optimization with

Optimizing Orbit-Instrument Configuration for Global Precipitation Mission (GPM) Satellite Fleet

Science.gov (United States)

Smith, Eric A.; Adams, James; Baptista, Pedro; Haddad, Ziad; Iguchi, Toshio; Im, Eastwood; Kummerow, Christian; Einaudi, Franco (Technical Monitor)

2001-01-01

architecture. Following this introduction, we focus specifically on the last topic, that being an analysis which leads to an optimal flight architecture dictated in part by science requirements but constrained by allowable orbital mechanics, instrument scan patterns, and antenna aperture properties. Because the optimal architecture involves an interplay between orbit mechanics and instrument specifications, it is important to recognize that in attempting to serve various scientific themes, the final optimal architecture will represent a compromise concerning dynamic range, spatial resolution, sampling interval, pointing, beam coincidence, and measurement uncertainty. Moreover, cost becomes a major factor in seeking the optimal architecture through the pathways of antenna and instrument scan designs, as well as propulsion requirements associated with the orbit heights of various "constellation" members. Although the results presented at the IGARSS-2001 meeting will likely not be the fully refined flight architecture specifications, they are expected to be nearly complete.

Solving Unconstrained Global Optimization Problems via Hybrid Swarm Intelligence Approaches

Directory of Open Access Journals (Sweden)

Jui-Yu Wu

2013-01-01

Full Text Available Stochastic global optimization (SGO algorithms such as the particle swarm optimization (PSO approach have become popular for solving unconstrained global optimization (UGO problems. The PSO approach, which belongs to the swarm intelligence domain, does not require gradient information, enabling it to overcome this limitation of traditional nonlinear programming methods. Unfortunately, PSO algorithm implementation and performance depend on several parameters, such as cognitive parameter, social parameter, and constriction coefficient. These parameters are tuned by using trial and error. To reduce the parametrization of a PSO method, this work presents two efficient hybrid SGO approaches, namely, a real-coded genetic algorithm-based PSO (RGA-PSO method and an artificial immune algorithm-based PSO (AIA-PSO method. The specific parameters of the internal PSO algorithm are optimized using the external RGA and AIA approaches, and then the internal PSO algorithm is applied to solve UGO problems. The performances of the proposed RGA-PSO and AIA-PSO algorithms are then evaluated using a set of benchmark UGO problems. Numerical results indicate that, besides their ability to converge to a global minimum for each test UGO problem, the proposed RGA-PSO and AIA-PSO algorithms outperform many hybrid SGO algorithms. Thus, the RGA-PSO and AIA-PSO approaches can be considered alternative SGO approaches for solving standard-dimensional UGO problems.

Selective Segmentation for Global Optimization of Depth Estimation in Complex Scenes

Directory of Open Access Journals (Sweden)

Sheng Liu

2013-01-01

Full Text Available This paper proposes a segmentation-based global optimization method for depth estimation. Firstly, for obtaining accurate matching cost, the original local stereo matching approach based on self-adapting matching window is integrated with two matching cost optimization strategies aiming at handling both borders and occlusion regions. Secondly, we employ a comprehensive smooth term to satisfy diverse smoothness request in real scene. Thirdly, a selective segmentation term is used for enforcing the plane trend constraints selectively on the corresponding segments to further improve the accuracy of depth results from object level. Experiments on the Middlebury image pairs show that the proposed global optimization approach is considerably competitive with other state-of-the-art matching approaches.

Constructing IGA-suitable planar parameterization from complex CAD boundary by domain partition and global/local optimization

Science.gov (United States)

Xu, Gang; Li, Ming; Mourrain, Bernard; Rabczuk, Timon; Xu, Jinlan; Bordas, Stéphane P. A.

2018-01-01

In this paper, we propose a general framework for constructing IGA-suitable planar B-spline parameterizations from given complex CAD boundaries consisting of a set of B-spline curves. Instead of forming the computational domain by a simple boundary, planar domains with high genus and more complex boundary curves are considered. Firstly, some pre-processing operations including B\\'ezier extraction and subdivision are performed on each boundary curve in order to generate a high-quality planar parameterization; then a robust planar domain partition framework is proposed to construct high-quality patch-meshing results with few singularities from the discrete boundary formed by connecting the end points of the resulting boundary segments. After the topology information generation of quadrilateral decomposition, the optimal placement of interior B\\'ezier curves corresponding to the interior edges of the quadrangulation is constructed by a global optimization method to achieve a patch-partition with high quality. Finally, after the imposition of C1=G1-continuity constraints on the interface of neighboring B\\'ezier patches with respect to each quad in the quadrangulation, the high-quality B\\'ezier patch parameterization is obtained by a C1-constrained local optimization method to achieve uniform and orthogonal iso-parametric structures while keeping the continuity conditions between patches. The efficiency and robustness of the proposed method are demonstrated by several examples which are compared to results obtained by the skeleton-based parameterization approach.

Global blending optimization of laminated composites with discrete material candidate selection and thickness variation

DEFF Research Database (Denmark)

Sørensen, Søren N.; Stolpe, Mathias

2015-01-01

rate. The capabilities of the method and the effect of active versus inactive manufacturing constraints are demonstrated on several numerical examples of limited size, involving at most 320 binary variables. Most examples are solved to guaranteed global optimality and may constitute benchmark examples...... but is, however, convex in the original mixed binary nested form. Convexity is the foremost important property of optimization problems, and the proposed method can guarantee the global or near-global optimal solution; unlike most topology optimization methods. The material selection is limited...... for popular topology optimization methods and heuristics based on solving sequences of non-convex problems. The results will among others demonstrate that the difficulty of the posed problem is highly dependent upon the composition of the constitutive properties of the material candidates....

Constrained Optimization of MIMO Training Sequences

Directory of Open Access Journals (Sweden)

Coon Justin P

2007-01-01

Full Text Available Multiple-input multiple-output (MIMO systems have shown a huge potential for increased spectral efficiency and throughput. With an increasing number of transmitting antennas comes the burden of providing training for channel estimation for coherent detection. In some special cases optimal, in the sense of mean-squared error (MSE, training sequences have been designed. However, in many practical systems it is not feasible to analytically find optimal solutions and numerical techniques must be used. In this paper, two systems (unique word (UW single carrier and OFDM with nulled subcarriers are considered and a method of designing near-optimal training sequences using nonlinear optimization techniques is proposed. In particular, interior-point (IP algorithms such as the barrier method are discussed. Although the two systems seem unrelated, the cost function, which is the MSE of the channel estimate, is shown to be effectively the same for each scenario. Also, additional constraints, such as peak-to-average power ratio (PAPR, are considered and shown to be easily included in the optimization process. Numerical examples illustrate the effectiveness of the designed training sequences, both in terms of MSE and bit-error rate (BER.

Global Optimization of Minority Game by Smart Agents

OpenAIRE

Yan-Bo Xie; Bing-Hong Wang; Chin-Kun Hu; Tao Zhou

2004-01-01

We propose a new model of minority game with so-called smart agents such that the standard deviation and the total loss in this model reach the theoretical minimum values in the limit of long time. The smart agents use trail and error method to make a choice but bring global optimization to the system, which suggests that the economic systems may have the ability to self-organize into a highly optimized state by agents who are forced to make decisions based on inductive thinking for their lim...

Dynamic Optimization of Constrained Layer Damping Structure for the Headstock of Machine Tools with Modal Strain Energy Method

Directory of Open Access Journals (Sweden)

Yakai Xu

2017-01-01

Full Text Available Dynamic stiffness and damping of the headstock, which is a critical component of precision horizontal machining center, are two main factors that influence machining accuracy and surface finish quality. Constrained Layer Damping (CLD structure is proved to be effective in raising damping capacity for the thin plate and shell structures. In this paper, one kind of high damping material is utilized on the headstock to improve damping capacity. The dynamic characteristic of the hybrid headstock is investigated analytically and experimentally. The results demonstrate that the resonant response amplitudes of the headstock with damping material can decrease significantly compared to original cast structure. To obtain the optimal configuration of damping material, a topology optimization method based on the Evolutionary Structural Optimization (ESO is implemented. Modal Strain Energy (MSE method is employed to analyze the damping and to derive the sensitivity of the modal loss factor. The optimization results indicate that the added weight of damping material decreases by 50%; meanwhile the first two orders of modal loss factor decrease by less than 23.5% compared to the original structure.

Design optimization of shell-and-tube heat exchangers using single objective and multiobjective particle swarm optimization

International Nuclear Information System (INIS)

Elsays, Mostafa A.; Naguib Aly, M; Badawi, Alya A.

2010-01-01

The Particle Swarm Optimization (PSO) algorithm is used to optimize the design of shell-and-tube heat exchangers and determine the optimal feasible solutions so as to eliminate trial-and-error during the design process. The design formulation takes into account the area and the total annual cost of heat exchangers as two objective functions together with operating as well as geometrical constraints. The Nonlinear Constrained Single Objective Particle Swarm Optimization (NCSOPSO) algorithm is used to minimize and find the optimal feasible solution for each of the nonlinear constrained objective functions alone, respectively. Then, a novel Nonlinear Constrained Mult-objective Particle Swarm Optimization (NCMOPSO) algorithm is used to minimize and find the Pareto optimal solutions for both of the nonlinear constrained objective functions together. The experimental results show that the two algorithms are very efficient, fast and can find the accurate optimal feasible solutions of the shell and tube heat exchangers design optimization problem. (orig.)

Pareto-Optimal Estimates of California Precipitation Change

Science.gov (United States)

Langenbrunner, Baird; Neelin, J. David

2017-12-01

In seeking constraints on global climate model projections under global warming, one commonly finds that different subsets of models perform well under different objective functions, and these trade-offs are difficult to weigh. Here a multiobjective approach is applied to a large set of subensembles generated from the Climate Model Intercomparison Project phase 5 ensemble. We use observations and reanalyses to constrain tropical Pacific sea surface temperatures, upper level zonal winds in the midlatitude Pacific, and California precipitation. An evolutionary algorithm identifies the set of Pareto-optimal subensembles across these three measures, and these subensembles are used to constrain end-of-century California wet season precipitation change. This methodology narrows the range of projections throughout California, increasing confidence in estimates of positive mean precipitation change. Finally, we show how this technique complements and generalizes emergent constraint approaches for restricting uncertainty in end-of-century projections within multimodel ensembles using multiple criteria for observational constraints.

Fast globally optimal segmentation of 3D prostate MRI with axial symmetry prior.

Science.gov (United States)

Qiu, Wu; Yuan, Jing; Ukwatta, Eranga; Sun, Yue; Rajchl, Martin; Fenster, Aaron

2013-01-01

We propose a novel global optimization approach to segmenting a given 3D prostate T2w magnetic resonance (MR) image, which enforces the inherent axial symmetry of the prostate shape and simultaneously performs a sequence of 2D axial slice-wise segmentations with a global 3D coherence prior. We show that the proposed challenging combinatorial optimization problem can be solved globally and exactly by means of convex relaxation. With this regard, we introduce a novel coupled continuous max-flow model, which is dual to the studied convex relaxed optimization formulation and leads to an efficient multiplier augmented algorithm based on the modern convex optimization theory. Moreover, the new continuous max-flow based algorithm was implemented on GPUs to achieve a substantial improvement in computation. Experimental results using public and in-house datasets demonstrate great advantages of the proposed method in terms of both accuracy and efficiency.

Statistical distributions of optimal global alignment scores of random protein sequences

Directory of Open Access Journals (Sweden)

Tang Jiaowei

2005-10-01

Full Text Available Abstract Background The inference of homology from statistically significant sequence similarity is a central issue in sequence alignments. So far the statistical distribution function underlying the optimal global alignments has not been completely determined. Results In this study, random and real but unrelated sequences prepared in six different ways were selected as reference datasets to obtain their respective statistical distributions of global alignment scores. All alignments were carried out with the Needleman-Wunsch algorithm and optimal scores were fitted to the Gumbel, normal and gamma distributions respectively. The three-parameter gamma distribution performs the best as the theoretical distribution function of global alignment scores, as it agrees perfectly well with the distribution of alignment scores. The normal distribution also agrees well with the score distribution frequencies when the shape parameter of the gamma distribution is sufficiently large, for this is the scenario when the normal distribution can be viewed as an approximation of the gamma distribution. Conclusion We have shown that the optimal global alignment scores of random protein sequences fit the three-parameter gamma distribution function. This would be useful for the inference of homology between sequences whose relationship is unknown, through the evaluation of gamma distribution significance between sequences.

Integrated Multidisciplinary Constrained Optimization of Offshore Support Structures

International Nuclear Information System (INIS)

Haghi, Rad; Molenaar, David P; Ashuri, Turaj; Van der Valk, Paul L C

2014-01-01

In the current offshore wind turbine support structure design method, the tower and foundation, which form the support structure are designed separately by the turbine and foundation designer. This method yields a suboptimal design and it results in a heavy, overdesigned and expensive support structure. This paper presents an integrated multidisciplinary approach to design the tower and foundation simultaneously. Aerodynamics, hydrodynamics, structure and soil mechanics are the modeled disciplines to capture the full dynamic behavior of the foundation and tower under different environmental conditions. The objective function to be minimized is the mass of the support structure. The model includes various design constraints: local and global buckling, modal frequencies, and fatigue damage along different stations of the structure. To show the usefulness of the method, an existing SWT-3.6-107 offshore wind turbine where its tower and foundation are designed separately is used as a case study. The result of the integrated multidisciplinary design optimization shows 12.1% reduction in the mass of the support structure, while satisfying all the design constraints

Application of surrogate-based global optimization to aerodynamic design

CERN Document Server

Pérez, Esther

2016-01-01

Aerodynamic design, like many other engineering applications, is increasingly relying on computational power. The growing need for multi-disciplinarity and high fidelity in design optimization for industrial applications requires a huge number of repeated simulations in order to find an optimal design candidate. The main drawback is that each simulation can be computationally expensive – this becomes an even bigger issue when used within parametric studies, automated search or optimization loops, which typically may require thousands of analysis evaluations. The core issue of a design-optimization problem is the search process involved. However, when facing complex problems, the high-dimensionality of the design space and the high-multi-modality of the target functions cannot be tackled with standard techniques. In recent years, global optimization using meta-models has been widely applied to design exploration in order to rapidly investigate the design space and find sub-optimal solutions. Indeed, surrogat...

Pole shifting with constrained output feedback

International Nuclear Information System (INIS)

Hamel, D.; Mensah, S.; Boisvert, J.

1984-03-01

The concept of pole placement plays an important role in linear, multi-variable, control theory. It has received much attention since its introduction, and several pole shifting algorithms are now available. This work presents a new method which allows practical and engineering constraints such as gain limitation and controller structure to be introduced right into the pole shifting design strategy. This is achieved by formulating the pole placement problem as a constrained optimization problem. Explicit constraints (controller structure and gain limits) are defined to identify an admissible region for the feedback gain matrix. The desired pole configuration is translated into an appropriate cost function which must be closed-loop minimized. The resulting constrained optimization problem can thus be solved with optimization algorithms. The method has been implemented as an algorithmic interactive module in a computer-aided control system design package, MVPACK. The application of the method is illustrated to design controllers for an aircraft and an evaporator. The results illustrate the importance of controller structure on overall performance of a control system

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

Energy Technology Data Exchange (ETDEWEB)

Liu, X; Belcher, AH; Wiersma, R [The University of Chicago, Chicago, IL (United States)

2016-06-15

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

Constrained Dynamic Optimality and Binomial Terminal Wealth

DEFF Research Database (Denmark)

Pedersen, J. L.; Peskir, G.

2018-01-01

with interest rate $r \\in {R}$). Letting $P_{t,x}$ denote a probability measure under which $X^u$ takes value $x$ at time $t,$ we study the dynamic version of the nonlinear optimal control problem $\\inf_u\\, Var{t,X_t^u}(X_T^u)$ where the infimum is taken over admissible controls $u$ subject to $X_t^u \\ge e...... a martingale method combined with Lagrange multipliers, we derive the dynamically optimal control $u_*^d$ in closed form and prove that the dynamically optimal terminal wealth $X_T^d$ can only take two values $g$ and $\\beta$. This binomial nature of the dynamically optimal strategy stands in sharp contrast...... with other known portfolio selection strategies encountered in the literature. A direct comparison shows that the dynamically optimal (time-consistent) strategy outperforms the statically optimal (time-inconsistent) strategy in the problem....

Pricing and lot sizing optimization in a two-echelon supply chain with a constrained Logit demand function

Directory of Open Access Journals (Sweden)

Yeison Díaz-Mateus

2017-07-01

Full Text Available Decision making in supply chains is influenced by demand variations, and hence sales, purchase orders and inventory levels are therefore concerned. This paper presents a non-linear optimization model for a two-echelon supply chain, for a unique product. In addition, the model includes the consumers’ maximum willingness to pay, taking socioeconomic differences into account. To do so, the constrained multinomial logit for discrete choices is used to estimate demand levels. Then, a metaheuristic approach based on particle swarm optimization is proposed to determine the optimal product sales price and inventory coordination variables. To validate the proposed model, a supply chain of a technological product was chosen and three scenarios are analyzed: discounts, demand segmentation and demand overestimation. Results are analyzed on the basis of profits, lotsizing and inventory turnover and market share. It can be concluded that the maximum willingness to pay must be taken into consideration, otherwise fictitious profits may mislead decision making, and although the market share would seem to improve, overall profits are not in fact necessarily better.

Factorization of Constrained Energy K-Network Reliability with Perfect Nodes

OpenAIRE

Burgos, Juan Manuel

2013-01-01

This paper proves a new general K-network constrained energy reliability global factorization theorem. As in the unconstrained case, beside its theoretical mathematical importance the theorem shows how to do parallel processing in exact network constrained energy reliability calculations in order to reduce the processing time of this NP-hard problem. Followed by a new simple factorization formula for its calculation, we propose a new definition of constrained energy network reliability motiva...

Assessment of electricity demand-supply in health facilities in resource-constrained settings : optimization and evaluation of energy systems for a case in Rwanda

NARCIS (Netherlands)

Palacios, S.G.

2015-01-01

In health facilities in resource-constrained settings, a lack of access to sustainable and reliable electricity can result on a sub-optimal delivery of healthcare services, as they do not have lighting for medical procedures and power to run essential equipment and devices to treat their patients.

Global Sufficient Optimality Conditions for a Special Cubic Minimization Problem

Directory of Open Access Journals (Sweden)

Xiaomei Zhang

2012-01-01

Full Text Available We present some sufficient global optimality conditions for a special cubic minimization problem with box constraints or binary constraints by extending the global subdifferential approach proposed by V. Jeyakumar et al. (2006. The present conditions generalize the results developed in the work of V. Jeyakumar et al. where a quadratic minimization problem with box constraints or binary constraints was considered. In addition, a special diagonal matrix is constructed, which is used to provide a convenient method for justifying the proposed sufficient conditions. Then, the reformulation of the sufficient conditions follows. It is worth noting that this reformulation is also applicable to the quadratic minimization problem with box or binary constraints considered in the works of V. Jeyakumar et al. (2006 and Y. Wang et al. (2010. Finally some examples demonstrate that our optimality conditions can effectively be used for identifying global minimizers of the certain nonconvex cubic minimization problem.

Joint global optimization of tomographic data based on particle swarm optimization and decision theory

Science.gov (United States)

Paasche, H.; Tronicke, J.

2012-04-01

In many near surface geophysical applications multiple tomographic data sets are routinely acquired to explore subsurface structures and parameters. Linking the model generation process of multi-method geophysical data sets can significantly reduce ambiguities in geophysical data analysis and model interpretation. Most geophysical inversion approaches rely on local search optimization methods used to find an optimal model in the vicinity of a user-given starting model. The final solution may critically depend on the initial model. Alternatively, global optimization (GO) methods have been used to invert geophysical data. They explore the solution space in more detail and determine the optimal model independently from the starting model. Additionally, they can be used to find sets of optimal models allowing a further analysis of model parameter uncertainties. Here we employ particle swarm optimization (PSO) to realize the global optimization of tomographic data. PSO is an emergent methods based on swarm intelligence characterized by fast and robust convergence towards optimal solutions. The fundamental principle of PSO is inspired by nature, since the algorithm mimics the behavior of a flock of birds searching food in a search space. In PSO, a number of particles cruise a multi-dimensional solution space striving to find optimal model solutions explaining the acquired data. The particles communicate their positions and success and direct their movement according to the position of the currently most successful particle of the swarm. The success of a particle, i.e. the quality of the currently found model by a particle, must be uniquely quantifiable to identify the swarm leader. When jointly inverting disparate data sets, the optimization solution has to satisfy multiple optimization objectives, at least one for each data set. Unique determination of the most successful particle currently leading the swarm is not possible. Instead, only statements about the Pareto

Stress-constrained truss topology optimization problems that can be solved by linear programming

DEFF Research Database (Denmark)

Stolpe, Mathias; Svanberg, Krister

2004-01-01

We consider the problem of simultaneously selecting the material and determining the area of each bar in a truss structure in such a way that the cost of the structure is minimized subject to stress constraints under a single load condition. We show that such problems can be solved by linear...... programming to give the global optimum, and that two different materials are always sufficient in an optimal structure....

Analytical design of proportional-integral controllers for the optimal control of first-order processes with operational constraints

Energy Technology Data Exchange (ETDEWEB)

Thu, Hien Cao Thi; Lee, Moonyong [Yeungnam University, Gyeongsan (Korea, Republic of)

2013-12-15

A novel analytical design method of industrial proportional-integral (PI) controllers was developed for the optimal control of first-order processes with operational constraints. The control objective was to minimize a weighted sum of the controlled variable error and the rate of change in the manipulated variable under the maximum allowable limits in the controlled variable, manipulated variable and the rate of change in the manipulated variable. The constrained optimal servo control problem was converted to an unconstrained optimization to obtain an analytical tuning formula. A practical shortcut procedure for obtaining optimal PI parameters was provided based on graphical analysis of global optimality. The proposed PI controller was found to guarantee global optimum and deal explicitly with the three important operational constraints.

OpenMDAO: Framework for Flexible Multidisciplinary Design, Analysis and Optimization Methods

Science.gov (United States)

Heath, Christopher M.; Gray, Justin S.

2012-01-01

The OpenMDAO project is underway at NASA to develop a framework which simplifies the implementation of state-of-the-art tools and methods for multidisciplinary design, analysis and optimization. Foremost, OpenMDAO has been designed to handle variable problem formulations, encourage reconfigurability, and promote model reuse. This work demonstrates the concept of iteration hierarchies in OpenMDAO to achieve a flexible environment for supporting advanced optimization methods which include adaptive sampling and surrogate modeling techniques. In this effort, two efficient global optimization methods were applied to solve a constrained, single-objective and constrained, multiobjective version of a joint aircraft/engine sizing problem. The aircraft model, NASA's nextgeneration advanced single-aisle civil transport, is being studied as part of the Subsonic Fixed Wing project to help meet simultaneous program goals for reduced fuel burn, emissions, and noise. This analysis serves as a realistic test problem to demonstrate the flexibility and reconfigurability offered by OpenMDAO.

Multi-Sensor Constrained Time Varying Emissions Estimation of Black Carbon: Attributing Urban and Fire Sources Globally

Science.gov (United States)

Cohen, J. B.

2015-12-01

The short lifetime and heterogeneous distribution of Black Carbon (BC) in the atmosphere leads to complex impacts on radiative forcing, climate, and health, and complicates analysis of its atmospheric processing and emissions. Two recent papers have estimated the global and regional emissions of BC using advanced statistical and computational methods. One used a Kalman Filter, including data from AERONET, NOAA, and other ground-based sources, to estimate global emissions of 17.8+/-5.6 Tg BC/year (with the increase attributable to East Asia, South Asia, Southeast Asia, and Eastern Europe - all regions which have had rapid urban, industrial, and economic expansion). The second additionally used remotely sensed measurements from MISR and a variance maximizing technique, uniquely quantifying fire and urban sources in Southeast Asia, as well as their large year-to-year variability over the past 12 years, leading to increases from 10% to 150%. These new emissions products, when run through our state-of-the art modelling system of chemistry, physics, transport, removal, radiation, and climate, match 140 ground stations and satellites better in both an absolute and a temporal sense. New work now further includes trace species measurements from OMI, which are used with the variance maximizing technique to constrain the types of emissions sources. Furthermore, land-use change and fire estimation products from MODIS are also included, which provide other constraints on the temporal and spatial nature of the variations of intermittent sources like fires or new permanent sources like expanded urbanization. This talk will introduce a new, top-down constrained, weekly varying BC emissions dataset, show that it produces a better fit with observations, and draw conclusions about the sources and impacts from urbanization one hand, and fires on another hand. Results specific to the Southeast and East Asia will demonstrate inter- and intra-annual variations, such as the function of

A global optimization method for evaporative cooling systems based on the entransy theory

International Nuclear Information System (INIS)

Yuan, Fang; Chen, Qun

2012-01-01

Evaporative cooling technique, one of the most widely used methods, is essential to both energy conservation and environment protection. This contribution introduces a global optimization method for indirect evaporative cooling systems with coupled heat and mass transfer processes based on the entransy theory to improve their energy efficiency. First, we classify the irreversible processes in the system into the heat transfer process, the coupled heat and mass transfer process and the mixing process of waters in different branches, where the irreversibility is evaluated by the entransy dissipation. Then through the total system entransy dissipation, we establish the theoretical relationship of the user demands with both the geometrical structures of each heat exchanger and the operating parameters of each fluid, and derive two optimization equation groups focusing on two typical optimization problems. Finally, an indirect evaporative cooling system is taken as an example to illustrate the applications of the newly proposed optimization method. It is concluded that there exists an optimal circulating water flow rate with the minimum total thermal conductance of the system. Furthermore, with different user demands and moist air inlet conditions, it is the global optimization, other than parametric analysis, will obtain the optimal performance of the system. -- Highlights: ► Introduce a global optimization method for evaporative cooling systems. ► Establish the direct relation between user demands and the design parameters. ► Obtain two groups of optimization equations for two typical optimization objectives. ► Solving the equations offers the optimal design parameters for the system. ► Provide the instruction for the design of coupled heat and mass transfer systems.

On the optimal identification of tag sets in time-constrained RFID configurations.

Science.gov (United States)

Vales-Alonso, Javier; Bueno-Delgado, María Victoria; Egea-López, Esteban; Alcaraz, Juan José; Pérez-Mañogil, Juan Manuel

2011-01-01

In Radio Frequency Identification facilities the identification delay of a set of tags is mainly caused by the random access nature of the reading protocol, yielding a random identification time of the set of tags. In this paper, the cumulative distribution function of the identification time is evaluated using a discrete time Markov chain for single-set time-constrained passive RFID systems, namely those ones where a single group of tags is assumed to be in the reading area and only for a bounded time (sojourn time) before leaving. In these scenarios some tags in a set may leave the reader coverage area unidentified. The probability of this event is obtained from the cumulative distribution function of the identification time as a function of the sojourn time. This result provides a suitable criterion to minimize the probability of losing tags. Besides, an identification strategy based on splitting the set of tags in smaller subsets is also considered. Results demonstrate that there are optimal splitting configurations that reduce the overall identification time while keeping the same probability of losing tags.

Self-adaptive global best harmony search algorithm applied to reactor core fuel management optimization

International Nuclear Information System (INIS)

Poursalehi, N.; Zolfaghari, A.; Minuchehr, A.; Valavi, K.

2013-01-01

Highlights: • SGHS enhanced the convergence rate of LPO using some improvements in comparison to basic HS and GHS. • SGHS optimization algorithm obtained averagely better fitness relative to basic HS and GHS algorithms. • Upshot of the SGHS implementation in the LPO reveals its flexibility, efficiency and reliability. - Abstract: The aim of this work is to apply the new developed optimization algorithm, Self-adaptive Global best Harmony Search (SGHS), for PWRs fuel management optimization. SGHS algorithm has some modifications in comparison with basic Harmony Search (HS) and Global-best Harmony Search (GHS) algorithms such as dynamically change of parameters. For the demonstration of SGHS ability to find an optimal configuration of fuel assemblies, basic Harmony Search (HS) and Global-best Harmony Search (GHS) algorithms also have been developed and investigated. For this purpose, Self-adaptive Global best Harmony Search Nodal Expansion package (SGHSNE) has been developed implementing HS, GHS and SGHS optimization algorithms for the fuel management operation of nuclear reactor cores. This package uses developed average current nodal expansion code which solves the multi group diffusion equation by employment of first and second orders of Nodal Expansion Method (NEM) for two dimensional, hexagonal and rectangular geometries, respectively, by one node per a FA. Loading pattern optimization was performed using SGHSNE package for some test cases to present the SGHS algorithm capability in converging to near optimal loading pattern. Results indicate that the convergence rate and reliability of the SGHS method are quite promising and practically, SGHS improves the quality of loading pattern optimization results relative to HS and GHS algorithms. As a result, it has the potential to be used in the other nuclear engineering optimization problems

Statistical mechanics of budget-constrained auctions

OpenAIRE

Altarelli, F.; Braunstein, A.; Realpe-Gomez, J.; Zecchina, R.

2009-01-01

Finding the optimal assignment in budget-constrained auctions is a combinatorial optimization problem with many important applications, a notable example being the sale of advertisement space by search engines (in this context the problem is often referred to as the off-line AdWords problem). Based on the cavity method of statistical mechanics, we introduce a message passing algorithm that is capable of solving efficiently random instances of the problem extracted from a natural distribution,...

Global-local optimization of flapping kinematics in hovering flight

KAUST Repository

Ghommem, Mehdi; Hajj, M. R.; Mook, Dean T.; Stanford, Bret K.; Bé ran, Philip S.; Watson, Layne T.

2013-01-01

The kinematics of a hovering wing are optimized by combining the 2-d unsteady vortex lattice method with a hybrid of global and local optimization algorithms. The objective is to minimize the required aerodynamic power under a lift constraint. The hybrid optimization is used to efficiently navigate the complex design space due to wing-wake interference present in hovering aerodynamics. The flapping wing is chosen so that its chord length and flapping frequency match the morphological and flight properties of two insects with different masses. The results suggest that imposing a delay between the different oscillatory motions defining the flapping kinematics, and controlling the way through which the wing rotates at the end of each half stroke can improve aerodynamic power under a lift constraint. Furthermore, our optimization analysis identified optimal kinematics that agree fairly well with observed insect kinematics, as well as previously published numerical results.

Global-local optimization of flapping kinematics in hovering flight

KAUST Repository

Ghommem, Mehdi

2013-06-01

The kinematics of a hovering wing are optimized by combining the 2-d unsteady vortex lattice method with a hybrid of global and local optimization algorithms. The objective is to minimize the required aerodynamic power under a lift constraint. The hybrid optimization is used to efficiently navigate the complex design space due to wing-wake interference present in hovering aerodynamics. The flapping wing is chosen so that its chord length and flapping frequency match the morphological and flight properties of two insects with different masses. The results suggest that imposing a delay between the different oscillatory motions defining the flapping kinematics, and controlling the way through which the wing rotates at the end of each half stroke can improve aerodynamic power under a lift constraint. Furthermore, our optimization analysis identified optimal kinematics that agree fairly well with observed insect kinematics, as well as previously published numerical results.

Experimental design approach to the process parameter optimization for laser welding of martensitic stainless steels in a constrained overlap configuration

Science.gov (United States)

Khan, M. M. A.; Romoli, L.; Fiaschi, M.; Dini, G.; Sarri, F.

2011-02-01

This paper presents an experimental design approach to process parameter optimization for the laser welding of martensitic AISI 416 and AISI 440FSe stainless steels in a constrained overlap configuration in which outer shell was 0.55 mm thick. To determine the optimal laser-welding parameters, a set of mathematical models were developed relating welding parameters to each of the weld characteristics. These were validated both statistically and experimentally. The quality criteria set for the weld to determine optimal parameters were the minimization of weld width and the maximization of weld penetration depth, resistance length and shearing force. Laser power and welding speed in the range 855-930 W and 4.50-4.65 m/min, respectively, with a fiber diameter of 300 μm were identified as the optimal set of process parameters. However, the laser power and welding speed can be reduced to 800-840 W and increased to 4.75-5.37 m/min, respectively, to obtain stronger and better welds.

Distributed Constrained Stochastic Subgradient Algorithms Based on Random Projection and Asynchronous Broadcast over Networks

Directory of Open Access Journals (Sweden)

Junlong Zhu

2017-01-01

Full Text Available We consider a distributed constrained optimization problem over a time-varying network, where each agent only knows its own cost functions and its constraint set. However, the local constraint set may not be known in advance or consists of huge number of components in some applications. To deal with such cases, we propose a distributed stochastic subgradient algorithm over time-varying networks, where the estimate of each agent projects onto its constraint set by using random projection technique and the implement of information exchange between agents by employing asynchronous broadcast communication protocol. We show that our proposed algorithm is convergent with probability 1 by choosing suitable learning rate. For constant learning rate, we obtain an error bound, which is defined as the expected distance between the estimates of agent and the optimal solution. We also establish an asymptotic upper bound between the global objective function value at the average of the estimates and the optimal value.

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

Science.gov (United States)

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.

Determining the Optimal Solution for Quadratically Constrained Quadratic Programming (QCQP) on Energy-Saving Generation Dispatch Problem

Science.gov (United States)

Lesmana, E.; Chaerani, D.; Khansa, H. N.

2018-03-01

Energy-Saving Generation Dispatch (ESGD) is a scheme made by Chinese Government in attempt to minimize CO2 emission produced by power plant. This scheme is made related to global warming which is primarily caused by too much CO2 in earth’s atmosphere, and while the need of electricity is something absolute, the power plants producing it are mostly thermal-power plant which produced many CO2. Many approach to fulfill this scheme has been made, one of them came through Minimum Cost Flow in which resulted in a Quadratically Constrained Quadratic Programming (QCQP) form. In this paper, ESGD problem with Minimum Cost Flow in QCQP form will be solved using Lagrange’s Multiplier Method

An Evaluation of the Sniffer Global Optimization Algorithm Using Standard Test Functions

Science.gov (United States)

Butler, Roger A. R.; Slaminka, Edward E.

1992-03-01

The performance of Sniffer—a new global optimization algorithm—is compared with that of Simulated Annealing. Using the number of function evaluations as a measure of efficiency, the new algorithm is shown to be significantly better at finding the global minimum of seven standard test functions. Several of the test functions used have many local minima and very steep walls surrounding the global minimum. Such functions are intended to thwart global minimization algorithms.

Design of Optimal Hybrid Position/Force Controller for a Robot Manipulator Using Neural Networks

Directory of Open Access Journals (Sweden)

Vikas Panwar

2007-01-01

Full Text Available The application of quadratic optimization and sliding-mode approach is considered for hybrid position and force control of a robot manipulator. The dynamic model of the manipulator is transformed into a state-space model to contain two sets of state variables, where one describes the constrained motion and the other describes the unconstrained motion. The optimal feedback control law is derived solving matrix differential Riccati equation, which is obtained using Hamilton Jacobi Bellman optimization. The optimal feedback control law is shown to be globally exponentially stable using Lyapunov function approach. The dynamic model uncertainties are compensated with a feedforward neural network. The neural network requires no preliminary offline training and is trained with online weight tuning algorithms that guarantee small errors and bounded control signals. The application of the derived control law is demonstrated through simulation with a 4-DOF robot manipulator to track an elliptical planar constrained surface while applying the desired force on the surface.

Proposal of Evolutionary Simplex Method for Global Optimization Problem

Science.gov (United States)

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.

Joint Optimal Production Planning for Complex Supply Chains Constrained by Carbon Emission Abatement Policies

Directory of Open Access Journals (Sweden)

Longfei He

2014-01-01

Full Text Available We focus on the joint production planning of complex supply chains facing stochastic demands and being constrained by carbon emission reduction policies. We pick two typical carbon emission reduction policies to research how emission regulation influences the profit and carbon footprint of a typical supply chain. We use the input-output model to capture the interrelated demand link between an arbitrary pair of two nodes in scenarios without or with carbon emission constraints. We design optimization algorithm to obtain joint optimal production quantities combination for maximizing overall profit under regulatory policies, respectively. Furthermore, numerical studies by featuring exponentially distributed demand compare systemwide performances in various scenarios. We build the “carbon emission elasticity of profit (CEEP” index as a metric to evaluate the impact of regulatory policies on both chainwide emissions and profit. Our results manifest that by facilitating the mandatory emission cap in proper installation within the network one can balance well effective emission reduction and associated acceptable profit loss. The outcome that CEEP index when implementing Carbon emission tax is elastic implies that the scale of profit loss is greater than that of emission reduction, which shows that this policy is less effective than mandatory cap from industry standpoint at least.

Chaos optimization algorithms based on chaotic maps with different probability distribution and search speed for global optimization

Science.gov (United States)

Yang, Dixiong; Liu, Zhenjun; Zhou, Jilei

2014-04-01

Chaos optimization algorithms (COAs) usually utilize the chaotic map like Logistic map to generate the pseudo-random numbers mapped as the design variables for global optimization. Many existing researches indicated that COA can more easily escape from the local minima than classical stochastic optimization algorithms. This paper reveals the inherent mechanism of high efficiency and superior performance of COA, from a new perspective of both the probability distribution property and search speed of chaotic sequences generated by different chaotic maps. The statistical property and search speed of chaotic sequences are represented by the probability density function (PDF) and the Lyapunov exponent, respectively. Meanwhile, the computational performances of hybrid chaos-BFGS algorithms based on eight one-dimensional chaotic maps with different PDF and Lyapunov exponents are compared, in which BFGS is a quasi-Newton method for local optimization. Moreover, several multimodal benchmark examples illustrate that, the probability distribution property and search speed of chaotic sequences from different chaotic maps significantly affect the global searching capability and optimization efficiency of COA. To achieve the high efficiency of COA, it is recommended to adopt the appropriate chaotic map generating the desired chaotic sequences with uniform or nearly uniform probability distribution and large Lyapunov exponent.

A Comparative Study on Recently-Introduced Nature-Based Global Optimization Methods in Complex Mechanical System Design

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Abdulbaset El Hadi Saad

2017-10-01

Full Text Available Advanced global optimization algorithms have been continuously introduced and improved to solve various complex design optimization problems for which the objective and constraint functions can only be evaluated through computation intensive numerical analyses or simulations with a large number of design variables. The often implicit, multimodal, and ill-shaped objective and constraint functions in high-dimensional and “black-box” forms demand the search to be carried out using low number of function evaluations with high search efficiency and good robustness. This work investigates the performance of six recently introduced, nature-inspired global optimization methods: Artificial Bee Colony (ABC, Firefly Algorithm (FFA, Cuckoo Search (CS, Bat Algorithm (BA, Flower Pollination Algorithm (FPA and Grey Wolf Optimizer (GWO. These approaches are compared in terms of search efficiency and robustness in solving a set of representative benchmark problems in smooth-unimodal, non-smooth unimodal, smooth multimodal, and non-smooth multimodal function forms. In addition, four classic engineering optimization examples and a real-life complex mechanical system design optimization problem, floating offshore wind turbines design optimization, are used as additional test cases representing computationally-expensive black-box global optimization problems. Results from this comparative study show that the ability of these global optimization methods to obtain a good solution diminishes as the dimension of the problem, or number of design variables increases. Although none of these methods is universally capable, the study finds that GWO and ABC are more efficient on average than the other four in obtaining high quality solutions efficiently and consistently, solving 86% and 80% of the tested benchmark problems, respectively. The research contributes to future improvements of global optimization methods.

A Sequential Quadratically Constrained Quadratic Programming Method of Feasible Directions

International Nuclear Information System (INIS)

Jian Jinbao; Hu Qingjie; Tang Chunming; Zheng Haiyan

2007-01-01

In this paper, a sequential quadratically constrained quadratic programming method of feasible directions is proposed for the optimization problems with nonlinear inequality constraints. At each iteration of the proposed algorithm, a feasible direction of descent is obtained by solving only one subproblem which consist of a convex quadratic objective function and simple quadratic inequality constraints without the second derivatives of the functions of the discussed problems, and such a subproblem can be formulated as a second-order cone programming which can be solved by interior point methods. To overcome the Maratos effect, an efficient higher-order correction direction is obtained by only one explicit computation formula. The algorithm is proved to be globally convergent and superlinearly convergent under some mild conditions without the strict complementarity. Finally, some preliminary numerical results are reported

A non-linear branch and cut method for solving discrete minimum compliance problems to global optimality

DEFF Research Database (Denmark)

Stolpe, Mathias; Bendsøe, Martin P.

2007-01-01

This paper present some initial results pertaining to a search for globally optimal solutions to a challenging benchmark example proposed by Zhou and Rozvany. This means that we are dealing with global optimization of the classical single load minimum compliance topology design problem with a fixed...... finite element discretization and with discrete design variables. Global optimality is achieved by the implementation of some specially constructed convergent nonlinear branch and cut methods, based on the use of natural relaxations and by applying strengthening constraints (linear valid inequalities...

Cloud Particles Differential Evolution Algorithm: A Novel Optimization Method for Global Numerical Optimization

Directory of Open Access Journals (Sweden)

Wei Li

2015-01-01

Full Text Available We propose a new optimization algorithm inspired by the formation and change of the cloud in nature, referred to as Cloud Particles Differential Evolution (CPDE algorithm. The cloud is assumed to have three states in the proposed algorithm. Gaseous state represents the global exploration. Liquid state represents the intermediate process from the global exploration to the local exploitation. Solid state represents the local exploitation. The best solution found so far acts as a nucleus. In gaseous state, the nucleus leads the population to explore by condensation operation. In liquid state, cloud particles carry out macrolocal exploitation by liquefaction operation. A new mutation strategy called cloud differential mutation is introduced in order to solve a problem that the misleading effect of a nucleus may cause the premature convergence. In solid state, cloud particles carry out microlocal exploitation by solidification operation. The effectiveness of the algorithm is validated upon different benchmark problems. The results have been compared with eight well-known optimization algorithms. The statistical analysis on performance evaluation of the different algorithms on 10 benchmark functions and CEC2013 problems indicates that CPDE attains good performance.

A theoretical global optimization method for vapor-compression refrigeration systems based on entransy theory

International Nuclear Information System (INIS)

Xu, Yun-Chao; Chen, Qun

2013-01-01

The vapor-compression refrigeration systems have been one of the essential energy conversion systems for humankind and exhausting huge amounts of energy nowadays. Surrounding the energy efficiency promotion of the systems, there are lots of effectual optimization methods but mainly relied on engineering experience and computer simulations rather than theoretical analysis due to the complex and vague physical essence. We attempt to propose a theoretical global optimization method based on in-depth physical analysis for the involved physical processes, i.e. heat transfer analysis for condenser and evaporator, through introducing the entransy theory and thermodynamic analysis for compressor and expansion valve. The integration of heat transfer and thermodynamic analyses forms the overall physical optimization model for the systems to describe the relation between all the unknown parameters and known conditions, which makes theoretical global optimization possible. With the aid of the mathematical conditional extremum solutions, an optimization equation group and the optimal configuration of all the unknown parameters are analytically obtained. Eventually, via the optimization of a typical vapor-compression refrigeration system with various working conditions to minimize the total heat transfer area of heat exchangers, the validity and superior of the newly proposed optimization method is proved. - Highlights: • A global optimization method for vapor-compression systems is proposed. • Integrating heat transfer and thermodynamic analyses forms the optimization model. • A mathematical relation between design parameters and requirements is derived. • Entransy dissipation is introduced into heat transfer analysis. • The validity of the method is proved via optimization of practical cases

SmartFix: Indoor Locating Optimization Algorithm for Energy-Constrained Wearable Devices

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Xiaoliang Wang

2017-01-01

Full Text Available Indoor localization technology based on Wi-Fi has long been a hot research topic in the past decade. Despite numerous solutions, new challenges have arisen along with the trend of smart home and wearable computing. For example, power efficiency needs to be significantly improved for resource-constrained wearable devices, such as smart watch and wristband. For a Wi-Fi-based locating system, most of the energy consumption can be attributed to real-time radio scan; however, simply reducing radio data collection will cause a serious loss of locating accuracy because of unstable Wi-Fi signals. In this paper, we present SmartFix, an optimization algorithm for indoor locating based on Wi-Fi RSS. SmartFix utilizes user motion features, extracts characteristic value from history trajectory, and corrects deviation caused by unstable Wi-Fi signals. We implemented a prototype of SmartFix both on Moto 360 2nd-generation Smartwatch and on HTC One Smartphone. We conducted experiments both in a large open area and in an office hall. Experiment results demonstrate that average locating error is less than 2 meters for more than 80% cases, and energy consumption is only 30% of Wi-Fi fingerprinting method under the same experiment circumstances.

Optimal correction and design parameter search by modern methods of rigorous global optimization

International Nuclear Information System (INIS)

Makino, K.; Berz, M.

2011-01-01

Frequently the design of schemes for correction of aberrations or the determination of possible operating ranges for beamlines and cells in synchrotrons exhibit multitudes of possibilities for their correction, usually appearing in disconnected regions of parameter space which cannot be directly qualified by analytical means. In such cases, frequently an abundance of optimization runs are carried out, each of which determines a local minimum depending on the specific chosen initial conditions. Practical solutions are then obtained through an often extended interplay of experienced manual adjustment of certain suitable parameters and local searches by varying other parameters. However, in a formal sense this problem can be viewed as a global optimization problem, i.e. the determination of all solutions within a certain range of parameters that lead to a specific optimum. For example, it may be of interest to find all possible settings of multiple quadrupoles that can achieve imaging; or to find ahead of time all possible settings that achieve a particular tune; or to find all possible manners to adjust nonlinear parameters to achieve correction of high order aberrations. These tasks can easily be phrased in terms of such an optimization problem; but while mathematically this formulation is often straightforward, it has been common belief that it is of limited practical value since the resulting optimization problem cannot usually be solved. However, recent significant advances in modern methods of rigorous global optimization make these methods feasible for optics design for the first time. The key ideas of the method lie in an interplay of rigorous local underestimators of the objective functions, and by using the underestimators to rigorously iteratively eliminate regions that lie above already known upper bounds of the minima, in what is commonly known as a branch-and-bound approach. Recent enhancements of the Differential Algebraic methods used in particle

Deterministic global optimization algorithm based on outer approximation for the parameter estimation of nonlinear dynamic biological systems.

Science.gov (United States)

Miró, Anton; Pozo, Carlos; Guillén-Gosálbez, Gonzalo; Egea, Jose A; Jiménez, Laureano

2012-05-10

The estimation of parameter values for mathematical models of biological systems is an optimization problem that is particularly challenging due to the nonlinearities involved. One major difficulty is the existence of multiple minima in which standard optimization methods may fall during the search. Deterministic global optimization methods overcome this limitation, ensuring convergence to the global optimum within a desired tolerance. Global optimization techniques are usually classified into stochastic and deterministic. The former typically lead to lower CPU times but offer no guarantee of convergence to the global minimum in a finite number of iterations. In contrast, deterministic methods provide solutions of a given quality (i.e., optimality gap), but tend to lead to large computational burdens. This work presents a deterministic outer approximation-based algorithm for the global optimization of dynamic problems arising in the parameter estimation of models of biological systems. Our approach, which offers a theoretical guarantee of convergence to global minimum, is based on reformulating the set of ordinary differential equations into an equivalent set of algebraic equations through the use of orthogonal collocation methods, giving rise to a nonconvex nonlinear programming (NLP) problem. This nonconvex NLP is decomposed into two hierarchical levels: a master mixed-integer linear programming problem (MILP) that provides a rigorous lower bound on the optimal solution, and a reduced-space slave NLP that yields an upper bound. The algorithm iterates between these two levels until a termination criterion is satisfied. The capabilities of our approach were tested in two benchmark problems, in which the performance of our algorithm was compared with that of the commercial global optimization package BARON. The proposed strategy produced near optimal solutions (i.e., within a desired tolerance) in a fraction of the CPU time required by BARON.

Efficient algorithms for multidimensional global optimization in genetic mapping of complex traits

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Kajsa Ljungberg

2010-10-01

Full Text Available Kajsa Ljungberg1, Kateryna Mishchenko2, Sverker Holmgren11Division of Scientific Computing, Department of Information Technology, Uppsala University, Uppsala, Sweden; 2Department of Mathematics and Physics, Mälardalen University College, Västerås, SwedenAbstract: We present a two-phase strategy for optimizing a multidimensional, nonconvex function arising during genetic mapping of quantitative traits. Such traits are believed to be affected by multiple so called QTL, and searching for d QTL results in a d-dimensional optimization problem with a large number of local optima. We combine the global algorithm DIRECT with a number of local optimization methods that accelerate the final convergence, and adapt the algorithms to problem-specific features. We also improve the evaluation of the QTL mapping objective function to enable exploitation of the smoothness properties of the optimization landscape. Our best two-phase method is demonstrated to be accurate in at least six dimensions and up to ten times faster than currently used QTL mapping algorithms.Keywords: global optimization, QTL mapping, DIRECT 

A global optimization algorithm inspired in the behavior of selfish herds.

Science.gov (United States)

Fausto, Fernando; Cuevas, Erik; Valdivia, Arturo; González, Adrián

2017-10-01

In this paper, a novel swarm optimization algorithm called the Selfish Herd Optimizer (SHO) is proposed for solving global optimization problems. SHO is based on the simulation of the widely observed selfish herd behavior manifested by individuals within a herd of animals subjected to some form of predation risk. In SHO, individuals emulate the predatory interactions between groups of prey and predators by two types of search agents: the members of a selfish herd (the prey) and a pack of hungry predators. Depending on their classification as either a prey or a predator, each individual is conducted by a set of unique evolutionary operators inspired by such prey-predator relationship. These unique traits allow SHO to improve the balance between exploration and exploitation without altering the population size. To illustrate the proficiency and robustness of the proposed method, it is compared to other well-known evolutionary optimization approaches such as Particle Swarm Optimization (PSO), Artificial Bee Colony (ABC), Firefly Algorithm (FA), Differential Evolution (DE), Genetic Algorithms (GA), Crow Search Algorithm (CSA), Dragonfly Algorithm (DA), Moth-flame Optimization Algorithm (MOA) and Sine Cosine Algorithm (SCA). The comparison examines several standard benchmark functions, commonly considered within the literature of evolutionary algorithms. The experimental results show the remarkable performance of our proposed approach against those of the other compared methods, and as such SHO is proven to be an excellent alternative to solve global optimization problems. Copyright © 2017 Elsevier B.V. All rights reserved.

Memetic Algorithms to Solve a Global Nonlinear Optimization Problem. A Review

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M. K. Sakharov

2015-01-01

Full Text Available In recent decades, evolutionary algorithms have proven themselves as the powerful optimization techniques of search engine. Their popularity is due to the fact that they are easy to implement and can be used in all areas, since they are based on the idea of universal evolution. For example, in the problems of a large number of local optima, the traditional optimization methods, usually, fail in finding the global optimum. To solve such problems using a variety of stochastic methods, in particular, the so-called population-based algorithms, which are a kind of evolutionary methods. The main disadvantage of this class of methods is their slow convergence to the exact solution in the neighborhood of the global optimum, as these methods incapable to use the local information about the landscape of the function. This often limits their use in largescale real-world problems where the computation time is a critical factor.One of the promising directions in the field of modern evolutionary computation are memetic algorithms, which can be regarded as a combination of population search of the global optimum and local procedures for verifying solutions, which gives a synergistic effect. In the context of memetic algorithms, the meme is an implementation of the local optimization method to refine solution in the search.The concept of memetic algorithms provides ample opportunities for the development of various modifications of these algorithms, which can vary the frequency of the local search, the conditions of its end, and so on. The practically significant memetic algorithm modifications involve the simultaneous use of different memes. Such algorithms are called multi-memetic.The paper gives statement of the global problem of nonlinear unconstrained optimization, describes the most promising areas of AI modifications, including hybridization and metaoptimization. The main content of the work is the classification and review of existing varieties of

A non-linear branch and cut method for solving discrete minimum compliance problems to global optimality

DEFF Research Database (Denmark)

Stolpe, Mathias; Bendsøe, Martin P.

2007-01-01

This paper present some initial results pertaining to a search for globally optimal solutions to a challenging benchmark example proposed by Zhou and Rozvany. This means that we are dealing with global optimization of the classical single load minimum compliance topology design problem with a fixed...... finite element discretization and with discrete design variables. Global optimality is achieved by the implementation of some specially constructed convergent nonlinear branch and cut methods, based on the use of natural relaxations and by applying strengthening constraints (linear valid inequalities......) and cuts....

Theoretical properties of the global optimizer of two layer neural network

OpenAIRE

Boob, Digvijay; Lan, Guanghui

2017-01-01

In this paper, we study the problem of optimizing a two-layer artificial neural network that best fits a training dataset. We look at this problem in the setting where the number of parameters is greater than the number of sampled points. We show that for a wide class of differentiable activation functions (this class involves "almost" all functions which are not piecewise linear), we have that first-order optimal solutions satisfy global optimality provided the hidden layer is non-singular. ...

Solving global optimization problems on GPU cluster

Energy Technology Data Exchange (ETDEWEB)

Barkalov, Konstantin; Gergel, Victor; Lebedev, Ilya [Lobachevsky State University of Nizhni Novgorod, Gagarin Avenue 23, 603950 Nizhni Novgorod (Russian Federation)

2016-06-08

The paper contains the results of investigation of a parallel global optimization algorithm combined with a dimension reduction scheme. This allows solving multidimensional problems by means of reducing to data-independent subproblems with smaller dimension solved in parallel. The new element implemented in the research consists in using several graphic accelerators at different computing nodes. The paper also includes results of solving problems of well-known multiextremal test class GKLS on Lobachevsky supercomputer using tens of thousands of GPU cores.

Calibration of an agricultural-hydrological model (RZWQM2) using surrogate global optimization

Science.gov (United States)

Xi, Maolong; Lu, Dan; Gui, Dongwei; Qi, Zhiming; Zhang, Guannan

2017-01-01

Robust calibration of an agricultural-hydrological model is critical for simulating crop yield and water quality and making reasonable agricultural management. However, calibration of the agricultural-hydrological system models is challenging because of model complexity, the existence of strong parameter correlation, and significant computational requirements. Therefore, only a limited number of simulations can be allowed in any attempt to find a near-optimal solution within an affordable time, which greatly restricts the successful application of the model. The goal of this study is to locate the optimal solution of the Root Zone Water Quality Model (RZWQM2) given a limited simulation time, so as to improve the model simulation and help make rational and effective agricultural-hydrological decisions. To this end, we propose a computationally efficient global optimization procedure using sparse-grid based surrogates. We first used advanced sparse grid (SG) interpolation to construct a surrogate system of the actual RZWQM2, and then we calibrate the surrogate model using the global optimization algorithm, Quantum-behaved Particle Swarm Optimization (QPSO). As the surrogate model is a polynomial with fast evaluation, it can be efficiently evaluated with a sufficiently large number of times during the optimization, which facilitates the global search. We calibrate seven model parameters against five years of yield, drain flow, and NO3-N loss data from a subsurface-drained corn-soybean field in Iowa. Results indicate that an accurate surrogate model can be created for the RZWQM2 with a relatively small number of SG points (i.e., RZWQM2 runs). Compared to the conventional QPSO algorithm, our surrogate-based optimization method can achieve a smaller objective function value and better calibration performance using a fewer number of expensive RZWQM2 executions, which greatly improves computational efficiency.

An Algorithm for Global Optimization Inspired by Collective Animal Behavior

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Erik Cuevas

2012-01-01

Full Text Available A metaheuristic algorithm for global optimization called the collective animal behavior (CAB is introduced. Animal groups, such as schools of fish, flocks of birds, swarms of locusts, and herds of wildebeest, exhibit a variety of behaviors including swarming about a food source, milling around a central locations, or migrating over large distances in aligned groups. These collective behaviors are often advantageous to groups, allowing them to increase their harvesting efficiency, to follow better migration routes, to improve their aerodynamic, and to avoid predation. In the proposed algorithm, the searcher agents emulate a group of animals which interact with each other based on the biological laws of collective motion. The proposed method has been compared to other well-known optimization algorithms. The results show good performance of the proposed method when searching for a global optimum of several benchmark functions.

Global optimization based on noisy evaluations: An empirical study of two statistical approaches

International Nuclear Information System (INIS)

Vazquez, Emmanuel; Villemonteix, Julien; Sidorkiewicz, Maryan; Walter, Eric

2008-01-01

The optimization of the output of complex computer codes has often to be achieved with a small budget of evaluations. Algorithms dedicated to such problems have been developed and compared, such as the Expected Improvement algorithm (El) or the Informational Approach to Global Optimization (IAGO). However, the influence of noisy evaluation results on the outcome of these comparisons has often been neglected, despite its frequent appearance in industrial problems. In this paper, empirical convergence rates for El and IAGO are compared when an additive noise corrupts the result of an evaluation. IAGO appears more efficient than El and various modifications of El designed to deal with noisy evaluations. Keywords. Global optimization; computer simulations; kriging; Gaussian process; noisy evaluations.

A new hybrid optimization algorithm CRO-DE for optimal coordination of overcurrent relays in complex power systems

Directory of Open Access Journals (Sweden)

Mohamed Zellagui

2017-09-01

Full Text Available The paper presents a new hybrid global optimization algorithm based on Chemical Reaction based Optimization (CRO and Di¤erential evolution (DE algorithm for nonlinear constrained optimization problems. This approach proposed for the optimal coordination and setting relays of directional overcurrent relays in complex power systems. In protection coordination problem, the objective function to be minimized is the sum of the operating time of all main relays. The optimization problem is subject to a number of constraints which are mainly focused on the operation of the backup relay, which should operate if a primary relay fails to respond to the fault near to it, Time Dial Setting (TDS, Plug Setting (PS and the minimum operating time of a relay. The hybrid global proposed optimization algorithm aims to minimize the total operating time of each protection relay. Two systems are used as case study to check the effeciency of the optimization algorithm which are IEEE 4-bus and IEEE 6-bus models. Results are obtained and presented for CRO and DE and hybrid CRO-DE algorithms. The obtained results for the studied cases are compared with those results obtained when using other optimization algorithms which are Teaching Learning-Based Optimization (TLBO, Chaotic Differential Evolution Algorithm (CDEA and Modiffied Differential Evolution Algorithm (MDEA, and Hybrid optimization algorithms (PSO-DE, IA-PSO, and BFOA-PSO. From analysing the obtained results, it has been concluded that hybrid CRO-DO algorithm provides the most optimum solution with the best convergence rate.

A global carbon assimilation system based on a dual optimization method

Science.gov (United States)

Zheng, H.; Li, Y.; Chen, J. M.; Wang, T.; Huang, Q.; Huang, W. X.; Wang, L. H.; Li, S. M.; Yuan, W. P.; Zheng, X.; Zhang, S. P.; Chen, Z. Q.; Jiang, F.

2015-02-01

Ecological models are effective tools for simulating the distribution of global carbon sources and sinks. However, these models often suffer from substantial biases due to inaccurate simulations of complex ecological processes. We introduce a set of scaling factors (parameters) to an ecological model on the basis of plant functional type (PFT) and latitudes. A global carbon assimilation system (GCAS-DOM) is developed by employing a dual optimization method (DOM) to invert the time-dependent ecological model parameter state and the net carbon flux state simultaneously. We use GCAS-DOM to estimate the global distribution of the CO2 flux on 1° × 1° grid cells for the period from 2001 to 2007. Results show that land and ocean absorb -3.63 ± 0.50 and -1.82 ± 0.16 Pg C yr-1, respectively. North America, Europe and China contribute -0.98 ± 0.15, -0.42 ± 0.08 and -0.20 ± 0.29 Pg C yr-1, respectively. The uncertainties in the flux after optimization by GCAS-DOM have been remarkably reduced by more than 60%. Through parameter optimization, GCAS-DOM can provide improved estimates of the carbon flux for each PFT. Coniferous forest (-0.97 ± 0.27 Pg C yr-1) is the largest contributor to the global carbon sink. Fluxes of once-dominant deciduous forest generated by the Boreal Ecosystems Productivity Simulator (BEPS) are reduced to -0.78 ± 0.23 Pg C yr-1, the third largest carbon sink.

A kind of balance between exploitation and exploration on kriging for global optimization of expensive functions

International Nuclear Information System (INIS)

Dong, Huachao; Song, Baowei; Wang, Peng; Huang, Shuai

2015-01-01

In this paper, a novel kriging-based algorithm for global optimization of computationally expensive black-box functions is presented. This algorithm utilizes a multi-start approach to find all of the local optimal values of the surrogate model and performs searches within the neighboring area around these local optimal positions. Compared with traditional surrogate-based global optimization method, this algorithm provides another kind of balance between exploitation and exploration on kriging-based model. In addition, a new search strategy is proposed and coupled into this optimization process. The local search strategy employs a kind of improved 'Minimizing the predictor' method, which dynamically adjusts search direction and radius until finds the optimal value. Furthermore, the global search strategy utilizes the advantage of kriging-based model in predicting unexplored regions to guarantee the reliability of the algorithm. Finally, experiments on 13 test functions with six algorithms are set up and the results show that the proposed algorithm is very promising.

Constraining neutron guide optimizations with phase-space considerations

Energy Technology Data Exchange (ETDEWEB)

Bertelsen, Mads, E-mail: mads.bertelsen@gmail.com; Lefmann, Kim

2016-09-11

We introduce a method named the Minimalist Principle that serves to reduce the parameter space for neutron guide optimization when the required beam divergence is limited. The reduced parameter space will restrict the optimization to guides with a minimal neutron intake that are still theoretically able to deliver the maximal possible performance. The geometrical constraints are derived using phase-space propagation from moderator to guide and from guide to sample, while assuming that the optimized guides will achieve perfect transport of the limited neutron intake. Guide systems optimized using these constraints are shown to provide performance close to guides optimized without any constraints, however the divergence received at the sample is limited to the desired interval, even when the neutron transport is not limited by the supermirrors used in the guide. As the constraints strongly limit the parameter space for the optimizer, two control parameters are introduced that can be used to adjust the selected subspace, effectively balancing between maximizing neutron transport and avoiding background from unnecessary neutrons. One parameter is needed to describe the expected focusing abilities of the guide to be optimized, going from perfectly focusing to no correlation between position and velocity. The second parameter controls neutron intake into the guide, so that one can select exactly how aggressively the background should be limited. We show examples of guides optimized using these constraints which demonstrates the higher signal to noise than conventional optimizations. Furthermore the parameter controlling neutron intake is explored which shows that the simulated optimal neutron intake is close to the analytically predicted, when assuming that the guide is dominated by multiple scattering events.

GLOBAL OPTIMIZATION METHODS FOR GRAVITATIONAL LENS SYSTEMS WITH REGULARIZED SOURCES

International Nuclear Information System (INIS)

Rogers, Adam; Fiege, Jason D.

2012-01-01

Several approaches exist to model gravitational lens systems. In this study, we apply global optimization methods to find the optimal set of lens parameters using a genetic algorithm. We treat the full optimization procedure as a two-step process: an analytical description of the source plane intensity distribution is used to find an initial approximation to the optimal lens parameters; the second stage of the optimization uses a pixelated source plane with the semilinear method to determine an optimal source. Regularization is handled by means of an iterative method and the generalized cross validation (GCV) and unbiased predictive risk estimator (UPRE) functions that are commonly used in standard image deconvolution problems. This approach simultaneously estimates the optimal regularization parameter and the number of degrees of freedom in the source. Using the GCV and UPRE functions, we are able to justify an estimation of the number of source degrees of freedom found in previous work. We test our approach by applying our code to a subset of the lens systems included in the SLACS survey.

Global optimization of minority game by intelligent agents

Science.gov (United States)

Xie, Yan-Bo; Wang, Bing-Hong; Hu, Chin-Kun; Zhou, Tao

2005-10-01

We propose a new model of minority game with intelligent agents who use trail and error method to make a choice such that the standard deviation σ2 and the total loss in this model reach the theoretical minimum values in the long time limit and the global optimization of the system is reached. This suggests that the economic systems can self-organize into a highly optimized state by agents who make decisions based on inductive thinking, limited knowledge, and capabilities. When other kinds of agents are also present, the simulation results and analytic calculations show that the intelligent agent can gain profits from producers and are much more competent than the noise traders and conventional agents in original minority games proposed by Challet and Zhang.

Improved solution for ill-posed linear systems using a constrained optimization ruled by a penalty: evaluation in nuclear medicine tomography

International Nuclear Information System (INIS)

Walrand, Stephan; Jamar, François; Pauwels, Stanislas

2009-01-01

Ill-posed linear systems occur in many different fields. A class of regularization methods, called constrained optimization, aims to determine the extremum of a penalty function whilst constraining an objective function to a likely value. We propose here a novel heuristic way to screen the local extrema satisfying the discrepancy principle. A modified version of the Landweber algorithm is used for the iteration process. After finding a local extremum, a bound is performed to the 'farthest' estimate in the data space still satisfying the discrepancy principle. Afterwards, the modified Landweber algorithm is again applied to find a new local extremum. This bound-iteration process is repeated until a satisfying solution is reached. For evaluation in nuclear medicine tomography, a novel penalty function that preserves the edge steps in the reconstructed solution was evaluated on Monte Carlo simulations and using real SPECT acquisitions as well. Surprisingly, the first bound always provided a significantly better solution in a wide range of statistics

Statistical surrogate model based sampling criterion for stochastic global optimization of problems with constraints

Energy Technology Data Exchange (ETDEWEB)

Cho, Su Gil; Jang, Jun Yong; Kim, Ji Hoon; Lee, Tae Hee [Hanyang University, Seoul (Korea, Republic of); Lee, Min Uk [Romax Technology Ltd., Seoul (Korea, Republic of); Choi, Jong Su; Hong, Sup [Korea Research Institute of Ships and Ocean Engineering, Daejeon (Korea, Republic of)

2015-04-15

Sequential surrogate model-based global optimization algorithms, such as super-EGO, have been developed to increase the efficiency of commonly used global optimization technique as well as to ensure the accuracy of optimization. However, earlier studies have drawbacks because there are three phases in the optimization loop and empirical parameters. We propose a united sampling criterion to simplify the algorithm and to achieve the global optimum of problems with constraints without any empirical parameters. It is able to select the points located in a feasible region with high model uncertainty as well as the points along the boundary of constraint at the lowest objective value. The mean squared error determines which criterion is more dominant among the infill sampling criterion and boundary sampling criterion. Also, the method guarantees the accuracy of the surrogate model because the sample points are not located within extremely small regions like super-EGO. The performance of the proposed method, such as the solvability of a problem, convergence properties, and efficiency, are validated through nonlinear numerical examples with disconnected feasible regions.

Hybrid surrogate-model-based multi-fidelity efficient global optimization applied to helicopter blade design

Science.gov (United States)

Ariyarit, Atthaphon; Sugiura, Masahiko; Tanabe, Yasutada; Kanazaki, Masahiro

2018-06-01

A multi-fidelity optimization technique by an efficient global optimization process using a hybrid surrogate model is investigated for solving real-world design problems. The model constructs the local deviation using the kriging method and the global model using a radial basis function. The expected improvement is computed to decide additional samples that can improve the model. The approach was first investigated by solving mathematical test problems. The results were compared with optimization results from an ordinary kriging method and a co-kriging method, and the proposed method produced the best solution. The proposed method was also applied to aerodynamic design optimization of helicopter blades to obtain the maximum blade efficiency. The optimal shape obtained by the proposed method achieved performance almost equivalent to that obtained using the high-fidelity, evaluation-based single-fidelity optimization. Comparing all three methods, the proposed method required the lowest total number of high-fidelity evaluation runs to obtain a converged solution.

The Global Optimal Algorithm of Reliable Path Finding Problem Based on Backtracking Method

Directory of Open Access Journals (Sweden)

Liang Shen

2017-01-01

Full Text Available There is a growing interest in finding a global optimal path in transportation networks particularly when the network suffers from unexpected disturbance. This paper studies the problem of finding a global optimal path to guarantee a given probability of arriving on time in a network with uncertainty, in which the travel time is stochastic instead of deterministic. Traditional path finding methods based on least expected travel time cannot capture the network user’s risk-taking behaviors in path finding. To overcome such limitation, the reliable path finding algorithms have been proposed but the convergence of global optimum is seldom addressed in the literature. This paper integrates the K-shortest path algorithm into Backtracking method to propose a new path finding algorithm under uncertainty. The global optimum of the proposed method can be guaranteed. Numerical examples are conducted to demonstrate the correctness and efficiency of the proposed algorithm.

Dual Schroedinger Equation as Global Optimization Algorithm

International Nuclear Information System (INIS)

Huang Xiaofei; eGain Communications, Mountain View, CA 94043

2011-01-01

The dual Schroedinger equation is defined as replacing the imaginary number i by -1 in the original one. This paper shows that the dual equation shares the same stationary states as the original one. Different from the original one, it explicitly defines a dynamic process for a system to evolve from any state to lower energy states and eventually to the lowest one. Its power as a global optimization algorithm might be used by nature for constructing atoms and molecules. It shall be interesting to verify its existence in nature.

Truss topology optimization with discrete design variables — Guaranteed global optimality and benchmark examples

DEFF Research Database (Denmark)

Achtziger, Wolfgang; Stolpe, Mathias

2007-01-01

this problem is well-studied for continuous bar areas, we consider in this study the case of discrete areas. This problem is of major practical relevance if the truss must be built from pre-produced bars with given areas. As a special case, we consider the design problem for a single available bar area, i.......e., a 0/1 problem. In contrast to the heuristic methods considered in many other approaches, our goal is to compute guaranteed globally optimal structures. This is done by a branch-and-bound method for which convergence can be proven. In this branch-and-bound framework, lower bounds of the optimal......-integer problems. The main intention of this paper is to provide optimal solutions for single and multiple load benchmark examples, which can be used for testing and validating other methods or heuristics for the treatment of this discrete topology design problem....

Depletion mapping and constrained optimization to support managing groundwater extraction

Science.gov (United States)

Fienen, Michael N.; Bradbury, Kenneth R.; Kniffin, Maribeth; Barlow, Paul M.

2018-01-01

Groundwater models often serve as management tools to evaluate competing water uses including ecosystems, irrigated agriculture, industry, municipal supply, and others. Depletion potential mapping—showing the model-calculated potential impacts that wells have on stream baseflow—can form the basis for multiple potential management approaches in an oversubscribed basin. Specific management approaches can include scenarios proposed by stakeholders, systematic changes in well pumping based on depletion potential, and formal constrained optimization, which can be used to quantify the tradeoff between water use and stream baseflow. Variables such as the maximum amount of reduction allowed in each well and various groupings of wells using, for example, K-means clustering considering spatial proximity and depletion potential are considered. These approaches provide a potential starting point and guidance for resource managers and stakeholders to make decisions about groundwater management in a basin, spreading responsibility in different ways. We illustrate these approaches in the Little Plover River basin in central Wisconsin, United States—home to a rich agricultural tradition, with farmland and urban areas both in close proximity to a groundwater-dependent trout stream. Groundwater withdrawals have reduced baseflow supplying the Little Plover River below a legally established minimum. The techniques in this work were developed in response to engaged stakeholders with various interests and goals for the basin. They sought to develop a collaborative management plan at a watershed scale that restores the flow rate in the river in a manner that incorporates principles of shared governance and results in effective and minimally disruptive changes in groundwater extraction practices.

Economic optimization of a global strategy to address the pandemic threat.

Science.gov (United States)

Pike, Jamison; Bogich, Tiffany; Elwood, Sarah; Finnoff, David C; Daszak, Peter

2014-12-30

Emerging pandemics threaten global health and economies and are increasing in frequency. Globally coordinated strategies to combat pandemics, similar to current strategies that address climate change, are largely adaptive, in that they attempt to reduce the impact of a pathogen after it has emerged. However, like climate change, mitigation strategies have been developed that include programs to reduce the underlying drivers of pandemics, particularly animal-to-human disease transmission. Here, we use real options economic modeling of current globally coordinated adaptation strategies for pandemic prevention. We show that they would be optimally implemented within 27 y to reduce the annual rise of emerging infectious disease events by 50% at an estimated one-time cost of approximately $343.7 billion. We then analyze World Bank data on multilateral "One Health" pandemic mitigation programs. We find that, because most pandemics have animal origins, mitigation is a more cost-effective policy than business-as-usual adaptation programs, saving between $344.0.7 billion and $360.3 billion over the next 100 y if implemented today. We conclude that globally coordinated pandemic prevention policies need to be enacted urgently to be optimally effective and that strategies to mitigate pandemics by reducing the impact of their underlying drivers are likely to be more effective than business as usual.

Cross-constrained problems for nonlinear Schrodinger equation with harmonic potential

Directory of Open Access Journals (Sweden)

Runzhang Xu

2012-11-01

Full Text Available This article studies a nonlinear Schodinger equation with harmonic potential by constructing different cross-constrained problems. By comparing the different cross-constrained problems, we derive different sharp criterion and different invariant manifolds that separate the global solutions and blowup solutions. Moreover, we conclude that some manifolds are empty due to the essence of the cross-constrained problems. Besides, we compare the three cross-constrained problems and the three depths of the potential wells. In this way, we explain the gaps in [J. Shu and J. Zhang, Nonlinear Shrodinger equation with harmonic potential, Journal of Mathematical Physics, 47, 063503 (2006], which was pointed out in [R. Xu and Y. Liu, Remarks on nonlinear Schrodinger equation with harmonic potential, Journal of Mathematical Physics, 49, 043512 (2008].

Global optimization driven by genetic algorithms for disruption predictors based on APODIS architecture

Energy Technology Data Exchange (ETDEWEB)

Rattá, G.A., E-mail: giuseppe.ratta@ciemat.es [Laboratorio Nacional de Fusión, CIEMAT, Madrid (Spain); Vega, J. [Laboratorio Nacional de Fusión, CIEMAT, Madrid (Spain); Murari, A. [Consorzio RFX, Associazione EURATOM/ENEA per la Fusione, Padua (Italy); Dormido-Canto, S. [Dpto. de Informática y Automática, Universidad Nacional de Educación a Distancia, Madrid (Spain); Moreno, R. [Laboratorio Nacional de Fusión, CIEMAT, Madrid (Spain)

2016-11-15

Highlights: • A global optimization method based on genetic algorithms was developed. • It allowed improving the prediction of disruptions using APODIS architecture. • It also provides the potential opportunity to develop a spectrum of future predictors using different training datasets. • The future analysis of how their structures reassemble and evolve in each test may help to improve the development of disruption predictors for ITER. - Abstract: Since year 2010, the APODIS architecture has proven its accuracy predicting disruptions in JET tokamak. Nevertheless, it has shown margins for improvements, fact indisputable after the enhanced performances achieved in posterior upgrades. In this article, a complete optimization driven by Genetic Algorithms (GA) is applied to it aiming at considering all possible combination of signals, signal features, quantity of models, their characteristics and internal parameters. This global optimization targets the creation of the best possible system with a reduced amount of required training data. The results harbor no doubts about the reliability of the global optimization method, allowing to outperform the ones of previous versions: 91.77% of predictions (89.24% with an anticipation higher than 10 ms) with a 3.55% of false alarms. Beyond its effectiveness, it also provides the potential opportunity to develop a spectrum of future predictors using different training datasets.

Global optimization driven by genetic algorithms for disruption predictors based on APODIS architecture

International Nuclear Information System (INIS)

Rattá, G.A.; Vega, J.; Murari, A.; Dormido-Canto, S.; Moreno, R.

2016-01-01

Highlights: • A global optimization method based on genetic algorithms was developed. • It allowed improving the prediction of disruptions using APODIS architecture. • It also provides the potential opportunity to develop a spectrum of future predictors using different training datasets. • The future analysis of how their structures reassemble and evolve in each test may help to improve the development of disruption predictors for ITER. - Abstract: Since year 2010, the APODIS architecture has proven its accuracy predicting disruptions in JET tokamak. Nevertheless, it has shown margins for improvements, fact indisputable after the enhanced performances achieved in posterior upgrades. In this article, a complete optimization driven by Genetic Algorithms (GA) is applied to it aiming at considering all possible combination of signals, signal features, quantity of models, their characteristics and internal parameters. This global optimization targets the creation of the best possible system with a reduced amount of required training data. The results harbor no doubts about the reliability of the global optimization method, allowing to outperform the ones of previous versions: 91.77% of predictions (89.24% with an anticipation higher than 10 ms) with a 3.55% of false alarms. Beyond its effectiveness, it also provides the potential opportunity to develop a spectrum of future predictors using different training datasets.

3Es System Optimization under Uncertainty Using Hybrid Intelligent Algorithm: A Fuzzy Chance-Constrained Programming Model

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Jiekun Song

2016-01-01

Full Text Available Harmonious development of 3Es (economy-energy-environment system is the key to realize regional sustainable development. The structure and components of 3Es system are analyzed. Based on the analysis of causality diagram, GDP and industrial structure are selected as the target parameters of economy subsystem, energy consumption intensity is selected as the target parameter of energy subsystem, and the emissions of COD, ammonia nitrogen, SO2, and NOX and CO2 emission intensity are selected as the target parameters of environment system. Fixed assets investment of three industries, total energy consumption, and investment in environmental pollution control are selected as the decision variables. By regarding the parameters of 3Es system optimization as fuzzy numbers, a fuzzy chance-constrained goal programming (FCCGP model is constructed, and a hybrid intelligent algorithm including fuzzy simulation and genetic algorithm is proposed for solving it. The results of empirical analysis on Shandong province of China show that the FCCGP model can reflect the inherent relationship and evolution law of 3Es system and provide the effective decision-making support for 3Es system optimization.

The Combinatorial Multi-Mode Resource Constrained Multi-Project Scheduling Problem

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Denis Pinha

2016-11-01

Full Text Available This paper presents the formulation and solution of the Combinatorial Multi-Mode Resource Constrained Multi-Project Scheduling Problem. The focus of the proposed method is not on finding a single optimal solution, instead on presenting multiple feasible solutions, with cost and duration information to the project manager. The motivation for developing such an approach is due in part to practical situations where the definition of optimal changes on a regular basis. The proposed approach empowers the project manager to determine what is optimal, on a given day, under the current constraints, such as, change of priorities, lack of skilled worker. The proposed method utilizes a simulation approach to determine feasible solutions, under the current constraints. Resources can be non-consumable, consumable, or doubly constrained. The paper also presents a real-life case study dealing with scheduling of ship repair activities.

Bio-inspired varying subspace based computational framework for a class of nonlinear constrained optimal trajectory planning problems.

Science.gov (United States)

Xu, Y; Li, N

2014-09-01

Biological species have produced many simple but efficient rules in their complex and critical survival activities such as hunting and mating. A common feature observed in several biological motion strategies is that the predator only moves along paths in a carefully selected or iteratively refined subspace (or manifold), which might be able to explain why these motion strategies are effective. In this paper, a unified linear algebraic formulation representing such a predator-prey relationship is developed to simplify the construction and refinement process of the subspace (or manifold). Specifically, the following three motion strategies are studied and modified: motion camouflage, constant absolute target direction and local pursuit. The framework constructed based on this varying subspace concept could significantly reduce the computational cost in solving a class of nonlinear constrained optimal trajectory planning problems, particularly for the case with severe constraints. Two non-trivial examples, a ground robot and a hypersonic aircraft trajectory optimization problem, are used to show the capabilities of the algorithms in this new computational framework.

Bio-inspired varying subspace based computational framework for a class of nonlinear constrained optimal trajectory planning problems

International Nuclear Information System (INIS)

Xu, Y; Li, N

2014-01-01

Biological species have produced many simple but efficient rules in their complex and critical survival activities such as hunting and mating. A common feature observed in several biological motion strategies is that the predator only moves along paths in a carefully selected or iteratively refined subspace (or manifold), which might be able to explain why these motion strategies are effective. In this paper, a unified linear algebraic formulation representing such a predator–prey relationship is developed to simplify the construction and refinement process of the subspace (or manifold). Specifically, the following three motion strategies are studied and modified: motion camouflage, constant absolute target direction and local pursuit. The framework constructed based on this varying subspace concept could significantly reduce the computational cost in solving a class of nonlinear constrained optimal trajectory planning problems, particularly for the case with severe constraints. Two non-trivial examples, a ground robot and a hypersonic aircraft trajectory optimization problem, are used to show the capabilities of the algorithms in this new computational framework. (paper)

Global optimization for quantum dynamics of few-fermion systems

Science.gov (United States)

Li, Xikun; Pecak, Daniel; Sowiński, Tomasz; Sherson, Jacob; Nielsen, Anne E. B.

2018-03-01

Quantum state preparation is vital to quantum computation and quantum information processing tasks. In adiabatic state preparation, the target state is theoretically obtained with nearly perfect fidelity if the control parameter is tuned slowly enough. As this, however, leads to slow dynamics, it is often desirable to be able to carry out processes more rapidly. In this work, we employ two global optimization methods to estimate the quantum speed limit for few-fermion systems confined in a one-dimensional harmonic trap. Such systems can be produced experimentally in a well-controlled manner. We determine the optimized control fields and achieve a reduction in the ramping time of more than a factor of four compared to linear ramping. We also investigate how robust the fidelity is to small variations of the control fields away from the optimized shapes.

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

Science.gov (United States)

Chen, Shuangqing; Wei, Lixin; Guan, Bing

2018-01-01

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

An Optimal Method for Developing Global Supply Chain Management System

Directory of Open Access Journals (Sweden)

Hao-Chun Lu

2013-01-01

Full Text Available Owing to the transparency in supply chains, enhancing competitiveness of industries becomes a vital factor. Therefore, many developing countries look for a possible method to save costs. In this point of view, this study deals with the complicated liberalization policies in the global supply chain management system and proposes a mathematical model via the flow-control constraints, which are utilized to cope with the bonded warehouses for obtaining maximal profits. Numerical experiments illustrate that the proposed model can be effectively solved to obtain the optimal profits in the global supply chain environment.

Global structural optimizations of surface systems with a genetic algorithm

International Nuclear Information System (INIS)

Chuang, Feng-Chuan

2005-01-01

Global structural optimizations with a genetic algorithm were performed for atomic cluster and surface systems including aluminum atomic clusters, Si magic clusters on the Si(111) 7 x 7 surface, silicon high-index surfaces, and Ag-induced Si(111) reconstructions. First, the global structural optimizations of neutral aluminum clusters Al n (n up to 23) were performed using a genetic algorithm coupled with a tight-binding potential. Second, a genetic algorithm in combination with tight-binding and first-principles calculations were performed to study the structures of magic clusters on the Si(111) 7 x 7 surface. Extensive calculations show that the magic cluster observed in scanning tunneling microscopy (STM) experiments consist of eight Si atoms. Simulated STM images of the Si magic cluster exhibit a ring-like feature similar to STM experiments. Third, a genetic algorithm coupled with a highly optimized empirical potential were used to determine the lowest energy structure of high-index semiconductor surfaces. The lowest energy structures of Si(105) and Si(114) were determined successfully. The results of Si(105) and Si(114) are reported within the framework of highly optimized empirical potential and first-principles calculations. Finally, a genetic algorithm coupled with Si and Ag tight-binding potentials were used to search for Ag-induced Si(111) reconstructions at various Ag and Si coverages. The optimized structural models of √3 x √3, 3 x 1, and 5 x 2 phases were reported using first-principles calculations. A novel model is found to have lower surface energy than the proposed double-honeycomb chained (DHC) model both for Au/Si(111) 5 x 2 and Ag/Si(111) 5 x 2 systems

Fast Gaussian kernel learning for classification tasks based on specially structured global optimization.

Science.gov (United States)

Zhong, Shangping; Chen, Tianshun; He, Fengying; Niu, Yuzhen

2014-09-01

For a practical pattern classification task solved by kernel methods, the computing time is mainly spent on kernel learning (or training). However, the current kernel learning approaches are based on local optimization techniques, and hard to have good time performances, especially for large datasets. Thus the existing algorithms cannot be easily extended to large-scale tasks. In this paper, we present a fast Gaussian kernel learning method by solving a specially structured global optimization (SSGO) problem. We optimize the Gaussian kernel function by using the formulated kernel target alignment criterion, which is a difference of increasing (d.i.) functions. Through using a power-transformation based convexification method, the objective criterion can be represented as a difference of convex (d.c.) functions with a fixed power-transformation parameter. And the objective programming problem can then be converted to a SSGO problem: globally minimizing a concave function over a convex set. The SSGO problem is classical and has good solvability. Thus, to find the global optimal solution efficiently, we can adopt the improved Hoffman's outer approximation method, which need not repeat the searching procedure with different starting points to locate the best local minimum. Also, the proposed method can be proven to converge to the global solution for any classification task. We evaluate the proposed method on twenty benchmark datasets, and compare it with four other Gaussian kernel learning methods. Experimental results show that the proposed method stably achieves both good time-efficiency performance and good classification performance. Copyright © 2014 Elsevier Ltd. All rights reserved.

A Global Network Alignment Method Using Discrete Particle Swarm Optimization.

Science.gov (United States)

Huang, Jiaxiang; Gong, Maoguo; Ma, Lijia

2016-10-19

Molecular interactions data increase exponentially with the advance of biotechnology. This makes it possible and necessary to comparatively analyse the different data at a network level. Global network alignment is an important network comparison approach to identify conserved subnetworks and get insight into evolutionary relationship across species. Network alignment which is analogous to subgraph isomorphism is known to be an NP-hard problem. In this paper, we introduce a novel heuristic Particle-Swarm-Optimization based Network Aligner (PSONA), which optimizes a weighted global alignment model considering both protein sequence similarity and interaction conservations. The particle statuses and status updating rules are redefined in a discrete form by using permutation. A seed-and-extend strategy is employed to guide the searching for the superior alignment. The proposed initialization method "seeds" matches with high sequence similarity into the alignment, which guarantees the functional coherence of the mapping nodes. A greedy local search method is designed as the "extension" procedure to iteratively optimize the edge conservations. PSONA is compared with several state-of-art methods on ten network pairs combined by five species. The experimental results demonstrate that the proposed aligner can map the proteins with high functional coherence and can be used as a booster to effectively refine the well-studied aligners.

Ringed Seal Search for Global Optimization via a Sensitive Search Model.

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Younes Saadi

Full Text Available The efficiency of a metaheuristic algorithm for global optimization is based on its ability to search and find the global optimum. However, a good search often requires to be balanced between exploration and exploitation of the search space. In this paper, a new metaheuristic algorithm called Ringed Seal Search (RSS is introduced. It is inspired by the natural behavior of the seal pup. This algorithm mimics the seal pup movement behavior and its ability to search and choose the best lair to escape predators. The scenario starts once the seal mother gives birth to a new pup in a birthing lair that is constructed for this purpose. The seal pup strategy consists of searching and selecting the best lair by performing a random walk to find a new lair. Affected by the sensitive nature of seals against external noise emitted by predators, the random walk of the seal pup takes two different search states, normal state and urgent state. In the normal state, the pup performs an intensive search between closely adjacent lairs; this movement is modeled via a Brownian walk. In an urgent state, the pup leaves the proximity area and performs an extensive search to find a new lair from sparse targets; this movement is modeled via a Levy walk. The switch between these two states is realized by the random noise emitted by predators. The algorithm keeps switching between normal and urgent states until the global optimum is reached. Tests and validations were performed using fifteen benchmark test functions to compare the performance of RSS with other baseline algorithms. The results show that RSS is more efficient than Genetic Algorithm, Particles Swarm Optimization and Cuckoo Search in terms of convergence rate to the global optimum. The RSS shows an improvement in terms of balance between exploration (extensive and exploitation (intensive of the search space. The RSS can efficiently mimic seal pups behavior to find best lair and provide a new algorithm to be

Simulated Annealing-Based Krill Herd Algorithm for Global Optimization

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Gai-Ge Wang

2013-01-01

Full Text Available Recently, Gandomi and Alavi proposed a novel swarm intelligent method, called krill herd (KH, for global optimization. To enhance the performance of the KH method, in this paper, a new improved meta-heuristic simulated annealing-based krill herd (SKH method is proposed for optimization tasks. A new krill selecting (KS operator is used to refine krill behavior when updating krill’s position so as to enhance its reliability and robustness dealing with optimization problems. The introduced KS operator involves greedy strategy and accepting few not-so-good solutions with a low probability originally used in simulated annealing (SA. In addition, a kind of elitism scheme is used to save the best individuals in the population in the process of the krill updating. The merits of these improvements are verified by fourteen standard benchmarking functions and experimental results show that, in most cases, the performance of this improved meta-heuristic SKH method is superior to, or at least highly competitive with, the standard KH and other optimization methods.

Workshop on Computational Optimization

CERN Document Server

2015-01-01

Our everyday life is unthinkable without optimization. We try to minimize our effort and to maximize the achieved profit. Many real world and industrial problems arising in engineering, economics, medicine and other domains can be formulated as optimization tasks. This volume is a comprehensive collection of extended contributions from the Workshop on Computational Optimization 2013. It presents recent advances in computational optimization. The volume includes important real life problems like parameter settings for controlling processes in bioreactor, resource constrained project scheduling, problems arising in transport services, error correcting codes, optimal system performance and energy consumption and so on. It shows how to develop algorithms for them based on new metaheuristic methods like evolutionary computation, ant colony optimization, constrain programming and others.

Designing equitable antiretroviral allocation strategies in resource-constrained countries.

Directory of Open Access Journals (Sweden)

David P Wilson

2005-02-01

Full Text Available Recently, a global commitment has been made to expand access to antiretrovirals (ARVs in the developing world. However, in many resource-constrained countries the number of individuals infected with HIV in need of treatment will far exceed the supply of ARVs, and only a limited number of health-care facilities (HCFs will be available for ARV distribution. Deciding how to allocate the limited supply of ARVs among HCFs will be extremely difficult. Resource allocation decisions can be made on the basis of many epidemiological, ethical, or preferential treatment priority criteria.Here we use operations research techniques, and we show how to determine the optimal strategy for allocating ARVs among HCFs in order to satisfy the equitable criterion that each individual infected with HIV has an equal chance of receiving ARVs. We present a novel spatial mathematical model that includes heterogeneity in treatment accessibility. We show how to use our theoretical framework, in conjunction with an equity objective function, to determine an optimal equitable allocation strategy (OEAS for ARVs in resource-constrained regions. Our equity objective function enables us to apply the egalitarian principle of equity with respect to access to health care. We use data from the detailed ARV rollout plan designed by the government of South Africa to determine an OEAS for the province of KwaZulu-Natal. We determine the OEAS for KwaZulu-Natal, and we then compare this OEAS with two other ARV allocation strategies: (i allocating ARVs only to Durban (the largest urban city in KwaZulu-Natal province and (ii allocating ARVs equally to all available HCFs. In addition, we compare the OEAS to the current allocation plan of the South African government (which is based upon allocating ARVs to 17 HCFs. We show that our OEAS significantly improves equity in treatment accessibility in comparison with these three ARV allocation strategies. We also quantify how the size of the

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

Science.gov (United States)

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

2014-11-01

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

Exact methods for time constrained routing and related scheduling problems

DEFF Research Database (Denmark)

Kohl, Niklas

1995-01-01

of customers. In the VRPTW customers must be serviced within a given time period - a so called time window. The objective can be to minimize operating costs (e.g. distance travelled), fixed costs (e.g. the number of vehicles needed) or a combination of these component costs. During the last decade optimization......This dissertation presents a number of optimization methods for the Vehicle Routing Problem with Time Windows (VRPTW). The VRPTW is a generalization of the well known capacity constrained Vehicle Routing Problem (VRP), where a fleet of vehicles based at a central depot must service a set...... of J?rnsten, Madsen and S?rensen (1986), which has been tested computationally by Halse (1992). Both methods decompose the problem into a series of time and capacity constrained shotest path problems. This yields a tight lower bound on the optimal objective, and the dual gap can often be closed...

Sequential unconstrained minimization algorithms for constrained optimization

International Nuclear Information System (INIS)

Byrne, Charles

2008-01-01

The problem of minimizing a function f(x):R J → R, subject to constraints on the vector variable x, occurs frequently in inverse problems. Even without constraints, finding a minimizer of f(x) may require iterative methods. We consider here a general class of iterative algorithms that find a solution to the constrained minimization problem as the limit of a sequence of vectors, each solving an unconstrained minimization problem. Our sequential unconstrained minimization algorithm (SUMMA) is an iterative procedure for constrained minimization. At the kth step we minimize the function G k (x)=f(x)+g k (x), to obtain x k . The auxiliary functions g k (x):D subset of R J → R + are nonnegative on the set D, each x k is assumed to lie within D, and the objective is to minimize the continuous function f:R J → R over x in the set C = D-bar, the closure of D. We assume that such minimizers exist, and denote one such by x-circumflex. We assume that the functions g k (x) satisfy the inequalities 0≤g k (x)≤G k-1 (x)-G k-1 (x k-1 ), for k = 2, 3, .... Using this assumption, we show that the sequence {(x k )} is decreasing and converges to f(x-circumflex). If the restriction of f(x) to D has bounded level sets, which happens if x-circumflex is unique and f(x) is closed, proper and convex, then the sequence {x k } is bounded, and f(x*)=f(x-circumflex), for any cluster point x*. Therefore, if x-circumflex is unique, x* = x-circumflex and {x k } → x-circumflex. When x-circumflex is not unique, convergence can still be obtained, in particular cases. The SUMMA includes, as particular cases, the well-known barrier- and penalty-function methods, the simultaneous multiplicative algebraic reconstruction technique (SMART), the proximal minimization algorithm of Censor and Zenios, the entropic proximal methods of Teboulle, as well as certain cases of gradient descent and the Newton–Raphson method. The proof techniques used for SUMMA can be extended to obtain related results

Economic optimization of a global strategy to address the pandemic threat

Science.gov (United States)

Pike, Jamison; Bogich, Tiffany; Elwood, Sarah; Finnoff, David C.; Daszak, Peter

2014-01-01

Emerging pandemics threaten global health and economies and are increasing in frequency. Globally coordinated strategies to combat pandemics, similar to current strategies that address climate change, are largely adaptive, in that they attempt to reduce the impact of a pathogen after it has emerged. However, like climate change, mitigation strategies have been developed that include programs to reduce the underlying drivers of pandemics, particularly animal-to-human disease transmission. Here, we use real options economic modeling of current globally coordinated adaptation strategies for pandemic prevention. We show that they would be optimally implemented within 27 y to reduce the annual rise of emerging infectious disease events by 50% at an estimated one-time cost of approximately $343.7 billion. We then analyze World Bank data on multilateral “One Health” pandemic mitigation programs. We find that, because most pandemics have animal origins, mitigation is a more cost-effective policy than business-as-usual adaptation programs, saving between $344.0.7 billion and $360.3 billion over the next 100 y if implemented today. We conclude that globally coordinated pandemic prevention policies need to be enacted urgently to be optimally effective and that strategies to mitigate pandemics by reducing the impact of their underlying drivers are likely to be more effective than business as usual. PMID:25512538

A frozen Gaussian approximation-based multi-level particle swarm optimization for seismic inversion

Energy Technology Data Exchange (ETDEWEB)

Li, Jinglai, E-mail: jinglaili@sjtu.edu.cn [Institute of Natural Sciences, Department of Mathematics, and MOE Key Laboratory of Scientific and Engineering Computing, Shanghai Jiao Tong University, Shanghai 200240 (China); Lin, Guang, E-mail: lin491@purdue.edu [Department of Mathematics, School of Mechanical Engineering, Purdue University, West Lafayette, IN 47907 (United States); Computational Sciences and Mathematics Division, Pacific Northwest National Laboratory, Richland, WA 99352 (United States); Yang, Xu, E-mail: xuyang@math.ucsb.edu [Department of Mathematics, University of California, Santa Barbara, CA 93106 (United States)

2015-09-01

In this paper, we propose a frozen Gaussian approximation (FGA)-based multi-level particle swarm optimization (MLPSO) method for seismic inversion of high-frequency wave data. The method addresses two challenges in it: First, the optimization problem is highly non-convex, which makes hard for gradient-based methods to reach global minima. This is tackled by MLPSO which can escape from undesired local minima. Second, the character of high-frequency of seismic waves requires a large number of grid points in direct computational methods, and thus renders an extremely high computational demand on the simulation of each sample in MLPSO. We overcome this difficulty by three steps: First, we use FGA to compute high-frequency wave propagation based on asymptotic analysis on phase plane; Then we design a constrained full waveform inversion problem to prevent the optimization search getting into regions of velocity where FGA is not accurate; Last, we solve the constrained optimization problem by MLPSO that employs FGA solvers with different fidelity. The performance of the proposed method is demonstrated by a two-dimensional full-waveform inversion example of the smoothed Marmousi model.

OPTIMIZED PARTICLE SWARM OPTIMIZATION BASED DEADLINE CONSTRAINED TASK SCHEDULING IN HYBRID CLOUD

Directory of Open Access Journals (Sweden)

Dhananjay Kumar

2016-01-01

Full Text Available Cloud Computing is a dominant way of sharing of computing resources that can be configured and provisioned easily. Task scheduling in Hybrid cloud is a challenge as it suffers from producing the best QoS (Quality of Service when there is a high demand. In this paper a new resource allocation algorithm, to find the best External Cloud provider when the intermediate provider’s resources aren’t enough to satisfy the customer’s demand is proposed. The proposed algorithm called Optimized Particle Swarm Optimization (OPSO combines the two metaheuristic algorithms namely Particle Swarm Optimization and Ant Colony Optimization (ACO. These metaheuristic algorithms are used for the purpose of optimization in the search space of the required solution, to find the best resource from the pool of resources and to obtain maximum profit even when the number of tasks submitted for execution is very high. This optimization is performed to allocate job requests to internal and external cloud providers to obtain maximum profit. It helps to improve the system performance by improving the CPU utilization, and handle multiple requests at the same time. The simulation result shows that an OPSO yields 0.1% - 5% profit to the intermediate cloud provider compared with standard PSO and ACO algorithms and it also increases the CPU utilization by 0.1%.

The Regularized Fast Hartley Transform Optimal Formulation of Real-Data Fast Fourier Transform for Silicon-Based Implementation in Resource-Constrained Environments

CERN Document Server

Jones, Keith

2010-01-01

The Regularized Fast Hartley Transform provides the reader with the tools necessary to both understand the proposed new formulation and to implement simple design variations that offer clear implementational advantages, both practical and theoretical, over more conventional complex-data solutions to the problem. The highly-parallel formulation described is shown to lead to scalable and device-independent solutions to the latency-constrained version of the problem which are able to optimize the use of the available silicon resources, and thus to maximize the achievable computational density, th

Constraining the Antarctic contribution to global sea-level change: ANDRILL and beyond

Science.gov (United States)

Naish, Timothy

2016-04-01

Observations, models and paleoclimate reconstructions suggest that Antarctica's marine-based ice sheets behave in an unstable manner with episodes of rapid retreat in response to warming climate. Understanding the processes involved in this "marine ice sheet instability" is key for improving estimates of Antarctic ice sheet contribution to future sea-level rise. Another motivating factor is that far-field sea-level reconstructions and ice sheet models imply global mean sea level (GMSL) was up to 20m and 10m higher, respectively, compared with present day, during the interglacials of the warm Pliocene (~4-3Ma) and Late Pleistocene (at ~400ka and 125ka). This was when atmospheric CO2 was between 280 and 400ppm and global average surface temperatures were 1 to 3°C warmer, suggesting polar ice sheets are highly sensitive to relatively modest increases in climate forcing. Such magnitudes of GMSL rise not only require near complete melt of the Greenland Ice Sheet and the West Antarctic Ice Sheet, but a substantial retreat of marine-based sectors of East Antarctic Ice Sheet. Recent geological drilling initiatives on the continental margin of Antarctica from both ship- (e.g. IODP; International Ocean Discovery Program) and ice-based (e.g. ANDRILL/Antarctic Geological Drilling) platforms have provided evidence supporting retreat of marine-based ice. However, without direct access through the ice sheet to archives preserved within sub-glacial sedimentary basins, the volume and extent of ice sheet retreat during past interglacials cannot be directly constrained. Sediment cores have been successfully recovered from beneath ice shelves by the ANDRILL Program and ice streams by the WISSARD (Whillans Ice Stream Sub-glacial Access Research Drilling) Project. Together with the potential of the new RAID (Rapid Access Ice Drill) initiative, these demonstrate the technological feasibility of accessing the subglacial bed and deeper sedimentary archives. In this talk I will outline the

Constraining Cosmic Dawn and Cosmological Reionization via the global redshifted 21-cm signal

Science.gov (United States)

Singh, Saurabh

2018-01-01

The formation of first stars and consequent thermal evolution in baryons during Cosmic Dawn and the Epoch of Reionization (EoR) is poorly constrained. The 21-cm line transition of neutral hydrogen is one of the richest probes of the astrophysics during this era. The signal has the potential to reveal the nature and timing of the emergence of first stars, first light, and the consequent evolution in thermal and ionization state of the baryons.The detection of the global redshifted 21-cm signal, which represents the mean thermal history of the gas, is challenging since it is extremely faint and seen through orders of magnitude stronger contributions from Galactic and extragalactic foregrounds. Man-made terrestrial Radio Frequency Interference (RFI) and the exacting tolerances required on instrument systematics make the detection even more daunting.The design considerations for a precision spectral radiometer are first listed, and a comparison is made of different radiometer configurations, including short and zero baseline interferometers along with methods to enhance the response. We discuss the relative merits of different methods.We then describe SARAS 2, a spectral radiometer custom-designed for precision measurement of the global 21-cm signal. SARAS 2 has been designed to have a system transfer function and internal systematics – both multiplicative and additive – to be spectrally smooth so as to allow a separation of foregrounds and systematics from plausible and predicted global cosmological 21-cm signals. The algorithms for calibration and RFI mitigation are carefully developed so that they do not introduce spectral features that may confuse the detection of the 21-cm signal.We present the outcomes for cosmology from analysis of 60 hr observing with the radiometer deployed at the Timbaktu Collective in Southern India. The detailed analysis of the data reveals an RMS noise level of 11 mK, without being limited by systematic structures. The likelihood

Application of a Double-Sided Chance-Constrained Integer Linear Program for Optimization of the Incremental Value of Ecosystem Services in Jilin Province, China

Directory of Open Access Journals (Sweden)

Baofeng Cai

2017-08-01

Full Text Available The Interconnected River System Network Project (IRSNP is a significant water supply engineering project, which is capable of effectively utilizing flood resources to generate ecological value, by connecting 198 lakes and ponds in western Jilin, northeast China. In this article, an optimization research approach has been proposed to maximize the incremental value of IRSNP ecosystem services. A double-sided chance-constrained integer linear program (DCCILP method has been proposed to support the optimization, which can deal with uncertainties presented as integers or random parameters that appear on both sides of the decision variable at the same time. The optimal scheme indicates that after rational optimization, the total incremental value of ecosystem services from the interconnected river system network project increased 22.25%, providing an increase in benefits of 3.26 × 109 ¥ compared to the original scheme. Most of the functional area is swamp wetland, which provides the greatest ecological benefits. Adjustment services increased obviously, implying that the optimization scheme prioritizes ecological benefits rather than supply and production services.

A Unified Differential Evolution Algorithm for Global Optimization

Energy Technology Data Exchange (ETDEWEB)

Qiang, Ji; Mitchell, Chad

2014-06-24

Abstract?In this paper, we propose a new unified differential evolution (uDE) algorithm for single objective global optimization. Instead of selecting among multiple mutation strategies as in the conventional differential evolution algorithm, this algorithm employs a single equation as the mutation strategy. It has the virtue of mathematical simplicity and also provides users the flexbility for broader exploration of different mutation strategies. Numerical tests using twelve basic unimodal and multimodal functions show promising performance of the proposed algorithm in comparison to convential differential evolution algorithms.

Workshop on Computational Optimization

CERN Document Server

2016-01-01

This volume is a comprehensive collection of extended contributions from the Workshop on Computational Optimization 2014, held at Warsaw, Poland, September 7-10, 2014. The book presents recent advances in computational optimization. The volume includes important real problems like parameter settings for controlling processes in bioreactor and other processes, resource constrained project scheduling, infection distribution, molecule distance geometry, quantum computing, real-time management and optimal control, bin packing, medical image processing, localization the abrupt atmospheric contamination source and so on. It shows how to develop algorithms for them based on new metaheuristic methods like evolutionary computation, ant colony optimization, constrain programming and others. This research demonstrates how some real-world problems arising in engineering, economics, medicine and other domains can be formulated as optimization tasks.

Multivariable controller for discrete stochastic amplitude-constrained systems

Directory of Open Access Journals (Sweden)

Hannu T. Toivonen

1983-04-01

Full Text Available A sub-optimal multivariable controller for discrete stochastic amplitude-constrained systems is presented. In the approach the regulator structure is restricted to the class of linear saturated feedback laws. The stationary covariances of the controlled system are evaluated by approximating the stationary probability distribution of the state by a gaussian distribution. An algorithm for minimizing a quadratic loss function is given, and examples are presented to illustrate the performance of the sub-optimal controller.

An algorithm for mass matrix calculation of internally constrained molecular geometries

International Nuclear Information System (INIS)

Aryanpour, Masoud; Dhanda, Abhishek; Pitsch, Heinz

2008-01-01

Dynamic models for molecular systems require the determination of corresponding mass matrix. For constrained geometries, these computations are often not trivial but need special considerations. Here, assembling the mass matrix of internally constrained molecular structures is formulated as an optimization problem. Analytical expressions are derived for the solution of the different possible cases depending on the rank of the constraint matrix. Geometrical interpretations are further used to enhance the solution concept. As an application, we evaluate the mass matrix for a constrained molecule undergoing an electron-transfer reaction. The preexponential factor for this reaction is computed based on the harmonic model

An algorithm for mass matrix calculation of internally constrained molecular geometries.

Science.gov (United States)

Aryanpour, Masoud; Dhanda, Abhishek; Pitsch, Heinz

2008-01-28

Dynamic models for molecular systems require the determination of corresponding mass matrix. For constrained geometries, these computations are often not trivial but need special considerations. Here, assembling the mass matrix of internally constrained molecular structures is formulated as an optimization problem. Analytical expressions are derived for the solution of the different possible cases depending on the rank of the constraint matrix. Geometrical interpretations are further used to enhance the solution concept. As an application, we evaluate the mass matrix for a constrained molecule undergoing an electron-transfer reaction. The preexponential factor for this reaction is computed based on the harmonic model.

The global economic long-term potential of modern biomass in a climate-constrained world

Science.gov (United States)

Klein, David; Humpenöder, Florian; Bauer, Nico; Dietrich, Jan Philipp; Popp, Alexander; Bodirsky, Benjamin Leon; Bonsch, Markus; Lotze-Campen, Hermann

2014-07-01

Low-stabilization scenarios consistent with the 2 °C target project large-scale deployment of purpose-grown lignocellulosic biomass. In case a GHG price regime integrates emissions from energy conversion and from land-use/land-use change, the strong demand for bioenergy and the pricing of terrestrial emissions are likely to coincide. We explore the global potential of purpose-grown lignocellulosic biomass and ask the question how the supply prices of biomass depend on prices for greenhouse gas (GHG) emissions from the land-use sector. Using the spatially explicit global land-use optimization model MAgPIE, we construct bioenergy supply curves for ten world regions and a global aggregate in two scenarios, with and without a GHG tax. We find that the implementation of GHG taxes is crucial for the slope of the supply function and the GHG emissions from the land-use sector. Global supply prices start at 5 GJ-1 and increase almost linearly, doubling at 150 EJ (in 2055 and 2095). The GHG tax increases bioenergy prices by 5 GJ-1 in 2055 and by 10 GJ-1 in 2095, since it effectively stops deforestation and thus excludes large amounts of high-productivity land. Prices additionally increase due to costs for N2O emissions from fertilizer use. The GHG tax decreases global land-use change emissions by one-third. However, the carbon emissions due to bioenergy production increase by more than 50% from conversion of land that is not under emission control. Average yields required to produce 240 EJ in 2095 are roughly 600 GJ ha-1 yr-1 with and without tax.

The global economic long-term potential of modern biomass in a climate-constrained world

International Nuclear Information System (INIS)

Klein, David; Humpenöder, Florian; Bauer, Nico; Dietrich, Jan Philipp; Popp, Alexander; Leon Bodirsky, Benjamin; Bonsch, Markus; Lotze-Campen, Hermann

2014-01-01

Low-stabilization scenarios consistent with the 2 °C target project large-scale deployment of purpose-grown lignocellulosic biomass. In case a GHG price regime integrates emissions from energy conversion and from land-use/land-use change, the strong demand for bioenergy and the pricing of terrestrial emissions are likely to coincide. We explore the global potential of purpose-grown lignocellulosic biomass and ask the question how the supply prices of biomass depend on prices for greenhouse gas (GHG) emissions from the land-use sector. Using the spatially explicit global land-use optimization model MAgPIE, we construct bioenergy supply curves for ten world regions and a global aggregate in two scenarios, with and without a GHG tax. We find that the implementation of GHG taxes is crucial for the slope of the supply function and the GHG emissions from the land-use sector. Global supply prices start at $5 GJ −1 and increase almost linearly, doubling at 150 EJ (in 2055 and 2095). The GHG tax increases bioenergy prices by $5 GJ −1 in 2055 and by $10 GJ −1 in 2095, since it effectively stops deforestation and thus excludes large amounts of high-productivity land. Prices additionally increase due to costs for N 2 O emissions from fertilizer use. The GHG tax decreases global land-use change emissions by one-third. However, the carbon emissions due to bioenergy production increase by more than 50% from conversion of land that is not under emission control. Average yields required to produce 240 EJ in 2095 are roughly 600 GJ ha −1 yr −1 with and without tax. (letter)

Dispositional Optimism and Terminal Decline in Global Quality of Life

Science.gov (United States)

Zaslavsky, Oleg; Palgi, Yuval; Rillamas-Sun, Eileen; LaCroix, Andrea Z.; Schnall, Eliezer; Woods, Nancy F.; Cochrane, Barbara B.; Garcia, Lorena; Hingle, Melanie; Post, Stephen; Seguin, Rebecca; Tindle, Hilary; Shrira, Amit

2015-01-01

We examined whether dispositional optimism relates to change in global quality of life (QOL) as a function of either chronological age or years to impending death. We used a sample of 2,096 deceased postmenopausal women from the Women's Health Initiative clinical trials who were enrolled in the 2005-2010 Extension Study and for whom at least 1…

Binary classification posed as a quadratically constrained quadratic ...

Indian Academy of Sciences (India)

Binary classification is posed as a quadratically constrained quadratic problem and solved using the proposed method. Each class in the binary classification problem is modeled as a multidimensional ellipsoid to forma quadratic constraint in the problem. Particle swarms help in determining the optimal hyperplane or ...

Identification of metabolic system parameters using global optimization methods

Directory of Open Access Journals (Sweden)

Gatzke Edward P

2006-01-01

Full Text Available Abstract Background The problem of estimating the parameters of dynamic models of complex biological systems from time series data is becoming increasingly important. Methods and results Particular consideration is given to metabolic systems that are formulated as Generalized Mass Action (GMA models. The estimation problem is posed as a global optimization task, for which novel techniques can be applied to determine the best set of parameter values given the measured responses of the biological system. The challenge is that this task is nonconvex. Nonetheless, deterministic optimization techniques can be used to find a global solution that best reconciles the model parameters and measurements. Specifically, the paper employs branch-and-bound principles to identify the best set of model parameters from observed time course data and illustrates this method with an existing model of the fermentation pathway in Saccharomyces cerevisiae. This is a relatively simple yet representative system with five dependent states and a total of 19 unknown parameters of which the values are to be determined. Conclusion The efficacy of the branch-and-reduce algorithm is illustrated by the S. cerevisiae example. The method described in this paper is likely to be widely applicable in the dynamic modeling of metabolic networks.

Global optimal path planning of an autonomous vehicle for overtaking a moving obstacle

Directory of Open Access Journals (Sweden)

B. Mashadi

Full Text Available In this paper, the global optimal path planning of an autonomous vehicle for overtaking a moving obstacle is proposed. In this study, the autonomous vehicle overtakes a moving vehicle by performing a double lane-change maneuver after detecting it in a proper distance ahead. The optimal path of vehicle for performing the lane-change maneuver is generated by a path planning program in which the sum of lateral deviation of the vehicle from a reference path and the rate of steering angle become minimum while the lateral acceleration of vehicle does not exceed a safe limit value. A nonlinear optimal control theory with the lateral vehicle dynamics equations and inequality constraint of lateral acceleration are used to generate the path. The indirect approach for solving the optimal control problem is used by applying the calculus of variation and the Pontryagin's Minimum Principle to obtain first-order necessary conditions for optimality. The optimal path is generated as a global optimal solution and can be used as the benchmark of the path generated by the local motion planning of autonomous vehicles. A full nonlinear vehicle model in CarSim software is used for path following simulation by importing path data from the MATLAB code. The simulation results show that the generated path for the autonomous vehicle satisfies all vehicle dynamics constraints and hence is a suitable overtaking path for the following vehicle.

Material discovery by combining stochastic surface walking global optimization with a neural network.

Science.gov (United States)

Huang, Si-Da; Shang, Cheng; Zhang, Xiao-Jie; Liu, Zhi-Pan

2017-09-01

While the underlying potential energy surface (PES) determines the structure and other properties of a material, it has been frustrating to predict new materials from theory even with the advent of supercomputing facilities. The accuracy of the PES and the efficiency of PES sampling are two major bottlenecks, not least because of the great complexity of the material PES. This work introduces a "Global-to-Global" approach for material discovery by combining for the first time a global optimization method with neural network (NN) techniques. The novel global optimization method, named the stochastic surface walking (SSW) method, is carried out massively in parallel for generating a global training data set, the fitting of which by the atom-centered NN produces a multi-dimensional global PES; the subsequent SSW exploration of large systems with the analytical NN PES can provide key information on the thermodynamics and kinetics stability of unknown phases identified from global PESs. We describe in detail the current implementation of the SSW-NN method with particular focuses on the size of the global data set and the simultaneous energy/force/stress NN training procedure. An important functional material, TiO 2 , is utilized as an example to demonstrate the automated global data set generation, the improved NN training procedure and the application in material discovery. Two new TiO 2 porous crystal structures are identified, which have similar thermodynamics stability to the common TiO 2 rutile phase and the kinetics stability for one of them is further proved from SSW pathway sampling. As a general tool for material simulation, the SSW-NN method provides an efficient and predictive platform for large-scale computational material screening.

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

Science.gov (United States)

Arasomwan, Martins Akugbe; Adewumi, Aderemi Oluyinka

2013-01-01

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

Annealing evolutionary stochastic approximation Monte Carlo for global optimization

KAUST Repository

Liang, Faming

2010-04-08

In this paper, we propose a new algorithm, the so-called annealing evolutionary stochastic approximation Monte Carlo (AESAMC) algorithm as a general optimization technique, and study its convergence. AESAMC possesses a self-adjusting mechanism, whose target distribution can be adapted at each iteration according to the current samples. Thus, AESAMC falls into the class of adaptive Monte Carlo methods. This mechanism also makes AESAMC less trapped by local energy minima than nonadaptive MCMC algorithms. Under mild conditions, we show that AESAMC can converge weakly toward a neighboring set of global minima in the space of energy. AESAMC is tested on multiple optimization problems. The numerical results indicate that AESAMC can potentially outperform simulated annealing, the genetic algorithm, annealing stochastic approximation Monte Carlo, and some other metaheuristics in function optimization. © 2010 Springer Science+Business Media, LLC.

SU-E-J-130: Automating Liver Segmentation Via Combined Global and Local Optimization

Energy Technology Data Exchange (ETDEWEB)

Li, Dengwang; Wang, Jie [College of Physics and Electronics, Shandong Normal University, Jinan, Shandong (China); Kapp, Daniel S.; Xing, Lei [Department of Radiation Oncology, Stanford University School of Medicine, Stanford, CA (United States)

2015-06-15

Purpose: The aim of this work is to develop a robust algorithm for accurate segmentation of liver with special attention paid to the problems with fuzzy edges and tumor. Methods: 200 CT images were collected from radiotherapy treatment planning system. 150 datasets are selected as the panel data for shape dictionary and parameters estimation. The remaining 50 datasets were used as test images. In our study liver segmentation was formulated as optimization process of implicit function. The liver region was optimized via local and global optimization during iterations. Our method consists five steps: 1)The livers from the panel data were segmented manually by physicians, and then We estimated the parameters of GMM (Gaussian mixture model) and MRF (Markov random field). Shape dictionary was built by utilizing the 3D liver shapes. 2)The outlines of chest and abdomen were located according to rib structure in the input images, and the liver region was initialized based on GMM. 3)The liver shape for each 2D slice was adjusted using MRF within the neighborhood of liver edge for local optimization. 4)The 3D liver shape was corrected by employing SSR (sparse shape representation) based on liver shape dictionary for global optimization. Furthermore, H-PSO(Hybrid Particle Swarm Optimization) was employed to solve the SSR equation. 5)The corrected 3D liver was divided into 2D slices as input data of the third step. The iteration was repeated within the local optimization and global optimization until it satisfied the suspension conditions (maximum iterations and changing rate). Results: The experiments indicated that our method performed well even for the CT images with fuzzy edge and tumors. Comparing with physician delineated results, the segmentation accuracy with the 50 test datasets (VOE, volume overlap percentage) was on average 91%–95%. Conclusion: The proposed automatic segmentation method provides a sensible technique for segmentation of CT images. This work is

SU-E-J-130: Automating Liver Segmentation Via Combined Global and Local Optimization

International Nuclear Information System (INIS)

Li, Dengwang; Wang, Jie; Kapp, Daniel S.; Xing, Lei

2015-01-01

Purpose: The aim of this work is to develop a robust algorithm for accurate segmentation of liver with special attention paid to the problems with fuzzy edges and tumor. Methods: 200 CT images were collected from radiotherapy treatment planning system. 150 datasets are selected as the panel data for shape dictionary and parameters estimation. The remaining 50 datasets were used as test images. In our study liver segmentation was formulated as optimization process of implicit function. The liver region was optimized via local and global optimization during iterations. Our method consists five steps: 1)The livers from the panel data were segmented manually by physicians, and then We estimated the parameters of GMM (Gaussian mixture model) and MRF (Markov random field). Shape dictionary was built by utilizing the 3D liver shapes. 2)The outlines of chest and abdomen were located according to rib structure in the input images, and the liver region was initialized based on GMM. 3)The liver shape for each 2D slice was adjusted using MRF within the neighborhood of liver edge for local optimization. 4)The 3D liver shape was corrected by employing SSR (sparse shape representation) based on liver shape dictionary for global optimization. Furthermore, H-PSO(Hybrid Particle Swarm Optimization) was employed to solve the SSR equation. 5)The corrected 3D liver was divided into 2D slices as input data of the third step. The iteration was repeated within the local optimization and global optimization until it satisfied the suspension conditions (maximum iterations and changing rate). Results: The experiments indicated that our method performed well even for the CT images with fuzzy edge and tumors. Comparing with physician delineated results, the segmentation accuracy with the 50 test datasets (VOE, volume overlap percentage) was on average 91%–95%. Conclusion: The proposed automatic segmentation method provides a sensible technique for segmentation of CT images. This work is

How market environment may constrain global franchising in emerging markets

OpenAIRE

Baena Graciá, Verónica

2011-01-01

Although emerging markets are some of the fastest growing economies in the world and represent countries that are experiencing a substantial economic transformation, little is known about the factors influencing country selection for expansion in those markets. In an attempt to enhance the knowledge that managers and scholars have on franchising expansion, the present study examines how market conditions may constrain international diffusion of franchising in emerging markets. They are: i) ge...

QuickVina: accelerating AutoDock Vina using gradient-based heuristics for global optimization.

Science.gov (United States)

Handoko, Stephanus Daniel; Ouyang, Xuchang; Su, Chinh Tran To; Kwoh, Chee Keong; Ong, Yew Soon

2012-01-01

Predicting binding between macromolecule and small molecule is a crucial phase in the field of rational drug design. AutoDock Vina, one of the most widely used docking software released in 2009, uses an empirical scoring function to evaluate the binding affinity between the molecules and employs the iterated local search global optimizer for global optimization, achieving a significantly improved speed and better accuracy of the binding mode prediction compared its predecessor, AutoDock 4. In this paper, we propose further improvement in the local search algorithm of Vina by heuristically preventing some intermediate points from undergoing local search. Our improved version of Vina-dubbed QVina-achieved a maximum acceleration of about 25 times with the average speed-up of 8.34 times compared to the original Vina when tested on a set of 231 protein-ligand complexes while maintaining the optimal scores mostly identical. Using our heuristics, larger number of different ligands can be quickly screened against a given receptor within the same time frame.

An Adaptive Unified Differential Evolution Algorithm for Global Optimization

Energy Technology Data Exchange (ETDEWEB)

Qiang, Ji; Mitchell, Chad

2014-11-03

In this paper, we propose a new adaptive unified differential evolution algorithm for single-objective global optimization. Instead of the multiple mutation strate- gies proposed in conventional differential evolution algorithms, this algorithm employs a single equation unifying multiple strategies into one expression. It has the virtue of mathematical simplicity and also provides users the flexibility for broader exploration of the space of mutation operators. By making all control parameters in the proposed algorithm self-adaptively evolve during the process of optimization, it frees the application users from the burden of choosing appro- priate control parameters and also improves the performance of the algorithm. In numerical tests using thirteen basic unimodal and multimodal functions, the proposed adaptive unified algorithm shows promising performance in compari- son to several conventional differential evolution algorithms.

Methodology for global nonlinear analysis of nuclear systems

International Nuclear Information System (INIS)

Cacuci, D.G.; Cacuci, G.L.

1987-01-01

This paper outlines a general method for globally computing the crucial features of nonlinear problems: bifurcations, limit points, saddle points, extrema (maxima and minima); our method also yields the local sensitivities (i.e., first order derivatives) of the system's state variables (e.g., fluxes, power, temperatures, flows) at any point in the system's phase space. We also present an application of this method to the nonlinear BWR model discussed in Refs. 8 and 11. The most significant novel feature of our method is the recasting of a general mathematical problem comprising three aspects: (1) nonlinear constrained optimization, (2) sensitivity analysis, into a fixed point problem of the form F[u(s), λ(s)] = 0 whose global zeros and singular points are related to the special features (i.e., extrema, bifurcations, etc.) of the original problem

Optimizing rice yields while minimizing yield-scaled global warming potential.

Science.gov (United States)

Pittelkow, Cameron M; Adviento-Borbe, Maria A; van Kessel, Chris; Hill, James E; Linquist, Bruce A

2014-05-01

To meet growing global food demand with limited land and reduced environmental impact, agricultural greenhouse gas (GHG) emissions are increasingly evaluated with respect to crop productivity, i.e., on a yield-scaled as opposed to area basis. Here, we compiled available field data on CH4 and N2 O emissions from rice production systems to test the hypothesis that in response to fertilizer nitrogen (N) addition, yield-scaled global warming potential (GWP) will be minimized at N rates that maximize yields. Within each study, yield N surplus was calculated to estimate deficit or excess N application rates with respect to the optimal N rate (defined as the N rate at which maximum yield was achieved). Relationships between yield N surplus and GHG emissions were assessed using linear and nonlinear mixed-effects models. Results indicate that yields increased in response to increasing N surplus when moving from deficit to optimal N rates. At N rates contributing to a yield N surplus, N2 O and yield-scaled N2 O emissions increased exponentially. In contrast, CH4 emissions were not impacted by N inputs. Accordingly, yield-scaled CH4 emissions decreased with N addition. Overall, yield-scaled GWP was minimized at optimal N rates, decreasing by 21% compared to treatments without N addition. These results are unique compared to aerobic cropping systems in which N2 O emissions are the primary contributor to GWP, meaning yield-scaled GWP may not necessarily decrease for aerobic crops when yields are optimized by N fertilizer addition. Balancing gains in agricultural productivity with climate change concerns, this work supports the concept that high rice yields can be achieved with minimal yield-scaled GWP through optimal N application rates. Moreover, additional improvements in N use efficiency may further reduce yield-scaled GWP, thereby strengthening the economic and environmental sustainability of rice systems. © 2013 John Wiley & Sons Ltd.

Spatiotemporal radiotherapy planning using a global optimization approach

Science.gov (United States)

Adibi, Ali; Salari, Ehsan

2018-02-01

This paper aims at quantifying the extent of potential therapeutic gain, measured using biologically effective dose (BED), that can be achieved by altering the radiation dose distribution over treatment sessions in fractionated radiotherapy. To that end, a spatiotemporally integrated planning approach is developed, where the spatial and temporal dose modulations are optimized simultaneously. The concept of equivalent uniform BED (EUBED) is used to quantify and compare the clinical quality of spatiotemporally heterogeneous dose distributions in target and critical structures. This gives rise to a large-scale non-convex treatment-plan optimization problem, which is solved using global optimization techniques. The proposed spatiotemporal planning approach is tested on two stylized cancer cases resembling two different tumor sites and sensitivity analysis is performed for radio-biological and EUBED parameters. Numerical results validate that spatiotemporal plans are capable of delivering a larger BED to the target volume without increasing the BED in critical structures compared to conventional time-invariant plans. In particular, this additional gain is attributed to the irradiation of different regions of the target volume at different treatment sessions. Additionally, the trade-off between the potential therapeutic gain and the number of distinct dose distributions is quantified, which suggests a diminishing marginal gain as the number of dose distributions increases.

Globally optimal superconducting magnets part II: symmetric MSE coil arrangement.

Science.gov (United States)

Tieng, Quang M; Vegh, Viktor; Brereton, Ian M

2009-01-01

A globally optimal superconducting magnet coil design procedure based on the Minimum Stored Energy (MSE) current density map is outlined. The method has the ability to arrange coils in a manner that generates a strong and homogeneous axial magnetic field over a predefined region, and ensures the stray field external to the assembly and peak magnetic field at the wires are in acceptable ranges. The outlined strategy of allocating coils within a given domain suggests that coils should be placed around the perimeter of the domain with adjacent coils possessing alternating winding directions for optimum performance. The underlying current density maps from which the coils themselves are derived are unique, and optimized to possess minimal stored energy. Therefore, the method produces magnet designs with the lowest possible overall stored energy. Optimal coil layouts are provided for unshielded and shielded short bore symmetric superconducting magnets.

Multi-Objective Stochastic Optimization Programs for a Non-Life Insurance Company under Solvency Constraints

Directory of Open Access Journals (Sweden)

Massimiliano Kaucic

2015-09-01

Full Text Available In the paper, we introduce a multi-objective scenario-based optimization approach for chance-constrained portfolio selection problems. More specifically, a modified version of the normal constraint method is implemented with a global solver in order to generate a dotted approximation of the Pareto frontier for bi- and tri-objective programming problems. Numerical experiments are carried out on a set of portfolios to be optimized for an EU-based non-life insurance company. Both performance indicators and risk measures are managed as objectives. Results show that this procedure is effective and readily applicable to achieve suitable risk-reward tradeoff analysis.

Determination of Pareto frontier in multi-objective maintenance optimization

International Nuclear Information System (INIS)

Certa, Antonella; Galante, Giacomo; Lupo, Toni; Passannanti, Gianfranco

2011-01-01

The objective of a maintenance policy generally is the global maintenance cost minimization that involves not only the direct costs for both the maintenance actions and the spare parts, but also those ones due to the system stop for preventive maintenance and the downtime for failure. For some operating systems, the failure event can be dangerous so that they are asked to operate assuring a very high reliability level between two consecutive fixed stops. The present paper attempts to individuate the set of elements on which performing maintenance actions so that the system can assure the required reliability level until the next fixed stop for maintenance, minimizing both the global maintenance cost and the total maintenance time. In order to solve the previous constrained multi-objective optimization problem, an effective approach is proposed to obtain the best solutions (that is the Pareto optimal frontier) among which the decision maker will choose the more suitable one. As well known, describing the whole Pareto optimal frontier generally is a troublesome task. The paper proposes an algorithm able to rapidly overcome this problem and its effectiveness is shown by an application to a case study regarding a complex series-parallel system.

Global optimization in the adaptive assay of subterranean uranium nodules

International Nuclear Information System (INIS)

Vulkan, U.; Ben-Haim, Y.

1989-01-01

An adaptive assay is one in which the design of the assay system is modified during operation in response to measurements obtained on-line. The present work has two aims: to design an adaptive system for borehole assay of isolated subterranean uranium nodules, and to investigate globality of optimal design in adaptive assay. It is shown experimentally that reasonably accurate estimates of uranium mass are obtained for a wide range of nodule shapes, on the basis of an adaptive assay system based on a simple geomorphological model. Furthermore, two concepts are identified which underlie the optimal design of the assay system. The adaptive assay approach shows promise for successful measurement of spatially random material in many geophysical applications. (author)

Global optimization numerical strategies for rate-independent processes

Czech Academy of Sciences Publication Activity Database

Benešová, Barbora

2011-01-01

Roč. 50, č. 2 (2011), s. 197-220 ISSN 0925-5001 R&D Projects: GA ČR GAP201/10/0357 Grant - others:GA MŠk(CZ) LC06052 Program:LC Institutional research plan: CEZ:AV0Z20760514 Keywords : rate-independent processes * numerical global optimization * energy estimates based algorithm Subject RIV: BA - General Mathematics Impact factor: 1.196, year: 2011 http://math.hnue.edu.vn/portal/rss.viewpage.php?id=0000037780&ap=L3BvcnRhbC9ncmFiYmVyLnBocD9jYXRpZD0xMDEyJnBhZ2U9Mg==

Steady-state global optimization of metabolic non-linear dynamic models through recasting into power-law canonical models.

Science.gov (United States)

Pozo, Carlos; Marín-Sanguino, Alberto; Alves, Rui; Guillén-Gosálbez, Gonzalo; Jiménez, Laureano; Sorribas, Albert

2011-08-25

Design of newly engineered microbial strains for biotechnological purposes would greatly benefit from the development of realistic mathematical models for the processes to be optimized. Such models can then be analyzed and, with the development and application of appropriate optimization techniques, one could identify the modifications that need to be made to the organism in order to achieve the desired biotechnological goal. As appropriate models to perform such an analysis are necessarily non-linear and typically non-convex, finding their global optimum is a challenging task. Canonical modeling techniques, such as Generalized Mass Action (GMA) models based on the power-law formalism, offer a possible solution to this problem because they have a mathematical structure that enables the development of specific algorithms for global optimization. Based on the GMA canonical representation, we have developed in previous works a highly efficient optimization algorithm and a set of related strategies for understanding the evolution of adaptive responses in cellular metabolism. Here, we explore the possibility of recasting kinetic non-linear models into an equivalent GMA model, so that global optimization on the recast GMA model can be performed. With this technique, optimization is greatly facilitated and the results are transposable to the original non-linear problem. This procedure is straightforward for a particular class of non-linear models known as Saturable and Cooperative (SC) models that extend the power-law formalism to deal with saturation and cooperativity. Our results show that recasting non-linear kinetic models into GMA models is indeed an appropriate strategy that helps overcoming some of the numerical difficulties that arise during the global optimization task.

Steady-state global optimization of metabolic non-linear dynamic models through recasting into power-law canonical models

Directory of Open Access Journals (Sweden)

Sorribas Albert

2011-08-01

Full Text Available Abstract Background Design of newly engineered microbial strains for biotechnological purposes would greatly benefit from the development of realistic mathematical models for the processes to be optimized. Such models can then be analyzed and, with the development and application of appropriate optimization techniques, one could identify the modifications that need to be made to the organism in order to achieve the desired biotechnological goal. As appropriate models to perform such an analysis are necessarily non-linear and typically non-convex, finding their global optimum is a challenging task. Canonical modeling techniques, such as Generalized Mass Action (GMA models based on the power-law formalism, offer a possible solution to this problem because they have a mathematical structure that enables the development of specific algorithms for global optimization. Results Based on the GMA canonical representation, we have developed in previous works a highly efficient optimization algorithm and a set of related strategies for understanding the evolution of adaptive responses in cellular metabolism. Here, we explore the possibility of recasting kinetic non-linear models into an equivalent GMA model, so that global optimization on the recast GMA model can be performed. With this technique, optimization is greatly facilitated and the results are transposable to the original non-linear problem. This procedure is straightforward for a particular class of non-linear models known as Saturable and Cooperative (SC models that extend the power-law formalism to deal with saturation and cooperativity. Conclusions Our results show that recasting non-linear kinetic models into GMA models is indeed an appropriate strategy that helps overcoming some of the numerical difficulties that arise during the global optimization task.

Global-Local Analysis and Optimization of a Composite Civil Tilt-Rotor Wing

Science.gov (United States)

Rais-Rohani, Masound

1999-01-01

This report gives highlights of an investigation on the design and optimization of a thin composite wing box structure for a civil tilt-rotor aircraft. Two different concepts are considered for the cantilever wing: (a) a thin monolithic skin design, and (b) a thick sandwich skin design. Each concept is examined with three different skin ply patterns based on various combinations of 0, +/-45, and 90 degree plies. The global-local technique is used in the analysis and optimization of the six design models. The global analysis is based on a finite element model of the wing-pylon configuration while the local analysis uses a uniformly supported plate representing a wing panel. Design allowables include those on vibration frequencies, panel buckling, and material strength. The design optimization problem is formulated as one of minimizing the structural weight subject to strength, stiffness, and d,vnamic constraints. Six different loading conditions based on three different flight modes are considered in the design optimization. The results of this investigation reveal that of all the loading conditions the one corresponding to the rolling pull-out in the airplane mode is the most stringent. Also the frequency constraints are found to drive the skin thickness limits, rendering the buckling constraints inactive. The optimum skin ply pattern for the monolithic skin concept is found to be (((0/+/-45/90/(0/90)(sub 2))(sub s))(sub s), while for the sandwich skin concept the optimal ply pattern is found to be ((0/+/-45/90)(sub 2s))(sub s).

Marine N2O Emissions From Nitrification and Denitrification Constrained by Modern Observations and Projected in Multimillennial Global Warming Simulations

Science.gov (United States)

Battaglia, G.; Joos, F.

2018-01-01

Nitrous oxide (N2O) is a potent greenhouse gas (GHG) and ozone destructing agent; yet global estimates of N2O emissions are uncertain. Marine N2O stems from nitrification and denitrification processes which depend on organic matter cycling and dissolved oxygen (O2). We introduce N2O as an obligate intermediate product of denitrification and as an O2-dependent by-product from nitrification in the Bern3D ocean model. A large model ensemble is used to probabilistically constrain modern and to project marine N2O production for a low (Representative Concentration Pathway (RCP)2.6) and high GHG (RCP8.5) scenario extended to A.D. 10,000. Water column N2O and surface ocean partial pressure N2O data serve as constraints in this Bayesian framework. The constrained median for modern N2O production is 4.5 (±1σ range: 3.0 to 6.1) Tg N yr-1, where 4.5% stems from denitrification. Modeled denitrification is 65.1 (40.9 to 91.6) Tg N yr-1, well within current estimates. For high GHG forcing, N2O production decreases by 7.7% over this century due to decreasing organic matter export and remineralization. Thereafter, production increases slowly by 21% due to widespread deoxygenation and high remineralization. Deoxygenation peaks in two millennia, and the global O2 inventory is reduced by a factor of 2 compared to today. Net denitrification is responsible for 7.8% of the long-term increase in N2O production. On millennial timescales, marine N2O emissions constitute a small, positive feedback to climate change. Our simulations reveal tight coupling between the marine carbon cycle, O2, N2O, and climate.

How Will Copper Contamination Constrain Future Global Steel Recycling?

Science.gov (United States)

Daehn, Katrin E; Cabrera Serrenho, André; Allwood, Julian M

2017-06-06

Copper in steel causes metallurgical problems, but is pervasive in end-of-life scrap and cannot currently be removed commercially once in the melt. Contamination can be managed to an extent by globally trading scrap for use in tolerant applications and dilution with primary iron sources. However, the viability of long-term strategies can only be evaluated with a complete characterization of copper in the global steel system and this is presented in this paper. The copper concentration of flows along the 2008 steel supply chain is estimated from a survey of literature data and compared with estimates of the maximum concentration that can be tolerated in steel products. Estimates of final steel demand and scrap supply by sector are taken from a global stock-saturation model to determine when the amount of copper in the steel cycle will exceed that which can be tolerated. Best estimates show that quantities of copper arising from conventional scrap preparation can be managed in the global steel system until 2050 assuming perfectly coordinated trade and extensive dilution, but this strategy will become increasingly impractical. Technical and policy interventions along the supply chain are presented to close product loops before this global constraint.

A Modified FCM Classifier Constrained by Conditional Random Field Model for Remote Sensing Imagery

Directory of Open Access Journals (Sweden)

WANG Shaoyu

2016-12-01

Full Text Available Remote sensing imagery has abundant spatial correlation information, but traditional pixel-based clustering algorithms don't take the spatial information into account, therefore the results are often not good. To this issue, a modified FCM classifier constrained by conditional random field model is proposed. Adjacent pixels' priori classified information will have a constraint on the classification of the center pixel, thus extracting spatial correlation information. Spectral information and spatial correlation information are considered at the same time when clustering based on second order conditional random field. What's more, the global optimal inference of pixel's classified posterior probability can be get using loopy belief propagation. The experiment shows that the proposed algorithm can effectively maintain the shape feature of the object, and the classification accuracy is higher than traditional algorithms.

Statistical mechanics of budget-constrained auctions

International Nuclear Information System (INIS)

Altarelli, F; Braunstein, A; Realpe-Gomez, J; Zecchina, R

2009-01-01

Finding the optimal assignment in budget-constrained auctions is a combinatorial optimization problem with many important applications, a notable example being in the sale of advertisement space by search engines (in this context the problem is often referred to as the off-line AdWords problem). On the basis of the cavity method of statistical mechanics, we introduce a message-passing algorithm that is capable of solving efficiently random instances of the problem extracted from a natural distribution, and we derive from its properties the phase diagram of the problem. As the control parameter (average value of the budgets) is varied, we find two phase transitions delimiting a region in which long-range correlations arise

Statistical mechanics of budget-constrained auctions

Science.gov (United States)

Altarelli, F.; Braunstein, A.; Realpe-Gomez, J.; Zecchina, R.

2009-07-01

Finding the optimal assignment in budget-constrained auctions is a combinatorial optimization problem with many important applications, a notable example being in the sale of advertisement space by search engines (in this context the problem is often referred to as the off-line AdWords problem). On the basis of the cavity method of statistical mechanics, we introduce a message-passing algorithm that is capable of solving efficiently random instances of the problem extracted from a natural distribution, and we derive from its properties the phase diagram of the problem. As the control parameter (average value of the budgets) is varied, we find two phase transitions delimiting a region in which long-range correlations arise.

GMG: A Guaranteed, Efficient Global Optimization Algorithm for Remote Sensing.

Energy Technology Data Exchange (ETDEWEB)

D' Helon, CD

2004-08-18

The monocular passive ranging (MPR) problem in remote sensing consists of identifying the precise range of an airborne target (missile, plane, etc.) from its observed radiance. This inverse problem may be set as a global optimization problem (GOP) whereby the difference between the observed and model predicted radiances is minimized over the possible ranges and atmospheric conditions. Using additional information about the error function between the predicted and observed radiances of the target, we developed GMG, a new algorithm to find the Global Minimum with a Guarantee. The new algorithm transforms the original continuous GOP into a discrete search problem, thereby guaranteeing to find the position of the global minimum in a reasonably short time. The algorithm is first applied to the golf course problem, which serves as a litmus test for its performance in the presence of both complete and degraded additional information. GMG is further assessed on a set of standard benchmark functions and then applied to various realizations of the MPR problem.

Constrained variational calculus for higher order classical field theories

Energy Technology Data Exchange (ETDEWEB)

Campos, Cedric M; De Leon, Manuel; De Diego, David MartIn, E-mail: cedricmc@icmat.e, E-mail: mdeleon@icmat.e, E-mail: david.martin@icmat.e [Instituto de Ciencias Matematicas, CSIC-UAM-UC3M-UCM, Serrano 123, 28006 Madrid (Spain)

2010-11-12

We develop an intrinsic geometrical setting for higher order constrained field theories. As a main tool we use an appropriate generalization of the classical Skinner-Rusk formalism. Some examples of applications are studied, in particular to the geometrical description of optimal control theory for partial differential equations.

Constrained variational calculus for higher order classical field theories

International Nuclear Information System (INIS)

Campos, Cedric M; De Leon, Manuel; De Diego, David MartIn

2010-01-01

We develop an intrinsic geometrical setting for higher order constrained field theories. As a main tool we use an appropriate generalization of the classical Skinner-Rusk formalism. Some examples of applications are studied, in particular to the geometrical description of optimal control theory for partial differential equations.

Material Distribution Optimization for the Shell Aircraft Composite Structure

Science.gov (United States)

Shevtsov, S.; Zhilyaev, I.; Oganesyan, P.; Axenov, V.

2016-09-01

One of the main goal in aircraft structures designing isweight decreasing and stiffness increasing. Composite structures recently became popular in aircraft because of their mechanical properties and wide range of optimization possibilities.Weight distribution and lay-up are keys to creating lightweight stiff strictures. In this paperwe discuss optimization of specific structure that undergoes the non-uniform air pressure at the different flight conditions and reduce a level of noise caused by the airflowinduced vibrations at the constrained weight of the part. Initial model was created with CAD tool Siemens NX, finite element analysis and post processing were performed with COMSOL Multiphysicsr and MATLABr. Numerical solutions of the Reynolds averaged Navier-Stokes (RANS) equations supplemented by k-w turbulence model provide the spatial distributions of air pressure applied to the shell surface. At the formulation of optimization problem the global strain energy calculated within the optimized shell was assumed as the objective. Wall thickness has been changed using parametric approach by an initiation of auxiliary sphere with varied radius and coordinates of the center, which were the design variables. To avoid a local stress concentration, wall thickness increment was defined as smooth function on the shell surface dependent of auxiliary sphere position and size. Our study consists of multiple steps: CAD/CAE transformation of the model, determining wind pressure for different flow angles, optimizing wall thickness distribution for specific flow angles, designing a lay-up for optimal material distribution. The studied structure was improved in terms of maximum and average strain energy at the constrained expense ofweight growth. Developed methods and tools can be applied to wide range of shell-like structures made of multilayered quasi-isotropic laminates.

Path-Constrained Motion Planning for Robotics Based on Kinematic Constraints

NARCIS (Netherlands)

Dijk, van N.J.M.; Wouw, van de N.; Pancras, W.C.M.; Nijmeijer, H.

2007-01-01

Common robotic tracking tasks consist of motions along predefined paths. The design of time-optimal path-constrained trajectories for robotic applications is discussed in this paper. To increase industrial applicability, the proposed method accounts for robot kinematics together with actuator

METAHEURISTIC OPTIMIZATION METHODS FOR PARAMETERS ESTIMATION OF DYNAMIC SYSTEMS

Directory of Open Access Journals (Sweden)

V. Panteleev Andrei

2017-01-01

Full Text Available The article considers the usage of metaheuristic methods of constrained global optimization: “Big Bang - Big Crunch”, “Fireworks Algorithm”, “Grenade Explosion Method” in parameters of dynamic systems estimation, described with algebraic-differential equations. Parameters estimation is based upon the observation results from mathematical model behavior. Their values are derived after criterion minimization, which describes the total squared error of state vector coordinates from the deduced ones with precise values observation at different periods of time. Paral- lelepiped type restriction is imposed on the parameters values. Used for solving problems, metaheuristic methods of constrained global extremum don’t guarantee the result, but allow to get a solution of a rather good quality in accepta- ble amount of time. The algorithm of using metaheuristic methods is given. Alongside with the obvious methods for solving algebraic-differential equation systems, it is convenient to use implicit methods for solving ordinary differen- tial equation systems. Two ways of solving the problem of parameters evaluation are given, those parameters differ in their mathematical model. In the first example, a linear mathematical model describes the chemical action parameters change, and in the second one, a nonlinear mathematical model describes predator-prey dynamics, which characterize the changes in both kinds’ population. For each of the observed examples there are calculation results from all the three methods of optimization, there are also some recommendations for how to choose methods parameters. The obtained numerical results have demonstrated the efficiency of the proposed approach. The deduced parameters ap- proximate points slightly differ from the best known solutions, which were deduced differently. To refine the results one should apply hybrid schemes that combine classical methods of optimization of zero, first and second orders and

Joint Chance-Constrained Dynamic Programming

Science.gov (United States)

Ono, Masahiro; Kuwata, Yoshiaki; Balaram, J. Bob

2012-01-01

This paper presents a novel dynamic programming algorithm with a joint chance constraint, which explicitly bounds the risk of failure in order to maintain the state within a specified feasible region. A joint chance constraint cannot be handled by existing constrained dynamic programming approaches since their application is limited to constraints in the same form as the cost function, that is, an expectation over a sum of one-stage costs. We overcome this challenge by reformulating the joint chance constraint into a constraint on an expectation over a sum of indicator functions, which can be incorporated into the cost function by dualizing the optimization problem. As a result, the primal variables can be optimized by a standard dynamic programming, while the dual variable is optimized by a root-finding algorithm that converges exponentially. Error bounds on the primal and dual objective values are rigorously derived. We demonstrate the algorithm on a path planning problem, as well as an optimal control problem for Mars entry, descent and landing. The simulations are conducted using a real terrain data of Mars, with four million discrete states at each time step.

Improved Sensitivity Relations in State Constrained Optimal Control

International Nuclear Information System (INIS)

Bettiol, Piernicola; Frankowska, Hélène; Vinter, Richard B.

2015-01-01

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 adjoint 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

Comparison of global optimization approaches for robust calibration of hydrologic model parameters

Science.gov (United States)

Jung, I. W.

2015-12-01

Robustness of the calibrated parameters of hydrologic models is necessary to provide a reliable prediction of future performance of watershed behavior under varying climate conditions. This study investigated calibration performances according to the length of calibration period, objective functions, hydrologic model structures and optimization methods. To do this, the combination of three global optimization methods (i.e. SCE-UA, Micro-GA, and DREAM) and four hydrologic models (i.e. SAC-SMA, GR4J, HBV, and PRMS) was tested with different calibration periods and objective functions. Our results showed that three global optimization methods provided close calibration performances under different calibration periods, objective functions, and hydrologic models. However, using the agreement of index, normalized root mean square error, Nash-Sutcliffe efficiency as the objective function showed better performance than using correlation coefficient and percent bias. Calibration performances according to different calibration periods from one year to seven years were hard to generalize because four hydrologic models have different levels of complexity and different years have different information content of hydrological observation. Acknowledgements This research was supported by a grant (14AWMP-B082564-01) from Advanced Water Management Research Program funded by Ministry of Land, Infrastructure and Transport of Korean government.

Inversion of self-potential anomalies caused by simple-geometry bodies using global optimization algorithms

International Nuclear Information System (INIS)

Göktürkler, G; Balkaya, Ç

2012-01-01

Three naturally inspired meta-heuristic algorithms—the genetic algorithm (GA), simulated annealing (SA) and particle swarm optimization (PSO)—were used to invert some of the self-potential (SP) anomalies originated by some polarized bodies with simple geometries. Both synthetic and field data sets were considered. The tests with the synthetic data comprised of the solutions with both noise-free and noisy data; in the tests with the field data some SP anomalies observed over a copper belt (India), graphite deposits (Germany) and metallic sulfide (Turkey) were inverted. The model parameters included the electric dipole moment, polarization angle, depth, shape factor and origin of the anomaly. The estimated parameters were compared with those from previous studies using various optimization algorithms, mainly least-squares approaches, on the same data sets. During the test studies the solutions by GA, PSO and SA were characterized as being consistent with each other; a good starting model was not a requirement to reach the global minimum. It can be concluded that the global optimization algorithms considered in this study were able to yield compatible solutions with those from widely used local optimization algorithms. (paper)

A concept for global optimization of topology design problems

DEFF Research Database (Denmark)

Stolpe, Mathias; Achtziger, Wolfgang; Kawamoto, Atsushi

2006-01-01

We present a concept for solving topology design problems to proven global optimality. We propose that the problems are modeled using the approach of simultaneous analysis and design with discrete design variables and solved with convergent branch and bound type methods. This concept is illustrated...... on two applications. The first application is the design of stiff truss structures where the bar areas are chosen from a finite set of available areas. The second considered application is simultaneous topology and geometry design of planar articulated mechanisms. For each application we outline...

Global warming and carbon taxation. Optimal policy and the role of administration costs

International Nuclear Information System (INIS)

Williams, M.

1995-01-01

This paper develops a model relating CO 2 emissions to atmosphere concentrations, global temperature change and economic damages. For a variety of parameter assumptions, the model provides estimates of the marginal cost of emissions in various years. The optimal carbon tax is a function of the marginal emission cost and the costs of administering the tax. This paper demonstrates that under any reasonable assumptions, the optimal carbon tax is zero for at least several decades. (author)

Simulated Stochastic Approximation Annealing for Global Optimization With a Square-Root Cooling Schedule

KAUST Repository

Liang, Faming; Cheng, Yichen; Lin, Guang

2014-01-01

cooling schedule, for example, 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

Optimization with PDE constraints ESF networking program 'OPTPDE'

CERN Document Server

2014-01-01

This book on PDE Constrained Optimization contains contributions on the mathematical analysis and numerical solution of constrained optimal control and optimization problems where a partial differential equation (PDE) or a system of PDEs appears as an essential part of the constraints. The appropriate treatment of such problems requires a fundamental understanding of the subtle interplay between optimization in function spaces and numerical discretization techniques and relies on advanced methodologies from the theory of PDEs and numerical analysis as well as scientific computing. The contributions reflect the work of the European Science Foundation Networking Programme ’Optimization with PDEs’ (OPTPDE).

Globalization and democracy

Directory of Open Access Journals (Sweden)

DEEPAK NAYYAR

2015-09-01

Full Text Available ABSTRACTThe gathering momentum of globalization in the world economy has coincided with the spread of political democracy across countries. Economies have become global. But politics remains national. This essay explores the relationship between globalization and democracy, which is neither linear nor characterized by structural rigidities. It seeks to analyze how globalization might constrain degrees of freedom for nation states and space for democratic politics, and how political democracy within countries might exercise some checks and balances on markets and globalization. The essential argument is that the relationship between globalization and democracy is dialectical and does not conform to ideological caricatures.

Simulated Stochastic Approximation Annealing for Global Optimization With a Square-Root Cooling Schedule

KAUST Repository

Liang, Faming

2014-04-03

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 use this much CPU time. This article 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, it is shown that the new algorithm can work with a cooling schedule in which the temperature can decrease much faster than in the logarithmic cooling schedule, for example, 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. Supplementary materials for this article are available online.

Global optimization methods for the aerodynamic shape design of transonic cascades

International Nuclear Information System (INIS)

Mengistu, T.; Ghaly, W.

2003-01-01

Two global optimization algorithms, namely Genetic Algorithm (GA) and Simulated Annealing (SA), have been applied to the aerodynamic shape optimization of transonic cascades; the objective being the redesign of an existing turbomachine airfoil to improve its performance by minimizing the total pressure loss while satisfying a number of constraints. This is accomplished by modifying the blade camber line; keeping the same blade thickness distribution, mass flow rate and the same flow turning. The objective is calculated based on an Euler solver and the blade camber line is represented with non-uniform rational B-splines (NURBS). The SA and GA methods were first assessed for known test functions and their performance in optimizing the blade shape for minimum loss is then demonstrated on a transonic turbine cascade where it is shown to produce a significant reduction in total pressure loss by eliminating the passage shock. (author)

Century long observation constrained global dynamic downscaling and hydrologic implication

Science.gov (United States)

Kim, H.; Yoshimura, K.; Chang, E.; Famiglietti, J. S.; Oki, T.

2012-12-01

It has been suggested that greenhouse gas induced warming climate causes the acceleration of large scale hydrologic cycles, and, indeed, many regions on the Earth have been suffered by hydrologic extremes getting more frequent. However, historical observations are not able to provide enough information in comprehensive manner to understand their long-term variability and/or global distributions. In this study, a century long high resolution global climate data is developed in order to break through existing limitations. 20th Century Reanalysis (20CR) which has relatively low spatial resolution (~2.0°) and longer term availability (140 years) is dynamically downscaled into global T248 (~0.5°) resolution using Experimental Climate Prediction Center (ECPC) Global Spectral Model (GSM) by spectral nudging data assimilation technique. Also, Global Precipitation Climatology Centre (GPCC) and Climate Research Unit (CRU) observational data are adopted to reduce model dependent uncertainty. Downscaled product successfully represents realistic geographical detail keeping low frequency signal in mean state and spatiotemporal variability, while previous bias correction method fails to reproduce high frequency variability. Newly developed data is used to investigate how long-term large scale terrestrial hydrologic cycles have been changed globally and how they have been interacted with various climate modes, such as El-Niño Southern Oscillation (ENSO) and Atlantic Multidecadal Oscillation (AMO). As a further application, it will be used to provide atmospheric boundary condition of multiple land surface models in the Global Soil Wetness Project Phase 3 (GSWP3).

Globally-Optimized Local Pseudopotentials for (Orbital-Free) Density Functional Theory Simulations of Liquids and Solids.

Science.gov (United States)

Del Rio, Beatriz G; Dieterich, Johannes M; Carter, Emily A

2017-08-08

The accuracy of local pseudopotentials (LPSs) is one of two major determinants of the fidelity of orbital-free density functional theory (OFDFT) simulations. We present a global optimization strategy for LPSs that enables OFDFT to reproduce solid and liquid properties obtained from Kohn-Sham DFT. Our optimization strategy can fit arbitrary properties from both solid and liquid phases, so the resulting globally optimized local pseudopotentials (goLPSs) can be used in solid and/or liquid-phase simulations depending on the fitting process. We show three test cases proving that we can (1) improve solid properties compared to our previous bulk-derived local pseudopotential generation scheme; (2) refine predicted liquid and solid properties by adding force matching data; and (3) generate a from-scratch, accurate goLPS from the local channel of a non-local pseudopotential. The proposed scheme therefore serves as a full and improved LPS construction protocol.

Globfit: Consistently fitting primitives by discovering global relations

KAUST Repository

Li, Yangyan; Wu, Xiaokun; Chrysathou, Yiorgos; Sharf, Andrei Sharf; Cohen-Or, Daniel; Mitra, Niloy J.

2011-01-01

Given a noisy and incomplete point set, we introduce a method that simultaneously recovers a set of locally fitted primitives along with their global mutual relations. We operate under the assumption that the data corresponds to a man-made engineering object consisting of basic primitives, possibly repeated and globally aligned under common relations. We introduce an algorithm to directly couple the local and global aspects of the problem. The local fit of the model is determined by how well the inferred model agrees to the observed data, while the global relations are iteratively learned and enforced through a constrained optimization. Starting with a set of initial RANSAC based locally fitted primitives, relations across the primitives such as orientation, placement, and equality are progressively learned and conformed to. In each stage, a set of feasible relations are extracted among the candidate relations, and then aligned to, while best fitting to the input data. The global coupling corrects the primitives obtained in the local RANSAC stage, and brings them to precise global alignment. We test the robustness of our algorithm on a range of synthesized and scanned data, with varying amounts of noise, outliers, and non-uniform sampling, and validate the results against ground truth, where available. © 2011 ACM.

Globfit: Consistently fitting primitives by discovering global relations

KAUST Repository

Li, Yangyan

2011-07-01

Given a noisy and incomplete point set, we introduce a method that simultaneously recovers a set of locally fitted primitives along with their global mutual relations. We operate under the assumption that the data corresponds to a man-made engineering object consisting of basic primitives, possibly repeated and globally aligned under common relations. We introduce an algorithm to directly couple the local and global aspects of the problem. The local fit of the model is determined by how well the inferred model agrees to the observed data, while the global relations are iteratively learned and enforced through a constrained optimization. Starting with a set of initial RANSAC based locally fitted primitives, relations across the primitives such as orientation, placement, and equality are progressively learned and conformed to. In each stage, a set of feasible relations are extracted among the candidate relations, and then aligned to, while best fitting to the input data. The global coupling corrects the primitives obtained in the local RANSAC stage, and brings them to precise global alignment. We test the robustness of our algorithm on a range of synthesized and scanned data, with varying amounts of noise, outliers, and non-uniform sampling, and validate the results against ground truth, where available. © 2011 ACM.

Radiotherapy Planning Using an Improved Search Strategy in Particle Swarm Optimization.

Science.gov (United States)

Modiri, Arezoo; Gu, Xuejun; Hagan, Aaron M; Sawant, Amit

2017-05-01

Evolutionary stochastic global optimization algorithms are widely used in large-scale, nonconvex problems. However, enhancing the search efficiency and repeatability of these techniques often requires well-customized approaches. This study investigates one such approach. We use particle swarm optimization (PSO) algorithm to solve a 4D radiation therapy (RT) inverse planning problem, where the key idea is to use respiratory motion as an additional degree of freedom in lung cancer RT. The primary goal is to administer a lethal dose to the tumor target while sparing surrounding healthy tissue. Our optimization iteratively adjusts radiation fluence-weights for all beam apertures across all respiratory phases. We implement three PSO-based approaches: conventionally used unconstrained, hard-constrained, and our proposed virtual search. As proof of concept, five lung cancer patient cases are optimized over ten runs using each PSO approach. For comparison, a dynamically penalized likelihood (DPL) algorithm-a popular RT optimization technique is also implemented and used. The proposed technique significantly improves the robustness to random initialization while requiring fewer iteration cycles to converge across all cases. DPL manages to find the global optimum in 2 out of 5 RT cases over significantly more iterations. The proposed virtual search approach boosts the swarm search efficiency, and consequently, improves the optimization convergence rate and robustness for PSO. RT planning is a large-scale, nonconvex optimization problem, where finding optimal solutions in a clinically practical time is critical. Our proposed approach can potentially improve the optimization efficiency in similar time-sensitive problems.

Constrained Burn Optimization for the International Space Station

Science.gov (United States)

Brown, Aaron J.; Jones, Brandon A.

2017-01-01

In long-term trajectory planning for the International Space Station (ISS), translational burns are currently targeted sequentially to meet the immediate trajectory constraints, rather than simultaneously to meet all constraints, do not employ gradient-based search techniques, and are not optimized for a minimum total deltav (v) solution. An analytic formulation of the constraint gradients is developed and used in an optimization solver to overcome these obstacles. Two trajectory examples are explored, highlighting the advantage of the proposed method over the current approach, as well as the potential v and propellant savings in the event of propellant shortages.

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

Energy Technology Data Exchange (ETDEWEB)

Picheny, Victor; Gramacy, Robert B.; Wild, Stefan M.; Le Digabel, Sebastien

2016-12-05

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. We show our new slack “ALBO” compares favorably to the original. Its superiority over conventional alternatives is reinforced on several mixed constraint examples.

Optimized ECC Implementation for Secure Communication between Heterogeneous IoT Devices

Directory of Open Access Journals (Sweden)

Leandro Marin

2015-08-01

Full Text Available The Internet of Things is integrating information systems, places, users and billions of constrained devices into one global network. This network requires secure and private means of communications. The building blocks of the Internet of Things are devices manufactured by various producers and are designed to fulfil different needs. There would be no common hardware platform that could be applied in every scenario. In such a heterogeneous environment, there is a strong need for the optimization of interoperable security. We present optimized elliptic curve Cryptography algorithms that address the security issues in the heterogeneous IoT networks. We have combined cryptographic algorithms for the NXP/Jennic 5148- and MSP430-based IoT devices and used them to created novel key negotiation protocol.

Optimized ECC Implementation for Secure Communication between Heterogeneous IoT Devices.

Science.gov (United States)

Marin, Leandro; Pawlowski, Marcin Piotr; Jara, Antonio

2015-08-28

The Internet of Things is integrating information systems, places, users and billions of constrained devices into one global network. This network requires secure and private means of communications. The building blocks of the Internet of Things are devices manufactured by various producers and are designed to fulfil different needs. There would be no common hardware platform that could be applied in every scenario. In such a heterogeneous environment, there is a strong need for the optimization of interoperable security. We present optimized elliptic curve Cryptography algorithms that address the security issues in the heterogeneous IoT networks. We have combined cryptographic algorithms for the NXP/Jennic 5148- and MSP430-based IoT devices and used them to created novel key negotiation protocol.

A Local and Global Search Combined Particle Swarm Optimization Algorithm and Its Convergence Analysis

Directory of Open Access Journals (Sweden)

Weitian Lin

2014-01-01

Full Text Available Particle swarm optimization algorithm (PSOA is an advantage optimization tool. However, it has a tendency to get stuck in a near optimal solution especially for middle and large size problems and it is difficult to improve solution accuracy by fine-tuning parameters. According to the insufficiency, this paper researches the local and global search combine particle swarm algorithm (LGSCPSOA, and its convergence and obtains its convergence qualification. At the same time, it is tested with a set of 8 benchmark continuous functions and compared their optimization results with original particle swarm algorithm (OPSOA. Experimental results indicate that the LGSCPSOA improves the search performance especially on the middle and large size benchmark functions significantly.

Optimal configuration of microstructure in ferroelectric materials by stochastic optimization

Science.gov (United States)

Jayachandran, K. P.; Guedes, J. M.; Rodrigues, H. C.

2010-07-01

An optimization procedure determining the ideal configuration at the microstructural level of ferroelectric (FE) materials is applied to maximize piezoelectricity. Piezoelectricity in ceramic FEs differs significantly from that of single crystals because of the presence of crystallites (grains) possessing crystallographic axes aligned imperfectly. The piezoelectric properties of a polycrystalline (ceramic) FE is inextricably related to the grain orientation distribution (texture). The set of combination of variables, known as solution space, which dictates the texture of a ceramic is unlimited and hence the choice of the optimal solution which maximizes the piezoelectricity is complicated. Thus, a stochastic global optimization combined with homogenization is employed for the identification of the optimal granular configuration of the FE ceramic microstructure with optimum piezoelectric properties. The macroscopic equilibrium piezoelectric properties of polycrystalline FE is calculated using mathematical homogenization at each iteration step. The configuration of grains characterized by its orientations at each iteration is generated using a randomly selected set of orientation distribution parameters. The optimization procedure applied to the single crystalline phase compares well with the experimental data. Apparent enhancement of piezoelectric coefficient d33 is observed in an optimally oriented BaTiO3 single crystal. Based on the good agreement of results with the published data in single crystals, we proceed to apply the methodology in polycrystals. A configuration of crystallites, simultaneously constraining the orientation distribution of the c-axis (polar axis) while incorporating ab-plane randomness, which would multiply the overall piezoelectricity in ceramic BaTiO3 is also identified. The orientation distribution of the c-axes is found to be a narrow Gaussian distribution centered around 45°. The piezoelectric coefficient in such a ceramic is found to

Chance-constrained multi-objective optimization of groundwater remediation design at DNAPLs-contaminated sites using a multi-algorithm genetically adaptive method

Science.gov (United States)

Ouyang, Qi; Lu, Wenxi; Hou, Zeyu; Zhang, Yu; Li, Shuai; Luo, Jiannan

2017-05-01

In this paper, a multi-algorithm genetically adaptive multi-objective (AMALGAM) method is proposed as a multi-objective optimization solver. It was implemented in the multi-objective optimization of a groundwater remediation design at sites contaminated by dense non-aqueous phase liquids. In this study, there were two objectives: minimization of the total remediation cost, and minimization of the remediation time. A non-dominated sorting genetic algorithm II (NSGA-II) was adopted to compare with the proposed method. For efficiency, the time-consuming surfactant-enhanced aquifer remediation simulation model was replaced by a surrogate model constructed by a multi-gene genetic programming (MGGP) technique. Similarly, two other surrogate modeling methods-support vector regression (SVR) and Kriging (KRG)-were employed to make comparisons with MGGP. In addition, the surrogate-modeling uncertainty was incorporated in the optimization model by chance-constrained programming (CCP). The results showed that, for the problem considered in this study, (1) the solutions obtained by AMALGAM incurred less remediation cost and required less time than those of NSGA-II, indicating that AMALGAM outperformed NSGA-II. It was additionally shown that (2) the MGGP surrogate model was more accurate than SVR and KRG; and (3) the remediation cost and time increased with the confidence level, which can enable decision makers to make a suitable choice by considering the given budget, remediation time, and reliability.

SGO: A fast engine for ab initio atomic structure global optimization by differential evolution

Science.gov (United States)

Chen, Zhanghui; Jia, Weile; Jiang, Xiangwei; Li, Shu-Shen; Wang, Lin-Wang

2017-10-01

As the high throughout calculations and material genome approaches become more and more popular in material science, the search for optimal ways to predict atomic global minimum structure is a high research priority. This paper presents a fast method for global search of atomic structures at ab initio level. The structures global optimization (SGO) engine consists of a high-efficiency differential evolution algorithm, accelerated local relaxation methods and a plane-wave density functional theory code running on GPU machines. The purpose is to show what can be achieved by combining the superior algorithms at the different levels of the searching scheme. SGO can search the global-minimum configurations of crystals, two-dimensional materials and quantum clusters without prior symmetry restriction in a relatively short time (half or several hours for systems with less than 25 atoms), thus making such a task a routine calculation. Comparisons with other existing methods such as minima hopping and genetic algorithm are provided. One motivation of our study is to investigate the properties of magnetic systems in different phases. The SGO engine is capable of surveying the local minima surrounding the global minimum, which provides the information for the overall energy landscape of a given system. Using this capability we have found several new configurations for testing systems, explored their energy landscape, and demonstrated that the magnetic moment of metal clusters fluctuates strongly in different local minima.

A branch and bound algorithm for the global optimization of Hessian Lipschitz continuous functions

KAUST Repository

Fowkes, Jaroslav M.; Gould, Nicholas I. M.; Farmer, Chris L.

2012-01-01

We present a branch and bound algorithm for the global optimization of a twice differentiable nonconvex objective function with a Lipschitz continuous Hessian over a compact, convex set. The algorithm is based on applying cubic regularisation

Conditions for the Solvability of the Linear Programming Formulation for Constrained Discounted Markov Decision Processes

Energy Technology Data Exchange (ETDEWEB)

Dufour, F., E-mail: dufour@math.u-bordeaux1.fr [Institut de Mathématiques de Bordeaux, INRIA Bordeaux Sud Ouest, Team: CQFD, and IMB (France); Prieto-Rumeau, T., E-mail: tprieto@ccia.uned.es [UNED, Department of Statistics and Operations Research (Spain)

2016-08-15

We consider a discrete-time constrained discounted Markov decision process (MDP) with Borel state and action spaces, compact action sets, and lower semi-continuous cost functions. We introduce a set of hypotheses related to a positive weight function which allow us to consider cost functions that might not be bounded below by a constant, and which imply the solvability of the linear programming formulation of the constrained MDP. In particular, we establish the existence of a constrained optimal stationary policy. Our results are illustrated with an application to a fishery management problem.

Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem

Science.gov (United States)

Chen, Wei

2015-07-01

In this paper, we discuss the portfolio optimization problem with real-world constraints under the assumption that the returns of risky assets are fuzzy numbers. A new possibilistic mean-semiabsolute deviation model is proposed, in which transaction costs, cardinality and quantity constraints are considered. Due to such constraints the proposed model becomes a mixed integer nonlinear programming problem and traditional optimization methods fail to find the optimal solution efficiently. Thus, a modified artificial bee colony (MABC) algorithm is developed to solve the corresponding optimization problem. Finally, a numerical example is given to illustrate the effectiveness of the proposed model and the corresponding algorithm.

A brief introduction to continuous evolutionary optimization

CERN Document Server

Kramer, Oliver

2014-01-01

Practical optimization problems are often hard to solve, in particular when they are black boxes and no further information about the problem is available except via function evaluations. This work introduces a collection of heuristics and algorithms for black box optimization with evolutionary algorithms in continuous solution spaces. The book gives an introduction to evolution strategies and parameter control. Heuristic extensions are presented that allow optimization in constrained, multimodal, and multi-objective solution spaces. An adaptive penalty function is introduced for constrained optimization. Meta-models reduce the number of fitness and constraint function calls in expensive optimization problems. The hybridization of evolution strategies with local search allows fast optimization in solution spaces with many local optima. A selection operator based on reference lines in objective space is introduced to optimize multiple conflictive objectives. Evolutionary search is employed for learning kernel ...

How Will Copper Contamination Constrain Future Global Steel Recycling?

OpenAIRE

Daehn, Katrin; Cabrera Serrenho, Andre; Allwood, Julian Mark

2017-01-01

Copper in steel causes metallurgical problems, but is pervasive in end-of-life scrap and cannot currently be removed commercially once in the melt. Contamination can be managed to an extent by globally trading scrap for use in tolerant applications and dilution with primary iron sources. However, the viability of long-term strategies can only be evaluated with a complete characterization of copper in the global steel system and this is presented in this paper. The copper concentration of flow...

The equivalence of multi-criteria methods for radiotherapy plan optimization

International Nuclear Information System (INIS)

Breedveld, Sebastiaan; Storchi, Pascal R M; Heijmen, Ben J M

2009-01-01

Several methods can be used to achieve multi-criteria optimization of radiation therapy treatment planning, which strive for Pareto-optimality. The property of the solution being Pareto optimal is desired, because it guarantees that no criteria can be improved without deteriorating another criteria. The most widely used methods are the weighted-sum method, in which the different treatment objectives are weighted, and constrained optimization methods, in which treatment goals are set and the algorithm has to find the best plan fulfilling these goals. The constrained method used in this paper, the 2pεc (2-phase ε-constraint) method is based on the ε-constraint method, which generates Pareto-optimal solutions. Both approaches are uniquely related to each other. In this paper, we will show that it is possible to switch from the constrained method to the weighted-sum method by using the Lagrange multipliers from the constrained optimization problem, and vice versa by setting the appropriate constraints. In general, the theory presented in this paper can be useful in cases where a new situation is slightly different from the original situation, e.g. in online treatment planning, with deformations of the volumes of interest, or in automated treatment planning, where changes to the automated plan have to be made. An example of the latter is given where the planner is not satisfied with the result from the constrained method and wishes to decrease the dose in a structure. By using the Lagrange multipliers, a weighted-sum optimization problem is constructed, which generates a Pareto-optimal solution in the neighbourhood of the original plan, but fulfills the new treatment objectives.

Dynamic Convex Duality in Constrained Utility Maximization

OpenAIRE

Li, Yusong; Zheng, Harry

2016-01-01

In this paper, we study a constrained utility maximization problem following the convex duality approach. After formulating the primal and dual problems, we construct the necessary and sufficient conditions for both the primal and dual problems in terms of FBSDEs plus additional conditions. Such formulation then allows us to explicitly characterize the primal optimal control as a function of the adjoint process coming from the dual FBSDEs in a dynamic fashion and vice versa. Moreover, we also...

Constrained Fuzzy Predictive Control Using Particle Swarm Optimization

Directory of Open Access Journals (Sweden)

Oussama Ait Sahed

2015-01-01

Full Text Available A fuzzy predictive controller using particle swarm optimization (PSO approach is proposed. The aim is to develop an efficient algorithm that is able to handle the relatively complex optimization problem with minimal computational time. This can be achieved using reduced population size and small number of iterations. In this algorithm, instead of using the uniform distribution as in the conventional PSO algorithm, the initial particles positions are distributed according to the normal distribution law, within the area around the best position. The radius limiting this area is adaptively changed according to the tracking error values. Moreover, the choice of the initial best position is based on prior knowledge about the search space landscape and the fact that in most practical applications the dynamic optimization problem changes are gradual. The efficiency of the proposed control algorithm is evaluated by considering the control of the model of a 4 × 4 Multi-Input Multi-Output industrial boiler. This model is characterized by being nonlinear with high interactions between its inputs and outputs, having a nonminimum phase behaviour, and containing instabilities and time delays. The obtained results are compared to those of the control algorithms based on the conventional PSO and the linear approach.

Optimization of constrained multiple-objective reliability problems using evolutionary algorithms

International Nuclear Information System (INIS)

Salazar, Daniel; Rocco, Claudio M.; Galvan, Blas J.

2006-01-01

This paper illustrates the use of multi-objective optimization to solve three types of reliability optimization problems: to find the optimal number of redundant components, find the reliability of components, and determine both their redundancy and reliability. In general, these problems have been formulated as single objective mixed-integer non-linear programming problems with one or several constraints and solved by using mathematical programming techniques or special heuristics. In this work, these problems are reformulated as multiple-objective problems (MOP) and then solved by using a second-generation Multiple-Objective Evolutionary Algorithm (MOEA) that allows handling constraints. The MOEA used in this paper (NSGA-II) demonstrates the ability to identify a set of optimal solutions (Pareto front), which provides the Decision Maker with a complete picture of the optimal solution space. Finally, the advantages of both MOP and MOEA approaches are illustrated by solving four redundancy problems taken from the literature

Optimization of constrained multiple-objective reliability problems using evolutionary algorithms

Energy Technology Data Exchange (ETDEWEB)

Salazar, Daniel [Instituto de Sistemas Inteligentes y Aplicaciones Numericas en Ingenieria (IUSIANI), Division de Computacion Evolutiva y Aplicaciones (CEANI), Universidad de Las Palmas de Gran Canaria, Islas Canarias (Spain) and Facultad de Ingenieria, Universidad Central Venezuela, Caracas (Venezuela)]. E-mail: danielsalazaraponte@gmail.com; Rocco, Claudio M. [Facultad de Ingenieria, Universidad Central Venezuela, Caracas (Venezuela)]. E-mail: crocco@reacciun.ve; Galvan, Blas J. [Instituto de Sistemas Inteligentes y Aplicaciones Numericas en Ingenieria (IUSIANI), Division de Computacion Evolutiva y Aplicaciones (CEANI), Universidad de Las Palmas de Gran Canaria, Islas Canarias (Spain)]. E-mail: bgalvan@step.es

2006-09-15

This paper illustrates the use of multi-objective optimization to solve three types of reliability optimization problems: to find the optimal number of redundant components, find the reliability of components, and determine both their redundancy and reliability. In general, these problems have been formulated as single objective mixed-integer non-linear programming problems with one or several constraints and solved by using mathematical programming techniques or special heuristics. In this work, these problems are reformulated as multiple-objective problems (MOP) and then solved by using a second-generation Multiple-Objective Evolutionary Algorithm (MOEA) that allows handling constraints. The MOEA used in this paper (NSGA-II) demonstrates the ability to identify a set of optimal solutions (Pareto front), which provides the Decision Maker with a complete picture of the optimal solution space. Finally, the advantages of both MOP and MOEA approaches are illustrated by solving four redundancy problems taken from the literature.

External costs in the global energy optimization models. A tool in favour of sustain ability

International Nuclear Information System (INIS)

Cabal Cuesta, H.

2007-01-01

The aim of this work is the analysis of the effects of the GHG external costs internalization in the energy systems. This may provide a useful tool to support decision makers to help reaching the energy systems sustain ability. External costs internalization has been carried out using two methods. First, CO 2 externalities of different power generation technologies have been internalized to evaluate their effects on the economic competitiveness of these present and future technologies. The other method consisted of analysing and optimizing the global energy system, from an economic and environmental point of view, using the global energy optimization model generator, TIMES, with a time horizon of 50 years. Finally, some scenarios regarding environmental and economic strategic measures have been analysed. (Author)

A Comprehensive Survey on Particle Swarm Optimization Algorithm and Its Applications

Directory of Open Access Journals (Sweden)

Yudong Zhang

2015-01-01

Full Text Available Particle swarm optimization (PSO is a heuristic global optimization method, proposed originally by Kennedy and Eberhart in 1995. It is now one of the most commonly used optimization techniques. This survey presented a comprehensive investigation of PSO. On one hand, we provided advances with PSO, including its modifications (including quantum-behaved PSO, bare-bones PSO, chaotic PSO, and fuzzy PSO, population topology (as fully connected, von Neumann, ring, star, random, etc., hybridization (with genetic algorithm, simulated annealing, Tabu search, artificial immune system, ant colony algorithm, artificial bee colony, differential evolution, harmonic search, and biogeography-based optimization, extensions (to multiobjective, constrained, discrete, and binary optimization, theoretical analysis (parameter selection and tuning, and convergence analysis, and parallel implementation (in multicore, multiprocessor, GPU, and cloud computing forms. On the other hand, we offered a survey on applications of PSO to the following eight fields: electrical and electronic engineering, automation control systems, communication theory, operations research, mechanical engineering, fuel and energy, medicine, chemistry, and biology. It is hoped that this survey would be beneficial for the researchers studying PSO algorithms.

Constrained convex minimization via model-based excessive gap

OpenAIRE

Tran Dinh, Quoc; Cevher, Volkan

2014-01-01

We introduce a model-based excessive gap technique to analyze first-order primal- dual methods for constrained convex minimization. As a result, we construct new primal-dual methods with optimal convergence rates on the objective residual and the primal feasibility gap of their iterates separately. Through a dual smoothing and prox-function selection strategy, our framework subsumes the augmented Lagrangian, and alternating methods as special cases, where our rates apply.

Multi-Objective Differential Evolution for Voltage Security Constrained Optimal Power Flow in Deregulated Power Systems

Science.gov (United States)

Roselyn, J. Preetha; Devaraj, D.; Dash, Subhransu Sekhar

2013-11-01

Voltage stability is an important issue in the planning and operation of deregulated power systems. The voltage stability problems is a most challenging one for the system operators in deregulated power systems because of the intense use of transmission line capabilities and poor regulation in market environment. This article addresses the congestion management problem avoiding offline transmission capacity limits related to voltage stability by considering Voltage Security Constrained Optimal Power Flow (VSCOPF) problem in deregulated environment. This article presents the application of Multi Objective Differential Evolution (MODE) algorithm to solve the VSCOPF problem in new competitive power systems. The maximum of L-index of the load buses is taken as the indicator of voltage stability and is incorporated in the Optimal Power Flow (OPF) problem. The proposed method in hybrid power market which also gives solutions to voltage stability problems by considering the generation rescheduling cost and load shedding cost which relieves the congestion problem in deregulated environment. The buses for load shedding are selected based on the minimum eigen value of Jacobian with respect to the load shed. In the proposed approach, real power settings of generators in base case and contingency cases, generator bus voltage magnitudes, real and reactive power demands of selected load buses using sensitivity analysis are taken as the control variables and are represented as the combination of floating point numbers and integers. DE/randSF/1/bin strategy scheme of differential evolution with self-tuned parameter which employs binomial crossover and difference vector based mutation is used for the VSCOPF problem. A fuzzy based mechanism is employed to get the best compromise solution from the pareto front to aid the decision maker. The proposed VSCOPF planning model is implemented on IEEE 30-bus system, IEEE 57 bus practical system and IEEE 118 bus system. The pareto optimal

A new global particle swarm optimization for the economic emission dispatch with or without transmission losses

International Nuclear Information System (INIS)

Zou, Dexuan; Li, Steven; Li, Zongyan; Kong, Xiangyong

2017-01-01

Highlights: • A new global particle swarm optimization (NGPSO) is proposed. • NGPSO has strong convergence and desirable accuracy. • NGPSO is used to handle the economic emission dispatch with or without transmission losses. • The equality constraint can be satisfied by solving a quadratic equation. • The inequality constraints can be satisfied by using penalty function method. - Abstract: A new global particle swarm optimization (NGPSO) algorithm is proposed to solve the economic emission dispatch (EED) problems in this paper. NGPSO is different from the traditional particle swarm optimization (PSO) algorithm in two aspects. First, NGPSO uses a new position updating equation which relies on the global best particle to guide the searching activities of all particles. Second, it uses the randomization based on the uniform distribution to slightly disturb the flight trajectories of particles during the late evolutionary process. The two steps enable NGPSO to effectively execute a number of global searches, and thus they increase the chance of exploring promising solution space, and reduce the probabilities of getting trapped into local optima for all particles. On the other hand, the two objective functions of EED are normalized separately according to all candidate solutions, and then they are incorporated into one single objective function. The transformation steps are very helpful in eliminating the difference caused by the different dimensions of the two functions, and thus they strike a balance between the fuel cost and emission. In addition, a simple and common penalty function method is employed to facilitate the satisfactions of EED’s constraints. Based on these improvements in PSO, objective functions and constraints handling, high-quality solutions can be obtained for EED problems. Five examples are chosen to testify the performance of three improved PSOs on solving EED problems with or without transmission losses. Experimental results show that

Constraining the Composition of the Earth from Long-period Electromagnetic Sounding of the Lower Mantle

DEFF Research Database (Denmark)

Khan, A.; Connolly, J.; Olsen, Nils

We reexamine the problem of inverting global transfer functions to constrain the internal structure of the Earth. We go beyond the conventional approach of inverting electromagnetic induction data by inverting directly for chemical composition and thermal state, using the model system CaO-FeO-MgO......We reexamine the problem of inverting global transfer functions to constrain the internal structure of the Earth. We go beyond the conventional approach of inverting electromagnetic induction data by inverting directly for chemical composition and thermal state, using the model system Ca...... and experimental mineral electrical conductivity data are consistent with a silicate earth, with a composition close to the pyrolite model and additionally seem to require a low temperature mantle geotherm....

Global Optimization using Interval Analysis : Interval Optimization for Aerospace Applications

NARCIS (Netherlands)

Van Kampen, E.

2010-01-01

Optimization is an important element in aerospace related research. It is encountered for example in trajectory optimization problems, such as: satellite formation flying, spacecraft re-entry optimization and airport approach and departure optimization; in control optimization, for example in

Optimization algorithms and applications

CERN Document Server

Arora, Rajesh Kumar

2015-01-01

Choose the Correct Solution Method for Your Optimization ProblemOptimization: Algorithms and Applications presents a variety of solution techniques for optimization problems, emphasizing concepts rather than rigorous mathematical details and proofs. The book covers both gradient and stochastic methods as solution techniques for unconstrained and constrained optimization problems. It discusses the conjugate gradient method, Broyden-Fletcher-Goldfarb-Shanno algorithm, Powell method, penalty function, augmented Lagrange multiplier method, sequential quadratic programming, method of feasible direc

Minimum Time Trajectory Optimization of CNC Machining with Tracking Error Constraints

Directory of Open Access Journals (Sweden)

Qiang Zhang

2014-01-01

Full Text Available An off-line optimization approach of high precision minimum time feedrate for CNC machining is proposed. Besides the ordinary considered velocity, acceleration, and jerk constraints, dynamic performance constraint of each servo drive is also considered in this optimization problem to improve the tracking precision along the optimized feedrate trajectory. Tracking error is applied to indicate the servo dynamic performance of each axis. By using variable substitution, the tracking error constrained minimum time trajectory planning problem is formulated as a nonlinear path constrained optimal control problem. Bang-bang constraints structure of the optimal trajectory is proved in this paper; then a novel constraint handling method is proposed to realize a convex optimization based solution of the nonlinear constrained optimal control problem. A simple ellipse feedrate planning test is presented to demonstrate the effectiveness of the approach. Then the practicability and robustness of the trajectory generated by the proposed approach are demonstrated by a butterfly contour machining example.

The impact of initialization procedures on unsupervised unmixing of hyperspectral imagery using the constrained positive matrix factorization

Science.gov (United States)

Masalmah, Yahya M.; Vélez-Reyes, Miguel

2007-04-01

The authors proposed in previous papers the use of the constrained Positive Matrix Factorization (cPMF) to perform unsupervised unmixing of hyperspectral imagery. Two iterative algorithms were proposed to compute the cPMF based on the Gauss-Seidel and penalty approaches to solve optimization problems. Results presented in previous papers have shown the potential of the proposed method to perform unsupervised unmixing in HYPERION and AVIRIS imagery. The performance of iterative methods is highly dependent on the initialization scheme. Good initialization schemes can improve convergence speed, whether or not a global minimum is found, and whether or not spectra with physical relevance are retrieved as endmembers. In this paper, different initializations using random selection, longest norm pixels, and standard endmembers selection routines are studied and compared using simulated and real data.

Constrained optimization by radial basis function interpolation for high-dimensional expensive black-box problems with infeasible initial points

Science.gov (United States)

Regis, Rommel G.

2014-02-01

This article develops two new algorithms for constrained expensive black-box optimization that use radial basis function surrogates for the objective and constraint functions. These algorithms are called COBRA and Extended ConstrLMSRBF and, unlike previous surrogate-based approaches, they can be used for high-dimensional problems where all initial points are infeasible. They both follow a two-phase approach where the first phase finds a feasible point while the second phase improves this feasible point. COBRA and Extended ConstrLMSRBF are compared with alternative methods on 20 test problems and on the MOPTA08 benchmark automotive problem (D.R. Jones, Presented at MOPTA 2008), which has 124 decision variables and 68 black-box inequality constraints. The alternatives include a sequential penalty derivative-free algorithm, a direct search method with kriging surrogates, and two multistart methods. Numerical results show that COBRA algorithms are competitive with Extended ConstrLMSRBF and they generally outperform the alternatives on the MOPTA08 problem and most of the test problems.

Identifying the preferred subset of enzymatic profiles in nonlinear kinetic metabolic models via multiobjective global optimization and Pareto filters.

Directory of Open Access Journals (Sweden)

Carlos Pozo

Full Text Available Optimization models in metabolic engineering and systems biology focus typically on optimizing a unique criterion, usually the synthesis rate of a metabolite of interest or the rate of growth. Connectivity and non-linear regulatory effects, however, make it necessary to consider multiple objectives in order to identify useful strategies that balance out different metabolic issues. This is a fundamental aspect, as optimization of maximum yield in a given condition may involve unrealistic values in other key processes. Due to the difficulties associated with detailed non-linear models, analysis using stoichiometric descriptions and linear optimization methods have become rather popular in systems biology. However, despite being useful, these approaches fail in capturing the intrinsic nonlinear nature of the underlying metabolic systems and the regulatory signals involved. Targeting more complex biological systems requires the application of global optimization methods to non-linear representations. In this work we address the multi-objective global optimization of metabolic networks that are described by a special class of models based on the power-law formalism: the generalized mass action (GMA representation. Our goal is to develop global optimization methods capable of efficiently dealing with several biological criteria simultaneously. In order to overcome the numerical difficulties of dealing with multiple criteria in the optimization, we propose a heuristic approach based on the epsilon constraint method that reduces the computational burden of generating a set of Pareto optimal alternatives, each achieving a unique combination of objectives values. To facilitate the post-optimal analysis of these solutions and narrow down their number prior to being tested in the laboratory, we explore the use of Pareto filters that identify the preferred subset of enzymatic profiles. We demonstrate the usefulness of our approach by means of a case study

Identifying the preferred subset of enzymatic profiles in nonlinear kinetic metabolic models via multiobjective global optimization and Pareto filters.

Science.gov (United States)

Pozo, Carlos; Guillén-Gosálbez, Gonzalo; Sorribas, Albert; Jiménez, Laureano

2012-01-01

Optimization models in metabolic engineering and systems biology focus typically on optimizing a unique criterion, usually the synthesis rate of a metabolite of interest or the rate of growth. Connectivity and non-linear regulatory effects, however, make it necessary to consider multiple objectives in order to identify useful strategies that balance out different metabolic issues. This is a fundamental aspect, as optimization of maximum yield in a given condition may involve unrealistic values in other key processes. Due to the difficulties associated with detailed non-linear models, analysis using stoichiometric descriptions and linear optimization methods have become rather popular in systems biology. However, despite being useful, these approaches fail in capturing the intrinsic nonlinear nature of the underlying metabolic systems and the regulatory signals involved. Targeting more complex biological systems requires the application of global optimization methods to non-linear representations. In this work we address the multi-objective global optimization of metabolic networks that are described by a special class of models based on the power-law formalism: the generalized mass action (GMA) representation. Our goal is to develop global optimization methods capable of efficiently dealing with several biological criteria simultaneously. In order to overcome the numerical difficulties of dealing with multiple criteria in the optimization, we propose a heuristic approach based on the epsilon constraint method that reduces the computational burden of generating a set of Pareto optimal alternatives, each achieving a unique combination of objectives values. To facilitate the post-optimal analysis of these solutions and narrow down their number prior to being tested in the laboratory, we explore the use of Pareto filters that identify the preferred subset of enzymatic profiles. We demonstrate the usefulness of our approach by means of a case study that optimizes the

Globalizing carbon lock-in

International Nuclear Information System (INIS)

Unruh, Gregory C.; Carrillo-Hermosilla, Javier

2006-01-01

This paper extends the arguments surrounding carbon lock-in elaborated in Unruh (Energy Policy 28 (2000) 817; 30 (2002) 317) to countries currently undergoing industrialization. It argues that, for numerous reasons, industrializing countries are unlikely to leapfrog carbon intensive energy development. On the contrary, carbon lock-in may be globalizing and could further constrain climate change mitigation options. It is then argued that many policy recommendations ignore carbon lock-in, possibly limiting their potential for successful implementation. The paper then discusses four policy approaches that appear to have advantages given lock-in conditions. It is recognized, however, that relative ease of implementation does not necessarily equate with superiority. Instead, it is merely a path dependent outcome of past development decisions. Pursuing policies on the basis of relative implementation ease may help address the issue of climate change, but could also result in sub-optimal outcomes along other dimensions of sustainable development

Negotiation and Optimality in an Economic Model of Global Climate Change

International Nuclear Information System (INIS)

Gottinger, H.

2000-03-01

The paper addresses the problem of governmental intervention in a multi-country regime of controlling global climate change. Using a simplified case of a two-country, two-sector general equilibrium model the paper shows that the global optimal time path of economic outputs and temperature will converge to a unique steady state provided that consumers care enough about the future. To answer a set of questions relating to 'what will happen if governments decide to correct the problem of global warming?' we study the equilibrium outcome in a bargaining game where two countries negotiate an agreement on future consumption and production plans for the purpose of correcting the problem of climate change. It is shown that the agreement arising from such a negotiation process achieves the best outcome and that it can be implemented in decentralised economies by a system of taxes, subsidies and transfers. By employing the recent advances in non-cooperative bargaining theory, the agreement between two countries is derived endogenously through a well-specified bargaining procedure

Negotiation and Optimality in an Economic Model of Global Climate Change

Energy Technology Data Exchange (ETDEWEB)

Gottinger, H. [International Institute for Environmental Economics and Management IIEEM, University of Maastricht, Maastricht (Netherlands)

2000-03-01

The paper addresses the problem of governmental intervention in a multi-country regime of controlling global climate change. Using a simplified case of a two-country, two-sector general equilibrium model the paper shows that the global optimal time path of economic outputs and temperature will converge to a unique steady state provided that consumers care enough about the future. To answer a set of questions relating to 'what will happen if governments decide to correct the problem of global warming?' we study the equilibrium outcome in a bargaining game where two countries negotiate an agreement on future consumption and production plans for the purpose of correcting the problem of climate change. It is shown that the agreement arising from such a negotiation process achieves the best outcome and that it can be implemented in decentralised economies by a system of taxes, subsidies and transfers. By employing the recent advances in non-cooperative bargaining theory, the agreement between two countries is derived endogenously through a well-specified bargaining procedure.

Modeling Oil Exploration and Production: Resource-Constrained and Agent-Based Approaches

International Nuclear Information System (INIS)

Jakobsson, Kristofer

2010-05-01

Energy is essential to the functioning of society, and oil is the single largest commercial energy source. Some analysts have concluded that the peak in oil production is soon about to happen on the global scale, while others disagree. Such incompatible views can persist because the issue of 'peak oil' cuts through the established scientific disciplines. The question is: what characterizes the modeling approaches that are available today, and how can they be further developed to improve a trans-disciplinary understanding of oil depletion? The objective of this thesis is to present long-term scenarios of oil production (Paper I) using a resource-constrained model; and an agent-based model of the oil exploration process (Paper II). It is also an objective to assess the strengths, limitations, and future development potentials of resource-constrained modeling, analytical economic modeling, and agent-based modeling. Resource-constrained models are only suitable when the time frame is measured in decades, but they can give a rough indication of which production scenarios are reasonable given the size of the resource. However, the models are comprehensible, transparent and the only feasible long-term forecasting tools at present. It is certainly possible to distinguish between reasonable scenarios, based on historically observed parameter values, and unreasonable scenarios with parameter values obtained through flawed analogy. The economic subfield of optimal depletion theory is founded on the notion of rational economic agents, and there is a causal relation between decisions made at the micro-level and the macro-result. In terms of future improvements, however, the analytical form considerably restricts the versatility of the approach. Agent-based modeling makes it feasible to combine economically motivated agents with a physical environment. An example relating to oil exploration is given in Paper II, where it is shown that the exploratory activities of individual

Chance-constrained multi-objective optimization of groundwater remediation design at DNAPLs-contaminated sites using a multi-algorithm genetically adaptive method.

Science.gov (United States)

Ouyang, Qi; Lu, Wenxi; Hou, Zeyu; Zhang, Yu; Li, Shuai; Luo, Jiannan

2017-05-01

In this paper, a multi-algorithm genetically adaptive multi-objective (AMALGAM) method is proposed as a multi-objective optimization solver. It was implemented in the multi-objective optimization of a groundwater remediation design at sites contaminated by dense non-aqueous phase liquids. In this study, there were two objectives: minimization of the total remediation cost, and minimization of the remediation time. A non-dominated sorting genetic algorithm II (NSGA-II) was adopted to compare with the proposed method. For efficiency, the time-consuming surfactant-enhanced aquifer remediation simulation model was replaced by a surrogate model constructed by a multi-gene genetic programming (MGGP) technique. Similarly, two other surrogate modeling methods-support vector regression (SVR) and Kriging (KRG)-were employed to make comparisons with MGGP. In addition, the surrogate-modeling uncertainty was incorporated in the optimization model by chance-constrained programming (CCP). The results showed that, for the problem considered in this study, (1) the solutions obtained by AMALGAM incurred less remediation cost and required less time than those of NSGA-II, indicating that AMALGAM outperformed NSGA-II. It was additionally shown that (2) the MGGP surrogate model was more accurate than SVR and KRG; and (3) the remediation cost and time increased with the confidence level, which can enable decision makers to make a suitable choice by considering the given budget, remediation time, and reliability. Copyright © 2017 Elsevier B.V. All rights reserved.

A chance-constrained stochastic approach to intermodal container routing problems.

Science.gov (United States)

Zhao, Yi; Liu, Ronghui; Zhang, Xi; Whiteing, Anthony

2018-01-01

We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic transfer time, with the objective of minimising the expected total cost. Two chance constraints are proposed to ensure that the container service satisfies ship fulfilment and cargo on-time delivery with pre-specified probabilities. A hybrid heuristic algorithm is employed to solve the binary integer chance-constrained programming model. Two case studies are conducted to demonstrate the feasibility of the proposed model and to analyse the impact of stochastic variables and chance-constraints on the optimal solution and total cost.

Complex Method Mixed with PSO Applying to Optimization Design of Bridge Crane Girder

Directory of Open Access Journals (Sweden)

He Yan

2017-01-01

Full Text Available In engineer design, basic complex method has not enough global search ability for the nonlinear optimization problem, so it mixed with particle swarm optimization (PSO has been presented in the paper,that is the optimal particle evaluated from fitness function of particle swarm displacement complex vertex in order to realize optimal principle of the largest complex central distance.This method is applied to optimization design problems of box girder of bridge crane with constraint conditions.At first a mathematical model of the girder optimization has been set up,in which box girder cross section area of bridge crane is taken as the objective function, and its four sizes parameters as design variables, girder mechanics performance, manufacturing process, border sizes and so on requirements as constraint conditions. Then complex method mixed with PSO is used to solve optimization design problem of cane box girder from constrained optimization studying approach, and its optimal results have achieved the goal of lightweight design and reducing the crane manufacturing cost . The method is reliable, practical and efficient by the practical engineer calculation and comparative analysis with basic complex method.

An Improved Teaching-Learning-Based Optimization with the Social Character of PSO for Global Optimization

Directory of Open Access Journals (Sweden)

Feng Zou

2016-01-01

Full Text Available An improved teaching-learning-based optimization with combining of the social character of PSO (TLBO-PSO, which is considering the teacher’s behavior influence on the students and the mean grade of the class, is proposed in the paper to find the global solutions of function optimization problems. In this method, the teacher phase of TLBO is modified; the new position of the individual is determined by the old position, the mean position, and the best position of current generation. The method overcomes disadvantage that the evolution of the original TLBO might stop when the mean position of students equals the position of the teacher. To decrease the computation cost of the algorithm, the process of removing the duplicate individual in original TLBO is not adopted in the improved algorithm. Moreover, the probability of local convergence of the improved method is decreased by the mutation operator. The effectiveness of the proposed method is tested on some benchmark functions, and the results are competitive with respect to some other methods.

Sequential Optimization of Global Sequence Alignments Relative to Different Cost Functions

KAUST Repository

Odat, Enas M.

2011-05-01

The purpose of this dissertation is to present a methodology to model global sequence alignment problem as directed acyclic graph which helps to extract all possible optimal alignments. Moreover, a mechanism to sequentially optimize sequence alignment problem relative to different cost functions is suggested. Sequence alignment is mostly important in computational biology. It is used to find evolutionary relationships between biological sequences. There are many algo- rithms that have been developed to solve this problem. The most famous algorithms are Needleman-Wunsch and Smith-Waterman that are based on dynamic program- ming. In dynamic programming, problem is divided into a set of overlapping sub- problems and then the solution of each subproblem is found. Finally, the solutions to these subproblems are combined into a final solution. In this thesis it has been proved that for two sequences of length m and n over a fixed alphabet, the suggested optimization procedure requires O(mn) arithmetic operations per cost function on a single processor machine. The algorithm has been simulated using C#.Net programming language and a number of experiments have been done to verify the proved statements. The results of these experiments show that the number of optimal alignments is reduced after each step of optimization. Furthermore, it has been verified that as the sequence length increased linearly then the number of optimal alignments increased exponentially which also depends on the cost function that is used. Finally, the number of executed operations increases polynomially as the sequence length increase linearly.

Iron control on global productivity: an efficient inverse model of the ocean's coupled phosphate and iron cycles.

Science.gov (United States)

Pasquier, B.; Holzer, M.; Frants, M.

2016-02-01

We construct a data-constrained mechanistic inverse model of the ocean's coupled phosphorus and iron cycles. The nutrient cycling is embedded in a data-assimilated steady global circulation. Biological nutrient uptake is parameterized in terms of nutrient, light, and temperature limitations on growth for two classes of phytoplankton that are not transported explicitly. A matrix formulation of the discretized nutrient tracer equations allows for efficient numerical solutions, which facilitates the objective optimization of the key biogeochemical parameters. The optimization minimizes the misfit between the modelled and observed nutrient fields of the current climate. We systematically assess the nonlinear response of the biological pump to changes in the aeolian iron supply for a variety of scenarios. Specifically, Green-function techniques are employed to quantify in detail the pathways and timescales with which those perturbations are propagated throughout the world oceans, determining the global teleconnections that mediate the response of the global ocean ecosystem. We confirm previous findings from idealized studies that increased iron fertilization decreases biological production in the subtropical gyres and we quantify the counterintuitive and asymmetric response of global productivity to increases and decreases in the aeolian iron supply.

A new approach to nonlinear constrained Tikhonov regularization

KAUST Repository

Ito, Kazufumi

2011-09-16

We present a novel approach to nonlinear constrained Tikhonov regularization from the viewpoint of optimization theory. A second-order sufficient optimality condition is suggested as a nonlinearity condition to handle the nonlinearity of the forward operator. The approach is exploited to derive convergence rate results for a priori as well as a posteriori choice rules, e.g., discrepancy principle and balancing principle, for selecting the regularization parameter. The idea is further illustrated on a general class of parameter identification problems, for which (new) source and nonlinearity conditions are derived and the structural property of the nonlinearity term is revealed. A number of examples including identifying distributed parameters in elliptic differential equations are presented. © 2011 IOP Publishing Ltd.

Fire emissions constrained by the synergistic use of formaldehyde and glyoxal SCIAMACHY columns in a two-compound inverse modelling framework

Science.gov (United States)

Stavrakou, T.; Muller, J.; de Smedt, I.; van Roozendael, M.; Vrekoussis, M.; Wittrock, F.; Richter, A.; Burrows, J.

2008-12-01

Formaldehyde (HCHO) and glyoxal (CHOCHO) are carbonyls formed in the oxidation of volatile organic compounds (VOCs) emitted by plants, anthropogenic activities, and biomass burning. They are also directly emitted by fires. Although this primary production represents only a small part of the global source for both species, yet it can be locally important during intense fire events. Simultaneous observations of formaldehyde and glyoxal retrieved from the SCIAMACHY satellite instrument in 2005 and provided by the BIRA/IASB and the Bremen group, respectively, are compared with the corresponding columns simulated with the IMAGESv2 global CTM. The chemical mechanism has been optimized with respect to HCHO and CHOCHO production from pyrogenically emitted NMVOCs, based on the Master Chemical Mechanism (MCM) and on an explicit profile for biomass burning emissions. Gas-to-particle conversion of glyoxal in clouds and in aqueous aerosols is considered in the model. In this study we provide top-down estimates for fire emissions of HCHO and CHOCHO precursors by performing a two- compound inversion of emissions using the adjoint of the IMAGES model. The pyrogenic fluxes are optimized at the model resolution. The two-compound inversion offers the advantage that the information gained from measurements of one species constrains the sources of both compounds, due to the existence of common precursors. In a first inversion, only the burnt biomass amounts are optimized. In subsequent simulations, the emission factors for key individual NMVOC compounds are also varied.

A one-layer recurrent neural network for constrained nonconvex optimization.

Science.gov (United States)

Li, Guocheng; Yan, Zheng; Wang, Jun

2015-01-01

In this paper, a one-layer recurrent neural network is proposed for solving nonconvex optimization problems subject to general inequality constraints, designed based on an exact penalty function method. It is proved herein that any neuron state of the proposed neural network is convergent to the feasible region in finite time and stays there thereafter, provided that the penalty parameter is sufficiently large. The lower bounds of the penalty parameter and convergence time are also estimated. In addition, any neural state of the proposed neural network is convergent to its equilibrium point set which satisfies the Karush-Kuhn-Tucker conditions of the optimization problem. Moreover, the equilibrium point set is equivalent to the optimal solution to the nonconvex optimization problem if the objective function and constraints satisfy given conditions. Four numerical examples are provided to illustrate the performances of the proposed neural network.

Potentials of satellite derived SIF products to constrain GPP simulated by the new ORCHIDEE-FluOR terrestrial model at the global scale

Science.gov (United States)

Bacour, C.; Maignan, F.; Porcar-Castell, A.; MacBean, N.; Goulas, Y.; Flexas, J.; Guanter, L.; Joiner, J.; Peylin, P.

2016-12-01

A new era for improving our knowledge of the terrestrial carbon cycle at the global scale has begun with recent studies on the relationships between remotely sensed Sun Induce Fluorescence (SIF) and plant photosynthetic activity (GPP), and the availability of such satellite-derived products now "routinely" produced from GOSAT, GOME-2, or OCO-2 observations. Assimilating SIF data into terrestrial ecosystem models (TEMs) represents a novel opportunity to reduce the uncertainty of their prediction with respect to carbon-climate feedbacks, in particular the uncertainties resulting from inaccurate parameter values. A prerequisite is a correct representation in TEMs of the several drivers of plant fluorescence from the leaf to the canopy scale, and in particular the competing processes of photochemistry and non photochemical quenching (NPQ).In this study, we present the first results of a global scale assimilation of GOME-2 SIF products within a new version of the ORCHIDEE land surface model including a physical module of plant fluorescence. At the leaf level, the regulation of fluorescence yield is simulated both by the photosynthesis module of ORCHIDEE to calculate the photochemical yield and by a parametric model to estimate NPQ. The latter has been calibrated on leaf fluorescence measurements performed for boreal coniferous and Mediterranean vegetation species. A parametric representation of the SCOPE radiative transfer model is used to model the plant fluorescence fluxes for PSI and PSII and the scaling up to the canopy level. The ORCHIDEE-FluOR model is firstly evaluated with respect to in situ measurements of plant fluorescence flux and photochemical yield for scots pine and wheat. The potentials of SIF data to constrain the modelled GPP are evaluated by assimilating one year of GOME-2-SIF products within ORCHIDEE-FluOR. We investigate in particular the changes in the spatial patterns of GPP following the optimization of the photosynthesis and phenology parameters

Global Optimization of Ventricular Myocyte Model to Multi-Variable Objective Improves Predictions of Drug-Induced Torsades de Pointes

Directory of Open Access Journals (Sweden)

Trine Krogh-Madsen

2017-12-01

Full Text Available In silico cardiac myocyte models present powerful tools for drug safety testing and for predicting phenotypical consequences of ion channel mutations, but their accuracy is sometimes limited. For example, several models describing human ventricular electrophysiology perform poorly when simulating effects of long QT mutations. Model optimization represents one way of obtaining models with stronger predictive power. Using a recent human ventricular myocyte model, we demonstrate that model optimization to clinical long QT data, in conjunction with physiologically-based bounds on intracellular calcium and sodium concentrations, better constrains model parameters. To determine if the model optimized to congenital long QT data better predicts risk of drug-induced long QT arrhythmogenesis, in particular Torsades de Pointes risk, we tested the optimized model against a database of known arrhythmogenic and non-arrhythmogenic ion channel blockers. When doing so, the optimized model provided an improved risk assessment. In particular, we demonstrate an elimination of false-positive outcomes generated by the baseline model, in which simulations of non-torsadogenic drugs, in particular verapamil, predict action potential prolongation. Our results underscore the importance of currents beyond those directly impacted by a drug block in determining torsadogenic risk. Our study also highlights the need for rich data in cardiac myocyte model optimization and substantiates such optimization as a method to generate models with higher accuracy of predictions of drug-induced cardiotoxicity.

A CLASS OF NONMONOTONE TRUST REGION ALGORITHMS FOR LINEARLY CONSTRAINED OPTIMIZATION%线性约束优化的一类非单调信赖域算法

Institute of Scientific and Technical Information of China (English)

葛恒武; 陈中文

2002-01-01

We present a class of nonmonotone trust region algorithms for linearly constrained optimization in this paper.The algorithm may adjust automatically the scope of the monotonicity by the degree that the quadratic model is "trusted".Under the suitable conditions,it is proved that any limit point of the infinite sequence generated by the algorithm is the Kuhn-Tucker point of the primal problem.Finally,some numerical results show that the new algorithm is very effective.

Optimally Joint Subcarrier Matching and Power Allocation in OFDM Multihop System

Directory of Open Access Journals (Sweden)

Shuyuan Yang

2008-04-01

Full Text Available Orthogonal frequency division multiplexing (OFDM multihop system is a promising way to increase capacity and coverage. In this paper, we propose an optimally joint subcarrier matching and power allocation scheme to further maximize the total channel capacity with the constrained total system power. First, the problem is formulated as a mixed binary integer programming problem, which is prohibitive to find the global optimum in terms of complexity. Second, by making use of the equivalent channel power gain for any matched subcarrier pair, a low complexity scheme is proposed. The optimal subcarrier matching is to match subcarriers by the order of the channel power gains. The optimal power allocation among the matched subcarrier pairs is water-filling. An analytical argument is given to prove that the two steps achieve the optimally joint subcarrier matching and power allocation. The simulation results show that the proposed scheme achieves the largest total channel capacity as compared to the other schemes, where there is no subcarrier matching or no power allocation.

Optimally Joint Subcarrier Matching and Power Allocation in OFDM Multihop System

Directory of Open Access Journals (Sweden)

Wang Wenyi

2008-01-01

Full Text Available Orthogonal frequency division multiplexing (OFDM multihop system is a promising way to increase capacity and coverage. In this paper, we propose an optimally joint subcarrier matching and power allocation scheme to further maximize the total channel capacity with the constrained total system power. First, the problem is formulated as a mixed binary integer programming problem, which is prohibitive to find the global optimum in terms of complexity. Second, by making use of the equivalent channel power gain for any matched subcarrier pair, a low complexity scheme is proposed. The optimal subcarrier matching is to match subcarriers by the order of the channel power gains. The optimal power allocation among the matched subcarrier pairs is water-filling. An analytical argument is given to prove that the two steps achieve the optimally joint subcarrier matching and power allocation. The simulation results show that the proposed scheme achieves the largest total channel capacity as compared to the other schemes, where there is no subcarrier matching or no power allocation.

Methods of mathematical optimization

Science.gov (United States)

Vanderplaats, G. N.

The fundamental principles of numerical optimization methods are reviewed, with an emphasis on potential engineering applications. The basic optimization process is described; unconstrained and constrained minimization problems are defined; a general approach to the design of optimization software programs is outlined; and drawings and diagrams are shown for examples involving (1) the conceptual design of an aircraft, (2) the aerodynamic optimization of an airfoil, (3) the design of an automotive-engine connecting rod, and (4) the optimization of a 'ski-jump' to assist aircraft in taking off from a very short ship deck.

Application of pattern search method to power system security constrained economic dispatch with non-smooth cost function

International Nuclear Information System (INIS)

Al-Othman, A.K.; El-Naggar, K.M.

2008-01-01

Direct search methods are evolutionary algorithms used to solve optimization problems. (DS) methods do not require any information about the gradient of the objective function at hand while searching for an optimum solution. One of such methods is Pattern Search (PS) algorithm. This paper presents a new approach based on a constrained pattern search algorithm to solve a security constrained power system economic dispatch problem (SCED) with non-smooth cost function. Operation of power systems demands a high degree of security to keep the system satisfactorily operating when subjected to disturbances, while and at the same time it is required to pay attention to the economic aspects. Pattern recognition technique is used first to assess dynamic security. Linear classifiers that determine the stability of electric power system are presented and added to other system stability and operational constraints. The problem is formulated as a constrained optimization problem in a way that insures a secure-economic system operation. Pattern search method is then applied to solve the constrained optimization formulation. In particular, the method is tested using three different test systems. Simulation results of the proposed approach are compared with those reported in literature. The outcome is very encouraging and proves that pattern search (PS) is very applicable for solving security constrained power system economic dispatch problem (SCED). In addition, valve-point effect loading and total system losses are considered to further investigate the potential of the PS technique. Based on the results, it can be concluded that the PS has demonstrated ability in handling highly nonlinear discontinuous non-smooth cost function of the SCED. (author)

Kinetic Constrained Optimization of the Golf Swing Hub Path

Directory of Open Access Journals (Sweden)

Steven M. Nesbit

2014-12-01

Full Text Available This study details an optimization of the golf swing, where the hand path and club angular trajectories are manipulated. The optimization goal was to maximize club head velocity at impact within the interaction kinetic limitations (force, torque, work, and power of the golfer as determined through the analysis of a typical swing using a two-dimensional dynamic model. The study was applied to four subjects with diverse swing capabilities and styles. It was determined that it is possible for all subjects to increase their club head velocity at impact within their respective kinetic limitations through combined modifications to their respective hand path and club angular trajectories. The manner of the modifications, the degree of velocity improvement, the amount of kinetic reduction, and the associated kinetic limitation quantities were subject dependent. By artificially minimizing selected kinetic inputs within the optimization algorithm, it was possible to identify swing trajectory characteristics that indicated relative kinetic weaknesses of a subject. Practical implications are offered based upon the findings of the study.

Global optimization of maintenance and surveillance testing based on reliability and probabilistic safety assessment. Research project

International Nuclear Information System (INIS)

Martorell, S.; Serradell, V.; Munoz, A.; Sanchez, A.

1997-01-01

Background, objective, scope, detailed working plan and follow-up and final product of the project ''Global optimization of maintenance and surveillance testing based on reliability and probabilistic safety assessment'' are described

Optimization of economic load dispatch of higher order general cost polynomials and its sensitivity using modified particle swarm optimization

International Nuclear Information System (INIS)

Saber, Ahmed Yousuf; Chakraborty, Shantanu; Abdur Razzak, S.M.; Senjyu, Tomonobu

2009-01-01

This paper presents a modified particle swarm optimization (MPSO) for constrained economic load dispatch (ELD) problem. Real cost functions are more complex than conventional second order cost functions when multi-fuel operations, valve-point effects, accurate curve fitting, etc., are considering in deregulated changing market. The proposed modified particle swarm optimization (PSO) consists of problem dependent variable number of promising values (in velocity vector), unit vector and error-iteration dependent step length. It reliably and accurately tracks a continuously changing solution of the complex cost function and no extra concentration/effort is needed for the complex higher order cost polynomials in ELD. Constraint management is incorporated in the modified PSO. The modified PSO has balance between local and global searching abilities, and an appropriate fitness function helps to converge it quickly. To avoid the method to be frozen, stagnated/idle particles are reset. Sensitivity of the higher order cost polynomials is also analyzed visually to realize the importance of the higher order cost polynomials for the optimization of ELD. Finally, benchmark data sets and methods are used to show the effectiveness of the proposed method. (author)

Constrained Optimal Stochastic Control of Non-Linear Wave Energy Point Absorbers

DEFF Research Database (Denmark)

Sichani, Mahdi Teimouri; Chen, Jian-Bing; Kramer, Morten

2014-01-01

to extract energy. Constrains are enforced on the control force to prevent large structural stresses in the floater at specific hot spots with the risk of inducing fatigue damage, or because the demanded control force cannot be supplied by the actuator system due to saturation. Further, constraints...... are enforced on the motion of the floater to prevent it from hitting the bottom of the sea or to make unacceptable jumps out of the water. The applied control law, which is of the feedback type with feedback from the displacement, velocity, and acceleration of the floater, contains two unprovided gain...

Balancing Long Lifetime and Satisfying Fairness in WBAN Using a Constrained Markov Decision Process

Directory of Open Access Journals (Sweden)

Yingqi Yin

2015-01-01

Full Text Available As an important part of the Internet of Things (IOT and the special case of device-to-device (D2D communication, wireless body area network (WBAN gradually becomes the focus of attention. Since WBAN is a body-centered network, the energy of sensor nodes is strictly restrained since they are supplied by battery with limited power. In each data collection, only one sensor node is scheduled to transmit its measurements directly to the access point (AP through the fading channel. We formulate the problem of dynamically choosing which sensor should communicate with the AP to maximize network lifetime under the constraint of fairness as a constrained markov decision process (CMDP. The optimal lifetime and optimal policy are obtained by Bellman equation in dynamic programming. The proposed algorithm defines the limiting performance in WBAN lifetime under different degrees of fairness constraints. Due to the defect of large implementation overhead in acquiring global channel state information (CSI, we put forward a distributed scheduling algorithm that adopts local CSI, which saves the network overhead and simplifies the algorithm. It was demonstrated via simulation that this scheduling algorithm can allocate time slot reasonably under different channel conditions to balance the performances of network lifetime and fairness.

Need for denser geodetic network to get real constrain on the fault behavior along the Main Marmara Sea segments of the NAF, toward an optimized GPS network.

Science.gov (United States)

Klein, E.; Masson, F.; Duputel, Z.; Yavasoglu, H.; Agram, P. S.

2016-12-01

Over the last two decades, the densification of GPS networks and the development of new radar satellites offered an unprecedented opportunity to study crustal deformation due to faulting. Yet, submarine strike slip fault segments remain a major issue, especially when the landscape appears unfavorable to the use of SAR measurements. It is the case of the North Anatolian fault segments located in the Main Marmara Sea, that remain unbroken ever since the Mw7.4 earthquake of Izmit in 1999, which ended a eastward migrating seismic sequence of Mw > 7 earthquakes. Located directly offshore Istanbul, evaluation of seismic hazard appears capital. But a strong controversy remains over whether these segments are accumulating strain and are likely to experience a major earthquake, or are creeping, resulting both from the simplicity of current geodetic models and the scarcity of geodetic data. We indeed show that 2D infinite fault models cannot account for the complexity of the Marmara fault segments. But current geodetic data in the western region of Istanbul are also insufficient to invert for the coupling using a 3D geometry of the fault. Therefore, we implement a global optimization procedure aiming at identifying the most favorable distribution of GPS stations to explore the strain accumulation. We present here the results of this procedure that allows to determine both the optimal number and location of the new stations. We show that a denser terrestrial survey network can indeed locally improve the resolution on the shallower part of the fault, even more efficiently with permanent stations. But data closer from the fault, only possible by submarine measurements, remain necessary to properly constrain the fault behavior and its potential along strike coupling variations.

Stepwise optimization and global chaos of nonlinear parameters in exact calculations of few-particle systems

International Nuclear Information System (INIS)

Frolov, A.M.

1986-01-01

The problem of exact variational calculations of few-particle systems in the exponential basis of the relative coordinates using nonlinear parameters is studied. The techniques of stepwise optimization and global chaos of nonlinear parameters are used to calculate the S and P states of homonuclear muonic molecules with an error of no more than +0.001 eV. The global-chaos technique also has proved to be successful in the case of the nuclear systems 3 H and 3 He

Optimizing color reproduction of natural images

NARCIS (Netherlands)

Yendrikhovskij, S.N.; Blommaert, F.J.J.; Ridder, de H.

1998-01-01

The paper elaborates on understanding, measuring and optimizing perceived color quality of natural images. We introduce a model for optimal color reproduction of natural scenes which is based on the assumption that color quality of natural images is constrained by perceived naturalness and

ABCluster: the artificial bee colony algorithm for cluster global optimization.

Science.gov (United States)

Zhang, Jun; Dolg, Michael

2015-10-07

Global optimization of cluster geometries is of fundamental importance in chemistry and an interesting problem in applied mathematics. In this work, we introduce a relatively new swarm intelligence algorithm, i.e. the artificial bee colony (ABC) algorithm proposed in 2005, to this field. It is inspired by the foraging behavior of a bee colony, and only three parameters are needed to control it. We applied it to several potential functions of quite different nature, i.e., the Coulomb-Born-Mayer, Lennard-Jones, Morse, Z and Gupta potentials. The benchmarks reveal that for long-ranged potentials the ABC algorithm is very efficient in locating the global minimum, while for short-ranged ones it is sometimes trapped into a local minimum funnel on a potential energy surface of large clusters. We have released an efficient, user-friendly, and free program "ABCluster" to realize the ABC algorithm. It is a black-box program for non-experts as well as experts and might become a useful tool for chemists to study clusters.

Optimality conditions for the numerical solution of optimization problems with PDE constraints :

Energy Technology Data Exchange (ETDEWEB)

Aguilo Valentin, Miguel Alejandro; Ridzal, Denis

2014-03-01

A theoretical framework for the numerical solution of partial di erential equation (PDE) constrained optimization problems is presented in this report. This theoretical framework embodies the fundamental infrastructure required to e ciently implement and solve this class of problems. Detail derivations of the optimality conditions required to accurately solve several parameter identi cation and optimal control problems are also provided in this report. This will allow the reader to further understand how the theoretical abstraction presented in this report translates to the application.

Efficient relaxations for joint chance constrained AC optimal power flow

Energy Technology Data Exchange (ETDEWEB)

Baker, Kyri; Toomey, Bridget

2017-07-01

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 as 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.

Global optimization of discrete truss topology design problems using a parallel cut-and-branch method

DEFF Research Database (Denmark)

Rasmussen, Marie-Louise Højlund; Stolpe, Mathias

2008-01-01

the physics, and the cuts (Combinatorial Benders’ and projected Chvátal–Gomory) come from an understanding of the particular mathematical structure of the reformulation. The impact of a stronger representation is investigated on several truss topology optimization problems in two and three dimensions.......The subject of this article is solving discrete truss topology optimization problems with local stress and displacement constraints to global optimum. We consider a formulation based on the Simultaneous ANalysis and Design (SAND) approach. This intrinsically non-convex problem is reformulated...

Microseismic event location using global optimization algorithms: An integrated and automated workflow

Science.gov (United States)

Lagos, Soledad R.; Velis, Danilo R.

2018-02-01

We perform the location of microseismic events generated in hydraulic fracturing monitoring scenarios using two global optimization techniques: Very Fast Simulated Annealing (VFSA) and Particle Swarm Optimization (PSO), and compare them against the classical grid search (GS). To this end, we present an integrated and optimized workflow that concatenates into an automated bash script the different steps that lead to the microseismic events location from raw 3C data. First, we carry out the automatic detection, denoising and identification of the P- and S-waves. Secondly, we estimate their corresponding backazimuths using polarization information, and propose a simple energy-based criterion to automatically decide which is the most reliable estimate. Finally, after taking proper care of the size of the search space using the backazimuth information, we perform the location using the aforementioned algorithms for 2D and 3D usual scenarios of hydraulic fracturing processes. We assess the impact of restricting the search space and show the advantages of using either VFSA or PSO over GS to attain significant speed-ups.

WFH: closing the global gap--achieving optimal care.

Science.gov (United States)

Skinner, Mark W

2012-07-01

For 50 years, the World Federation of Hemophilia (WFH) has been working globally to close the gap in care and to achieve Treatment for All patients, men and women, with haemophilia and other inherited bleeding disorders, regardless of where they might live. The WFH estimates that more than one in 1000 men and women has a bleeding disorder equating to 6,900,000 worldwide. To close the gap in care between developed and developing nations a continued focus on the successful strategies deployed heretofore will be required. However, in response to the rapid advances in treatment and emerging therapeutic advances on the horizon it will also require fresh approaches and renewed strategic thinking. It is difficult to predict what each therapeutic advance on the horizon will mean for the future, but there is no doubt that we are in a golden age of research and development, which has the prospect of revolutionizing treatment once again. An improved understanding of "optimal" treatment is fundamental to the continued evolution of global care. The challenges of answering government and payer demands for evidence-based medicine, and cost justification for the introduction and enhancement of treatment, are ever-present and growing. To sustain and improve care it is critical to build the body of outcome data for individual patients, within haemophilia treatment centers (HTCs), nationally, regionally and globally. Emerging therapeutic advances (longer half-life therapies and gene transfer) should not be justified or brought to market based only on the notion that they will be economically more affordable, although that may be the case, but rather more importantly that they will be therapeutically more advantageous. Improvements in treatment adherence, reductions in bleeding frequency (including microhemorrhages), better management of trough levels, and improved health outcomes (including quality of life) should be the foremost considerations. As part of a new WFH strategic plan

Inexact Multistage Stochastic Chance Constrained Programming Model for Water Resources Management under Uncertainties

Directory of Open Access Journals (Sweden)

Hong Zhang

2017-01-01

Full Text Available In order to formulate water allocation schemes under uncertainties in the water resources management systems, an inexact multistage stochastic chance constrained programming (IMSCCP model is proposed. The model integrates stochastic chance constrained programming, multistage stochastic programming, and inexact stochastic programming within a general optimization framework to handle the uncertainties occurring in both constraints and objective. These uncertainties are expressed as probability distributions, interval with multiply distributed stochastic boundaries, dynamic features of the long-term water allocation plans, and so on. Compared with the existing inexact multistage stochastic programming, the IMSCCP can be used to assess more system risks and handle more complicated uncertainties in water resources management systems. The IMSCCP model is applied to a hypothetical case study of water resources management. In order to construct an approximate solution for the model, a hybrid algorithm, which incorporates stochastic simulation, back propagation neural network, and genetic algorithm, is proposed. The results show that the optimal value represents the maximal net system benefit achieved with a given confidence level under chance constraints, and the solutions provide optimal water allocation schemes to multiple users over a multiperiod planning horizon.

Nonlinear optimization

CERN Document Server

Ruszczynski, Andrzej

2011-01-01

Optimization is one of the most important areas of modern applied mathematics, with applications in fields from engineering and economics to finance, statistics, management science, and medicine. While many books have addressed its various aspects, Nonlinear Optimization is the first comprehensive treatment that will allow graduate students and researchers to understand its modern ideas, principles, and methods within a reasonable time, but without sacrificing mathematical precision. Andrzej Ruszczynski, a leading expert in the optimization of nonlinear stochastic systems, integrates the theory and the methods of nonlinear optimization in a unified, clear, and mathematically rigorous fashion, with detailed and easy-to-follow proofs illustrated by numerous examples and figures. The book covers convex analysis, the theory of optimality conditions, duality theory, and numerical methods for solving unconstrained and constrained optimization problems. It addresses not only classical material but also modern top...

Continuous dynamic assimilation of the inner region data in hydrodynamics modelling: optimization approach

Directory of Open Access Journals (Sweden)

F. I. Pisnitchenko

2008-11-01

Full Text Available In meteorological and oceanological studies the classical approach for finding the numerical solution of the regional model consists in formulating and solving a Cauchy-Dirichlet problem. The boundary conditions are obtained by linear interpolation of coarse-grid data provided by a global model. Errors in boundary conditions due to interpolation may cause large deviations from the correct regional solution. The methods developed to reduce these errors deal with continuous dynamic assimilation of known global data available inside the regional domain. One of the approaches of this assimilation procedure performs a nudging of large-scale components of regional model solution to large-scale global data components by introducing relaxation forcing terms into the regional model equations. As a result, the obtained solution is not a valid numerical solution to the original regional model. Another approach is the use a four-dimensional variational data assimilation procedure which is free from the above-mentioned shortcoming. In this work we formulate the joint problem of finding the regional model solution and data assimilation as a PDE-constrained optimization problem. Three simple model examples (ODE Burgers equation, Rossby-Oboukhov equation, Korteweg-de Vries equation are considered in this paper. Numerical experiments indicate that the optimization approach can significantly improve the precision of the regional solution.

An historical survey of computational methods in optimal control.

Science.gov (United States)

Polak, E.

1973-01-01

Review of some of the salient theoretical developments in the specific area of optimal control algorithms. The first algorithms for optimal control were aimed at unconstrained problems and were derived by using first- and second-variation methods of the calculus of variations. These methods have subsequently been recognized as gradient, Newton-Raphson, or Gauss-Newton methods in function space. A much more recent addition to the arsenal of unconstrained optimal control algorithms are several variations of conjugate-gradient methods. At first, constrained optimal control problems could only be solved by exterior penalty function methods. Later algorithms specifically designed for constrained problems have appeared. Among these are methods for solving the unconstrained linear quadratic regulator problem, as well as certain constrained minimum-time and minimum-energy problems. Differential-dynamic programming was developed from dynamic programming considerations. The conditional-gradient method, the gradient-projection method, and a couple of feasible directions methods were obtained as extensions or adaptations of related algorithms for finite-dimensional problems. Finally, the so-called epsilon-methods combine the Ritz method with penalty function techniques.

Global biogeography of human infectious diseases.

Science.gov (United States)

Murray, Kris A; Preston, Nicholas; Allen, Toph; Zambrana-Torrelio, Carlos; Hosseini, Parviez R; Daszak, Peter

2015-10-13

The distributions of most infectious agents causing disease in humans are poorly resolved or unknown. However, poorly known and unknown agents contribute to the global burden of disease and will underlie many future disease risks. Existing patterns of infectious disease co-occurrence could thus play a critical role in resolving or anticipating current and future disease threats. We analyzed the global occurrence patterns of 187 human infectious diseases across 225 countries and seven epidemiological classes (human-specific, zoonotic, vector-borne, non-vector-borne, bacterial, viral, and parasitic) to show that human infectious diseases exhibit distinct spatial grouping patterns at a global scale. We demonstrate, using outbreaks of Ebola virus as a test case, that this spatial structuring provides an untapped source of prior information that could be used to tighten the focus of a range of health-related research and management activities at early stages or in data-poor settings, including disease surveillance, outbreak responses, or optimizing pathogen discovery. In examining the correlates of these spatial patterns, among a range of geographic, epidemiological, environmental, and social factors, mammalian biodiversity was the strongest predictor of infectious disease co-occurrence overall and for six of the seven disease classes examined, giving rise to a striking congruence between global pathogeographic and "Wallacean" zoogeographic patterns. This clear biogeographic signal suggests that infectious disease assemblages remain fundamentally constrained in their distributions by ecological barriers to dispersal or establishment, despite the homogenizing forces of globalization. Pathogeography thus provides an overarching context in which other factors promoting infectious disease emergence and spread are set.

Topology optimization problems with design-dependent sets of constraints

DEFF Research Database (Denmark)

Schou, Marie-Louise Højlund

Topology optimization is a design tool which is used in numerous fields. It can be used whenever the design is driven by weight and strength considerations. The basic concept of topology optimization is the interpretation of partial differential equation coefficients as effective material...... properties and designing through changing these coefficients. For example, consider a continuous structure. Then the basic concept is to represent this structure by small pieces of material that are coinciding with the elements of a finite element model of the structure. This thesis treats stress constrained...... structural topology optimization problems. For such problems a stress constraint for an element should only be present in the optimization problem when the structural design variable corresponding to this element has a value greater than zero. We model the stress constrained topology optimization problem...

Protein structure modeling for CASP10 by multiple layers of global optimization.

Science.gov (United States)

Joo, Keehyoung; Lee, Juyong; Sim, Sangjin; Lee, Sun Young; Lee, Kiho; Heo, Seungryong; Lee, In-Ho; Lee, Sung Jong; Lee, Jooyoung

2014-02-01

In the template-based modeling (TBM) category of CASP10 experiment, we introduced a new protocol called protein modeling system (PMS) to generate accurate protein structures in terms of side-chains as well as backbone trace. In the new protocol, a global optimization algorithm, called conformational space annealing (CSA), is applied to the three layers of TBM procedure: multiple sequence-structure alignment, 3D chain building, and side-chain re-modeling. For 3D chain building, we developed a new energy function which includes new distance restraint terms of Lorentzian type (derived from multiple templates), and new energy terms that combine (physical) energy terms such as dynamic fragment assembly (DFA) energy, DFIRE statistical potential energy, hydrogen bonding term, etc. These physical energy terms are expected to guide the structure modeling especially for loop regions where no template structures are available. In addition, we developed a new quality assessment method based on random forest machine learning algorithm to screen templates, multiple alignments, and final models. For TBM targets of CASP10, we find that, due to the combination of three stages of CSA global optimizations and quality assessment, the modeling accuracy of PMS improves at each additional stage of the protocol. It is especially noteworthy that the side-chains of the final PMS models are far more accurate than the models in the intermediate steps. Copyright © 2013 Wiley Periodicals, Inc.

Pareto optimality in infinite horizon linear quadratic differential games

NARCIS (Netherlands)

Reddy, P.V.; Engwerda, J.C.

2013-01-01

In this article we derive conditions for the existence of Pareto optimal solutions for linear quadratic infinite horizon cooperative differential games. First, we present a necessary and sufficient characterization for Pareto optimality which translates to solving a set of constrained optimal

On energy efficient power allocation for power-constrained systems

KAUST Repository

Sboui, Lokman

2014-09-01

Recently, the energy efficiency (EE) has become an important factor when designing new wireless communication systems. Due to economic and environmental challenges, new trends and efforts are oriented toward “green” communication especially for energy-constrained applications such as wireless sensors network and cognitive radio. To this end, we analyze the power allocation scheme that maximizes the EE defined as rate over the total power including circuit power. We derive an explicit expression of the optimal power with instantaneous channel gain based on EE criterion. We show that the relation between the EE and the spectral efficiency (SE) when the optimal power is adopted is strictly increasing in contrast with the SE-EE trade-off discussed in the literature. We also solve a non-convex problem and compute explicitly the optimal power for ergodic EE under either a peak or an average power constraint. When the instantaneous channel is not available, we provide the optimal power equation and compute simple sub-optimal power. In the numerical results, we show that the sup-optimal solution is very close to the optimal solution. In addition, we show that the absence of the channel state information (CSI) only affects the EE and the SE performances at high power regime compared to the full CSI case.

Global Sourcing Flexibility

DEFF Research Database (Denmark)

Ørberg Jensen, Peter D.; Petersen, Bent

2013-01-01

the higher costs (but decreased risk for value chain disruption) embedded in a more flexible global sourcing model that allows the firm to replicate and/or relocate activities across multiple locations. We develop a model and propositions on facilitating and constraining conditions of global sourcing...... sourcing flexibility. Here we draw on prior research in the fields of organizational flexibility, international business and global sourcing as well as case examples and secondary studies. In the second part of the paper, we discuss the implications of global sourcing flexibility for firm strategy...... and operations against the backdrop of the theory-based definition of the construct. We discuss in particular the importance of global sourcing flexibility for operational performance stability, and the trade-off between specialization benefits, emerging from location and service provider specialization, versus...

Conformationally constrained farnesoid X receptor (FXR) agonists: alternative replacements of the stilbene.

Science.gov (United States)

Akwabi-Ameyaw, Adwoa; Caravella, Justin A; Chen, Lihong; Creech, Katrina L; Deaton, David N; Madauss, Kevin P; Marr, Harry B; Miller, Aaron B; Navas, Frank; Parks, Derek J; Spearing, Paul K; Todd, Dan; Williams, Shawn P; Wisely, G Bruce

2011-10-15

To further explore the optimum placement of the acid moiety in conformationally constrained analogs of GW 4064 1a, a series of stilbene replacements were prepared. The benzothiophene 1f and the indole 1g display the optimal orientation of the carboxylate for enhanced FXR agonist potency. Copyright © 2011 Elsevier Ltd. All rights reserved.

A penalization approach to linear programming duality with application to capacity constrained transport

OpenAIRE

Korman, Jonathan; McCann, Robert J.; Seis, Christian

2013-01-01

A new approach to linear programming duality is proposed which relies on quadratic penalization, so that the relation between solutions to the penalized primal and dual problems becomes affine. This yields a new proof of Levin's duality theorem for capacity-constrained optimal transport as an infinite-dimensional application.

Global Convergence of a Spectral Conjugate Gradient Method for Unconstrained Optimization

Directory of Open Access Journals (Sweden)

Jinkui Liu

2012-01-01

Full Text Available A new nonlinear spectral conjugate descent method for solving unconstrained optimization problems is proposed on the basis of the CD method and the spectral conjugate gradient method. For any line search, the new method satisfies the sufficient descent condition gkTdk<−∥gk∥2. Moreover, we prove that the new method is globally convergent under the strong Wolfe line search. The numerical results show that the new method is more effective for the given test problems from the CUTE test problem library (Bongartz et al., 1995 in contrast to the famous CD method, FR method, and PRP method.

A Supply and Demand Management Perspective on the Accelerated Global Introductions of Inactivated Poliovirus Vaccine in a Constrained Supply Market

Science.gov (United States)

Ottosen, Ann; Rubin, Jennifer; Blanc, Diana Chang; Zipursky, Simona; Wootton, Emily

2017-01-01

Abstract A total of 105 countries have introduced IPV as of September 2016 of which 85 have procured the vaccine through UNICEF. The Global Eradication and Endgame Strategic Plan 2013-2018 called for the rapid introduction of at least one dose of IPV into routine immunization schedules in 126 all OPV-using countries by the end of 2015. At the time of initiating the procurement process, demand was estimated based on global modeling rather than individual country indications. In its capacity as procurement agency for the Global Polio Eradication Initiative and Gavi, the Vaccine Alliance, UNICEF set out to secure access to IPV supply for around 100 countries. Based on offers received, sufficient supply was awarded to two manufacturers to meet projected routine requirements. However, due to technical issues scaling up vaccine production and an unforecasted demand for IPV use in campaigns to interrupt wild polio virus and to control type 2 vaccine derived polio virus outbreaks, IPV supplies are severely constrained. Activities to stretch supplies and to suppress demand have been ongoing since 2014, including delaying IPV introduction in countries where risks of type 2 reintroduction are lower, implementing the multi-dose vial policy, and encouraging the use of fractional dose delivered intradermally. Despite these efforts, there is still insufficient IPV supply to meet demand. The impact of the supply situation on IPV introduction timelines in countries are the focus of this article, and based on lessons learned with the IPV introductions, it is recommended for future health programs with accelerated scale up of programs, to take a cautious approach on supply commitments, putting in place clear allocation criteria in case of shortages or delays and establishing a communication strategy vis a vis beneficiaries. PMID:28838159