An Algorithm for Linearly Constrained Nonlinear Programming Programming Problems.
1980-01-01
ALGORITHM FOR LINEARLY CONSTRAINED NONLINEAR PROGRAMMING PROBLEMS Mokhtar S. Bazaraa and Jamie J. Goode In this paper an algorithm for solving a linearly...distance pro- gramr.ing, as in the works of Bazaraa and Goode 12], and Wolfe [16 can be used for solving this problem. Special methods that take advantage of...34 Pacific Journal of Mathematics, Volume 16, pp. 1-3, 1966. 2. M. S. Bazaraa and J. j. Goode, "An Algorithm for Finding the Shortest Element of a
An SQP Algorithm for Recourse-based Stochastic Nonlinear Programming
Directory of Open Access Journals (Sweden)
Xinshun Ma
2016-05-01
Full Text Available The stochastic nonlinear programming problem with completed recourse and nonlinear constraints is studied in this paper. We present a sequential quadratic programming method for solving the problem based on the certainty extended nonlinear model. This algorithm is obtained by combing the active set method and filter method. The convergence of the method is established under some standard assumptions. Moreover, a practical design is presented and numerical results are provided.
A ROBUST TRUST REGION ALGORITHM FOR SOLVING GENERAL NONLINEAR PROGRAMMING
Institute of Scientific and Technical Information of China (English)
Xin-wei Liu; Ya-xiang Yuan
2001-01-01
The trust region approach has been extended to solving nonlinear constrained optimization. Most of these extensions consider only equality constraints and require strong global regularity assumptions. In this paper, a trust region algorithm for solving general nonlinear programming is presented, which solves an unconstrained piecewise quadratic trust region subproblem and a quadratic programming trust region subproblem at each iteration. A new technique for updating the penalty parameter is introduced. Under very mild conditions, the global convergence results are proved. Some local convergence results are also proved. Preliminary numerical results are also reported.
An SQP algorithm for mathematical programs with nonlinear complementarity constraints
Institute of Scientific and Technical Information of China (English)
Zhi-bin ZHU; Jin-bao JIAN; Cong ZHANG
2009-01-01
In this paper,we describe a successive approximation and smooth sequential quadratic programming (SQP) method for mathematical programs with nonlinear complementarity constraints (MPCC). We introduce a class of smooth programs to approximate the MPCC. Using an l1 penalty function,the line search assures global convergence,while the superlinear convergence rate is shown under the strictly complementary and second-order sufficient conditions. Moreover,we prove that the current iterated point is an exact stationary point of the mathematical programs with equilibrium constraints (MPEC) when the algorithm terminates finitely.
Bonus algorithm for large scale stochastic nonlinear programming problems
Diwekar, Urmila
2015-01-01
This book presents the details of the BONUS algorithm and its real world applications in areas like sensor placement in large scale drinking water networks, sensor placement in advanced power systems, water management in power systems, and capacity expansion of energy systems. A generalized method for stochastic nonlinear programming based on a sampling based approach for uncertainty analysis and statistical reweighting to obtain probability information is demonstrated in this book. Stochastic optimization problems are difficult to solve since they involve dealing with optimization and uncertainty loops. There are two fundamental approaches used to solve such problems. The first being the decomposition techniques and the second method identifies problem specific structures and transforms the problem into a deterministic nonlinear programming problem. These techniques have significant limitations on either the objective function type or the underlying distributions for the uncertain variables. Moreover, these ...
An Approximate Algorithm for a Class of Nonlinear Bilevel Integer Programming
Institute of Scientific and Technical Information of China (English)
LI Lei; TENG Chun-xian; TIAN Guang-yue
2002-01-01
The algorithm for a class of nonlinear bilevel integer programming is discussed in this paper. It is based on the theory and algorithm for nonlinear integer programming. The continuity methods for integer programming are studied in this paper. After simulated annealing algorithm is applied to the upper-level programming problem and the thought of filled function method for continuous global optimization is applied to the corresponding lower-level programming, an approximate algorithm is established. The satisfactory algorithm is elaborated in the following example.
Teren, F.
1977-01-01
Minimum time accelerations of aircraft turbofan engines are presented. The calculation of these accelerations was made by using a piecewise linear engine model, and an algorithm based on nonlinear programming. Use of this model and algorithm allows such trajectories to be readily calculated on a digital computer with a minimal expenditure of computer time.
One-parameter quasi-filled function algorithm for nonlinear integer programming
Institute of Scientific and Technical Information of China (English)
SHANG You-lin; HAN Bo-shun
2005-01-01
A definition of the quasi-filled function for nonlinear integer programming problem is given in this paper. A quasi-filled function satisfying our definition is presented. This function contains only one parameter. The properties of the proposed quasi-filled function and the method using this quasi-filled function to solve nonlinear integer programming problem are also discussed in this paper. Numerical results indicated the efficiency and reliability of the proposed quasi-filled function algorithm.
Two-parameters quasi-filled function algorithm for nonlinear integer programming
Institute of Scientific and Technical Information of China (English)
WANG Wei-xiang; SHANG You-lin; ZHANG Lian-sheng
2006-01-01
A quasi-filled function for nonlinear integer programming problem is given in this paper. This function contains two parameters which are easily to be chosen. Theoretical properties of the proposed quasi-filled function are investigated. Moreover,we also propose a new solution algorithm using this quasi-filled function to solve nonlinear integer programming problem in this paper. The examples with 2 to 6 variables are tested and computational results indicated the efficiency and reliability of the proposed quasi-filled function algorithm.
AN ALGORITHM FOR FINDING GLOBAL MINIMUM OF NONLINEAR INTEGER PROGRAMMING
Institute of Scientific and Technical Information of China (English)
Wei-wenTian; Lian-shengZhang
2004-01-01
A filled function is proposed by R.Ge[2] for finding a global minimizer of a function of several continuous variables. In [4], an approach for finding a global integer minimizer of nonlinear flmction using the above filled function is given. Meanwhile a major obstacle is met: if ρ > 0 is small, and ‖xI- xI* is large, where xI - an integer point, xI* - a current local integer minimizer, then the value of the filled function almost equals zero. Thus it is difficult to recognize the size of the value of the filled flmction and can not to find the global integer minimizer of nonlinear function. In this paper, two new filled functions are proposed for finding global integer minimizer of nonlinear flmction, the new filled function improves some properties of the filled function proposed by R. Ge [2]. Some numerical results are given, which indicate the new filled function (4.1) to find global integer minimizer of nonlinear function is efficient.
Policy iteration adaptive dynamic programming algorithm for discrete-time nonlinear systems.
Liu, Derong; Wei, Qinglai
2014-03-01
This paper is concerned with a new discrete-time policy iteration adaptive dynamic programming (ADP) method for solving the infinite horizon optimal control problem of nonlinear systems. The idea is to use an iterative ADP technique to obtain the iterative control law, which optimizes the iterative performance index function. The main contribution of this paper is to analyze the convergence and stability properties of policy iteration method for discrete-time nonlinear systems for the first time. It shows that the iterative performance index function is nonincreasingly convergent to the optimal solution of the Hamilton-Jacobi-Bellman equation. It is also proven that any of the iterative control laws can stabilize the nonlinear systems. Neural networks are used to approximate the performance index function and compute the optimal control law, respectively, for facilitating the implementation of the iterative ADP algorithm, where the convergence of the weight matrices is analyzed. Finally, the numerical results and analysis are presented to illustrate the performance of the developed method.
Research on an augmented Lagrangian penalty function algorithm for nonlinear programming
Frair, L.
1978-01-01
The augmented Lagrangian (ALAG) Penalty Function Algorithm for optimizing nonlinear mathematical models is discussed. The mathematical models of interest are deterministic in nature and finite dimensional optimization is assumed. A detailed review of penalty function techniques in general and the ALAG technique in particular is presented. Numerical experiments are conducted utilizing a number of nonlinear optimization problems to identify an efficient ALAG Penalty Function Technique for computer implementation.
Solution of transient optimization problems by using an algorithm based on nonlinear programming
Teren, F.
1977-01-01
A new algorithm is presented for solution of dynamic optimization problems which are nonlinear in the state variables and linear in the control variables. It is shown that the optimal control is bang-bang. A nominal bang-bang solution is found which satisfies the system equations and constraints, and influence functions are generated which check the optimality of the solution. Nonlinear optimization (gradient search) techniques are used to find the optimal solution. The algorithm is used to find a minimum time acceleration for a turbofan engine.
Solution of transient optimization problems by using an algorithm based on nonlinear programming
Teren, F.
1977-01-01
A new algorithm is presented for solution of dynamic optimization problems which are nonlinear in the state variables and linear in the control variables. It is shown that the optimal control is bang-bang. A nominal bang-bang solution is found which satisfies the system equations and constraints, and influence functions are generated which check the optimality of the solution. Nonlinear optimization (gradient search) techniques are used to find the optimal solution. The algorithm is used to find a minimum time acceleration for a turbofan engine.
Domínguez, Luis F.
2012-06-25
An algorithm for the solution of convex multiparametric mixed-integer nonlinear programming problems arising in process engineering problems under uncertainty is introduced. The proposed algorithm iterates between a multiparametric nonlinear programming subproblem and a mixed-integer nonlinear programming subproblem to provide a series of parametric upper and lower bounds. The primal subproblem is formulated by fixing the integer variables and solved through a series of multiparametric quadratic programming (mp-QP) problems based on quadratic approximations of the objective function, while the deterministic master subproblem is formulated so as to provide feasible integer solutions for the next primal subproblem. To reduce the computational effort when infeasibilities are encountered at the vertices of the critical regions (CRs) generated by the primal subproblem, a simplicial approximation approach is used to obtain CRs that are feasible at each of their vertices. The algorithm terminates when there does not exist an integer solution that is better than the one previously used by the primal problem. Through a series of examples, the proposed algorithm is compared with a multiparametric mixed-integer outer approximation (mp-MIOA) algorithm to demonstrate its computational advantages. © 2012 American Institute of Chemical Engineers (AIChE).
Some nonlinear space decomposition algorithms
Energy Technology Data Exchange (ETDEWEB)
Tai, Xue-Cheng; Espedal, M. [Univ. of Bergen (Norway)
1996-12-31
Convergence of a space decomposition method is proved for a general convex programming problem. The space decomposition refers to methods that decompose a space into sums of subspaces, which could be a domain decomposition or a multigrid method for partial differential equations. Two algorithms are proposed. Both can be used for linear as well as nonlinear elliptic problems and they reduce to the standard additive and multiplicative Schwarz methods for linear elliptic problems. Two {open_quotes}hybrid{close_quotes} algorithms are also presented. They converge faster than the additive one and have better parallelism than the multiplicative method. Numerical tests with a two level domain decomposition for linear, nonlinear and interface elliptic problems are presented for the proposed algorithms.
Designing A Nonlinear Integer Programming Model For A Cross-Dock By A Genetic Algorithm
Directory of Open Access Journals (Sweden)
Bahareh Vaisi
2015-03-01
Full Text Available Abstract This paper presents a non-linear integer programming model for a cross-dock problem that considers the total transportation cost of inbound and outbound trucks from an origin to a destination and the total cost of assigning strip and stack doors to trucks based on their number of trips and the distance between doors in cross-dock. In previous studies these two cost-based problems are modeled separately however it is more realistic and practical to use both of them as an integrated cross-docking model. Additionally this model is solved for a randomly generated numerical example with three suppliers and two customers by the use of a genetic algorithm. By comparing two different parameter levels i.e. low and high numbers of populations the optimum solution is obtained considering a high level population size. A number of strip and stack doors are equal to a number of inbound and outbound trucks in the same sequence as 4 and 6 respectively. Finally the conclusion is presented.
Nonlinear programming analysis and methods
Avriel, Mordecai
2003-01-01
Comprehensive and complete, this overview provides a single-volume treatment of key algorithms and theories. The author provides clear explanations of all theoretical aspects, with rigorous proof of most results. The two-part treatment begins with the derivation of optimality conditions and discussions of convex programming, duality, generalized convexity, and analysis of selected nonlinear programs. The second part concerns techniques for numerical solutions and unconstrained optimization methods, and it presents commonly used algorithms for constrained nonlinear optimization problems. This g
Sumin, M. I.
2015-06-01
A parametric nonlinear programming problem in a metric space with an operator equality constraint in a Hilbert space is studied assuming that its lower semicontinuous value function at a chosen individual parameter value has certain subdifferentiability properties in the sense of nonlinear (nonsmooth) analysis. Such subdifferentiability can be understood as the existence of a proximal subgradient or a Fréchet subdifferential. In other words, an individual problem has a corresponding generalized Kuhn-Tucker vector. Under this assumption, a stable sequential Kuhn-Tucker theorem in nondifferential iterative form is proved and discussed in terms of minimizing sequences on the basis of the dual regularization method. This theorem provides necessary and sufficient conditions for the stable construction of a minimizing approximate solution in the sense of Warga in the considered problem, whose initial data can be approximately specified. A substantial difference of the proved theorem from its classical same-named analogue is that the former takes into account the possible instability of the problem in the case of perturbed initial data and, as a consequence, allows for the inherited instability of classical optimality conditions. This theorem can be treated as a regularized generalization of the classical Uzawa algorithm to nonlinear programming problems. Finally, the theorem is applied to the "simplest" nonlinear optimal control problem, namely, to a time-optimal control problem.
Designing A Nonlinear Integer Programming Model For A Cross-Dock By A Genetic Algorithm
Bahareh Vaisi; Reza Tavakkoli-Moghaddam
2015-01-01
Abstract This paper presents a non-linear integer programming model for a cross-dock problem that considers the total transportation cost of inbound and outbound trucks from an origin to a destination and the total cost of assigning strip and stack doors to trucks based on their number of trips and the distance between doors in cross-dock. In previous studies these two cost-based problems are modeled separately however it is more realistic and practical to use both of them as an integrated cr...
An inertia-free filter line-search algorithm for large-scale nonlinear programming
Energy Technology Data Exchange (ETDEWEB)
Chiang, Nai-Yuan; Zavala, Victor M.
2016-02-15
We present a filter line-search algorithm that does not require inertia information of the linear system. This feature enables the use of a wide range of linear algebra strategies and libraries, which is essential to tackle large-scale problems on modern computing architectures. The proposed approach performs curvature tests along the search step to detect negative curvature and to trigger convexification. We prove that the approach is globally convergent and we implement the approach within a parallel interior-point framework to solve large-scale and highly nonlinear problems. Our numerical tests demonstrate that the inertia-free approach is as efficient as inertia detection via symmetric indefinite factorizations. We also demonstrate that the inertia-free approach can lead to reductions in solution time because it reduces the amount of convexification needed.
LINEAR AND NONLINEAR SEMIDEFINITE PROGRAMMING
Directory of Open Access Journals (Sweden)
Walter Gómez Bofill
2014-12-01
Full Text Available This paper provides a short introduction to optimization problems with semidefinite constraints. Basic duality and optimality conditions are presented. For linear semidefinite programming some advances by dealing with degeneracy and the semidefinite facial reduction are discussed. Two relatively recent areas of application are presented. Finally a short overview of relevant literature on algorithmic approaches for efficiently solving linear and nonlinear semidefinite programming is provided.
Directory of Open Access Journals (Sweden)
Mohammad Ali Afshari
2012-10-01
Full Text Available The aim of this paper is to present mathematical models optimizing all materials flows in supply chain. In this research a fuzzy multi-objective nonlinear mixed- integer programming model with piecewise linear membership function is applied to design a multi echelon supply chain network (SCN by considering total transportation costs and capacities of all echelons with fuzzy objectives. The model that is proposed in this study has 4 fuzzy functions. The first function is minimizing the total transportation costs between all echelons (suppliers, factories, distribution centers (DCs and customers. The second one is minimizing holding and ordering cost on DCs. The third objective is minimizing the unnecessary and unused capacity of factories and DCs via decreasing variance of transported amounts between echelons. The forth is minimizing the number of total vehicles that ship the materials and products along with SCN. For solving such a problem, as nodes increases in SCN, the traditional method does not have ability to solve large scale problem. So, we applied a Meta heuristic method called Genetic Algorithm. The numerical example is real world applied and compared the results with each other demonstrate the feasibility of applying the proposed model to given problem, and also its advantages are discussed.
A Composite Algorithm for Mixed Integer Constrained Nonlinear Optimization.
1980-01-01
algorithm (FLEX) developed by Paviani and Himmelblau [53] is a direct search algorithm for constrained, nonlinear problems. It uses a variation on the...given in an appendix to Himmelblau [32]. Two changes were made to the program as listed in the rcference. Between card number 1340 and 1350 the...1972, pp. 293-308 (32] Himmelblau , D. M., Applied Nonlinear Programming, McGraw-Hill, 1972 (33] Himmelblau , D. M., "A Uniform Evaluation of Unconstrained
A Trust-region-based Sequential Quadratic Programming Algorithm
DEFF Research Database (Denmark)
Henriksen, Lars Christian; Poulsen, Niels Kjølstad
This technical note documents the trust-region-based sequential quadratic programming algorithm used in other works by the authors. The algorithm seeks to minimize a convex nonlinear cost function subject to linear inequalty constraints and nonlinear equality constraints....
Recent advances in multiparametric nonlinear programming
Domínguez, Luis F.
2010-05-01
In this paper, we present recent developments in multiparametric nonlinear programming. For the case of convex problems, we highlight key issues regarding the full characterization of the parametric solution space and we discuss, through an illustrative example problem, four alternative state-of-the-art multiparametric nonlinear programming algorithms. We also identify a number of main challenges for the non-convex case and highlight future research directions. © 2009 Elsevier Ltd. All rights reserved.
A NEW INEXACT SEQUENTIAL QUADRATIC PROGRAMMING ALGORITHM
Institute of Scientific and Technical Information of China (English)
倪勤
2002-01-01
This paper represents an inexact sequential quadratic programming (SQP ) algorithm which can solve nonlinear programming (NLP ) problems. An inexact solution of the quadratic programming subproblem is determined by a projection and contraction method such that only matrix-vector product is required. Some truncated criteria are chosen such that the algorithm is suitable to large scale NLP problem. The global convergence of the algorithm is proved.
El-Qulity, Said Ali; Mohamed, Ali Wagdy
2016-01-01
This paper proposes a nonlinear integer goal programming model (NIGPM) for solving the general problem of admission capacity planning in a country as a whole. The work aims to satisfy most of the required key objectives of a country related to the enrollment problem for higher education. The system general outlines are developed along with the solution methodology for application to the time horizon in a given plan. The up-to-date data for Saudi Arabia is used as a case study and a novel evolutionary algorithm based on modified differential evolution (DE) algorithm is used to solve the complexity of the NIGPM generated for different goal priorities. The experimental results presented in this paper show their effectiveness in solving the admission capacity for higher education in terms of final solution quality and robustness.
Nonlinear evaluations of unconditionally stable explicit algorithms
Institute of Scientific and Technical Information of China (English)
Shuenn-Yih Chang
2009-01-01
Two explicit integration algorithms with unconditional stability for linear elastic systems have been successfully developed for pseudodynamic testing. Their numerical properties in the solution of a linear elastic system have been well explored and their applications to the pseudodynamic testing of a nonlinear system have been shown to be feasible. However, their numerical properties in the solution of a nonlinear system are not apparent. Therefore, the performance of both algorithms for use in the solution of a nonlinear system has been analytically evaluated after introducing an instantaneous degree of nonlinearity. The two algorithms have roughly the same accuracy for a small value of the product of the natural frequency and step size. Meanwhile, the first algorithm is unconditionally stable when the instantaneous degree of nonlinearity is less than or equal to 1, and it becomes conditionally stable when it is greater than 1. The second algorithm is conditionally stable as the instantaneous degree of nonlinearity is less than 1/9, and becomes unstable when it is greater than I. It can have unconditional stability for the range between I/9 and 1. Based on these evaluations, it was concluded that the first algorithm is superior to the second one. Also, both algorithms were found to require commensurate computational efforts, which are much less than needed for the Newmark explicit method in general structural dynamic problems.
Uilhoorn, F. E.
2016-10-01
In this article, the stochastic modelling approach proposed by Box and Jenkins is treated as a mixed-integer nonlinear programming (MINLP) problem solved with a mesh adaptive direct search and a real-coded genetic class of algorithms. The aim is to estimate the real-valued parameters and non-negative integer, correlated structure of stationary autoregressive moving average (ARMA) processes. The maximum likelihood function of the stationary ARMA process is embedded in Akaike's information criterion and the Bayesian information criterion, whereas the estimation procedure is based on Kalman filter recursions. The constraints imposed on the objective function enforce stability and invertibility. The best ARMA model is regarded as the global minimum of the non-convex MINLP problem. The robustness and computational performance of the MINLP solvers are compared with brute-force enumeration. Numerical experiments are done for existing time series and one new data set.
A trust region algorithm for optimization with nonlinear equality and linear inequality constraints
Institute of Scientific and Technical Information of China (English)
陈中文; 韩继业
1996-01-01
A new algorithm of trust region type is presented to minimize a differentiable function ofmany variables with nonlinear equality and linear inequality constraints. Under the milder conditions, theglobal convergence of the main algorithm is proved. Moreover, since any nonlinear inequality constraint can beconverted into an equation by introducing a slack variable, the trust region method can be used in solving general nonlinear programming problems.
Nonlinear programming analysis and methods
Avriel, Mordecai
2012-01-01
This text provides an excellent bridge between principal theories and concepts and their practical implementation. Topics include convex programming, duality, generalized convexity, analysis of selected nonlinear programs, techniques for numerical solutions, and unconstrained optimization methods.
A New Superlinearly Convergent SQP Algorithm for Nonlinear Minimax Problems
Institute of Scientific and Technical Information of China (English)
Jin-bao Jian; Ran Quan; Qing-jie Hu
2007-01-01
In this paper, the nonlinear minimax problems are discussed. By means of the Sequential Quadratic Programming (SQP), a new descent algorithm for solving the problems is presented. At each iteration of the proposed algorithm, a main search direction is obtained by solving a Quadratic Programming (QP) which always has a solution. In order to avoid the Maratos effect, a correction direction is obtained by updating the main direction with a simple explicit formula. Under mild conditions without the strict complementarity, the global and superlinear convergence of the algorithm can be obtained. Finally, some numerical experiments are reported.
Combined algorithms in nonlinear problems of magnetostatics
Energy Technology Data Exchange (ETDEWEB)
Gregus, M.; Khoromsky, B.N.; Mazurkevich, G.E.; Zhidkov, E.P.
1988-05-09
To solve boundary problems of magnetostatics in unbounded two- or three-dimensional regions, we construct combined algorithms based on a combination of the method of boundary integral equations with the grid methods. We study the question of substantiation of the combined method in nonlinear magnetostatic problems without the preliminary discretization of equations and give some results on the convergence of iterative processes that arise in nonlinear cases. We also discuss economical iterative processes and algorithms that solve boundary integral equations on certain surfaces. Finally, examples of numerical solutions of magnetostatic problems that arose when modelling the fields of electrophysical installations are given, too. 14 refs., 2 figs.
Solutions manual to accompany Nonlinear programming
Bazaraa, Mokhtar S; Shetty, C M
2014-01-01
As the Solutions Manual, this book is meant to accompany the main title, Nonlinear Programming: Theory and Algorithms, Third Edition. This book presents recent developments of key topics in nonlinear programming (NLP) using a logical and self-contained format. The volume is divided into three sections: convex analysis, optimality conditions, and dual computational techniques. Precise statements of algortihms are given along with convergence analysis. Each chapter contains detailed numerical examples, graphical illustrations, and numerous exercises to aid readers in understanding the concepts a
Nonlinear model predictive control theory and algorithms
Grüne, Lars
2017-01-01
This book offers readers a thorough and rigorous introduction to nonlinear model predictive control (NMPC) for discrete-time and sampled-data systems. NMPC schemes with and without stabilizing terminal constraints are detailed, and intuitive examples illustrate the performance of different NMPC variants. NMPC is interpreted as an approximation of infinite-horizon optimal control so that important properties like closed-loop stability, inverse optimality and suboptimality can be derived in a uniform manner. These results are complemented by discussions of feasibility and robustness. An introduction to nonlinear optimal control algorithms yields essential insights into how the nonlinear optimization routine—the core of any nonlinear model predictive controller—works. Accompanying software in MATLAB® and C++ (downloadable from extras.springer.com/), together with an explanatory appendix in the book itself, enables readers to perform computer experiments exploring the possibilities and limitations of NMPC. T...
A Trust Region Algorithm for Solving Bilevel Programming Problems
Institute of Scientific and Technical Information of China (English)
Guo-shan LIU; Shi-qin XU; Ji-ye HAN
2013-01-01
In this paper,we present a new trust region algorithm for a nonlinear bilevel programming problem by solving a series of its linear or quadratic approximation subproblems.For the nonlinear bilevel programming problem in which the lower level programming problem is a strongly convex programming problem with linear constraints,we show that each accumulation point of the iterative sequence produced by this algorithm is a stationary point of the bilevel programming problem.
A General Nonlinear Optimization Algorithm for Lower Bound Limit Analysis
DEFF Research Database (Denmark)
Krabbenhøft, Kristian; Damkilde, Lars
2003-01-01
The non-linear programming problem associated with the discrete lower bound limit analysis problem is treated by means of an algorithm where the need to linearize the yield criteria is avoided. The algorithm is an interior point method and is completely general in the sense that no particular...... finite element discretization or yield criterion is required. As with interior point methods for linear programming the number of iterations is affected only little by the problem size. Some practical implementation issues are discussed with reference to the special structure of the common lower bound...
A Filter Method for Nonlinear Semidefinite Programming with Global Convergence
Institute of Scientific and Technical Information of China (English)
Zhi Bin ZHU; Hua Li ZHU
2014-01-01
In this study, a new filter algorithm is presented for solving the nonlinear semidefinite programming. This algorithm is inspired by the classical sequential quadratic programming method. Unlike the traditional filter methods, the suffi cient descent is ensured by changing the step size instead of the trust region radius. Under some suitable conditions, the global convergence is obtained. In the end, some numerical experiments are given to show that the algorithm is eff ective.
Iterative restoration algorithms for nonlinear constraint computing
Szu, Harold
A general iterative-restoration principle is introduced to facilitate the implementation of nonlinear optical processors. The von Neumann convergence theorem is generalized to include nonorthogonal subspaces which can be reduced to a special orthogonal projection operator by applying an orthogonality condition. This principle is shown to permit derivation of the Jacobi algorithm, the recursive principle, the van Cittert (1931) deconvolution method, the iteration schemes of Gerchberg (1974) and Papoulis (1975), and iteration schemes using two Fourier conjugate domains (e.g., Fienup, 1981). Applications to restoring the image of a double star and division by hard and soft zeros are discussed, and sample results are presented graphically.
Large-scale sequential quadratic programming algorithms
Energy Technology Data Exchange (ETDEWEB)
Eldersveld, S.K.
1992-09-01
The problem addressed is the general nonlinear programming problem: finding a local minimizer for a nonlinear function subject to a mixture of nonlinear equality and inequality constraints. The methods studied are in the class of sequential quadratic programming (SQP) algorithms, which have previously proved successful for problems of moderate size. Our goal is to devise an SQP algorithm that is applicable to large-scale optimization problems, using sparse data structures and storing less curvature information but maintaining the property of superlinear convergence. The main features are: 1. The use of a quasi-Newton approximation to the reduced Hessian of the Lagrangian function. Only an estimate of the reduced Hessian matrix is required by our algorithm. The impact of not having available the full Hessian approximation is studied and alternative estimates are constructed. 2. The use of a transformation matrix Q. This allows the QP gradient to be computed easily when only the reduced Hessian approximation is maintained. 3. The use of a reduced-gradient form of the basis for the null space of the working set. This choice of basis is more practical than an orthogonal null-space basis for large-scale problems. The continuity condition for this choice is proven. 4. The use of incomplete solutions of quadratic programming subproblems. Certain iterates generated by an active-set method for the QP subproblem are used in place of the QP minimizer to define the search direction for the nonlinear problem. An implementation of the new algorithm has been obtained by modifying the code MINOS. Results and comparisons with MINOS and NPSOL are given for the new algorithm on a set of 92 test problems.
STEW A Nonlinear Data Modeling Computer Program
Chen, H
2000-01-01
A nonlinear data modeling computer program, STEW, employing the Levenberg-Marquardt algorithm, has been developed to model the experimental sup 2 sup 3 sup 9 Pu(n,f) and sup 2 sup 3 sup 5 U(n,f) cross sections. This report presents results of the modeling of the sup 2 sup 3 sup 9 Pu(n,f) and sup 2 sup 3 sup 5 U(n,f) cross-section data. The calculation of the fission transmission coefficient is based on the double-humped-fission-barrier model of Bjornholm and Lynn. Incident neutron energies of up to 5 MeV are considered.
A New Approach to Solving Nonlinear Programming
Institute of Scientific and Technical Information of China (English)
SHEN Jie; CHEN Ling
2002-01-01
A method for solving nonlinear programming using genetic algorithm is presented. In the operations of crossover and mutation in each generation, to ensure the new solutions are all feasible, we present a method in which the bounds of every variable in the solution are estimated beforehand according to the constrained conditions. For the operation of mutation, we present two methods of cube bounding and variable bounding. The experimental results are given and analyzed. They show that the method is efficient and can obtain the results in less generation.
STEW: A Nonlinear Data Modeling Computer Program
Energy Technology Data Exchange (ETDEWEB)
Chen, H.
2000-03-04
A nonlinear data modeling computer program, STEW, employing the Levenberg-Marquardt algorithm, has been developed to model the experimental {sup 239}Pu(n,f) and {sup 235}U(n,f) cross sections. This report presents results of the modeling of the {sup 239}Pu(n,f) and {sup 235}U(n,f) cross-section data. The calculation of the fission transmission coefficient is based on the double-humped-fission-barrier model of Bjornholm and Lynn. Incident neutron energies of up to 5 MeV are considered.
On filter-successive linearization methods for nonlinear semidefinite programming
Institute of Scientific and Technical Information of China (English)
无
2009-01-01
In this paper we present a filter-successive linearization method with trust region for solutions of nonlinear semidefinite programming. Such a method is based on the concept of filter for nonlinear programming introduced by Fletcher and Leyffer in 2002. We describe the new algorithm and prove its global convergence under weaker assumptions. Some numerical results are reported and show that the new method is potentially effcient.
On filter-successive linearization methods for nonlinear semidefinite programming
Institute of Scientific and Technical Information of China (English)
LI ChengJin; SUN WenYui
2009-01-01
In this paper we present a filter-successive linearization method with trust region for solutions of nonlinear semidefinite programming. Such a method is based on the concept of filter for nonlinear programming introduced by Fletcher and Leyffer in 2002. We describe the new algorithm and prove its global convergence under weaker assumptions. Some numerical results are reported and show that the new method is potentially efficient.
A NEW ALGORITHM OF THE NONLINEAR ADAPTIVE INTERPOLATION
Institute of Scientific and Technical Information of China (English)
Shi Lingfeng; Guo Baolong
2006-01-01
The paper presents a new algorithm of NonLinearly Adaptive Interpolation (NLAI). NLAI is based on both the gradients and the curvature of the signals with the predicted subsection. It is characterized by adaptive nonlinear interpolation method with extracting the characteristics of signals. Experimental research testifies the validity of the algorithm using the echoes of the Ground Penetrating Radar (GPR). A comparison of this algorithm with other traditional algorithms demonstrates that it is feasible.
Algorithms for adaptive nonlinear pattern recognition
Schmalz, Mark S.; Ritter, Gerhard X.; Hayden, Eric; Key, Gary
2011-09-01
In Bayesian pattern recognition research, static classifiers have featured prominently in the literature. A static classifier is essentially based on a static model of input statistics, thereby assuming input ergodicity that is not realistic in practice. Classical Bayesian approaches attempt to circumvent the limitations of static classifiers, which can include brittleness and narrow coverage, by training extensively on a data set that is assumed to cover more than the subtense of expected input. Such assumptions are not realistic for more complex pattern classification tasks, for example, object detection using pattern classification applied to the output of computer vision filters. In contrast, we have developed a two step process, that can render the majority of static classifiers adaptive, such that the tracking of input nonergodicities is supported. Firstly, we developed operations that dynamically insert (or resp. delete) training patterns into (resp. from) the classifier's pattern database, without requiring that the classifier's internal representation of its training database be completely recomputed. Secondly, we developed and applied a pattern replacement algorithm that uses the aforementioned pattern insertion/deletion operations. This algorithm is designed to optimize the pattern database for a given set of performance measures, thereby supporting closed-loop, performance-directed optimization. This paper presents theory and algorithmic approaches for the efficient computation of adaptive linear and nonlinear pattern recognition operators that use our pattern insertion/deletion technology - in particular, tabular nearest-neighbor encoding (TNE) and lattice associative memories (LAMs). Of particular interest is the classification of nonergodic datastreams that have noise corruption with time-varying statistics. The TNE and LAM based classifiers discussed herein have been successfully applied to the computation of object classification in hyperspectral
A Genetic Algorithm Approach to Nonlinear Least Squares Estimation
Olinsky, Alan D.; Quinn, John T.; Mangiameli, Paul M.; Chen, Shaw K.
2004-01-01
A common type of problem encountered in mathematics is optimizing nonlinear functions. Many popular algorithms that are currently available for finding nonlinear least squares estimators, a special class of nonlinear problems, are sometimes inadequate. They might not converge to an optimal value, or if they do, it could be to a local rather than…
Block Monotone Iterative Algorithms for Variational Inequalities with Nonlinear Operators
Institute of Scientific and Technical Information of China (English)
Ming-hui Ren; Jin-ping Zeng
2008-01-01
Some block iterative methods for solving variational inequalities with nonlinear operators are proposed. Monotone convergence of the algorithms is obtained. Some comparison theorems are also established.Compared with the research work in given by Pao in 1995 for nonlinear equations and research work in given by Zeng and Zhou in 2002 for elliptic variational inequalities, the algorithms proposed in this paper are independent of the boundedness of the derivatives of the nonlinear operator.
Non-linear scalable TFETI domain decomposition based contact algorithm
Dobiáš, J.; Pták, S.; Dostál, Z.; Vondrák, V.; Kozubek, T.
2010-06-01
The paper is concerned with the application of our original variant of the Finite Element Tearing and Interconnecting (FETI) domain decomposition method, called the Total FETI (TFETI), to solve solid mechanics problems exhibiting geometric, material, and contact non-linearities. The TFETI enforces the prescribed displacements by the Lagrange multipliers, so that all the subdomains are 'floating', the kernels of their stiffness matrices are known a priori, and the projector to the natural coarse grid is more effective. The basic theory and relationships of both FETI and TFETI are briefly reviewed and a new version of solution algorithm is presented. It is shown that application of TFETI methodology to the contact problems converts the original problem to the strictly convex quadratic programming problem with bound and equality constraints, so that the effective, in a sense optimal algorithms is to be applied. Numerical experiments show that the method exhibits both numerical and parallel scalabilities.
A TRUST-REGION ALGORITHM FOR NONLINEAR INEQUALITY CONSTRAINED OPTIMIZATION
Institute of Scientific and Technical Information of China (English)
Xiaojiao Tong; Shuzi Zhou
2003-01-01
This paper presents a new trust-region algorithm for n-dimension nonlinear optimization subject to m nonlinear inequality constraints. Equivalent KKT conditions are derived,which is the basis for constructing the new algorithm. Global convergence of the algorithm to a first-order KKT point is established under mild conditions on the trial steps, local quadratic convergence theorem is proved for nondegenerate minimizer point. Numerical experiment is presented to show the effectiveness of our approach.
Adaptive Algorithms of Nonlinear Approximation with Finite Terms
Institute of Scientific and Technical Information of China (English)
Wen Bin WEI; Yue Sheng XU; Pei Xin YE
2007-01-01
This paper deals with realizable adaptive algorithms of the nonlinear approximation with finite terms based on wavelets. We present a concrete algorithm by which we may find the required index set Am for the greedy algorithm GPm(·,ψ). This makes the greedy algorithm realize the near best approximation in practice. Moreover, we study the efficiency of the finite-term approximation of another algorithm introduced by Birge and Massart.
Institute of Scientific and Technical Information of China (English)
袁晓; 利洁婷; 王世其
2011-01-01
本文针对某公司电力容量扩展问题，采用一元线性回归模型拟合未来10年的需求量，再建立0—1非线性整数规划模型，并将该模型的0—1变量连续化处理，采用遗传算法中的GENOCOP算法求解。%In this paper,the next 10- year demand of a company for power capacity is fitted by monadic linear regression model. A model for 0 - 1 nonlinear integer programming is built, and the 0 - 1 variables of the model are disposed continuously. It is solved by the GENOCOP algorithm of genetic algorithm.
Variable order variable stepsize algorithm for solving nonlinear Duffing oscillator
Fadly Nurullah Rasedee, Ahmad; Ishak, Norizarina; Raihana Hamzah, Siti; Ijam, Hazizah Mohd; Suleiman, Mohamed; Bibi Ibrahim, Zarina; Sathar, Mohammad Hasan Abdul; Ainna Ramli, Nur; Shuhada Kamaruddin, Nur
2017-09-01
Nonlinear phenomena in science and engineering such as a periodically forced oscillator with nonlinear elasticity are often modeled by the Duffing oscillator (Duffing equation). The Duffling oscillator is a type of nonlinear higher order differential equation. In this research, a numerical approximation for solving the Duffing oscillator directly is introduced using a variable order stepsize (VOS) algorithm coupled with a backward difference formulation. By selecting the appropriate restrictions, the VOS algorithm provides a cost efficient computational code without affecting its accuracy. Numerical results have demonstrated the advantages of a variable order stepsize algorithm over conventional methods in terms of total steps and accuracy.
Robust Fault Diagnosis Algorithm for a Class of Nonlinear Systems
Directory of Open Access Journals (Sweden)
Hai-gang Xu
2015-01-01
Full Text Available A kind of robust fault diagnosis algorithm to Lipschitz nonlinear system is proposed. The novel disturbances constraint condition of the nonlinear system is derived by group algebra method, and the novel constraint condition can meet the system stability performance. Besides, the defined robust performance index of fault diagnosis observer guarantees the robust. Finally, the effectiveness of the algorithm proposed is proved in the simulations.
Non-linear Frequency Scaling Algorithm for FMCW SAR Data
Meta, A.; Hoogeboom, P.; Ligthart, L.P.
2006-01-01
This paper presents a novel approach for processing data acquired with Frequency Modulated Continuous Wave (FMCW) dechirp-on-receive systems by using a non-linear frequency scaling algorithm. The range frequency non-linearity correction, the Doppler shift induced by the continuous motion and the ran
Institute of Scientific and Technical Information of China (English)
高自友; 贺国平; 吴方
1997-01-01
For current sequential quadratic programming (SQP) type algorithms, there exist two problems; (i) in order to obtain a search direction, one must solve one or more quadratic programming subproblems per iteration, and the computation amount of this algorithm is very large. So they are not suitable for the large-scale problems; (ii) the SQP algorithms require that the related quadratic programming subproblems be solvable per iteration, but it is difficult to be satisfied. By using e-active set procedure with a special penalty function as the merit function, a new algorithm of sequential systems of linear equations for general nonlinear optimization problems with arbitrary initial point is presented This new algorithm only needs to solve three systems of linear equations having the same coefficient matrix per iteration, and has global convergence and local superlinear convergence. To some extent, the new algorithm can overcome the shortcomings of the SQP algorithms mentioned above.
A POSITIVE INTERIOR-POINT ALGORITHM FOR NONLINEAR COMPLEMENTARITY PROBLEMS
Institute of Scientific and Technical Information of China (English)
马昌凤; 梁国平; 陈新美
2003-01-01
A new iterative method, which is called positive interior-point algorithm, is presented for solving the nonlinear complementarity problems. This method is of the desirable feature of robustness. And the convergence theorems of the algorithm is established. In addition, some numerical results are reported.
Robust adaptive dynamic programming and feedback stabilization of nonlinear systems.
Jiang, Yu; Jiang, Zhong-Ping
2014-05-01
This paper studies the robust optimal control design for a class of uncertain nonlinear systems from a perspective of robust adaptive dynamic programming (RADP). The objective is to fill up a gap in the past literature of adaptive dynamic programming (ADP) where dynamic uncertainties or unmodeled dynamics are not addressed. A key strategy is to integrate tools from modern nonlinear control theory, such as the robust redesign and the backstepping techniques as well as the nonlinear small-gain theorem, with the theory of ADP. The proposed RADP methodology can be viewed as an extension of ADP to uncertain nonlinear systems. Practical learning algorithms are developed in this paper, and have been applied to the controller design problems for a jet engine and a one-machine power system.
An Algorithm to Solve Separable Nonlinear Least Square Problem
Directory of Open Access Journals (Sweden)
Wajeb Gharibi
2013-07-01
Full Text Available Separable Nonlinear Least Squares (SNLS problem is a special class of Nonlinear Least Squares (NLS problems, whose objective function is a mixture of linear and nonlinear functions. SNLS has many applications in several areas, especially in the field of Operations Research and Computer Science. Problems related to the class of NLS are hard to resolve having infinite-norm metric. This paper gives a brief explanation about SNLS problem and offers a Lagrangian based algorithm for solving mixed linear-nonlinear minimization problem
Nonlinear smoothing identification algorithm with application to data consistency checks
Idan, M.
1993-01-01
A parameter identification algorithm for nonlinear systems is presented. It is based on smoothing test data with successively improved sets of model parameters. The smoothing, which is iterative, provides all of the information needed to compute the gradients of the smoothing performance measure with respect to the parameters. The parameters are updated using a quasi-Newton procedure, until convergence is achieved. The advantage of this algorithm over standard maximum likelihood identification algorithms is the computational savings in calculating the gradient. This algorithm was used for flight-test data consistency checks based on a nonlinear model of aircraft kinematics. Measurement biases and scale factors were identified. The advantages of the presented algorithm and model are discussed.
Appropriate Algorithms for Nonlinear Time Series Analysis in Psychology
Scheier, Christian; Tschacher, Wolfgang
Chaos theory has a strong appeal for psychology because it allows for the investigation of the dynamics and nonlinearity of psychological systems. Consequently, chaos-theoretic concepts and methods have recently gained increasing attention among psychologists and positive claims for chaos have been published in nearly every field of psychology. Less attention, however, has been paid to the appropriateness of chaos-theoretic algorithms for psychological time series. An appropriate algorithm can deal with short, noisy data sets and yields `objective' results. In the present paper it is argued that most of the classical nonlinear techniques don't satisfy these constraints and thus are not appropriate for psychological data. A methodological approach is introduced that is based on nonlinear forecasting and the method of surrogate data. In artificial data sets and empirical time series we can show that this methodology reliably assesses nonlinearity and chaos in time series even if they are short and contaminated by noise.
An algorithm for earthwork allocation considering non-linear factors
Institute of Scientific and Technical Information of China (English)
WANG Ren-chao; LIU Jin-fei
2008-01-01
For solving the optimization model of earthwork allocation considering non-linear factors, a hybrid al-gorithm combined with the ant algorithm (AA) and particle swarm optimization (PSO) is proposed in this pa-per. Then the proposed method and the LP method are used respectively in solving a linear allocation model of a high rockfill dam project. Results obtained by these two methods are compared each other. It can be conclu-ded that the solution got by the proposed method is extremely approximate to the analytic solution of LP method. The superiority of the proposed method over the LP method in solving a non-linear allocation model is illustrated by a non-linear case. Moreover, further researches on improvement of the algorithm and the allocation model are addressed.
Institute of Scientific and Technical Information of China (English)
Zi-you Gao; Tian-de Guo; Guo-ping He; Fang Wu
2002-01-01
In this paper, a new superlinearly convergent algorithm of sequential systems of linear equations (SSLE) for nonlinear optimization problems with inequality constraints is proposed. Since the new algorithm only needs to solve several systems of linear equations having a same coefficient matrix per iteration, the computation amount of the algorithm is much less than that of the existing SQP algorithms per iteration. Moreover, for the SQPtype algorithms, there exist so-called inconsistent problems, i.e., quadratic programming subproblems of the SQP algorithms may not have a solution at some iterations, but this phenomenon will not occur with the SSLE algorithms because the related systems of linear equations always have solutions. Some numerical results are reported.
Impulse position control algorithms for nonlinear systems
Energy Technology Data Exchange (ETDEWEB)
Sesekin, A. N., E-mail: sesekin@list.ru [Ural Federal University, 19 S. Mira, Ekaterinburg, 620002 (Russian Federation); Institute of Mathematics and Mechanics, Ural Division of Russian Academy of Sciences, 16 S. Kovalevskaya, Ekaterinburg, 620990 (Russian Federation); Nepp, A. N., E-mail: anepp@urfu.ru [Ural Federal University, 19 S. Mira, Ekaterinburg, 620002 (Russian Federation)
2015-11-30
The article is devoted to the formalization and description of impulse-sliding regime in nonlinear dynamical systems that arise in the application of impulse position controls of a special kind. The concept of trajectory impulse-sliding regime formalized as some limiting network element Euler polygons generated by a discrete approximation of the impulse position control This paper differs from the previously published papers in that it uses a definition of solutions of systems with impulse controls, it based on the closure of the set of smooth solutions in the space of functions of bounded variation. The need for the study of such regimes is the fact that they often arise when parry disturbances acting on technical or economic control system.
Impulse position control algorithms for nonlinear systems
Sesekin, A. N.; Nepp, A. N.
2015-11-01
The article is devoted to the formalization and description of impulse-sliding regime in nonlinear dynamical systems that arise in the application of impulse position controls of a special kind. The concept of trajectory impulse-sliding regime formalized as some limiting network element Euler polygons generated by a discrete approximation of the impulse position control This paper differs from the previously published papers in that it uses a definition of solutions of systems with impulse controls, it based on the closure of the set of smooth solutions in the space of functions of bounded variation. The need for the study of such regimes is the fact that they often arise when parry disturbances acting on technical or economic control system.
Fast Programming Algorithm to Find Non-Linear Feedback Shift Register%快速寻找非线性反馈移位寄存器的编程算法
Institute of Scientific and Technical Information of China (English)
叶炜晨; 陈克非
2014-01-01
Non-linear feedback shift register (NLFSR) is a common device to generate pseudo-random sequences in stream cipher. However, there is still no effective mathematical algorithm to find NLFSRs for a given period or output sequence. This paper provides a quick method to find NLFSRs. This method is a programming algorithm based on compute unified device architecture (CUDA) and parallel computing, and can quickly find NLFSRs for the given period or output sequence. This method has very good performance on both simple and complex NLFSRs. With this new method, people can easily get a large amount of experimental data about NLFSRs. It will be a great help for the future research on the mathematical algorithm to find NLFSRs.%在流密码中，非线性反馈移位寄存器（non-linear feedback shift register，NLFSR）是一种常用的安全性较高的伪随机序列生成器。目前仍然没有一种普遍有效的数学算法，能够根据给定的序列或者序列周期，直接推导出NLFSR。提出了一种快速寻找NLFSR的编程算法。该算法基于统一计算架构（compute unified device architecture，CUDA）和并行计算来实现，计算速度快，尤其适用于处理高次数的复杂NLFSR。并且该算法可以快速大规模地计算出NLFSR，为未来研究寻找NLFSR的数学算法提供了大量的实验数据。
Neighborhood-following algorithms for linear programming
Institute of Scientific and Technical Information of China (English)
AI Wenbao
2004-01-01
In this paper, we present neighborhood-following algorithms for linear programming. When the neighborhood is a wide neighborhood, our algorithms are wide neighborhood primal-dual interior point algorithms. If the neighborhood degenerates into the central path, our algorithms also degenerate into path-following algorithms. We prove that our algorithms maintain the O(√nL)-iteration complexity still, while the classical wide neighborhood primal-dual interior point algorithms have only the O(nL)-iteration complexity. We also proved that the algorithms are quadratic convergence if the optimal vertex is nondegenerate. Finally, we show some computational results of our algorithms.
Directory of Open Access Journals (Sweden)
Mahdi Sohrabi-Haghighat
2014-06-01
Full Text Available In this paper, a new algorithm based on SQP method is presented to solve the nonlinear inequality constrained optimization problem. As compared with the other existing SQP methods, per single iteration, the basic feasible descent direction is computed by solving at most two equality constrained quadratic programming. Furthermore, there is no need for any auxiliary problem to obtain the coefficients and update the parameters. Under some suitable conditions, the global and superlinear convergence are shown. Keywords: Global convergence, Inequality constrained optimization, Nonlinear programming problem, SQP method, Superlinear convergence rate.
A convergence theory for a class of nonlinear programming problems.
Rauch, S. W.
1973-01-01
A recent convergence theory of Elkin concerning methods for unconstrained minimization is extended to a certain class of nonlinear programming problems. As in Elkin's original approach, the analysis of a variety of step-length algorithms is treated entirely separately from that of several direction algorithms. This allows for their combination into many different methods for solving the constrained problem. These include some of the methods of Rosen and Zoutendijk. We also extend the results of Topkis and Veinott to nonconvex sets and drop their requirement of the uniform feasibility of a subsequence of the search directions.
Linear programming algorithms and applications
Vajda, S
1981-01-01
This text is based on a course of about 16 hours lectures to students of mathematics, statistics, and/or operational research. It is intended to introduce readers to the very wide range of applicability of linear programming, covering problems of manage ment, administration, transportation and a number of other uses which are mentioned in their context. The emphasis is on numerical algorithms, which are illustrated by examples of such modest size that the solutions can be obtained using pen and paper. It is clear that these methods, if applied to larger problems, can also be carried out on automatic (electronic) computers. Commercially available computer packages are, in fact, mainly based on algorithms explained in this book. The author is convinced that the user of these algorithms ought to be knowledgeable about the underlying theory. Therefore this volume is not merely addressed to the practitioner, but also to the mathematician who is interested in relatively new developments in algebraic theory and in...
Sparse Nonlinear Electromagnetic Imaging Accelerated With Projected Steepest Descent Algorithm
Desmal, Abdulla
2017-04-03
An efficient electromagnetic inversion scheme for imaging sparse 3-D domains is proposed. The scheme achieves its efficiency and accuracy by integrating two concepts. First, the nonlinear optimization problem is constrained using L₀ or L₁-norm of the solution as the penalty term to alleviate the ill-posedness of the inverse problem. The resulting Tikhonov minimization problem is solved using nonlinear Landweber iterations (NLW). Second, the efficiency of the NLW is significantly increased using a steepest descent algorithm. The algorithm uses a projection operator to enforce the sparsity constraint by thresholding the solution at every iteration. Thresholding level and iteration step are selected carefully to increase the efficiency without sacrificing the convergence of the algorithm. Numerical results demonstrate the efficiency and accuracy of the proposed imaging scheme in reconstructing sparse 3-D dielectric profiles.
Nonlinear Observers for Gyro Calibration Coupled with a Nonlinear Control Algorithm
Thienel, Julie; Sanner, Robert M.
2003-01-01
Nonlinear observers for gyro calibration are presented. The first observer estimates a constant gyro bias. The second observer estimates scale factor errors. The third observer estimates the gyro alignment for three orthogonal gyros. The observers are then combined. The convergence properties of all three observers, and the combined observers, are discussed. Additionally, all three observers are coupled with a nonlinear control algorithm. The stability of each of the resulting closed loop systems is analyzed. Simulated test results are presented for each system.
SOLUTION OF NONLINEAR PROBLEMS IN WATER RESOURCES SYSTEMS BY GENETIC ALGORITHM
Directory of Open Access Journals (Sweden)
Ahmet BAYLAR
1998-03-01
Full Text Available Genetic Algorithm methodology is a genetic process treated on computer which is considering evolution process in the nature. The genetic operations takes place within the chromosomes stored in computer memory. By means of various operators, the genetic knowledge in chromosomes change continuously and success of the community progressively increases as a result of these operations. The primary purpose of this study is calculation of nonlinear programming problems in water resources systems by Genetic Algorithm. For this purpose a Genetic Algoritm based optimization program were developed. It can be concluded that the results obtained from the genetic search based method give the precise results.
Concise quantum associative memories with nonlinear search algorithm
Energy Technology Data Exchange (ETDEWEB)
Tchapet Njafa, J.P.; Nana Engo, S.G. [Laboratory of Photonics, Department of Physics, University of Ngaoundere (Cameroon)
2016-02-15
The model of Quantum Associative Memories (QAM) we propose here consists in simplifying and generalizing that of Rigui Zhou et al. [1] which uses the quantum matrix with the binary decision diagram put forth by David Rosenbaum [2] and the Abrams and Lloyd's nonlinear search algorithm [3]. Our model gives the possibility to retrieve one of the sought states in multi-values retrieving scheme when a measurement is done on the first register in O(c-r) time complexity. It is better than Grover's algorithm and its modified form which need O(√((2{sup n})/(m))) steps when they are used as the retrieval algorithm. n is the number of qubits of the first register and m the number of x values for which f(x) = 1. As the nonlinearity makes the system highly susceptible to the noise, an analysis of the influence of the single qubit noise channels on the Nonlinear Search Algorithm of our model of QAM shows a fidelity of about 0.7 whatever the number of qubits existing in the first register, thus demonstrating the robustness of our model. (copyright 2016 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)
Algebraic dynamics solution to and algebraic dynamics algorithm for nonlinear advection equation
Institute of Scientific and Technical Information of China (English)
2008-01-01
Algebraic dynamics approach and algebraic dynamics algorithm for the solution of nonlinear partial differential equations are applied to the nonlinear advection equa-tion. The results show that the approach is effective for the exact analytical solu-tion and the algorithm has higher precision than other existing algorithms in nu-merical computation for the nonlinear advection equation.
On Models of Nonlinear Evolution Paths in Adiabatic Quantum Algorithms
Institute of Scientific and Technical Information of China (English)
SUN Jie; LU Song-Feng; Samuel L.Braunstein
2013-01-01
In this paper,we study two different nonlinear interpolating paths in adiabatic evolution algorithms for solving a particular class of quantum search problems where both the initial and final Hamiltonian are one-dimensional projector Hamiltonians on the corresponding ground state.If the overlap between the initial state and final state of the quantum system is not equal to zero,both of these models can provide a constant time speedup over the usual adiabatic algorithms by increasing some another corresponding "complexity".But when the initial state has a zero overlap with the solution state in the problem,the second model leads to an infinite time complexity of the algorithm for whatever interpolating functions being applied while the first one can still provide a constant running time.However,inspired by a related reference,a variant of the first model can be constructed which also fails for the problem when the overlap is exactly equal to zero if we want to make up the "intrinsic" fault of the second model — an increase in energy.Two concrete theorems are given to serve as explanations why neither of these two models can improve the usual adiabatic evolution algorithms for the phenomenon above.These just tell us what should be noted when using certain nonlinear evolution paths in adiabatic quantum algorithms for some special kind of problems.
A Stability Theory in Nonlinear Programming
Institute of Scientific and Technical Information of China (English)
无
2001-01-01
We propose a new method for finding the local optimal points ofthe constrained nonlinear programming by Ordinary Differential Equations (ODE), and prove asymptotic stability of the singular points of partial variables in this paper. The condition of overall uniform, asymptotic stability is also given.
Optimality conditions in smooth nonlinear programming
Still, G.; Streng, M.
1996-01-01
This survey is concerned with necessary and sufficient optimality conditions for smooth nonlinear programming problems with inequality and equality constraints. These conditions deal with strict local minimizers of order one and two and with isolated minimizers. In most results, no constraint qualif
An Algorithm for Solving Quadratic Programming Problems
Directory of Open Access Journals (Sweden)
V. Moraru
1997-08-01
Full Text Available Herein is investigated the method of solution of quadratic programming problems. The algorithm is based on the effective selection of constraints. Quadratic programming with constraints-equalities are solved with the help of an algorithm, so that matrix inversion is avoided, because of the more convenient organization of the Calculus. Optimal solution is determined in a finite number of iterations. It is discussed the extension of the algorithm over solving quadratic non-convex programming problems.
Particle Swarm Optimization-Proximal Point Algorithm for Nonlinear Complementarity Problems
Chai Jun-Feng; Wang Shu-Yan
2013-01-01
A new algorithm is presented for solving the nonlinear complementarity problem by combining the particle swarm and proximal point algorithm, which is called the particle swarm optimization-proximal point algorithm. The algorithm mainly transforms nonlinear complementarity problems into unconstrained optimization problems of smooth functions using the maximum entropy function and then optimizes the problem using the proximal point algorithm as the outer algorithm and particle swarm algorithm a...
A nonlinear regression model-based predictive control algorithm.
Dubay, R; Abu-Ayyad, M; Hernandez, J M
2009-04-01
This paper presents a unique approach for designing a nonlinear regression model-based predictive controller (NRPC) for single-input-single-output (SISO) and multi-input-multi-output (MIMO) processes that are common in industrial applications. The innovation of this strategy is that the controller structure allows nonlinear open-loop modeling to be conducted while closed-loop control is executed every sampling instant. Consequently, the system matrix is regenerated every sampling instant using a continuous function providing a more accurate prediction of the plant. Computer simulations are carried out on nonlinear plants, demonstrating that the new approach is easily implemented and provides tight control. Also, the proposed algorithm is implemented on two real time SISO applications; a DC motor, a plastic injection molding machine and a nonlinear MIMO thermal system comprising three temperature zones to be controlled with interacting effects. The experimental closed-loop responses of the proposed algorithm were compared to a multi-model dynamic matrix controller (MPC) with improved results for various set point trajectories. Good disturbance rejection was attained, resulting in improved tracking of multi-set point profiles in comparison to multi-model MPC.
A general non-linear optimization algorithm for lower bound limit analysis
DEFF Research Database (Denmark)
Krabbenhøft, Kristian; Damkilde, Lars
2003-01-01
The non-linear programming problem associated with the discrete lower bound limit analysis problem is treated by means of an algorithm where the need to linearize the yield criteria is avoided. The algorithm is an interior point method and is completely general in the sense that no particular...... finite element discretization or yield criterion is required. As with interior point methods for linear programming the number of iterations is affected only little by the problem size. Some practical implementation issues are discussed with reference to the special structure of the common lower bound...... load optimization problem. and finally the efficiency and accuracy of the method is demonstrated by means of examples of plate and slab structures obeying different non-linear yield criteria. Copyright (C) 2002 John Wiley Sons. Ltd....
SINS/CNS Nonlinear Integrated Navigation Algorithm for Hypersonic Vehicle
Directory of Open Access Journals (Sweden)
Yong-jun Yu
2015-01-01
Full Text Available Celestial Navigation System (CNS has characteristics of accurate orientation and strong autonomy and has been widely used in Hypersonic Vehicle. Since the CNS location and orientation mainly depend upon the inertial reference that contains errors caused by gyro drifts and other error factors, traditional Strap-down Inertial Navigation System (SINS/CNS positioning algorithm setting the position error between SINS and CNS as measurement is not effective. The model of altitude azimuth, platform error angles, and horizontal position is designed, and the SINS/CNS tightly integrated algorithm is designed, in which CNS altitude azimuth is set as measurement information. GPF (Gaussian particle filter is introduced to solve the problem of nonlinear filtering. The results of simulation show that the precision of SINS/CNS algorithm which reaches 130 m using three stars is improved effectively.
Nonlinear system identification and control using state transition algorithm
Yang, Chunhua; Gui, Weihua
2012-01-01
This paper presents a novel optimization method named state transition algorithm (STA) to solve the problem of identification and control for nonlinear system. In the proposed algorithm, a solution to optimization problem is considered as a state, and the updating of a solution equates to the process of state transition, which makes the STA easy to understand and convenient to be implemented. First, the STA is applied to identify the optimal parameters of the estimated system with previously known structure. With the accurate estimated model, an off-line PID controller is then designed optimally by using the STA as well. Experimental results demonstrate the validity of the methodology, and comparison to STA with other optimization algorithms confirms that STA is a promising alternative method for system identification and control due to its stronger search ability, faster convergence speed and more stable performance.
A new algorithm for generalized fractional programming
Energy Technology Data Exchange (ETDEWEB)
Barros, A.; Frenk, J.B.G.; Schaible, S.; Zhang, S.
1994-12-31
A new algorithm for generalized fractional programs is introduced. This algorithm can be seen as {open_quotes}dual{close_quotes} to the Dinkelbach-type approach since it approximates the optimal value of the generalized fractional program from below. Convergence results as well as rate of convergence results are derived. An easy condition to achieve superlinear convergence of this new algorithm is also established. The numerical results, in case of quadratic-linear ratios and linear constraints, show that the performance of the new algorithm is superior to that of the generalized Dinkelbach type algorithm.
Generalized fractional programming and cutting plane algorithms
Energy Technology Data Exchange (ETDEWEB)
Frenk, J.B.G.
1994-12-31
A new algorithm for generalized fractional programs is introduced. This algorithm can be seen as {open_quotes}dual{close_quotes} to the Dinkelbach-type approach since it approximates the optimal value of the generalized fractional program from below. Convergence results as well as rate of convergence results are derived. An easy condition to achieve superlinear convergence of this new algorithm is also established. The numerical results, in case of quadratic-linear ratios and linear constraints, show that the performance of the new algorithm is superior to that of the generalized Dinkelbach-type algorithm.
MM Algorithms for Geometric and Signomial Programming.
Lange, Kenneth; Zhou, Hua
2014-02-01
This paper derives new algorithms for signomial programming, a generalization of geometric programming. The algorithms are based on a generic principle for optimization called the MM algorithm. In this setting, one can apply the geometric-arithmetic mean inequality and a supporting hyperplane inequality to create a surrogate function with parameters separated. Thus, unconstrained signomial programming reduces to a sequence of one-dimensional minimization problems. Simple examples demonstrate that the MM algorithm derived can converge to a boundary point or to one point of a continuum of minimum points. Conditions under which the minimum point is unique or occurs in the interior of parameter space are proved for geometric programming. Convergence to an interior point occurs at a linear rate. Finally, the MM framework easily accommodates equality and inequality constraints of signomial type. For the most important special case, constrained quadratic programming, the MM algorithm involves very simple updates.
Some Duality Results for Fuzzy Nonlinear Programming Problem
Sangeeta Jaiswal; Geetanjali Panda
2012-01-01
The concept of duality plays an important role in optimization theory. This paper discusses some relations between primal and dual nonlinear programming problems in fuzzy environment. Here, fuzzy feasible region for a general fuzzy nonlinear programming is formed and the concept of fuzzy feasible solution is defined. First order dual relation for fuzzy nonlinear programming problem is studied.
Neighborhood-following algorithms for linear programming
Institute of Scientific and Technical Information of China (English)
无
2004-01-01
［1］Kojima, M., Mizuno, S., Yoshise, A., A polynomial-time algorithm for a class of linear complementarity probems, Mathematical Programming, 1989, 44: 1-26.［2］Megiddo, N., Pathways to the optimal set in linear programming. in Progression Mathematical Programming:Interior Point and Related Methods, New York: Springer-Verlag, 1989, 131-158.［3］Monteiro, R. D. C., Adler, I., Interior path following primal-dual algorithms, Part Ⅰ: linear programming, Mathematical Programming, 1989, 44: 27-41.［4］Monteiro, R. D. C., Adler, I., Interior path following primal-dual algorithms, Part Ⅱ: convex quadratic programming, Mathematical Programming, 1989, 44: 43-46.［5］Wright, S. J., Primal-Dual Interior-Point Methods, Philadephia: SIAM Publications, 1997.［6］Mizuno, S., Todd, M. J., Ye, Y., On adaptive step primal-dual interior-point algorithms for linear programming,Mathematics of Operations Research, 1993, 18:964-981.［7］Gonzaga, C. C., The largest step path following algorithm for monotone linear complementarity problems, Mathematical Programming, 1997, 76: 309-332.［8］Sturm, J. F., Zhang, S., On a wide region of centers primal-dual interior point algorithms for linear programming,Tinbergen Institute Rotterdam, Erasmus University, Rotterdam, The Netherlands, 1995.［9］Hung, P., Ye, Y., An asymptotical O(√nL)-iteration path-following linear programming algorithm that uses wide neighborhoods, SIAM J.Optimization, 1996, 6: 570-586.［10］Ye, Y., Interior Point Algorithms: Theory and Analysis, New York: Wiley-Interscience Publication, 1997.［11］Güler, O., Ye, Y., Convergence behavior of interior-point algorithms. Mathematical Programming, 1993, 60:215-228.［12］Mehrotral, S., On the implementation of a primal-dual interior point mehtod, SIAM J. Optimization, 1992, 2(4):575-601.
Penalized interior point approach for constrained nonlinear programming
Institute of Scientific and Technical Information of China (English)
LU Wen-ting; YAO Yi-rong; ZHANG Lian-sheng
2009-01-01
A penalized interior point approach for constrained nonlinear programming is examined in this work. To overcome the difficulty of initialization for the interior point method, a problem equivalent to the primal problem via incorporating an auxiliary variable is constructed. A combined approach of logarithm barrier and quadratic penalty function is proposed to solve the problem. Based on Newton's method, the global convergence of interior point and line search algorithm is proven.Only a finite number of iterations is required to reach an approximate optimal solution. Numerical tests are given to show the effectiveness of the method.
Nonlinear programming with feedforward neural networks.
Energy Technology Data Exchange (ETDEWEB)
Reifman, J.
1999-06-02
We provide a practical and effective method for solving constrained optimization problems by successively training a multilayer feedforward neural network in a coupled neural-network/objective-function representation. Nonlinear programming problems are easily mapped into this representation which has a simpler and more transparent method of solution than optimization performed with Hopfield-like networks and poses very mild requirements on the functions appearing in the problem. Simulation results are illustrated and compared with an off-the-shelf optimization tool.
Domínguez, Luis F.
2010-12-01
This work introduces two algorithms for the solution of pure integer and mixed-integer bilevel programming problems by multiparametric programming techniques. The first algorithm addresses the integer case of the bilevel programming problem where integer variables of the outer optimization problem appear in linear or polynomial form in the inner problem. The algorithm employs global optimization techniques to convexify nonlinear terms generated by a reformulation linearization technique (RLT). A continuous multiparametric programming algorithm is then used to solve the reformulated convex inner problem. The second algorithm addresses the mixed-integer case of the bilevel programming problem where integer and continuous variables of the outer problem appear in linear or polynomial forms in the inner problem. The algorithm relies on the use of global multiparametric mixed-integer programming techniques at the inner optimization level. In both algorithms, the multiparametric solutions obtained are embedded in the outer problem to form a set of single-level (M)(I)(N)LP problems - which are then solved to global optimality using standard fixed-point (global) optimization methods. Numerical examples drawn from the open literature are presented to illustrate the proposed algorithms. © 2010 Elsevier Ltd.
A One-parameter Filled Function Method for Nonlinear Integer Programming
Institute of Scientific and Technical Information of China (English)
无
2005-01-01
This paper gives a new definition of the filled function for nonlinear integer programming problem. A filled function satisfying our definition is presented. This function contains only one parameter. The properties of the proposed filled function and the method using this filled function to solve nonlinear integer programming problem are also discussed. Numerical results indicate the efficiency and reliability of the proposed filled function algorithm.
Application of genetic algorithms in nonlinear heat conduction problems.
Kadri, Muhammad Bilal; Khan, Waqar A
2014-01-01
Genetic algorithms are employed to optimize dimensionless temperature in nonlinear heat conduction problems. Three common geometries are selected for the analysis and the concept of minimum entropy generation is used to determine the optimum temperatures under the same constraints. The thermal conductivity is assumed to vary linearly with temperature while internal heat generation is assumed to be uniform. The dimensionless governing equations are obtained for each selected geometry and the dimensionless temperature distributions are obtained using MATLAB. It is observed that GA gives the minimum dimensionless temperature in each selected geometry.
Genetic Programming and Genetic Algorithms for Propositions
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Nabil M. HEWAHI
2012-01-01
Full Text Available In this paper we propose a mechanism to discover the compound proposition solutions for a given truth table without knowing the compound propositions that lead to the truth table results. The approach is based on two proposed algorithms, the first is called Producing Formula (PF algorithm which is based on the genetic programming idea, to find out the compound proposition solutions for the given truth table. The second algorithm is called the Solutions Optimization (SO algorithm which is based on genetic algorithms idea, to find a list of the optimum compound propositions that can solve the truth table. The obtained list will depend on the solutions obtained from the PF algorithm. Various types of genetic operators have been introduced to obtain the solutions either within the PF algorithm or SO algorithm.
96 International Conference on Nonlinear Programming
1998-01-01
About 60 scientists and students attended the 96' International Conference on Nonlinear Programming, which was held September 2-5 at Institute of Compu tational Mathematics and Scientific/Engineering Computing (ICMSEC), Chi nese Academy of Sciences, Beijing, China. 25 participants were from outside China and 35 from China. The conference was to celebrate the 60's birthday of Professor M.J.D. Powell (Fellow of Royal Society, University of Cambridge) for his many contributions to nonlinear optimization. On behalf of the Chinese Academy of Sciences, vice president Professor Zhi hong Xu attended the opening ceremony of the conference to express his warm welcome to all the participants. After the opening ceremony, Professor M.J.D. Powell gave the keynote lecture "The use of band matrices for second derivative approximations in trust region methods". 13 other invited lectures on recent advances of nonlinear programming were given during the four day meeting: "Primal-dual methods for nonconvex optimization" by...
Subsampling algorithms for semidefinite programming
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Alexandre W. d'Aspremont
2011-01-01
Full Text Available We derive a stochastic gradient algorithm for semidefinite optimization using randomization techniques. The algorithm uses subsampling to reduce the computational cost of each iteration and the subsampling ratio explicitly controls granularity, i.e. the tradeoff between cost per iteration and total number of iterations. Furthermore, the total computational cost is directly proportional to the complexity (i.e. rank of the solution. We study numerical performance on some large-scale problems arising in statistical learning.
Evolving evolutionary algorithms using linear genetic programming.
Oltean, Mihai
2005-01-01
A new model for evolving Evolutionary Algorithms is proposed in this paper. The model is based on the Linear Genetic Programming (LGP) technique. Every LGP chromosome encodes an EA which is used for solving a particular problem. Several Evolutionary Algorithms for function optimization, the Traveling Salesman Problem and the Quadratic Assignment Problem are evolved by using the considered model. Numerical experiments show that the evolved Evolutionary Algorithms perform similarly and sometimes even better than standard approaches for several well-known benchmarking problems.
Novel Approach to Nonlinear PID Parameter Optimization Using Ant Colony Optimization Algorithm
Institute of Scientific and Technical Information of China (English)
Duan Hai-bin; Wang Dao-bo; Yu Xiu-fen
2006-01-01
This paper presents an application of an Ant Colony Optimization (ACO) algorithm to optimize the parameters in the design of a type of nonlinear PID controller. The ACO algorithm is a novel heuristic bionic algorithm, which is based on the behaviour of real ants in nature searching for food. In order to optimize the parameters of the nonlinear PID controller using ACO algorithm,an objective function based on position tracing error was constructed, and elitist strategy was adopted in the improved ACO algorithm. Detailed simulation steps are presented. This nonlinear PID controller using the ACO algorithm has high precision of control and quick response.
Genetic algorithms applied to nonlinear and complex domains
Energy Technology Data Exchange (ETDEWEB)
Barash, D; Woodin, A E
1999-06-01
The dissertation, titled ''Genetic Algorithms Applied to Nonlinear and Complex Domains'', describes and then applies a new class of powerful search algorithms (GAS) to certain domains. GAS are capable of solving complex and nonlinear problems where many parameters interact to produce a ''final'' result such as the optimization of the laser pulse in the interaction of an atom with an intense laser field. GAS can very efficiently locate the global maximum by searching parameter space in problems which are unsuitable for a search using traditional methods. In particular, the dissertation contains new scientific findings in two areas. First, the dissertation examines the interaction of an ultra-intense short laser pulse with atoms. GAS are used to find the optimal frequency for stabilizing atoms in the ionization process. This leads to a new theoretical formulation, to explain what is happening during the ionization process and how the electron is responding to finite (real-life) laser pulse shapes. It is shown that the dynamics of the process can be very sensitive to the ramp of the pulse at high frequencies. The new theory which is formulated, also uses a novel concept (known as the (t,t') method) to numerically solve the time-dependent Schrodinger equation Second, the dissertation also examines the use of GAS in modeling decision making problems. It compares GAS with traditional techniques to solve a class of problems known as Markov Decision Processes. The conclusion of the dissertation should give a clear idea of where GAS are applicable, especially in the physical sciences, in problems which are nonlinear and complex, i.e. difficult to analyze by other means.
Genetic algorithms applied to nonlinear and complex domains
Energy Technology Data Exchange (ETDEWEB)
Barash, D; Woodin, A E
1999-06-01
The dissertation, titled ''Genetic Algorithms Applied to Nonlinear and Complex Domains'', describes and then applies a new class of powerful search algorithms (GAS) to certain domains. GAS are capable of solving complex and nonlinear problems where many parameters interact to produce a final result such as the optimization of the laser pulse in the interaction of an atom with an intense laser field. GAS can very efficiently locate the global maximum by searching parameter space in problems which are unsuitable for a search using traditional methods. In particular, the dissertation contains new scientific findings in two areas. First, the dissertation examines the interaction of an ultra-intense short laser pulse with atoms. GAS are used to find the optimal frequency for stabilizing atoms in the ionization process. This leads to a new theoretical formulation, to explain what is happening during the ionization process and how the electron is responding to finite (real-life) laser pulse shapes. It is shown that the dynamics of the process can be very sensitive to the ramp of the pulse at high frequencies. The new theory which is formulated, also uses a novel concept (known as the (t,t') method) to numerically solve the time-dependent Schrodinger equation Second, the dissertation also examines the use of GAS in modeling decision making problems. It compares GAS with traditional techniques to solve a class of problems known as Markov Decision Processes. The conclusion of the dissertation should give a clear idea of where GAS are applicable, especially in the physical sciences, in problems which are nonlinear and complex, i.e. difficult to analyze by other means.
A new algorithm for generalized fractional programs
J.B.G. Frenk (Hans); A.I. Barros (Ana); S. Schaible; S. Zhang (Shuzhong)
1996-01-01
textabstractA new dual problem for convex generalized fractional programs with no duality gap is presented and it is shown how this dual problem can be efficiently solved using a parametric approach. The resulting algorithm can be seen as “dual” to the Dinkelbach-type algorithm for generalized fract
An integer optimization algorithm for robust identification of non-linear gene regulatory networks
Directory of Open Access Journals (Sweden)
Chemmangattuvalappil Nishanth
2012-09-01
Full Text Available Abstract Background Reverse engineering gene networks and identifying regulatory interactions are integral to understanding cellular decision making processes. Advancement in high throughput experimental techniques has initiated innovative data driven analysis of gene regulatory networks. However, inherent noise associated with biological systems requires numerous experimental replicates for reliable conclusions. Furthermore, evidence of robust algorithms directly exploiting basic biological traits are few. Such algorithms are expected to be efficient in their performance and robust in their prediction. Results We have developed a network identification algorithm to accurately infer both the topology and strength of regulatory interactions from time series gene expression data in the presence of significant experimental noise and non-linear behavior. In this novel formulism, we have addressed data variability in biological systems by integrating network identification with the bootstrap resampling technique, hence predicting robust interactions from limited experimental replicates subjected to noise. Furthermore, we have incorporated non-linearity in gene dynamics using the S-system formulation. The basic network identification formulation exploits the trait of sparsity of biological interactions. Towards that, the identification algorithm is formulated as an integer-programming problem by introducing binary variables for each network component. The objective function is targeted to minimize the network connections subjected to the constraint of maximal agreement between the experimental and predicted gene dynamics. The developed algorithm is validated using both in silico and experimental data-sets. These studies show that the algorithm can accurately predict the topology and connection strength of the in silico networks, as quantified by high precision and recall, and small discrepancy between the actual and predicted kinetic parameters
Global Optimization Algorithm for Nonlinear Sum of Ratios Problems%非线性比式和问题的全局优化算法
Institute of Scientific and Technical Information of China (English)
焦红伟; 郭运瑞; 陈永强
2008-01-01
In this paper,a global optimization algorithm is proposed for nonlinear sum of ratios problem(P).The algorithm works by globally solving problem(P1)that is equivalent to problem(P),by utilizing linearization technique a linear relaxation programming of the(P1)is then obtained.The proposed algorithm is convergent to the global minimum of(P1)through the successive refinement of linear relaxation of the feasible region of objective function and solutions of a series of linear relaxation programming.Numerical results indicate that the proposed algorithm is feasible and can be used to globally solve nonlinear sum of ratios problems(P).
Institute of Scientific and Technical Information of China (English)
张建军; 王德人
2004-01-01
In this paper, based on the resuls presented in part I of this paper[18],we present a numerical crabeding algorithm for soling the nonlinear complementarity problem, and prove its convergence carefully. Numerical experiments show that the algorithm is successful.
Energy Technology Data Exchange (ETDEWEB)
Hillstrom, K. E.
1976-02-01
A simulation test technique was developed to evaluate and compare unconstrained nonlinear optimization computer algorithms. Descriptions of the test technique, test problems, computer algorithms tested, and test results are provided. (auth)
Structural Optimization for Reliability Using Nonlinear Goal Programming
El-Sayed, Mohamed E.
1999-01-01
This report details the development of a reliability based multi-objective design tool for solving structural optimization problems. Based on two different optimization techniques, namely sequential unconstrained minimization and nonlinear goal programming, the developed design method has the capability to take into account the effects of variability on the proposed design through a user specified reliability design criterion. In its sequential unconstrained minimization mode, the developed design tool uses a composite objective function, in conjunction with weight ordered design objectives, in order to take into account conflicting and multiple design criteria. Multiple design criteria of interest including structural weight, load induced stress and deflection, and mechanical reliability. The nonlinear goal programming mode, on the other hand, provides for a design method that eliminates the difficulty of having to define an objective function and constraints, while at the same time has the capability of handling rank ordered design objectives or goals. For simulation purposes the design of a pressure vessel cover plate was undertaken as a test bed for the newly developed design tool. The formulation of this structural optimization problem into sequential unconstrained minimization and goal programming form is presented. The resulting optimization problem was solved using: (i) the linear extended interior penalty function method algorithm; and (ii) Powell's conjugate directions method. Both single and multi-objective numerical test cases are included demonstrating the design tool's capabilities as it applies to this design problem.
The Gravisphere Method Algorithm Programming
Rosaev, A. E.
2008-01-01
The action sphere method program is written. The initial conditions set at pericenter of planetocentric orbits. When action sphere radius is reached, the heliocentric orbit is calculated and data redirected to numeric integration program. The method is useful for capture and collision problem investigation. The very preliminary numeric results were obtained and discussed. A manifold in orbital elements space, leads to temporary capture about 50 year (4 Jupiter revolutions), was found.
Generalized fractional programming and cutting plane algorithms
Energy Technology Data Exchange (ETDEWEB)
Barros, A.; Frenk, J.B.G.
1994-12-31
In this presentation we introduce a variant of a cutting plane algorithm and show that this algorithm reduces to the well-known Dinkelbach type procedure of Crouzeix, Ferland and Schaible if our optimization problem is a generalized fractional program. By this observation an easy geometrical interpretation of one of the most important algorithms in generalized fractional programming is obtained. Moreover, it is shown that the convergence of the Dinkelbach type procedure is a direct consequence of the properties of this cutting plane method. Finally, a class of generalized fractional programs is considered where the standard positivity assumption on the denominators of the ratios of the objective function has to be explicitly imposed. It is also shown when using a Dinkelbach type approach for this class of programs that the constraints ensuring the positivity on the denominators can be dropped.
A modified WTC algorithm for the Painlevé test of nonlinear variable-coefficient PDEs
Zhao, Yin-Long; Liu, Yin-Ping; Li, Zhi-Bin
2009-11-01
A modified WTC algorithm for the Painlevé test of nonlinear PDEs with variable coefficients is proposed. Compared to the Kruskal's simplification algorithm, the modified algorithm further simplifies the computation in the third step of the Painlevé test for variable-coefficient PDEs to some extent. Two examples illustrate the proposed modified algorithm.
Bifurcations and sensitivity in parametric nonlinear programming
Lundberg, Bruce N.; Poore, Aubrey B.
1990-01-01
The parametric nonlinear programming problem is that of determining the behavior of solution(s) as a parameter or vector of parameters alpha belonging to R(sup r) varies over a region of interest for the problem: Minimize over x the set f(x, alpha):h(x, alpha) = 0, g(x, alpha) is greater than or equal to 0, where f:R(sup (n+r)) approaches R, h:R(sup (n+r)) approaches R(sup q) and g:R(sup (n+r)) approaches R(sup p) are assumed to be at least twice continuously differentiable. Some of these parameters may be fixed but not known precisely and others may be varied to enhance the performance of the system. In both cases a fundamentally important problem in the investigation of global sensitivity of the system is to determine the stability boundaries of the regions in parameter space which define regions of qualitatively similar solutions. The objective is to explain how numerical continuation and bifurcation techniques can be used to investigate the parametric nonlinear programming problem in a global sense. Thus, first the problem is converted to a closed system of parameterized nonlinear equations whose solution set contains all local minimizers of the original problem. This system, which will be represented as F(z,alpha) = O, will include all Karush-Kuhn-Tucker and Fritz John points, both feasible and infeasible solutions, and relative minima, maxima, and saddle points of the problem. The local existence and uniqueness of a solution path (z(alpha), alpha) of this system as well as the solution type persist as long as a singularity in the Jacobian D(sub z)F(z,alpha) is not encountered. Thus the nonsingularity of this Jacobian is characterized in terms of conditions on the problem itself. Then, a class of efficient predictor-corrector continuation procedures for tracing solution paths of the system F(z,alpha) = O which are tailored specifically to the parametric programming problem are described. Finally, these procedures and the obtained information are illustrated
AES ALGORITHM IMPLEMENTATION IN PROGRAMMING LANGUAGES
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Luminiţa DEFTA
2010-12-01
Full Text Available Information encryption represents the usage of an algorithm to convert an unknown message into an encrypted one. It is used to protect the data against unauthorized access. Protected data can be stored on a media device or can be transmitted through the network. In this paper we describe a concrete implementation of the AES algorithm in the Java programming language (available from Java Development Kit 6 libraries and C (using the OpenSSL library. AES (Advanced Encryption Standard is an asymmetric key encryption algorithm formally adopted by the U.S. government and was elected after a long process of standardization.
Linear programming mathematics, theory and algorithms
1996-01-01
Linear Programming provides an in-depth look at simplex based as well as the more recent interior point techniques for solving linear programming problems. Starting with a review of the mathematical underpinnings of these approaches, the text provides details of the primal and dual simplex methods with the primal-dual, composite, and steepest edge simplex algorithms. This then is followed by a discussion of interior point techniques, including projective and affine potential reduction, primal and dual affine scaling, and path following algorithms. Also covered is the theory and solution of the linear complementarity problem using both the complementary pivot algorithm and interior point routines. A feature of the book is its early and extensive development and use of duality theory. Audience: The book is written for students in the areas of mathematics, economics, engineering and management science, and professionals who need a sound foundation in the important and dynamic discipline of linear programming.
Institute of Scientific and Technical Information of China (English)
Igor Boglaev; Matthew Hardy
2008-01-01
This paper presents and analyzes a monotone domain decomposition algorithm for solving nonlinear singularly perturbed reaction-diffusion problems of parabolic type.To solve the nonlinear weighted average finite difference scheme for the partial differential equation,we construct a monotone domain decomposition algorithm based on a Schwarz alternating method and a box-domain decomposition.This algorithm needs only to solve linear discrete systems at each iterative step and converges monotonically to the exact solution of the nonlinear discrete problem. The rate of convergence of the monotone domain decomposition algorithm is estimated.Numerical experiments are presented.
gpICA: A Novel Nonlinear ICA Algorithm Using Geometric Linearization
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Nguyen Thang Viet
2007-01-01
Full Text Available A new geometric approach for nonlinear independent component analysis (ICA is presented in this paper. Nonlinear environment is modeled by the popular post nonlinear (PNL scheme. To eliminate the nonlinearity in the observed signals, a novel linearizing method named as geometric post nonlinear ICA (gpICA is introduced. Thereafter, a basic linear ICA is applied on these linearized signals to estimate the unknown sources. The proposed method is motivated by the fact that in a multidimensional space, a nonlinear mixture is represented by a nonlinear surface while a linear mixture is represented by a plane, a special form of the surface. Therefore, by geometrically transforming the surface representing a nonlinear mixture into a plane, the mixture can be linearized. Through simulations on different data sets, superior performance of gpICA algorithm has been shown with respect to other algorithms.
gpICA: A Novel Nonlinear ICA Algorithm Using Geometric Linearization
Nguyen, Thang Viet; Patra, Jagdish Chandra; Emmanuel, Sabu
2006-12-01
A new geometric approach for nonlinear independent component analysis (ICA) is presented in this paper. Nonlinear environment is modeled by the popular post nonlinear (PNL) scheme. To eliminate the nonlinearity in the observed signals, a novel linearizing method named as geometric post nonlinear ICA (gpICA) is introduced. Thereafter, a basic linear ICA is applied on these linearized signals to estimate the unknown sources. The proposed method is motivated by the fact that in a multidimensional space, a nonlinear mixture is represented by a nonlinear surface while a linear mixture is represented by a plane, a special form of the surface. Therefore, by geometrically transforming the surface representing a nonlinear mixture into a plane, the mixture can be linearized. Through simulations on different data sets, superior performance of gpICA algorithm has been shown with respect to other algorithms.
Dynamic programming algorithms for biological sequence comparison.
Pearson, W R; Miller, W
1992-01-01
Efficient dynamic programming algorithms are available for a broad class of protein and DNA sequence comparison problems. These algorithms require computer time proportional to the product of the lengths of the two sequences being compared [O(N2)] but require memory space proportional only to the sum of these lengths [O(N)]. Although the requirement for O(N2) time limits use of the algorithms to the largest computers when searching protein and DNA sequence databases, many other applications of these algorithms, such as calculation of distances for evolutionary trees and comparison of a new sequence to a library of sequence profiles, are well within the capabilities of desktop computers. In particular, the results of library searches with rapid searching programs, such as FASTA or BLAST, should be confirmed by performing a rigorous optimal alignment. Whereas rapid methods do not overlook significant sequence similarities, FASTA limits the number of gaps that can be inserted into an alignment, so that a rigorous alignment may extend the alignment substantially in some cases. BLAST does not allow gaps in the local regions that it reports; a calculation that allows gaps is very likely to extend the alignment substantially. Although a Monte Carlo evaluation of the statistical significance of a similarity score with a rigorous algorithm is much slower than the heuristic approach used by the RDF2 program, the dynamic programming approach should take less than 1 hr on a 386-based PC or desktop Unix workstation. For descriptive purposes, we have limited our discussion to methods for calculating similarity scores and distances that use gap penalties of the form g = rk. Nevertheless, programs for the more general case (g = q+rk) are readily available. Versions of these programs that run either on Unix workstations, IBM-PC class computers, or the Macintosh can be obtained from either of the authors.
A NONMONOTONE TRUST REGION ALGORITHM FOR NONLINEAR OPTIMIZATION SUBJECT TO GENERAL CONSTRAINTS
Institute of Scientific and Technical Information of China (English)
Hongchao Zhang
2003-01-01
In this paper we present a nonmonotone trust region algorithm for general nonlinear constrained optimization problems. The main idea of this paper is to combine Yuan's technique[1] with a nonmonotone method similar to Ke and Han [2]. This new algorithm may not only keep the robust properties of the algorithm given by Yuan, but also have some advantages led by the nonmonotone technique. Under very mild conditions, global convergence for the algorithm is given. Numerical experiments demonstrate the efficiency of the algorithm.
Double precision nonlinear cell for fast independent component analysis algorithm
Jain, V. K.
2006-05-01
Several advanced algorithms in defense and security objectives require high-speed computation of nonlinear functions. These include detection, localization, and identification. Increasingly, such computations must be performed in double precision accuracy in real time. In this paper, we develop a significance-based interpolative approach to such evaluations for double precision arguments. It is shown that our approach requires only one major multiplication, which leads to a unified and fast, two-cycle, VLSI architecture for mantissa computations. In contrast, the traditional iterative computations require several cycles to converge and typically these computations vary a lot from one function to another. Moreover, when the evaluation pertains to a compound or concatenated function, the overall time required becomes the sum of the times required by the individual operations. For our approach, the time required remains two cycles even for such compound or concatenated functions. Very importantly, the paper develops a key formula for predicting and bounding the worst case arithmetic error. This new result enables the designer to quickly select the architectural parameters without the expensive and intolerably long simulations, while guaranteeing the desired accuracy. The specific application focus is the mapping of the Independent Component Analysis (ICA) technique to a coarse-grain parallel-processing architecture.
A BPTT-like Min-Max Optimal Control Algorithm for Nonlinear Systems
Milić, Vladimir; Kasać, Josip; Majetić, Dubravko; Šitum, Željko
2010-09-01
This paper presents a conjugate gradient-based algorithm for feedback min-max optimal control of nonlinear systems. The algorithm has a backward-in-time recurrent structure similar to the back propagation through time (BPTT) algorithm. The control law is given as the output of the one-layer neural network. Main contribution of the paper includes the integration of BPTT techniques, conjugate gradient methods, Adams method for solving ODEs and automatic differentiation (AD), to provide an effective, novel algorithm for solving numerically optimally min-max control problems. The proposed algorithm is applied to the rotational/translational actuator (RTAC) nonlinear benchmark problem with control and state vector constraints.
[Non-linear rectification of sensor based on immune genetic algorithm].
Lu, Lirong; Zhou, Jinyang; Niu, Xiaodong
2014-08-01
A non-linear rectification based on immune genetic algorithm (IGA) is proposed in this paper, for the shortcoming of the non-linearity rectification. This algorithm introducing the biologic immune mechanism into the genetic algorithm can restrain the disadvantages that the poor precision, slow convergence speed and early maturity of the genetic algorithm. Computer simulations indicated that the algorithm not only keeps population diversity, but also increases the convergent speed, precision and the stability greatly. The results have shown the correctness and effectiveness of the method.
[Non-linear rectification of sensor based on immune genetic Algorithm].
Lu, Lirong; Zhou, Jinyang; Niu, Xiaodong
2014-08-01
A non-linear rectification based on immune genetic algorithm (IGA) is proposed in this paper, for the shortcoming of the non-linearity rectification. This algorithm introducing the biologic immune mechanism into the genetic algorithm can restrain the disadvantages that the poor precision, slow convergence speed and early maturity of the genetic algorithm. Computer simulations indicated that the algorithm not only keeps population diversity, but also increases the convergent speed, precision and the stability greatly. The results have shown the correctness and effectiveness of the method.
Altmann, Yoann; Tourneret, Jean-Yves
2013-01-01
This paper presents a nonlinear mixing model for hyperspectral image unmixing. The proposed model assumes that the pixel reflectances are post-nonlinear functions of unknown pure spectral components contaminated by an additive white Gaussian noise. These nonlinear functions are approximated using polynomials leading to a polynomial post-nonlinear mixing model. A Bayesian algorithm is proposed to estimate the parameters involved in the model yielding an unsupervised nonlinear unmixing algorithm. Due to the large number of parameters to be estimated, an efficient Hamiltonian Monte Carlo algorithm is investigated. The classical leapfrog steps of this algorithm are modified to handle the parameter constraints. The performance of the unmixing strategy, including convergence and parameter tuning, is first evaluated on synthetic data. Simulations conducted with real data finally show the accuracy of the proposed unmixing strategy for the analysis of hyperspectral images.
MINIMAL INVERSION AND ITS ALGORITHMS OF DISCRETE-TIME NONLINEAR SYSTEMS
Institute of Scientific and Technical Information of China (English)
ZHENG Yufan
2005-01-01
The left-inverse system with minimal order and its algorithms of discrete-time nonlinear systems are studied in a linear algebraic framework. The general structure of left-inverse system is described and computed in symbolic algorithm. Two algorithms are given for constructing left-inverse systems with minimal order.
Energy Technology Data Exchange (ETDEWEB)
Huang, Xiaobiao; Safranek, James
2014-09-01
Nonlinear dynamics optimization is carried out for a low emittance upgrade lattice of SPEAR3 in order to improve its dynamic aperture and Touschek lifetime. Two multi-objective optimization algorithms, a genetic algorithm and a particle swarm algorithm, are used for this study. The performance of the two algorithms are compared. The result shows that the particle swarm algorithm converges significantly faster to similar or better solutions than the genetic algorithm and it does not require seeding of good solutions in the initial population. These advantages of the particle swarm algorithm may make it more suitable for many accelerator optimization applications.
Shoemaker, Christine; Wan, Ying
2016-04-01
Optimization of nonlinear water resources management issues which have a mixture of fixed (e.g. construction cost for a well) and variable (e.g. cost per gallon of water pumped) costs has been not well addressed because prior algorithms for the resulting nonlinear mixed integer problems have required many groundwater simulations (with different configurations of decision variable), especially when the solution space is multimodal. In particular heuristic methods like genetic algorithms have often been used in the water resources area, but they require so many groundwater simulations that only small systems have been solved. Hence there is a need to have a method that reduces the number of expensive groundwater simulations. A recently published algorithm for nonlinear mixed integer programming using surrogates was shown in this study to greatly reduce the computational effort for obtaining accurate answers to problems involving fixed costs for well construction as well as variable costs for pumping because of a substantial reduction in the number of groundwater simulations required to obtain an accurate answer. Results are presented for a US EPA hazardous waste site. The nonlinear mixed integer surrogate algorithm is general and can be used on other problems arising in hydrology with open source codes in Matlab and python ("pySOT" in Bitbucket).
Directory of Open Access Journals (Sweden)
Yongquan Zhou
2013-01-01
Full Text Available In view of the traditional numerical method to solve the nonlinear equations exist is sensitive to initial value and the higher accuracy of defects. This paper presents an invasive weed optimization (IWO algorithm which has population diversity with the heuristic global search of differential evolution (DE algorithm. In the iterative process, the global exploration ability of invasive weed optimization algorithm provides effective search area for differential evolution; at the same time, the heuristic search ability of differential evolution algorithm provides a reliable guide for invasive weed optimization. Based on the test of several typical nonlinear equations and a circle packing problem, the results show that the differential evolution invasive weed optimization (DEIWO algorithm has a higher accuracy and speed of convergence, which is an efficient and feasible algorithm for solving nonlinear systems of equations.
A Model Predictive Algorithm for Active Control of Nonlinear Noise Processes
Directory of Open Access Journals (Sweden)
Qi-Zhi Zhang
2005-01-01
Full Text Available In this paper, an improved nonlinear Active Noise Control (ANC system is achieved by introducing an appropriate secondary source. For ANC system to be successfully implemented, the nonlinearity of the primary path and time delay of the secondary path must be overcome. A nonlinear Model Predictive Control (MPC strategy is introduced to deal with the time delay in the secondary path and the nonlinearity in the primary path of the ANC system. An overall online modeling technique is utilized for online secondary path and primary path estimation. The secondary path is estimated using an adaptive FIR filter, and the primary path is estimated using a Neural Network (NN. The two models are connected in parallel with the two paths. In this system, the mutual disturbances between the operation of the nonlinear ANC controller and modeling of the secondary can be greatly reduced. The coefficients of the adaptive FIR filter and weight vector of NN are adjusted online. Computer simulations are carried out to compare the proposed nonlinear MPC method with the nonlinear Filter-x Least Mean Square (FXLMS algorithm. The results showed that the convergence speed of the proposed nonlinear MPC algorithm is faster than that of nonlinear FXLMS algorithm. For testing the robust performance of the proposed nonlinear ANC system, the sudden changes in the secondary path and primary path of the ANC system are considered. Results indicated that the proposed nonlinear ANC system can rapidly track the sudden changes in the acoustic paths of the nonlinear ANC system, and ensure the adaptive algorithm stable when the nonlinear ANC system is time variable.
An efficient artificial bee colony algorithm with application to nonlinear predictive control
Ait Sahed, Oussama; Kara, Kamel; Benyoucef, Abousoufyane; Laid Hadjili, Mohamed
2016-05-01
In this paper a constrained nonlinear predictive control algorithm, that uses the artificial bee colony (ABC) algorithm to solve the optimization problem, is proposed. The main objective is to derive a simple and efficient control algorithm that can solve the nonlinear constrained optimization problem with minimal computational time. Indeed, a modified version, enhancing the exploring and the exploitation capabilities, of the ABC algorithm is proposed and used to design a nonlinear constrained predictive controller. This version allows addressing the premature and the slow convergence drawbacks of the standard ABC algorithm, using a modified search equation, a well-known organized distribution mechanism for the initial population and a new equation for the limit parameter. A convergence statistical analysis of the proposed algorithm, using some well-known benchmark functions is presented and compared with several other variants of the ABC algorithm. To demonstrate the efficiency of the proposed algorithm in solving engineering problems, the constrained nonlinear predictive control of the model of a Multi-Input Multi-Output industrial boiler is considered. The control performances of the proposed ABC algorithm-based controller are also compared to those obtained using some variants of the ABC algorithms.
PRIMAL PERTURBATION SIMPLEX ALGORITHMS FOR LINEAR PROGRAMMING
Institute of Scientific and Technical Information of China (English)
Ping-qi Pan
2000-01-01
In this paper, we propose two new perturbation simplex variants. Solving linear programming problems without introducing artificial variables, each of the two uses the dual pivot rule to achieve primal feasibility, and then the primal pivot rule to achieve optimality. The second algorithm, a modification of the first, is designed to handle highly degenerate problems more etficiently. Some interesting results concerning merit of the perturbation are established. Numerical results from preliminary tests are also reported.
A MODIFIED LEVENBERG-MARQUARDT ALGORITHM FOR SINGULAR SYSTEM OF NONLINEAR EQUATIONS
Institute of Scientific and Technical Information of China (English)
Jin-yan Fan
2003-01-01
Based on the work of paper [1], we propose a modified Levenberg-Marquardt algoithmfor solving singular system of nonlinear equations F(x) = 0, where F(x): Rn -→ Rn iscontinuously differentiable and F′ (x) is Lipschitz continuous. The algorithm is equivalentto a trust region algorithm in some sense, and the global convergence result is given. Thesequence generated by the algorithm converges to the solution quadratically, if ‖F(x)‖2provides a local error bound for the system of nonlinear equations. Numerical results showthat the algorithm performs well.
Directory of Open Access Journals (Sweden)
Wang Pidong
2016-01-01
Full Text Available Blind source separation is a hot topic in signal processing. Most existing works focus on dealing with linear combined signals, while in practice we always encounter with nonlinear mixed signals. To address the problem of nonlinear source separation, in this paper we propose a novel algorithm using radial basis function neutral network, optimized by multi-universe parallel quantum genetic algorithm. Experiments show the efficiency of the proposed method.
Development of numerical algorithms for practical computation of nonlinear normal modes
2008-01-01
When resorting to numerical algorithms, we show that nonlinear normal mode (NNM) computation is possible with limited implementation effort, which paves the way to a practical method for determining the NNMs of nonlinear mechanical systems. The proposed method relies on two main techniques, namely a shooting procedure and a method for the continuation of NNM motions. In addition, sensitivity analysis is used to reduce the computational burden of the algorithm. A simplified discrete model of a...
Constrained optimization for image restoration using nonlinear programming
Yeh, C.-L.; Chin, R. T.
1985-01-01
The constrained optimization problem for image restoration, utilizing incomplete information and partial constraints, is formulated using nonlinear proramming techniques. This method restores a distorted image by optimizing a chosen object function subject to available constraints. The penalty function method of nonlinear programming is used. Both linear or nonlinear object function, and linear or nonlinear constraint functions can be incorporated in the formulation. This formulation provides a generalized approach to solve constrained optimization problems for image restoration. Experiments using this scheme have been performed. The results are compared with those obtained from other restoration methods and the comparative study is presented.
Approximating electrical distribution networks via mixed-integer nonlinear programming
Energy Technology Data Exchange (ETDEWEB)
Lakhera, Sanyogita [Citibank, New York City, NY (United States); Shanbhag, Uday V. [Department of Industrial and Enterprise Systems Engineering at the University of Illinois at Urbana-Champaign, 117 Transportation Building, 104 S. Mathews Ave., Urbana, IL 61801 (United States); McInerney, Michael K. [Construction Engineering Research Laboratory (CERL) (United States)
2011-02-15
Given urban data derived from a geographical information system (GIS), we consider the problem of constructing an estimate of the electrical distribution system of an urban area. We employ the image data to obtain an approximate electrical load distribution over a network of a prespecificed discretization. Together with partial information about existing substations, we determine the optimal placement of electrical substations to sustain such a load that minimizes the cost of capital and losses. This requires solving large-scale quadratic programs with discrete variables for which we present a novel penalization-smoothing scheme. The choice of locations allows one to determine the optimal flows in this network, as required by physical requirements which provide us with an approximation of the distribution network. Furthermore, the scheme allows for approximating systems in the presence of no-go areas, such as lakes and fields. We examine the performance of our algorithm on the solution of a set of location problems and observe that the scheme is capable of solving large-scale instances, well beyond the realm of existing mixed-integer nonlinear programming solvers. We conclude with a case study in which a stage-wise extension of this scheme is developed to reflect the temporal evolution of load. (author)
Nonlinear System Identification with a Real–Coded Genetic Algorithm (RCGA
Directory of Open Access Journals (Sweden)
Cherif Imen
2015-12-01
Full Text Available This paper is devoted to the blind identification problem of a special class of nonlinear systems, namely, Volterra models, using a real-coded genetic algorithm (RCGA. The model input is assumed to be a stationary Gaussian sequence or an independent identically distributed (i.i.d. process. The order of the Volterra series is assumed to be known. The fitness function is defined as the difference between the calculated cumulant values and analytical equations in which the kernels and the input variances are considered. Simulation results and a comparative study for the proposed method and some existing techniques are given. They clearly show that the RCGA identification method performs better in terms of precision, time of convergence and simplicity of programming.
Directory of Open Access Journals (Sweden)
Xiaoyan Lei
2016-01-01
Full Text Available A model for dynamic analysis of the vehicle-track nonlinear coupling system is established by the finite element method. The whole system is divided into two subsystems: the vehicle subsystem and the track subsystem. Coupling of the two subsystems is achieved by equilibrium conditions for wheel-to-rail nonlinear contact forces and geometrical compatibility conditions. To solve the nonlinear dynamics equations for the vehicle-track coupling system, a cross iteration algorithm and a relaxation technique are presented. Examples of vibration analysis of the vehicle and slab track coupling system induced by China’s high speed train CRH3 are given. In the computation, the influences of linear and nonlinear wheel-to-rail contact models and different train speeds are considered. It is found that the cross iteration algorithm and the relaxation technique have the following advantages: simple programming; fast convergence; shorter computation time; and greater accuracy. The analyzed dynamic responses for the vehicle and the track with the wheel-to-rail linear contact model are greater than those with the wheel-to-rail nonlinear contact model, where the increasing range of the displacement and the acceleration is about 10%, and the increasing range of the wheel-to-rail contact force is less than 5%.
Nonlinear unmixing of hyperspectral images: models and algorithms
Dobigeon, Nicolas; Richard, Cédric; Bermudez, José C M; McLaughlin, Stephen; Hero, Alfred O
2013-01-01
When considering the problem of unmixing hyperspectral images, most of the literature in the geoscience and image processing areas rely on the widely acknowledged linear mixing model (LMM). However, in specific but common contexts, the LMM may be not valid and other nonlinear models should be invoked. Consequently, over the last few years, several significant contributions have been proposed to overcome the limitations inherent in the LMM. In this paper, we present an overview of recent advances that deal with the nonlinear unmixing problem. The main nonlinear models are introduced and their validity discussed. Then, we describe the main classes of unmixing strategies designed to solve the problem in supervised and unsupervised frameworks. Finally, the problem of detecting nonlinear mixtures in hyperspectral images is addressed.
THE APPLICATION OF GENETIC ALGORITHM IN NON-LINEAR INVERSION OF ROCK MECHANICS PARAMETERS
Institute of Scientific and Technical Information of China (English)
赵晓东
1998-01-01
The non-linear inversion of rock mechanics parameters based on genetic algorithm ispresented. The principle and step of genetic algorithm is also given. A brief discussion of thismethod and an application example is presented at the end of this paper. From the satisfied re-sult, quick, convenient and practical new approach is developed to solve this kind of problems.
Model algorithm control using neural networks for input delayed nonlinear control system
Institute of Scientific and Technical Information of China (English)
Yuanliang Zhang; Kil To Chong
2015-01-01
The performance of the model algorithm control method is partial y based on the accuracy of the system’s model. It is diffi-cult to obtain a good model of a nonlinear system, especial y when the nonlinearity is high. Neural networks have the ability to“learn”the characteristics of a system through nonlinear mapping to rep-resent nonlinear functions as wel as their inverse functions. This paper presents a model algorithm control method using neural net-works for nonlinear time delay systems. Two neural networks are used in the control scheme. One neural network is trained as the model of the nonlinear time delay system, and the other one pro-duces the control inputs. The neural networks are combined with the model algorithm control method to control the nonlinear time delay systems. Three examples are used to il ustrate the proposed control method. The simulation results show that the proposed control method has a good control performance for nonlinear time delay systems.
Nonlinear Model Algorithmic Control of a pH Neutralization Process
Institute of Scientific and Technical Information of China (English)
ZOU Zhiyun; YU Meng; WANG Zhizhen; LIU Xinghong; GUO Yuqing; ZHANG Fengbo; GUO Ning
2013-01-01
Control of pH neutralization processes is challenging in the chemical process industry because of their inherent strong nonlinearity.In this paper,the model algorithmic control (MAC) strategy is extended to nonlinear processes using Hammerstein model that consists of a static nonlinear polynomial function followed in series by a linear impulse response dynamic element.A new nonlinear Hammerstein MAC algorithm (named NLH-MAC) is presented in detail.The simulation control results of a pH neutralization process show that NLH-MAC gives better control performance than linear MAC and the commonly used industrial nonlinear propotional plus integral plus derivative (PID) controller.Further simulation experiment demonstrates that NLH-MAC not only gives good control response,but also possesses good stability and robustness even with large modeling errors.
Institute of Scientific and Technical Information of China (English)
LIN Xiangguo; LIANG Yong
2005-01-01
The processing of nonlinear data was one of hot topics in surveying and mapping field in recent years.As a result, many linear methods and nonlinear methods have been developed.But the methods for processing generalized nonlinear surveying and mapping data, especially for different data types and including unknown parameters with random or nonrandom, are seldom noticed.A new algorithm model is presented in this paper for processing nonlinear dynamic multiple-period and multiple-accuracy data derived from deformation monitoring network.
Directory of Open Access Journals (Sweden)
Suxiang He
2014-01-01
Full Text Available An implementable nonlinear Lagrange algorithm for stochastic minimax problems is presented based on sample average approximation method in this paper, in which the second step minimizes a nonlinear Lagrange function with sample average approximation functions of original functions and the sample average approximation of the Lagrange multiplier is adopted. Under a set of mild assumptions, it is proven that the sequences of solution and multiplier obtained by the proposed algorithm converge to the Kuhn-Tucker pair of the original problem with probability one as the sample size increases. At last, the numerical experiments for five test examples are performed and the numerical results indicate that the algorithm is promising.
NONLINEAR FILTER METHOD OF GPS DYNAMIC POSITIONING BASED ON BANCROFT ALGORITHM
Institute of Scientific and Technical Information of China (English)
ZHANGQin; TAOBen-zao; ZHAOChao-ying; WANGLi
2005-01-01
Because of the ignored items after linearization, the extended Kalman filter (EKF) becomes a form of suboptimal gradient descent algorithm. The emanative tendency exists in GPS solution when the filter equations are ill-posed. The deviation in the estimation cannot be avoided. Furthermore, the true solution may be lost in pseudorange positioning because the linearized pseudorange equations are partial solutions. To solve the above problems in GPS dynamic positioning by using EKF, a closed-form Kalman filter method called the two-stage algorithm is presented for the nonlinear algebraic solution of GPS dynamic positioning based on the global nonlinear least squares closed algorithm--Bancroft numerical algorithm of American. The method separates the spatial parts from temporal parts during processing the GPS filter problems, and solves the nonlinear GPS dynamic positioning, thus getting stable and reliable dynamic positioning solutions.
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
Nonlinear time series prediction is studied by using an improved least squares support vector machine (LSSVM) regression based on chaotic mutation evolutionary programming (CMEP) approach for parameter optimization.We analyze how the prediction error varies with different parameters (σ, γ) in LS-SVM. In order to select appropriate parameters for the prediction model, we employ CMEP algorithm. Finally, Nasdaq stock data are predicted by using this LS-SVM regression based on CMEP, and satisfactory results are obtained.
A nonlinear programming method for system design with results that have been implemented
Hauser, F.
1984-01-01
A general nonlinear programming algorithm (NICO) is discussed. An academic optimization example is given. The NICO multi-input, multi-output control system design is discussed. NICO applications relative to launch vehicle autopilot design, space shuttle static balance, transient response criteria in the design of a reentry vehicle control system, and waterjet propulsion and lift system components sized to a large surface effect ship are noted.
Theoretical and algorithmic advances in multi-parametric programming and control
Pistikopoulos, Efstratios N.
2012-04-21
This paper presents an overview of recent theoretical and algorithmic advances, and applications in the areas of multi-parametric programming and explicit/multi-parametric model predictive control (mp-MPC). In multi-parametric programming, advances include areas such as nonlinear multi-parametric programming (mp-NLP), bi-level programming, dynamic programming and global optimization for multi-parametric mixed-integer linear programming problems (mp-MILPs). In multi-parametric/explicit MPC (mp-MPC), advances include areas such as robust multi-parametric control, multi-parametric nonlinear MPC (mp-NMPC) and model reduction in mp-MPC. A comprehensive framework for multi-parametric programming and control is also presented. Recent applications include a hydrogen storage device, a fuel cell power generation system, an unmanned autonomous vehicle (UAV) and a hybrid pressure swing adsorption (PSA) system. © 2012 Springer-Verlag.
An Adaptive Neural Network Model for Nonlinear Programming Problems
Institute of Scientific and Technical Information of China (English)
Xiang-sun Zhang; Xin-jian Zhuo; Zhu-jun Jing
2002-01-01
In this paper a canonical neural network with adaptively changing synaptic weights and activation function parameters is presented to solve general nonlinear programming problems. The basic part of the model is a sub-network used to find a solution of quadratic programming problems with simple upper and lower bounds. By sequentially activating the sub-network under the control of an external computer or a special analog or digital processor that adjusts the weights and parameters, one then solves general nonlinear programming problems. Convergence proof and numerical results are given.
Using genetic programming to discover nonlinear variable interactions.
Westbury, Chris; Buchanan, Lori; Sanderson, Michael; Rhemtulla, Mijke; Phillips, Leah
2003-05-01
Psychology has to deal with many interacting variables. The analyses usually used to uncover such relationships have many constraints that limit their utility. We briefly discuss these and describe recent work that uses genetic programming to evolve equations to combine variables in nonlinear ways in a number of different domains. We focus on four studies of interactions from lexical access experiments and psychometric problems. In all cases, genetic programming described nonlinear combinations of items in a manner that was subsequently independently verified. We discuss the general implications of genetic programming and related computational methods for multivariate problems in psychology.
Algorithms for non-linear M-estimation
DEFF Research Database (Denmark)
Madsen, Kaj; Edlund, O; Ekblom, H
1997-01-01
a sequence of estimation problems for linearized models is solved. In the testing we apply four estimators to ten non-linear data fitting problems. The test problems are also solved by the Generalized Levenberg-Marquardt method and standard optimization BFGS method. It turns out that the new method...
An Evaluation and Comparison of Three Nonlinear Programming Codes
1976-03-01
sixth problem was selected from the Himmelblau collection [Ref. 11] and the remaining two were adaptations cf an inventory model and an entropy model...both require utilization of the main nonlinear codes with their high core and corresponding time requirements. Himmelblau estimated preparation times...Nonlinear Program mincf Moclel for "Determining a Huni/Eions ITix, By R*.J. CTasen, E.¥.Graves ana J.Y7 Iu, 3arch 1974. 11. Himmelblau . D.M., Applied
Modified Filled Function to Solve NonlinearProgramming Problem
Institute of Scientific and Technical Information of China (English)
2015-01-01
Filled function method is an approach to find the global minimum of nonlinear functions. Many Problems, such as computing,communication control, and management, in real applications naturally result in global optimization formulations in a form ofnonlinear global integer programming. This paper gives a modified filled function method to solve the nonlinear global integerprogramming problem. The properties of the proposed modified filled function are also discussed in this paper. The results ofpreliminary numerical experiments are also reported.
Controller Parameter Optimization for Nonlinear Systems Using Enhanced Bacteria Foraging Algorithm
Directory of Open Access Journals (Sweden)
V. Rajinikanth
2012-01-01
Full Text Available An enhanced bacteria foraging optimization (EBFO algorithm-based Proportional + integral + derivative (PID controller tuning is proposed for a class of nonlinear process models. The EBFO algorithm is a modified form of standard BFO algorithm. A multiobjective performance index is considered to guide the EBFO algorithm for discovering the best possible value of controller parameters. The efficiency of the proposed scheme has been validated through a comparative study with classical BFO, adaptive BFO, PSO, and GA based controller tuning methods proposed in the literature. The proposed algorithm is tested in real time on a nonlinear spherical tank system. The real-time results show that, EBFO tuned PID controller gives a smooth response for setpoint tracking performance.
Smoothing Newton Algorithm for Nonlinear Complementarity Problem with a P* Function
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
By using a smoothing function, the P* nonlinear complementarity problem (P* NCP) can be reformulated as a parameterized smooth equation. A Newton method is proposed to solve this equation. The iteration sequence generated by the proposed algorithm is bounded and this algorithm is proved to be globally convergent under an assumption that the P* NCP has a nonempty solution set. This assumption is weaker than the ones used in most existing smoothing algorithms. In particular, the solution obtained by the proposed algorithm is shown to be a maximally complementary solution of the P* NCP without any additional assumption.
Institute of Scientific and Technical Information of China (English)
DAI Chao-Qing; MENG Jian-Ping; ZHANG Jie-Fang
2005-01-01
The Jacobian elliptic function expansion method for nonlinear differential-different equations and its algorithm are presented by using some relations among ten Jacobian elliptic functions and successfully construct more new exact doubly-periodic solutions of the integrable discrete nonlinear Schrodinger equation. When the modulous m → 1or 0, doubly-periodic solutions degenerate to solitonic solutions including bright soliton, dark soliton, new solitons as well as trigonometric function solutions.
A NEW ALGORITHM IN NONLINEAR ANALYSIS OF STRUCTURES USING PARTICLE SWARM OPTIMIZATION
Iman Mansouri; Ali Shahri; Hassan Zahedifar
2016-01-01
Solving systems of nonlinear equations is a difficult problem in numerical computation. Probably the best known and most widely used algorithm to solve a system of nonlinear equations is Newton-Raphson method. A significant shortcoming of this method becomes apparent when attempting to solve problems with limit points. Once a fixed load is defined in the first step, there is no way to modify the load vector should a limit point occur within the increment. To overcome this defect, displacement...
A time integral formulation and algorithm for structural dynamics with nonlinear stiffness
Institute of Scientific and Technical Information of China (English)
Kaiping Yu; Jie Zhao
2006-01-01
A newly-developed numerical algorithm, which is called the new Generalized-α(G-α)method, is presented for solving structural dynamics problems with nonlinear stiffness. The traditional G-α method has undesired overshoot properties as for a class of α-method. In the present work, seven independent parameters are introduced into the single-step three-stage algorithmic formulations and the nonlinear internal force at every time interval is approximated by means of the generalized trapezoidal rule, and then the algorithm is implemented based on the finite difference theory. An analysis on the stability, accuracy, energy and overshoot properties of the proposed scheme is performed in the nonlinear regime. The values or the ranges of values of the seven independent parameters are determined in the analysis process. The computational results obtained by the new algorithm show that the displacement accuracy is of order two, and the acceleration can also be improved to a second order accuracy by a suitable choice of parameters. Obviously, the present algorithm is zerostable, and the energy conservation or energy decay can be realized in the high-frequency range, which can be regarded as stable in an energy sense. The algorithmic overshoot can be completely avoided by using the new algorithm without any constraints with respect to the damping force and initial conditions.
Approach of generating parallel programs from parallelized algorithm design strategies
Institute of Scientific and Technical Information of China (English)
WAN Jian-yi; LI Xiao-ying
2008-01-01
Today, parallel programming is dominated by message passing libraries, such as message passing interface (MPI). This article intends to simplify parallel programming by generating parallel programs from parallelized algorithm design strategies. It uses skeletons to abstract parallelized algorithm design strategies, as well as parallel architectures. Starting from problem specification, an abstract parallel abstract programming language+ (Apla+) program is generated from parallelized algorithm design strategies and problem-specific function definitions. By combining with parallel architectures, implicity of parallelism inside the parallelized algorithm design strategies is exploited. With implementation and transformation, C++ and parallel virtual machine (CPPVM) parallel program is finally generated. Parallelized branch and bound (B&B) algorithm design strategy and parallelized divide and conquer (D & C) algorithm design strategy are studied in this article as examples. And it also illustrates the approach with a case study.
Energy Technology Data Exchange (ETDEWEB)
Jain, N. [Pittsford Sutherland High School, NY (United States)
1999-03-01
Phase-shifting interferometry has many advantages, and the phase shifting nature of the Liquid Crystal Point Diffraction Interferometer (LCPDI) promises to provide significant improvement over other current OMEGA wavefront sensors. However, while phase-shifting capabilities improve its accuracy as an interferometer, phase-shifting itself introduces errors. Phase-shifting algorithms are designed to eliminate certain types of phase-shift errors, and it is important to chose an algorithm that is best suited for use with the LCPDI. Using polarization microscopy, the authors have observed a correlation between LC alignment around the microsphere and fringe behavior. After designing a procedure to compare phase-shifting algorithms, they were able to predict the accuracy of two particular algorithms through computer modeling of device-specific phase shift-errors.
Directory of Open Access Journals (Sweden)
Hui Huang
2017-01-01
Full Text Available According to the pros and cons of contourlet transform and multimodality medical imaging, here we propose a novel image fusion algorithm that combines nonlinear approximation of contourlet transform with image regional features. The most important coefficient bands of the contourlet sparse matrix are retained by nonlinear approximation. Low-frequency and high-frequency regional features are also elaborated to fuse medical images. The results strongly suggested that the proposed algorithm could improve the visual effects of medical image fusion and image quality, image denoising, and enhancement.
Algorithms of estimation for nonlinear systems a differential and algebraic viewpoint
Martínez-Guerra, Rafael
2017-01-01
This book acquaints readers with recent developments in dynamical systems theory and its applications, with a strong focus on the control and estimation of nonlinear systems. Several algorithms are proposed and worked out for a set of model systems, in particular so-called input-affine or bilinear systems, which can serve to approximate a wide class of nonlinear control systems. These can either take the form of state space models or be represented by an input-output equation. The approach taken here further highlights the role of modern mathematical and conceptual tools, including differential algebraic theory, observer design for nonlinear systems and generalized canonical forms.
Directory of Open Access Journals (Sweden)
S. I. Samsudin
2014-01-01
Full Text Available The wastewater treatment plant (WWTP is highly known with the nonlinearity of the control parameters, thus it is difficult to be controlled. In this paper, the enhancement of nonlinear PI controller (ENon-PI to compensate the nonlinearity of the activated sludge WWTP is proposed. The ENon-PI controller is designed by cascading a sector-bounded nonlinear gain to linear PI controller. The rate variation of the nonlinear gain kn is automatically updated based on adaptive interaction algorithm. Initiative to simplify the ENon-PI control structure by adapting kn has been proved by significant improvement under various dynamic influents. More than 30% of integral square error and 14% of integral absolute error are reduced compared to benchmark PI for DO control and nitrate in nitrogen removal control. Better average effluent qualities, less number of effluent violations, and lower aeration energy consumption resulted.
A nonlinear model reference adaptive inverse control algorithm with pre-compensator
Institute of Scientific and Technical Information of China (English)
无
2005-01-01
In this paper, the reduced-order modeling (ROM)technology and its corresponding linear theory are expanded from the linear dynamic system to the nonlinear one, and H∞ control theory is employed in the frequency domain to design some nonlinear system' s pre-compensator in some special way. The adaptive model inverse control (AMIC)theory coping with nonlinear system is improved as well. Such is the model reference adaptive inverse control with pre-compensator (PCMRAIC). The aim of that algorithm is to construct a strategy of control as a whole. As a practical example of the application, the numerical simulation has been given on matlab software packages. The numerical result is given. The proposed strategy realizes the linearization control of nonlinear dynamic system. And it carries out a good performance to deal with the nonlinear system.
Zhang, Huaguang; Song, Ruizhuo; Wei, Qinglai; Zhang, Tieyan
2011-12-01
In this paper, a novel heuristic dynamic programming (HDP) iteration algorithm is proposed to solve the optimal tracking control problem for a class of nonlinear discrete-time systems with time delays. The novel algorithm contains state updating, control policy iteration, and performance index iteration. To get the optimal states, the states are also updated. Furthermore, the "backward iteration" is applied to state updating. Two neural networks are used to approximate the performance index function and compute the optimal control policy for facilitating the implementation of HDP iteration algorithm. At last, we present two examples to demonstrate the effectiveness of the proposed HDP iteration algorithm.
A Projected Lagrangian Algorithm for Nonlinear Minimax Optimization.
1979-11-01
T Problem 5: Charalambous and Bandler (1976) # 1. f 1(x ) 2- + _ f3(x) = 2 exp(-x+ X2) Starting Pointz xO (1,..1)T 61 Problem 6: Rosen and Suzuki...Charalambous and Bandler ,#l) 2 3 1 6 6 6 (Rosen and Suzuki) 4 4 2 7 10 The results demonstrate that at least on a limited set of test problems the...and Numerical Methods for Stiff Differential Equations. Charalambous, C. and J.W. Bandler (1974). Nonlinear minimax optimization as a sequence of least
MOHAMMED, M. A. SI; BOUSSADIA, H.; BELLAR, A.; ADNANE, A.
2017-01-01
This paper presents a brief synthesis and useful performance analysis of different attitude filtering algorithms (attitude determination algorithms, attitude estimation algorithms, and nonlinear observers) applied to Low Earth Orbit Satellite in terms of accuracy, convergence time, amount of memory, and computation time. This latter is calculated in two ways, using a personal computer and also using On-board computer 750 (OBC 750) that is being used in many SSTL Earth observation missions. The use of this comparative study could be an aided design tool to the designer to choose from an attitude determination or attitude estimation or attitude observer algorithms. The simulation results clearly indicate that the nonlinear Observer is the more logical choice.
Comparison and analysis of nonlinear algorithms for compressed sensing in MRI.
Yu, Yeyang; Hong, Mingjian; Liu, Feng; Wang, Hua; Crozier, Stuart
2010-01-01
Compressed sensing (CS) theory has been recently applied in Magnetic Resonance Imaging (MRI) to accelerate the overall imaging process. In the CS implementation, various algorithms have been used to solve the nonlinear equation system for better image quality and reconstruction speed. However, there are no explicit criteria for an optimal CS algorithm selection in the practical MRI application. A systematic and comparative study of those commonly used algorithms is therefore essential for the implementation of CS in MRI. In this work, three typical algorithms, namely, the Gradient Projection For Sparse Reconstruction (GPSR) algorithm, Interior-point algorithm (l(1)_ls), and the Stagewise Orthogonal Matching Pursuit (StOMP) algorithm are compared and investigated in three different imaging scenarios, brain, angiogram and phantom imaging. The algorithms' performances are characterized in terms of image quality and reconstruction speed. The theoretical results show that the performance of the CS algorithms is case sensitive; overall, the StOMP algorithm offers the best solution in imaging quality, while the GPSR algorithm is the most efficient one among the three methods. In the next step, the algorithm performances and characteristics will be experimentally explored. It is hoped that this research will further support the applications of CS in MRI.
Nonlinear Algorithms for Channel Equalization and Map Symbol Detection.
Giridhar, K.
The transfer of information through a communication medium invariably results in various kinds of distortion to the transmitted signal. In this dissertation, a feed -forward neural network-based equalizer, and a family of maximum a posteriori (MAP) symbol detectors are proposed for signal recovery in the presence of intersymbol interference (ISI) and additive white Gaussian noise. The proposed neural network-based equalizer employs a novel bit-mapping strategy to handle multilevel data signals in an equivalent bipolar representation. It uses a training procedure to learn the channel characteristics, and at the end of training, the multilevel symbols are recovered from the corresponding inverse bit-mapping. When the channel characteristics are unknown and no training sequences are available, blind estimation of the channel (or its inverse) and simultaneous data recovery is required. Convergence properties of several existing Bussgang-type blind equalization algorithms are studied through computer simulations, and a unique gain independent approach is used to obtain a fair comparison of their rates of convergence. Although simple to implement, the slow convergence of these Bussgang-type blind equalizers make them unsuitable for many high data-rate applications. Rapidly converging blind algorithms based on the principle of MAP symbol-by -symbol detection are proposed, which adaptively estimate the channel impulse response (CIR) and simultaneously decode the received data sequence. Assuming a linear and Gaussian measurement model, the near-optimal blind MAP symbol detector (MAPSD) consists of a parallel bank of conditional Kalman channel estimators, where the conditioning is done on each possible data subsequence that can convolve with the CIR. This algorithm is also extended to the recovery of convolutionally encoded waveforms in the presence of ISI. Since the complexity of the MAPSD algorithm increases exponentially with the length of the assumed CIR, a suboptimal
Institute of Scientific and Technical Information of China (English)
Zhi Hong-Yan; Zhao Xue-Qin; Zhang Hong-Qing
2005-01-01
Based on the study of tanh function method and the coupled projective Riccati equation method, we propose a new algorithm to search for explicit exact solutions of nonlinear evolution equations. We use the higher-order Schrodinger equation and mKdV equation to illustrate this algorithm. As a result, more new solutions are obtained, which include new solitary solutions, periodic solutions, and singular solutions. Some new solutions are illustrated in figures.
Institute of Scientific and Technical Information of China (English)
WANG Shunjin; ZHANG Hua
2006-01-01
The problem of preserving fidelity in numerical computation of nonlinear ordinary differential equations is studied in terms of preserving local differential structure and approximating global integration structure of the dynamical system.The ordinary differential equations are lifted to the corresponding partial differential equations in the framework of algebraic dynamics,and a new algorithm-algebraic dynamics algorithm is proposed based on the exact analytical solutions of the ordinary differential equations by the algebraic dynamics method.In the new algorithm,the time evolution of the ordinary differential system is described locally by the time translation operator and globally by the time evolution operator.The exact analytical piece-like solution of the ordinary differential equations is expressd in terms of Taylor series with a local convergent radius,and its finite order truncation leads to the new numerical algorithm with a controllable precision better than Runge Kutta Algorithm and Symplectic Geometric Algorithm.
A general-purpose contact detection algorithm for nonlinear structural analysis codes
Energy Technology Data Exchange (ETDEWEB)
Heinstein, M.W.; Attaway, S.W.; Swegle, J.W.; Mello, F.J.
1993-05-01
A new contact detection algorithm has been developed to address difficulties associated with the numerical simulation of contact in nonlinear finite element structural analysis codes. Problems including accurate and efficient detection of contact for self-contacting surfaces, tearing and eroding surfaces, and multi-body impact are addressed. The proposed algorithm is portable between dynamic and quasi-static codes and can efficiently model contact between a variety of finite element types including shells, bricks, beams and particles. The algorithm is composed of (1) a location strategy that uses a global search to decide which slave nodes are in proximity to a master surface and (2) an accurate detailed contact check that uses the projected motions of both master surface and slave node. In this report, currently used contact detection algorithms and their associated difficulties are discussed. Then the proposed algorithm and how it addresses these problems is described. Finally, the capability of the new algorithm is illustrated with several example problems.
Nonlinear programming technique for analyzing flocculent settling data.
Rashid, Md Mamunur; Hayes, Donald F
2014-04-01
The traditional graphical approach for drawing iso-concentration curves to analyze flocculent settling data and design sedimentation basins poses difficulties for computer-based design methods. Thus, researchers have developed empirical approaches to analyze settling data. In this study, the ability of five empirical approaches to fit flocculent settling test data is compared. Particular emphasis is given to compare rule-based SETTLE and rule-based nonlinear programming (NLP) techniques as a viable alternative to the modeling methods of Berthouex and Stevens (1982), San (1989), and Ozer (1994). Published flocculent settling data are used to test the suitability of these empirical approaches. The primary objective, however, is to determine if the results of a NLP optimization technique are more reliable than those of other approaches. For this, mathematical curve fitting is conducted and the modeled concentration data are graphically compared to the observed data. The design results in terms of average solid removal efficiency as a function of detention times are also compared. Finally, the sum of squared errors values from these approaches are compared. The results indicate a strong correlation between observed and NLP modeled concentration data. The SETTLE and NLP approaches tend to be more conservative at lower retention times and less conservative at longer retention times. The SETTLE approach appears to be the most conservative. In terms of sum of squared errors values, NLP appears to be rank number one (i.e., best model) for eight data sets and number two for six data sets among 15 data sets. Therefore, NLP is recommended for analyzing flocculent settling data as a logical extension of other approaches. The NLP approach is further recommended as it is an optimization technique and uses conventional mathematical algorithms that can be solved using widely available software such as EXCEL and LINGO.
Incremental approximate dynamic programming for nonlinear flight control design
Zhou, Y.; Van Kampen, E.J.; Chu, Q.P.
2015-01-01
A self-learning adaptive flight control design for non-linear systems allows reliable and effective operation of flight vehicles in a dynamic environment. Approximate dynamic programming (ADP) provides a model-free and computationally effective process for designing adaptive linear optimal
A Novel Nonlinear Programming Model for Distribution Protection Optimization
Zambon, Eduardo; Bossois, Débora Z.; Garcia, Berilhes B.; Azeredo, Elias F.
2009-01-01
This paper presents a novel nonlinear binary programming model designed to improve the reliability indices of a distribution network. This model identifies the type and location of protection devices that should be installed in a distribution feeder and is a generalization of the classical optimizat
Numerical nonlinear complex geometrical optics algorithm for the 3D Calderón problem
DEFF Research Database (Denmark)
Delbary, Fabrice; Knudsen, Kim
2014-01-01
computer implementation of the full nonlinear algorithm is given. First a boundary integral equation is solved by a Nystrom method for the traces of the complex geometrical optics solutions, second the scattering transform is computed and inverted using fast Fourier transform, and finally a boundary value...
A Taylor-Galerkin finite element algorithm for transient nonlinear thermal-structural analysis
Thornton, E. A.; Dechaumphai, P.
1986-01-01
A Taylor-Galerkin finite element method for solving large, nonlinear thermal-structural problems is presented. The algorithm is formulated for coupled transient and uncoupled quasistatic thermal-structural problems. Vectorizing strategies ensure computational efficiency. Two applications demonstrate the validity of the approach for analyzing transient and quasistatic thermal-structural problems.
A separated bias identification and state estimation algorithm for nonlinear systems
Caglayan, A. K.; Lancraft, R. E.
1983-01-01
A computational algorithm for the identification of biases in discrete-time, nonlinear, stochastic systems is derived by extending the separate bias estimation results for linear systems to the extended Kalman filter formulation. The merits of the approach are illustrated by identifying instrument biases using a terminal configured vehicle simulation.
Active suppression of nonlinear composite beam vibrations by selected control algorithms
Warminski, Jerzy; Bochenski, Marcin; Jarzyna, Wojciech; Filipek, Piotr; Augustyniak, Michal
2011-05-01
This paper is focused on application of different control algorithms for a flexible, geometrically nonlinear beam-like structure with Macro Fiber Composite (MFC) actuator. Based on the mathematical model of a geometrically nonlinear beam, analytical solutions for Nonlinear Saturation Controller (NSC) are obtained using Multiple Scale Method. Effectiveness of different control strategies is evaluated by numerical simulations in Matlab-Simulink software. Then, the Digital Signal Processing (DSP) controller and selected control algorithms are implemented to the physical system to compare numerical and experimental results. Detailed analysis for the NSC system is carried out, especially for high level of amplitude and wide range of frequencies of excitation. Finally, the efficiency of the considered controllers is tested experimentally for a more complex autoparametric " L-shape" beam system.
Institute of Scientific and Technical Information of China (English)
Chunxia Jia; Detong Zhu
2008-01-01
In this paper we propose an affine scaling interior algorithm via conjugate gradient path for solving nonlinear equality systems subject to bounds on variables.By employing the affine scaling conjugate gradient path search strategy,we obtain an iterative direction by solving the linearize model.By using the line search technique,we will find an acceptable trial step length along this direction which is strictly feasible and makes the objective function nonmonotonically decreasing.The global convergence and fast local convergence rate of the proposed algorithm are established under some reasonable conditions.Furthermore,the numerical results of the proposed algorithm indicate to be effective.
Parameter estimation of cutting tool temperature nonlinear model using PSO algorithm
Institute of Scientific and Technical Information of China (English)
无
2005-01-01
In cutting tool temperature experiment, a large number of related data could be available. In order to define the relationship among the experiment data, the nonlinear regressive curve of cutting tool temperature must be constructed based on the data. This paper proposes the Particle Swarm Optimization (PSO) algorithm for estimating the parameters such a curve. The PSO algorithm is an evolutional method based on a very simple concept. Comparison of PSO results with those of GA and LS methods showed that the PSO algorithm is more effective for estimating the parameters of the above curve.
User's guide to the Fault Inferring Nonlinear Detection System (FINDS) computer program
Caglayan, A. K.; Godiwala, P. M.; Satz, H. S.
1988-01-01
Described are the operation and internal structure of the computer program FINDS (Fault Inferring Nonlinear Detection System). The FINDS algorithm is designed to provide reliable estimates for aircraft position, velocity, attitude, and horizontal winds to be used for guidance and control laws in the presence of possible failures in the avionics sensors. The FINDS algorithm was developed with the use of a digital simulation of a commercial transport aircraft and tested with flight recorded data. The algorithm was then modified to meet the size constraints and real-time execution requirements on a flight computer. For the real-time operation, a multi-rate implementation of the FINDS algorithm has been partitioned to execute on a dual parallel processor configuration: one based on the translational dynamics and the other on the rotational kinematics. The report presents an overview of the FINDS algorithm, the implemented equations, the flow charts for the key subprograms, the input and output files, program variable indexing convention, subprogram descriptions, and the common block descriptions used in the program.
Application of a Dynamic Programming Algorithm for Weapon Target Assignment
2016-02-01
UNCLASSIFIED UNCLASSIFIED Application of a Dynamic Programming Algorithm for Weapon Target Assignment Lloyd Hammond Weapons and...Combat Systems Division Defence Science and Technology Group DST Group-TR-3221 ABSTRACT Threat evaluation and weapon assignment...dynamic programming algorithm for Weapon Target Assignment which, after more rigorous testing, could be used as a concept demonstrator and as an auxiliary
Improved simple optimization (SOPT algorithm for unconstrained non-linear optimization problems
Directory of Open Access Journals (Sweden)
J. Thomas
2016-09-01
Full Text Available In the recent years, population based meta-heuristic are developed to solve non-linear optimization problems. These problems are difficult to solve using traditional methods. Simple optimization (SOPT algorithm is one of the simple and efficient meta-heuristic techniques to solve the non-linear optimization problems. In this paper, SOPT is compared with some of the well-known meta-heuristic techniques viz. Artificial Bee Colony algorithm (ABC, Particle Swarm Optimization (PSO, Genetic Algorithm (GA and Differential Evolutions (DE. For comparison, SOPT algorithm is coded in MATLAB and 25 standard test functions for unconstrained optimization having different characteristics are run for 30 times each. The results of experiments are compared with previously reported results of other algorithms. Promising and comparable results are obtained for most of the test problems. To improve the performance of SOPT, an improvement in the algorithm is proposed which helps it to come out of local optima when algorithm gets trapped in it. In almost all the test problems, improved SOPT is able to get the actual solution at least once in 30 runs.
Indian Academy of Sciences (India)
A Rama Mohan Rao; T V S R Appa Rao; B Dattaguru
2004-02-01
The work reported in this paper is motivated by the need to develop portable parallel processing algorithms and codes which can run on a variety of hardware platforms without any modiﬁcations. The prime aim of the research work reported here is to test the portability of the parallel algorithms and also to study and understand the comparative efﬁciencies of three parallel algorithms developed for implicit time integration technique. The standard message passing interface (MPI) is used to develop parallel algorithms for computing nonlinear dynamic response of large structures employing implicit time-marching scheme. The parallel algorithms presented in this paper are developed under the broad framework of non-overlapped domain decomposition technique. Numerical studies indicate that the parallel algorithm devised employing the conventional form of Newmark time integration algorithm is faster than the predictor–corrector form. It is also accurate and highly adaptive to ﬁne grain computations. The group implicit algorithm is found to be extremely superior in performance when compared to the other two parallel algorithms. This algorithm is better suited for large size problems on coarse grain environment as the resulting submeshes will obviously be large and thus permit larger time steps without losing accuracy.
Some Nonlinear Reconstruction Algorithms for Electrical Impedance Tomography
Energy Technology Data Exchange (ETDEWEB)
Berryman, J G
2001-03-09
An impedance camera [Henderson and Webster, 1978; Dines and Lytle, 1981]--or what is now more commonly called electrical impedance tomography--attempts to image the electrical impedance (or just the conductivity) distribution inside a body using electrical measurements on its boundary. The method has been used successfully in both biomedical [Brown, 1983; Barber and Brown, 1986; J. C. Newell, D. G. Gisser, and D. Isaacson, 1988; Webster, 1990] and geophysical applications [Wexler, Fry, and Neurnan, 1985; Daily, Lin, and Buscheck, 1987], but the analysis of optimal reconstruction algorithms is still progressing [Murai and Kagawa, 1985; Wexler, Fry, and Neurnan, 1985; Kohn and Vogelius, 1987; Yorkey and Webster, 1987; Yorkey, Webster, and Tompkins, 1987; Berryman and Kohn, 1990; Kohn and McKenney, 1990; Santosa and Vogelius, 1990; Yorkey, 1990]. The most common application is monitoring the influx or efflux of a highly conducting fluid (such as brine in a porous rock or blood in the human body) through the volume being imaged. For biomedical applications, this met hod does not have the resolution of radiological methods, but it is comparatively safe and inexpensive and therefore provides a valuable alternative when continuous monitoring of a patient or process is desired. The following discussion is intended first t o summarize the physics of electrical impedance tomography, then to provide a few details of the data analysis and forward modeling requirements, and finally to outline some of the reconstruction algorithms that have proven to be most useful in practice. Pointers to the literature are provided throughout this brief narrative and the reader is encouraged to explore the references for more complete discussions of the various issues raised here.
A FORTRAN program for calculating nonlinear seismic ground response
Joyner, William B.
1977-01-01
The program described here was designed for calculating the nonlinear seismic response of a system of horizontal soil layers underlain by a semi-infinite elastic medium representing bedrock. Excitation is a vertically incident shear wave in the underlying medium. The nonlinear hysteretic behavior of the soil is represented by a model consisting of simple linear springs and Coulomb friction elements arranged as shown. A boundary condition is used which takes account of finite rigidity in the elastic substratum. The computations are performed by an explicit finite-difference scheme that proceeds step by step in space and time. A brief program description is provided here with instructions for preparing the input and a source listing. A more detailed discussion of the method is presented elsewhere as is the description of a different program employing implicit integration.
A novel neural network for nonlinear convex programming.
Gao, Xing-Bao
2004-05-01
In this paper, we present a neural network for solving the nonlinear convex programming problem in real time by means of the projection method. The main idea is to convert the convex programming problem into a variational inequality problem. Then a dynamical system and a convex energy function are constructed for resulting variational inequality problem. It is shown that the proposed neural network is stable in the sense of Lyapunov and can converge to an exact optimal solution of the original problem. Compared with the existing neural networks for solving the nonlinear convex programming problem, the proposed neural network has no Lipschitz condition, no adjustable parameter, and its structure is simple. The validity and transient behavior of the proposed neural network are demonstrated by some simulation results.
A Unified Approach for Developing Efficient Algorithmic Programs
Institute of Scientific and Technical Information of China (English)
薛锦云
1997-01-01
A unified approach called partition-and-recur for developing efficient and correct algorithmic programs is presented.An algorithm(represented by recurrence and initiation)is separated from program,and special attention is paid to algorithm manipulation rather than proram calculus.An algorithm is exactly a set of mathematical formulae.It is easier for formal erivation and proof.After getting efficient and correct algorithm,a trivial transformation is used to get a final rogram,The approach covers several known algorithm design techniques,e.g.dynamic programming,greedy,divide-and-conquer and enumeration,etc.The techniques of partition and recurrence are not new.Partition is a general approach for dealing with complicated objects and is typically used in divide-and-conquer approach.Recurrence is used in algorithm analysis,in developing loop invariants and dynamic programming approach.The main contribution is combining two techniques used in typical algorithm development into a unified and systematic approach to develop general efficient algorithmic programs and presenting a new representation of algorithm that is easier for understanding and demonstrating the correctness and ingenuity of algorithmicprograms.
Parallel algorithm of trigonometric collocation method in nonlinear dynamics of rotors
Directory of Open Access Journals (Sweden)
Musil T.
2007-11-01
Full Text Available A parallel algorithm of a numeric procedure based on a method of trigonometric collocation is presented for investigating an unbalance response of a rotor supported by journal bearings. After a condensation process the trigonometric collocation method results in a set of nonlinear algebraic equations which is solved by the Newton-Raphson method. The order of the set is proportional to the number of nonlinear bearing coordinates and terms of the finite Fourier series. The algorithm, realized in the MATLAB parallel computing environment (DCT/DCE, uses message passing technique for interacting among processes on nodes of a parallel computer. This technique enables portability of the source code both on parallel computers with distributed and shared memory. Tests, made on a Beowulf cluster and a symmetric multiprocessor, have revealed very good speed-up and scalability of this algorithm.
Chin, Siu A
2007-01-01
Since the kinetic and the potential energy term of the real time nonlinear Schr\\"odinger equation can each be solved exactly, the entire equation can be solved to any order via splitting algorithms. We verified the fourth-order convergence of some well known algorithms by solving the Gross-Pitaevskii equation numerically. All such splitting algorithms suffer from a latent numerical instability even when the total energy is very well conserved. A detail error analysis reveals that the noise, or elementary excitations of the nonlinear Schr\\"odinger, obeys the Bogoliubov spectrum and the instability is due to the exponential growth of high wave number noises caused by the splitting process. For a continuum wave function, this instability is unavoidable no matter how small the time step. For a discrete wave function, the instability can be avoided only for $\\dt k_{max}^2{<\\atop\\sim}2 \\pi$, where $k_{max}=\\pi/\\Delta x$.
Fsheikh, Ahmed H.
2013-01-01
A nonlinear orthogonal matching pursuit (NOMP) for sparse calibration of reservoir models is presented. Sparse calibration is a challenging problem as the unknowns are both the non-zero components of the solution and their associated weights. NOMP is a greedy algorithm that discovers at each iteration the most correlated components of the basis functions with the residual. The discovered basis (aka support) is augmented across the nonlinear iterations. Once the basis functions are selected from the dictionary, the solution is obtained by applying Tikhonov regularization. The proposed algorithm relies on approximate gradient estimation using an iterative stochastic ensemble method (ISEM). ISEM utilizes an ensemble of directional derivatives to efficiently approximate gradients. In the current study, the search space is parameterized using an overcomplete dictionary of basis functions built using the K-SVD algorithm.
Kazemi, Mahdi; Arefi, Mohammad Mehdi
2016-12-15
In this paper, an online identification algorithm is presented for nonlinear systems in the presence of output colored noise. The proposed method is based on extended recursive least squares (ERLS) algorithm, where the identified system is in polynomial Wiener form. To this end, an unknown intermediate signal is estimated by using an inner iterative algorithm. The iterative recursive algorithm adaptively modifies the vector of parameters of the presented Wiener model when the system parameters vary. In addition, to increase the robustness of the proposed method against variations, a robust RLS algorithm is applied to the model. Simulation results are provided to show the effectiveness of the proposed approach. Results confirm that the proposed method has fast convergence rate with robust characteristics, which increases the efficiency of the proposed model and identification approach. For instance, the FIT criterion will be achieved 92% in CSTR process where about 400 data is used.
Directory of Open Access Journals (Sweden)
Chein-Shan Liu
2014-01-01
Full Text Available To solve an unconstrained nonlinear minimization problem, we propose an optimal algorithm (OA as well as a globally optimal algorithm (GOA, by deflecting the gradient direction to the best descent direction at each iteration step, and with an optimal parameter being derived explicitly. An invariant manifold defined for the model problem in terms of a locally quadratic function is used to derive a purely iterative algorithm and the convergence is proven. Then, the rank-two updating techniques of BFGS are employed, which result in several novel algorithms as being faster than the steepest descent method (SDM and the variable metric method (DFP. Six numerical examples are examined and compared with exact solutions, revealing that the new algorithms of OA, GOA, and the updated ones have superior computational efficiency and accuracy.
The Contraction-Expansion Algorithm and Its Use in Fitting Nonlinear Equation
Institute of Scientific and Technical Information of China (English)
Gu Shiliang; Hui Dafeng; Bian Aihua
1998-01-01
A new optimization method, contraction-expansion algorithm, is developed and applied to fit nonlinear equations. Five points with equal distance are allocated in the given initial intervals, then the algorithm searches for the points of better objective function one round after another, with contracting and expanding intervals alternatively.The step length (l), a critical factor to optimal solution, is determined and adjusted by feedback information of the searching process. The experiments with number of simulated and real data sets show that the new algorithm is much easier to the optimization than other methods. The algorithm does not need to provide derivatives of the equation.This algorithm can also be used in other optimization problems.
Approximate Augmented Lagrangian Functions and Nonlinear Semidefinite Programs
Institute of Scientific and Technical Information of China (English)
X. X. HUANG; K. L. TEO; X. Q. YANG
2006-01-01
In this paper, an approximate augmented Lagrangian function for nonlinear semidefinite programs is introduced. Some basic properties of the approximate augmented Lagrange function such as monotonicity and convexity are discussed. Necessary and sufficient conditions for approximate strong duality results are derived. Conditions for an approximate exact penalty representation in the framework of augmented Lagrangian are given. Under certain conditions, it is shown that any limit point of a sequence of stationary points of approximate augmented Lagrangian problems is a KKT point of the original semidefinite program and that a sequence of optimal solutions to augmented Lagrangian problems converges to a solution of the original semidefinite program.
Wang, Fei-Yue; Jin, Ning; Liu, Derong; Wei, Qinglai
2011-01-01
In this paper, we study the finite-horizon optimal control problem for discrete-time nonlinear systems using the adaptive dynamic programming (ADP) approach. The idea is to use an iterative ADP algorithm to obtain the optimal control law which makes the performance index function close to the greatest lower bound of all performance indices within an ε-error bound. The optimal number of control steps can also be obtained by the proposed ADP algorithms. A convergence analysis of the proposed ADP algorithms in terms of performance index function and control policy is made. In order to facilitate the implementation of the iterative ADP algorithms, neural networks are used for approximating the performance index function, computing the optimal control policy, and modeling the nonlinear system. Finally, two simulation examples are employed to illustrate the applicability of the proposed method.
Directory of Open Access Journals (Sweden)
Zhong Wan
2013-01-01
Full Text Available In accord with the practical engineering design conditions, a nonlinear programming model is constructed for maximizing the fatigue life of V-belt drive in which some polymorphic uncertainties are incorporated. For a given satisfaction level and a confidence level, an equivalent formulation of this uncertain optimization model is obtained where only interval parameters are involved. Based on the concepts of maximal and minimal range inequalities for describing interval inequality, the interval parameter model is decomposed into two standard nonlinear programming problems, and an algorithm, called two-step based sampling algorithm, is developed to find an interval optimal solution for the original problem. Case study is employed to demonstrate the validity and practicability of the constructed model and the algorithm.
A sequential quadratic programming algorithm using an incomplete solution of the subproblem
Energy Technology Data Exchange (ETDEWEB)
Murray, W. [Stanford Univ., CA (United States). Systems Optimization Lab.; Prieto, F.J. [Universidad `Carlos III` de Madrid (Spain). Dept. de Estadistica y Econometria
1993-05-01
We analyze sequential quadratic programming (SQP) methods to solve nonlinear constrained optimization problems that are more flexible in their definition than standard SQP methods. The type of flexibility introduced is motivated by the necessity to deviate from the standard approach when solving large problems. Specifically we no longer require a minimizer of the QP subproblem to be determined or particular Lagrange multiplier estimates to be used. Our main focus is on an SQP algorithm that uses a particular augmented Lagrangian merit function. New results are derived for this algorithm under weaker conditions than previously assumed; in particular, it is not assumed that the iterates lie on a compact set.
CHAOS-REGULARIZATION HYBRID ALGORITHM FOR NONLINEAR TWO-DIMENSIONAL INVERSE HEAT CONDUCTION PROBLEM
Institute of Scientific and Technical Information of China (English)
王登刚; 刘迎曦; 李守巨
2002-01-01
A numerical model of nonlinear two-dimensional steady inverse heat conduction problem was established considering the thermal conductivity changing with temperature.Combining the chaos optimization algorithm with the gradient regularization method, a chaos-regularization hybrid algorithm was proposed to solve the established numerical model.The hybrid algorithm can give attention to both the advantages of chaotic optimization algorithm and those of gradient regularization method. The chaos optimization algorithm was used to help the gradient regalarization method to escape from local optima in the hybrid algorithm. Under the assumption of temperature-dependent thermal conductivity changing with temperature in linear rule, the thermal conductivity and the linear rule were estimated by using the present method with the aid of boundary temperature measurements. Numerical simulation results show that good estimation on the thermal conductivity and the linear function can be obtained with arbitrary initial guess values, and that the present hybrid algorithm is much more efficient than conventional genetic algorithm and chaos optimization algorithm.
Institute of Scientific and Technical Information of China (English)
Wan Zhongping; Wang Guangrain; Lv Yibing
2011-01-01
The penalty function method, presented many years ago, is an important nu- merical method for the mathematical programming problems. In this article, we propose a dual-relax penalty function approach, which is significantly different from penalty func- tion approach existing for solving the bilevel programming, to solve the nonlinear bilevel programming with linear lower level problem. Our algorithm will redound to the error analysis for computing an approximate solution to the bilevel programming. The error estimate is obtained among the optimal objective function value of the dual-relax penalty problem and of the original bilevel programming problem. An example is illustrated to show the feasibility of the proposed approach.
Directory of Open Access Journals (Sweden)
Ronghui Zhang
2017-05-01
Full Text Available Focusing on safety, comfort and with an overall aim of the comprehensive improvement of a vision-based intelligent vehicle, a novel Advanced Emergency Braking System (AEBS is proposed based on Nonlinear Model Predictive Algorithm. Considering the nonlinearities of vehicle dynamics, a vision-based longitudinal vehicle dynamics model is established. On account of the nonlinear coupling characteristics of the driver, surroundings, and vehicle itself, a hierarchical control structure is proposed to decouple and coordinate the system. To avoid or reduce the collision risk between the intelligent vehicle and collision objects, a coordinated cost function of tracking safety, comfort, and fuel economy is formulated. Based on the terminal constraints of stable tracking, a multi-objective optimization controller is proposed using the theory of non-linear model predictive control. To quickly and precisely track control target in a finite time, an electronic brake controller for AEBS is designed based on the Nonsingular Fast Terminal Sliding Mode (NFTSM control theory. To validate the performance and advantages of the proposed algorithm, simulations are implemented. According to the simulation results, the proposed algorithm has better integrated performance in reducing the collision risk and improving the driving comfort and fuel economy of the smart car compared with the existing single AEBS.
An adaptive genetic algorithm for solving bilevel linear programming problem
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
Bilevel linear programming, which consists of the objective functions of the upper level and lower level, is a useful tool for modeling decentralized decision problems.Various methods are proposed for solving this problem. Of all the algorithms, the genetic algorithm is an alternative to conventional approaches to find the solution of the bilevel linear programming. In this paper, we describe an adaptive genetic algorithm for solving the bilevel linear programming problem to overcome the difficulty of determining the probabilities of crossover and mutation. In addition, some techniques are adopted not only to deal with the difficulty that most of the chromosomes may be infeasible in solving constrained optimization problem with genetic algorithm but also to improve the efficiency of the algorithm. The performance of this proposed algorithm is illustrated by the examples from references.
Murphy, Patrick Charles
1985-01-01
An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The algorithm was developed for airplane parameter estimation problems but is well suited for most nonlinear, multivariable, dynamic systems. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort. MNRES determines the sensitivities with less computational effort than using either a finite-difference method or integrating the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, thus eliminating algorithm reformulation with each new model and providing flexibility to use model equations in any format that is convenient. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. It is observed that the degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. The CR bounds were found to be close to the bounds determined by the search when the degree of nonlinearity was small. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels for the parameter confidence limits. The primary utility of the measure, however, was found to be in predicting the degree of agreement between Cramer-Rao bounds and search estimates.
A nonlinear filtering algorithm for denoising HR(S)TEM micrographs
Energy Technology Data Exchange (ETDEWEB)
Du, Hongchu, E-mail: h.du@fz-juelich.de [Ernst Ruska-Centre for Microscopy and Spectroscopy with Electrons, Jülich Research Centre, Jülich, 52425 (Germany); Central Facility for Electron Microscopy (GFE), RWTH Aachen University, Aachen 52074 (Germany); Peter Grünberg Institute, Jülich Research Centre, Jülich 52425 (Germany)
2015-04-15
Noise reduction of micrographs is often an essential task in high resolution (scanning) transmission electron microscopy (HR(S)TEM) either for a higher visual quality or for a more accurate quantification. Since HR(S)TEM studies are often aimed at resolving periodic atomistic columns and their non-periodic deviation at defects, it is important to develop a noise reduction algorithm that can simultaneously handle both periodic and non-periodic features properly. In this work, a nonlinear filtering algorithm is developed based on widely used techniques of low-pass filter and Wiener filter, which can efficiently reduce noise without noticeable artifacts even in HR(S)TEM micrographs with contrast of variation of background and defects. The developed nonlinear filtering algorithm is particularly suitable for quantitative electron microscopy, and is also of great interest for beam sensitive samples, in situ analyses, and atomic resolution EFTEM. - Highlights: • A nonlinear filtering algorithm for denoising HR(S)TEM images is developed. • It can simultaneously handle both periodic and non-periodic features properly. • It is particularly suitable for quantitative electron microscopy. • It is of great interest for beam sensitive samples, in situ analyses, and atomic resolution EFTEM.
Shemer, A.; Schwarz, A.; Gur, E.; Cohen, E.; Zalevsky, Z.
2015-04-01
In this paper, the authors describe a novel technique for image nonlinearity and non-uniformity corrections in imaging systems based on gamma detectors. The limitation of the gamma detector prevents the producing of high quality images due to the radionuclide distribution. This problem causes nonlinearity and non-uniformity distortions in the obtained image. Many techniques have been developed to correct or compensate for these image artifacts using complex calibration processes. The presented method is based on the Papoulis - Gerchberg(PG) iterative algorithm and is obtained without need of detector calibration, tuning process or using any special test phantom.
An efficient algorithm for some highly nonlinear fractional PDEs in mathematical physics.
Directory of Open Access Journals (Sweden)
Jamshad Ahmad
Full Text Available In this paper, a fractional complex transform (FCT is used to convert the given fractional partial differential equations (FPDEs into corresponding partial differential equations (PDEs and subsequently Reduced Differential Transform Method (RDTM is applied on the transformed system of linear and nonlinear time-fractional PDEs. The results so obtained are re-stated by making use of inverse transformation which yields it in terms of original variables. It is observed that the proposed algorithm is highly efficient and appropriate for fractional PDEs and hence can be extended to other complex problems of diversified nonlinear nature.
An efficient algorithm for some highly nonlinear fractional PDEs in mathematical physics.
Ahmad, Jamshad; Mohyud-Din, Syed Tauseef
2014-01-01
In this paper, a fractional complex transform (FCT) is used to convert the given fractional partial differential equations (FPDEs) into corresponding partial differential equations (PDEs) and subsequently Reduced Differential Transform Method (RDTM) is applied on the transformed system of linear and nonlinear time-fractional PDEs. The results so obtained are re-stated by making use of inverse transformation which yields it in terms of original variables. It is observed that the proposed algorithm is highly efficient and appropriate for fractional PDEs and hence can be extended to other complex problems of diversified nonlinear nature.
Institute of Scientific and Technical Information of China (English)
YAN Zhen-Ya
2004-01-01
A Weierstrass elliptic function expansion method and its algorithm are developed in this paper. The method changes the problem solving nonlinear evolution equations into another one solving the correspondingsystem of nonlinear algebraic equations. With the aid of symbolic computation (e.g. Maple), the method is applied to the combined KdV-mKdV equation and (2+1)-dimensional coupled Davey-Stewartson equation. As a consequence, many new types of doubly periodic solutions are obtained in terms of the Weierstrass elliptic function. Jacobi elliptic function solutions and solitary wave solutions are also given as simple limits of doubly periodic solutions.
Institute of Scientific and Technical Information of China (English)
YANZhen-Ya
2004-01-01
A Weierstrass elliptic function expansion method and its algorithm are developed in this paper. The method changes the problem solving nonlinear evolution equations into another one solving the corresponding system of nonlinear algebraic equations. With the aid of symbolic computation (e.g. Maple), the method is applied to the combined KdV-mKdV equation and (2+1)-dimensional coupled Davey-Stewartson equation. As a consequence, many new types of doubly periodic solutions are obtained in terms of the Weierstrass elliptic function. Jacobi elliptic function solutions and solitary wave solutions are also given as simple limits of doubly periodic solutions.
Nonlinear Random Effects Mixture Models: Maximum Likelihood Estimation via the EM Algorithm.
Wang, Xiaoning; Schumitzky, Alan; D'Argenio, David Z
2007-08-15
Nonlinear random effects models with finite mixture structures are used to identify polymorphism in pharmacokinetic/pharmacodynamic phenotypes. An EM algorithm for maximum likelihood estimation approach is developed and uses sampling-based methods to implement the expectation step, that results in an analytically tractable maximization step. A benefit of the approach is that no model linearization is performed and the estimation precision can be arbitrarily controlled by the sampling process. A detailed simulation study illustrates the feasibility of the estimation approach and evaluates its performance. Applications of the proposed nonlinear random effects mixture model approach to other population pharmacokinetic/pharmacodynamic problems will be of interest for future investigation.
Support vector classification algorithm based on variable parameter linear programming
Institute of Scientific and Technical Information of China (English)
Xiao Jianhua; Lin Jian
2007-01-01
To solve the problems of SVM in dealing with large sample size and asymmetric distributed samples, a support vector classification algorithm based on variable parameter linear programming is proposed.In the proposed algorithm, linear programming is employed to solve the optimization problem of classification to decrease the computation time and to reduce its complexity when compared with the original model.The adjusted punishment parameter greatly reduced the classification error resulting from asymmetric distributed samples and the detailed procedure of the proposed algorithm is given.An experiment is conducted to verify whether the proposed algorithm is suitable for asymmetric distributed samples.
Liu, Derong; Li, Hongliang; Wang, Ding
2015-06-01
In this paper, we establish error bounds of adaptive dynamic programming algorithms for solving undiscounted infinite-horizon optimal control problems of discrete-time deterministic nonlinear systems. We consider approximation errors in the update equations of both value function and control policy. We utilize a new assumption instead of the contraction assumption in discounted optimal control problems. We establish the error bounds for approximate value iteration based on a new error condition. Furthermore, we also establish the error bounds for approximate policy iteration and approximate optimistic policy iteration algorithms. It is shown that the iterative approximate value function can converge to a finite neighborhood of the optimal value function under some conditions. To implement the developed algorithms, critic and action neural networks are used to approximate the value function and control policy, respectively. Finally, a simulation example is given to demonstrate the effectiveness of the developed algorithms.
Fleming, P.
1983-01-01
A design technique is proposed for linear regulators in which a feedback controller of fixed structure is chosen to minimize an integral quadratic objective function subject to the satisfaction of integral quadratic constraint functions. Application of a nonlinear programming algorithm to this mathematically tractable formulation results in an efficient and useful computer aided design tool. Particular attention is paid to computational efficiency and various recommendations are made. Two design examples illustrate the flexibility of the approach and highlight the special insight afforded to the designer. One concerns helicopter longitudinal dynamics and the other the flight dynamics of an aerodynamically unstable aircraft.
A NEW SQP-FILTER METHOD FOR SOLVING NONLINEAR PROGRAMMING PROBLEMS
Institute of Scientific and Technical Information of China (English)
Duoquan Li
2006-01-01
In [4],Fletcher and Leyffer present a new method that solves nonlinear programming problems without a penalty function by SQP-Filter algorithm. It has attracted much attention due to its good numerical results. In this paper we propose a new SQP-Filter method which can overcome Maratos effect more effectively. We give stricter acceptant criteria when the iterative points are far from the optimal points and looser ones vice-versa. About this new method,the proof of global convergence is also presented under standard assumptions. Numerical results show that our method is efficient.
CAD of control systems: Application of nonlinear programming to a linear quadratic formulation
Fleming, P.
1983-01-01
The familiar suboptimal regulator design approach is recast as a constrained optimization problem and incorporated in a Computer Aided Design (CAD) package where both design objective and constraints are quadratic cost functions. This formulation permits the separate consideration of, for example, model following errors, sensitivity measures and control energy as objectives to be minimized or limits to be observed. Efficient techniques for computing the interrelated cost functions and their gradients are utilized in conjunction with a nonlinear programming algorithm. The effectiveness of the approach and the degree of insight into the problem which it affords is illustrated in a helicopter regulation design example.
Relaxation and decomposition methods for mixed integer nonlinear programming
Nowak, Ivo; Bank, RE
2005-01-01
This book presents a comprehensive description of efficient methods for solving nonconvex mixed integer nonlinear programs, including several numerical and theoretical results, which are presented here for the first time. It contains many illustrations and an up-to-date bibliography. Because on the emphasis on practical methods, as well as the introduction into the basic theory, the book is accessible to a wide audience. It can be used both as a research and as a graduate text.
An application of Matlab c on Dimensional Nonlinear Programming
Fernando Giménez Palomares; María José Marín Fernández
2014-01-01
[EN] Nonlinear Programming (NLP) is a widely applicable tool in modeling real life problems applied to business, economics and engineering. Is to maximize or minimize a scalar field whose domain is given as a set of constraints given by equalities and/or inequalities not necessarily linear. In this paper we present a virtual laboratory to study the PNL graphically and numerically in the case of two variables [EN] La Programación No Lineal (PNL) constituye una herramienta de amp...
Energy Technology Data Exchange (ETDEWEB)
Enghauser, Michael [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2016-02-01
The goal of the Domestic Nuclear Detection Office (DNDO) Algorithm Improvement Program (AIP) is to facilitate gamma-radiation detector nuclide identification algorithm development, improvement, and validation. Accordingly, scoring criteria have been developed to objectively assess the performance of nuclide identification algorithms. In addition, a Microsoft Excel spreadsheet application for automated nuclide identification scoring has been developed. This report provides an overview of the equations, nuclide weighting factors, nuclide equivalencies, and configuration weighting factors used by the application for scoring nuclide identification algorithm performance. Furthermore, this report presents a general overview of the nuclide identification algorithm scoring application including illustrative examples.
Improvements to the Levenberg-Marquardt algorithm for nonlinear least-squares minimization
Transtrum, Mark K
2012-01-01
When minimizing a nonlinear least-squares function, the Levenberg-Marquardt algorithm can suffer from a slow convergence, particularly when it must navigate a narrow canyon en route to a best fit. On the other hand, when the least-squares function is very flat, the algorithm may easily become lost in parameter space. We introduce several improvements to the Levenberg-Marquardt algorithm in order to improve both its convergence speed and robustness to initial parameter guesses. We update the usual step to include a geodesic acceleration correction term, explore a systematic way of accepting uphill steps that may increase the residual sum of squares due to Umrigar and Nightingale, and employ the Broyden method to update the Jacobian matrix. We test these changes by comparing their performance on a number of test problems with standard implementations of the algorithm. We suggest that these two particular challenges, slow convergence and robustness to initial guesses, are complimentary problems. Schemes that imp...
Directory of Open Access Journals (Sweden)
Olav Slupphaug
2001-01-01
Full Text Available We present a mathematical programming approach to robust control of nonlinear systems with uncertain, possibly time-varying, parameters. The uncertain system is given by different local affine parameter dependent models in different parts of the state space. It is shown how this representation can be obtained from a nonlinear uncertain system by solving a set of continuous linear semi-infinite programming problems, and how each of these problems can be solved as a (finite series of ordinary linear programs. Additionally, the system representation includes control- and state constraints. The controller design method is derived from Lyapunov stability arguments and utilizes an affine parameter dependent quadratic Lyapunov function. The controller has a piecewise affine output feedback structure, and the design amounts to finding a feasible solution to a set of linear matrix inequalities combined with one spectral radius constraint on the product of two positive definite matrices. A local solution approach to this nonconvex feasibility problem is proposed. Complexity of the design method and some special cases such as state- feedback are discussed. Finally, an application of the results is given by proposing an on-line computationally feasible algorithm for constrained nonlinear state- feedback model predictive control with robust stability.
Institute of Scientific and Technical Information of China (English)
Fadhil H. T. Al-dulaimy; WANG Zuoying
2005-01-01
This work describes an improved feature extractor algorithm to extract the peripheral features of point x(ti,fj) using a nonlinear algorithm to compute the nonlinear time spectrum (NL-TS) pattern. The algorithm observes n×n neighborhoods of the point in all directions, and then incorporates the peripheral features using the Mel frequency cepstrum components (MFCCs)-based feature extractor of the Tsinghua electronic engineering speech processing (THEESP) for Mandarin automatic speech recognition (MASR) system as replacements of the dynamic features with different feature combinations. In this algorithm, the orthogonal bases are extracted directly from the speech data using discrite cosime transformation (DCT) with 3×3 blocks on an NL-TS pattern as the peripheral features. The new primal bases are then selected and simplified in the form of the operator in the time direction and the operator in the frequency direction. The algorithm has 23.29% improvements of the relative error rate in comparison with the standard MFCC feature-set and the dynamic features in tests using THEESP with the duration distribution-based hidden Markov model (DDBHMM) based on MASR system.
Long step homogeneous interior point algorithm for the p* nonlinear complementarity problems
Directory of Open Access Journals (Sweden)
Lešaja Goran
2002-01-01
Full Text Available A P*-Nonlinear Complementarity Problem as a generalization of the P*-Linear Complementarity Problem is considered. We show that the long-step version of the homogeneous self-dual interior-point algorithm could be used to solve such a problem. The algorithm achieves linear global convergence and quadratic local convergence under the following assumptions: the function satisfies a modified scaled Lipschitz condition, the problem has a strictly complementary solution, and certain submatrix of the Jacobian is nonsingular on some compact set.
Directory of Open Access Journals (Sweden)
Houda Salhi
2016-01-01
Full Text Available This paper deals with the parameter estimation problem for multivariable nonlinear systems described by MIMO state-space Wiener models. Recursive parameters and state estimation algorithms are presented using the least squares technique, the adjustable model, and the Kalman filter theory. The basic idea is to estimate jointly the parameters, the state vector, and the internal variables of MIMO Wiener models based on a specific decomposition technique to extract the internal vector and avoid problems related to invertibility assumption. The effectiveness of the proposed algorithms is shown by an illustrative simulation example.
Bilevel programming problems theory, algorithms and applications to energy networks
Dempe, Stephan; Pérez-Valdés, Gerardo A; Kalashnykova, Nataliya; Kalashnikova, Nataliya
2015-01-01
This book describes recent theoretical findings relevant to bilevel programming in general, and in mixed-integer bilevel programming in particular. It describes recent applications in energy problems, such as the stochastic bilevel optimization approaches used in the natural gas industry. New algorithms for solving linear and mixed-integer bilevel programming problems are presented and explained.
Directory of Open Access Journals (Sweden)
H. Vazquez-Leal
2014-01-01
Full Text Available We present a homotopy continuation method (HCM for finding multiple operating points of nonlinear circuits composed of devices modelled by using piecewise linear (PWL representations. We propose an adaptation of the modified spheres path tracking algorithm to trace the homotopy trajectories of PWL circuits. In order to assess the benefits of this proposal, four nonlinear circuits composed of piecewise linear modelled devices are analysed to determine their multiple operating points. The results show that HCM can find multiple solutions within a single homotopy trajectory. Furthermore, we take advantage of the fact that homotopy trajectories are PWL curves meant to replace the multidimensional interpolation and fine tuning stages of the path tracking algorithm with a simple and highly accurate procedure based on the parametric straight line equation.
An algorithm for continuum modeling of rocks with multiple embedded nonlinearly-compliant joints
Hurley, R. C.; Vorobiev, O. Y.; Ezzedine, S. M.
2017-08-01
We present a numerical method for modeling the mechanical effects of nonlinearly-compliant joints in elasto-plastic media. The method uses a series of strain-rate and stress update algorithms to determine joint closure, slip, and solid stress within computational cells containing multiple "embedded" joints. This work facilitates efficient modeling of nonlinear wave propagation in large spatial domains containing a large number of joints that affect bulk mechanical properties. We implement the method within the massively parallel Lagrangian code GEODYN-L and provide verification and examples. We highlight the ability of our algorithms to capture joint interactions and multiple weakness planes within individual computational cells, as well as its computational efficiency. We also discuss the motivation for developing the proposed technique: to simulate large-scale wave propagation during the Source Physics Experiments (SPE), a series of underground explosions conducted at the Nevada National Security Site (NNSS).
Acikmese, Ahmet Behcet; Carson, John M., III
2006-01-01
A robustly stabilizing MPC (model predictive control) algorithm for uncertain nonlinear systems is developed that guarantees resolvability. With resolvability, initial feasibility of the finite-horizon optimal control problem implies future feasibility in a receding-horizon framework. The control consists of two components; (i) feed-forward, and (ii) feedback part. Feed-forward control is obtained by online solution of a finite-horizon optimal control problem for the nominal system dynamics. The feedback control policy is designed off-line based on a bound on the uncertainty in the system model. The entire controller is shown to be robustly stabilizing with a region of attraction composed of initial states for which the finite-horizon optimal control problem is feasible. The controller design for this algorithm is demonstrated on a class of systems with uncertain nonlinear terms that have norm-bounded derivatives and derivatives in polytopes. An illustrative numerical example is also provided.
Rajput, Sudheesh K; Nishchal, Naveen K
2014-01-20
We propose a novel nonlinear image-encryption scheme based on a Gerchberg-Saxton (G-S) phase-retrieval algorithm in the Fresnel transform domain. The decryption process can be performed using conventional double random phase encoding (DRPE) architecture. The encryption is realized by applying G-S phase-retrieval algorithm twice, which generates two asymmetric keys from intermediate phases. The asymmetric keys are generated in such a way that decryption is possible optically with a conventional DRPE method. Due to the asymmetric nature of the keys, the proposed encryption process is nonlinear and offers enhanced security. The cryptanalysis has been carried out, which proves the robustness of proposed scheme against known-plaintext, chosen-plaintext, and special attacks. A simple optical setup for decryption has also been suggested. Results of computer simulation support the idea of the proposed cryptosystem.
Han, Honggui; Wu, Xiao-Long; Qiao, Jun-Fei
2014-04-01
In this paper, a self-organizing fuzzy-neural-network with adaptive computation algorithm (SOFNN-ACA) is proposed for modeling a class of nonlinear systems. This SOFNN-ACA is constructed online via simultaneous structure and parameter learning processes. In structure learning, a set of fuzzy rules can be self-designed using an information-theoretic methodology. The fuzzy rules with high spiking intensities (SI) are divided into new ones. And the fuzzy rules with a small relative mutual information (RMI) value will be pruned in order to simplify the FNN structure. In parameter learning, the consequent part parameters are learned through the use of an ACA that incorporates an adaptive learning rate strategy into the learning process to accelerate the convergence speed. Then, the convergence of SOFNN-ACA is analyzed. Finally, the proposed SOFNN-ACA is used to model nonlinear systems. The modeling results demonstrate that this proposed SOFNN-ACA can model nonlinear systems effectively.
Directory of Open Access Journals (Sweden)
Mahsa Khoeiniha
2012-01-01
Full Text Available This paper investigated study of dynamics of nonlinear electrical circuit by means of modern nonlinear techniques and the control of a class of chaotic system by using backstepping method based on Lyapunov function. The behavior of such nonlinear system when they are under the influence of external sinusoidal disturbances with unknown amplitudes has been considered. The objective is to analyze the performance of this system at different amplitudes of disturbances. We illustrate the proposed approach for controlling duffing oscillator problem to stabilize this system at the equilibrium point. Also Genetic Algorithm method (GA for computing the parameters of controller has been used. GA can be successfully applied to achieve a better controller. Simulation results have shown the effectiveness of the proposed method.
Directory of Open Access Journals (Sweden)
Aijia Ouyang
2015-01-01
Full Text Available Nonlinear Muskingum models are important tools in hydrological forecasting. In this paper, we have come up with a class of new discretization schemes including a parameter θ to approximate the nonlinear Muskingum model based on general trapezoid formulas. The accuracy of these schemes is second order, if θ≠1/3, but interestingly when θ=1/3, the accuracy of the presented scheme gets improved to third order. Then, the present schemes are transformed into an unconstrained optimization problem which can be solved by a hybrid invasive weed optimization (HIWO algorithm. Finally, a numerical example is provided to illustrate the effectiveness of the present methods. The numerical results substantiate the fact that the presented methods have better precision in estimating the parameters of nonlinear Muskingum models.
Zhang, Huaguang; Wei, Qinglai; Luo, Yanhong
2008-08-01
In this paper, we aim to solve the infinite-time optimal tracking control problem for a class of discrete-time nonlinear systems using the greedy heuristic dynamic programming (HDP) iteration algorithm. A new type of performance index is defined because the existing performance indexes are very difficult in solving this kind of tracking problem, if not impossible. Via system transformation, the optimal tracking problem is transformed into an optimal regulation problem, and then, the greedy HDP iteration algorithm is introduced to deal with the regulation problem with rigorous convergence analysis. Three neural networks are used to approximate the performance index, compute the optimal control policy, and model the nonlinear system for facilitating the implementation of the greedy HDP iteration algorithm. An example is given to demonstrate the validity of the proposed optimal tracking control scheme.
On the solution of mixed-integer nonlinear programming models for computer aided molecular design.
Ostrovsky, Guennadi M; Achenie, Luke E K; Sinha, Manish
2002-11-01
This paper addresses the efficient solution of computer aided molecular design (CAMD) problems, which have been posed as mixed-integer nonlinear programming models. The models of interest are those in which the number of linear constraints far exceeds the number of nonlinear constraints, and with most variables participating in the nonconvex terms. As a result global optimization methods are needed. A branch-and-bound algorithm (BB) is proposed that is specifically tailored to solving such problems. In a conventional BB algorithm, branching is performed on all the search variables that appear in the nonlinear terms. This translates to a large number of node traversals. To overcome this problem, we have proposed a new strategy for branching on a set of linear branchingfunctions, which depend linearly on the search variables. This leads to a significant reduction in the dimensionality of the search space. The construction of linear underestimators for a class of functions is also presented. The CAMD problem that is considered is the design of optimal solvents to be used as cleaning agents in lithographic printing.
Fault Diagnosis of Nonlinear Systems Based on Hybrid PSOSA Optimization Algorithm
Institute of Scientific and Technical Information of China (English)
Ling-Lai Li; Dong-Hua Zhou; Ling Wang
2007-01-01
Fault diagnosis of nonlinear systems is of great importance in theory and practice, and the parameter estimation method is an effective strategy. Based on the framework of moving horizon estimation, fault parameters are identified by a proposed intelligent optimization algorithm called PSOSA, which could avoid premature convergence of standard particle swarm optimization (PSO) by introducing the probabilistic jumping property of simulated annealing (SA). Simulations on a three-tank system show the effectiveness of this optimization based fault diagnosis strategy.
Earth Tide Algorithms for the OMNIS Computer Program System.
1986-04-01
This report presents five computer algorithms that jointly specify the gravitational action by which the tidal redistributions of the Earth’s masses...routine is a simplified version of the fourth and is provided for use during computer program verification. All computer algorithms express the tidal
Smoothing Newton Algorithm for Linear Programming over Symmetric Cones
Institute of Scientific and Technical Information of China (English)
LIU Xiaohong; NI Tie
2009-01-01
By using the theory of Euclidean Jordan algebras,based on a new class of smoothing functions,the QiSun-Zhou's smoothing Newton algorithm is extended to solve linear programming over symmetric cones (SCLP).The algorithm is globally convergent under suitable assumptions.
Nonlinear Inversion of Potential-Field Data Using an Improved Genetic Algorithm
Institute of Scientific and Technical Information of China (English)
Feng Gangding; Chen Chao
2004-01-01
The genetic algorithm is useful for solving an inversion of complex nonlinear geophysical equations. The multi-point search of the genetic algorithm makes it easier to find a globally optimal solution and avoid falling into a local extremum. The search efficiency of the genetic algorithm is a key to producing successful solutions in a huge multi-parameter model space. The encoding mechanism of the genetic algorithm affects the searching processes in the evolution. Not all genetic operations perform perfectly in a search under either a binary or decimal encoding system. As such, a standard genetic algorithm (SGA) is sometimes unable to resolve an optimization problem such as a simple geophysical inversion. With the binary encoding system the operation of the crossover may produce more new individuals. The decimal encoding system, on the other hand, makes the mutation generate more new genes. This paper discusses approaches of exploiting the search potentials of genetic operations with different encoding systems and presents a hybrid-encoding mechanism for the genetic algorithm. This is referred to as the hybrid-encoding genetic algorithm (HEGA). The method is based on the routine in which the mutation operation is executed in decimal code and other operations in binary code. HEGA guarantees the birth of better genes by mutation processing with a high probability, so that it is beneficial for resolving the inversions of complicated problems. Synthetic and real-world examples demonstrate the advantages of using HEGA in the inversion of potential-field data.
Institute of Scientific and Technical Information of China (English)
无
2008-01-01
Two classes of mixed-integer nonlinear bilevel programming problems are discussed. One is that the follower's functions are separable with respect to the follower's variables, and the other is that the follower's functions are convex if the follower's variables are not restricted to integers. A genetic algorithm based on an exponential distribution is proposed for the aforementioned problems. First, for each fixed leader's variable x, it is proved that the optimal solution y of the follower's mixed-integer programming can be obtained by solving associated relaxed problems, and according to the convexity of the functions involved, a simplified branch and bound approach is given to solve the follower's programming for the second class of problems. Furthermore, based on an exponential distribution with a parameter A, a new crossover operator is designed in which the best individuals are used to generate better offspring of crossover. The simulation results illustrate that the proposed algorithm is efficient and robust.
Zhu, Yuanheng; Zhao, Dongbin; Li, Xiangjun
2017-03-01
H∞ control is a powerful method to solve the disturbance attenuation problems that occur in some control systems. The design of such controllers relies on solving the zero-sum game (ZSG). But in practical applications, the exact dynamics is mostly unknown. Identification of dynamics also produces errors that are detrimental to the control performance. To overcome this problem, an iterative adaptive dynamic programming algorithm is proposed in this paper to solve the continuous-time, unknown nonlinear ZSG with only online data. A model-free approach to the Hamilton-Jacobi-Isaacs equation is developed based on the policy iteration method. Control and disturbance policies and value are approximated by neural networks (NNs) under the critic-actor-disturber structure. The NN weights are solved by the least-squares method. According to the theoretical analysis, our algorithm is equivalent to a Gauss-Newton method solving an optimization problem, and it converges uniformly to the optimal solution. The online data can also be used repeatedly, which is highly efficient. Simulation results demonstrate its feasibility to solve the unknown nonlinear ZSG. When compared with other algorithms, it saves a significant amount of online measurement time.
Solving Classification Problems Using Genetic Programming Algorithms on GPUs
Cano, Alberto; Zafra, Amelia; Ventura, Sebastián
Genetic Programming is very efficient in problem solving compared to other proposals but its performance is very slow when the size of the data increases. This paper proposes a model for multi-threaded Genetic Programming classification evaluation using a NVIDIA CUDA GPUs programming model to parallelize the evaluation phase and reduce computational time. Three different well-known Genetic Programming classification algorithms are evaluated using the parallel evaluation model proposed. Experimental results using UCI Machine Learning data sets compare the performance of the three classification algorithms in single and multithreaded Java, C and CUDA GPU code. Results show that our proposal is much more efficient.
A Recurrent Neural Network for Nonlinear Fractional Programming
Directory of Open Access Journals (Sweden)
Quan-Ju Zhang
2012-01-01
Full Text Available This paper presents a novel recurrent time continuous neural network model which performs nonlinear fractional optimization subject to interval constraints on each of the optimization variables. The network is proved to be complete in the sense that the set of optima of the objective function to be minimized with interval constraints coincides with the set of equilibria of the neural network. It is also shown that the network is primal and globally convergent in the sense that its trajectory cannot escape from the feasible region and will converge to an exact optimal solution for any initial point being chosen in the feasible interval region. Simulation results are given to demonstrate further the global convergence and good performance of the proposing neural network for nonlinear fractional programming problems with interval constraints.
Value Iteration Adaptive Dynamic Programming for Optimal Control of Discrete-Time Nonlinear Systems.
Wei, Qinglai; Liu, Derong; Lin, Hanquan
2016-03-01
In this paper, a value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon undiscounted optimal control problems for discrete-time nonlinear systems. The present value iteration ADP algorithm permits an arbitrary positive semi-definite function to initialize the algorithm. A novel convergence analysis is developed to guarantee that the iterative value function converges to the optimal performance index function. Initialized by different initial functions, it is proven that the iterative value function will be monotonically nonincreasing, monotonically nondecreasing, or nonmonotonic and will converge to the optimum. In this paper, for the first time, the admissibility properties of the iterative control laws are developed for value iteration algorithms. It is emphasized that new termination criteria are established to guarantee the effectiveness of the iterative control laws. Neural networks are used to approximate the iterative value function and compute the iterative control law, respectively, for facilitating the implementation of the iterative ADP algorithm. Finally, two simulation examples are given to illustrate the performance of the present method.
Institute of Scientific and Technical Information of China (English)
陈理; 王克峰; 徐霄羽; 姚平经
2004-01-01
In this contribution we present an online scheduling algorithm for a real world multiproduct batch plant. The overall mixed integer nonlinear programming (MINLP) problem is hierarchically structured into a mixed integer linear programming (MILP) problem first and then a reduced dimensional MINLP problem, which are optimized by mathematical programming (MP) and genetic algorithm (GA) respectively. The basis idea relies on combining MP with GA to exploit their complementary capacity. The key features of the hierarchical model are explained and illustrated with some real world cases from the multiproduct batch plants.
Bouchard, M
2001-01-01
In recent years, a few articles describing the use of neural networks for nonlinear active control of sound and vibration were published. Using a control structure with two multilayer feedforward neural networks (one as a nonlinear controller and one as a nonlinear plant model), steepest descent algorithms based on two distinct gradient approaches were introduced for the training of the controller network. The two gradient approaches were sometimes called the filtered-x approach and the adjoint approach. Some recursive-least-squares algorithms were also introduced, using the adjoint approach. In this paper, an heuristic procedure is introduced for the development of recursive-least-squares algorithms based on the filtered-x and the adjoint gradient approaches. This leads to the development of new recursive-least-squares algorithms for the training of the controller neural network in the two networks structure. These new algorithms produce a better convergence performance than previously published algorithms. Differences in the performance of algorithms using the filtered-x and the adjoint gradient approaches are discussed in the paper. The computational load of the algorithms discussed in the paper is evaluated for multichannel systems of nonlinear active control. Simulation results are presented to compare the convergence performance of the algorithms, showing the convergence gain provided by the new algorithms.
Institute of Scientific and Technical Information of China (English)
WANG Shundin; ZHANG Hua
2008-01-01
Using functional derivative technique In quantum field theory,the algebraic dy-namics approach for solution of ordinary differential evolution equations was gen-eralized to treat partial differential evolution equations.The partial differential evo-lution equations were lifted to the corresponding functional partial differential equations in functional space by Introducing the time translation operator.The functional partial differential evolution equations were solved by algebraic dynam-ics.The algebraic dynamics solutions are analytical In Taylor series In terms of both initial functions and time.Based on the exact analytical solutions,a new nu-merical algorithm-algebraic dynamics algorithm was proposed for partial differ-ential evolution equations.The difficulty of and the way out for the algorithm were discussed.The application of the approach to and computer numerical experi-ments on the nonlinear Burgers equation and meteorological advection equation indicate that the algebraic dynamics approach and algebraic dynamics algorithm are effective to the solution of nonlinear partial differential evolution equations both analytically and numerically.
A TRANSFORMATION PATH ALGORITHM FOR UNCONSTRAINED SIGNOMIAL GEOMETRIC PROGRAMMING
Institute of Scientific and Technical Information of China (English)
王燕军; 张可村
2004-01-01
In this paper we present a transformation path algorithm for Unconstrained Signomial Geometric Programming (USGP). The algorithm is proposed from a new point of view based on exploring the characteristics of USGP problem. Firstly by some stable transformations, a particular subproblem is derived which is very easy to solve.Secondly, a special path is formed conveniently. And then the step of the algorithm consists in finding a "good" point to the current iterate by choosing it along the special path and within a trust region. It is proved that the algorithm is globally convergent.
National Aeronautics and Space Administration — SSCI proposes to develop and test a framework referred to as the ADVANCE (Algorithm Design and Validation for Adaptive Nonlinear Control Enhancement), within which...
A new heuristic algorithm for general integer linear programming problems
Institute of Scientific and Technical Information of China (English)
GAO Pei-wang; CAI Ying
2006-01-01
A new heuristic algorithm is proposed for solving general integer linear programming problems.In the algorithm,the objective function hyperplane is used as a cutting plane,and then by introducing a special set of assistant sets,an efficient heuristic search for the solution to the integer linear program is carried out in the sets on the objective function hyperplane.A simple numerical example shows that the algorithm is efficient for some problems,and therefore,of practical interest.
METHOD OF CENTERS ALGORITHM FOR MULTI-OBJECTIVE PROGRAMMING PROBLEMS
Institute of Scientific and Technical Information of China (English)
Tarek Emam
2009-01-01
In this paper, we consider a method of centers for solving multi-objective programming problems, where the objective functions involved are concave functions and the set of feasible points is convex. The algorithm is defined so that the sub-problems that must be solved during its execution may be solved by finite-step procedures. Conditions are given under which the algorithm generates sequences of feasible points and constraint multiplier vectors that have accumulation points satisfying the KKT conditions. Finally, we establish convergence of the proposed method of centers algorithm for solving multiobjective programming problems.
A hybrid nonlinear programming method for design optimization
Rajan, S. D.
1986-01-01
Solutions to engineering design problems formulated as nonlinear programming (NLP) problems usually require the use of more than one optimization technique. Moreover, the interaction between the user (analysis/synthesis) program and the NLP system can lead to interface, scaling, or convergence problems. An NLP solution system is presented that seeks to solve these problems by providing a programming system to ease the user-system interface. A simple set of rules is used to select an optimization technique or to switch from one technique to another in an attempt to detect, diagnose, and solve some potential problems. Numerical examples involving finite element based optimal design of space trusses and rotor bearing systems are used to illustrate the applicability of the proposed methodology.
Gaussian Sum PHD Filtering Algorithm for Nonlinear Non-Gaussian Models
Institute of Scientific and Technical Information of China (English)
Yin Jianjun; Zhang Jianqiu; Zhuang Zesen
2008-01-01
A new multi-target filtering algorithm, termed as the Gaussian sum probability hypothesis density (GSPHD) filter, is proposed for nonlinear non-Gaussian tracking models. Provided that the initial prior intensity of the states is Gaussian or can be identified as a Gaussiaa sum, the analytical results of the algorithm show that the posterior intensity at any subsequent time step remains a Gaussian sum under the assumption that the state noise, the measurement noise, target spawn intensity, new target birth intensity, target survival probability, and detection probability are all Gaussian sums. The analysis also shows that the existing Gaassian mixture probability hypothesis density (GMPHD) filter, which is unsuitable for handling the non-Gaussian noise cases, is no more than a special ease of the proposed algorithm, which fills the shortage of incapability of treating non-Gaussian noise. The multi-target tracking simulation results verify the effectiveness of the proposed GSPHD.
Bandyopadhyay, Saptarshi
Multi-agent systems are widely used for constructing a desired formation shape, exploring an area, surveillance, coverage, and other cooperative tasks. This dissertation introduces novel algorithms in the three main areas of shape formation, distributed estimation, and attitude control of large-scale multi-agent systems. In the first part of this dissertation, we address the problem of shape formation for thousands to millions of agents. Here, we present two novel algorithms for guiding a large-scale swarm of robotic systems into a desired formation shape in a distributed and scalable manner. These probabilistic swarm guidance algorithms adopt an Eulerian framework, where the physical space is partitioned into bins and the swarm's density distribution over each bin is controlled using tunable Markov chains. In the first algorithm - Probabilistic Swarm Guidance using Inhomogeneous Markov Chains (PSG-IMC) - each agent determines its bin transition probabilities using a time-inhomogeneous Markov chain that is constructed in real-time using feedback from the current swarm distribution. This PSG-IMC algorithm minimizes the expected cost of the transitions required to achieve and maintain the desired formation shape, even when agents are added to or removed from the swarm. The algorithm scales well with a large number of agents and complex formation shapes, and can also be adapted for area exploration applications. In the second algorithm - Probabilistic Swarm Guidance using Optimal Transport (PSG-OT) - each agent determines its bin transition probabilities by solving an optimal transport problem, which is recast as a linear program. In the presence of perfect feedback of the current swarm distribution, this algorithm minimizes the given cost function, guarantees faster convergence, reduces the number of transitions for achieving the desired formation, and is robust to disturbances or damages to the formation. We demonstrate the effectiveness of these two proposed swarm
Liu, Wei; Ma, Shunjian; Sun, Mingwei; Yi, Haidong; Wang, Zenghui; Chen, Zengqiang
2016-08-01
Path planning plays an important role in aircraft guided systems. Multiple no-fly zones in the flight area make path planning a constrained nonlinear optimization problem. It is necessary to obtain a feasible optimal solution in real time. In this article, the flight path is specified to be composed of alternate line segments and circular arcs, in order to reformulate the problem into a static optimization one in terms of the waypoints. For the commonly used circular and polygonal no-fly zones, geometric conditions are established to determine whether or not the path intersects with them, and these can be readily programmed. Then, the original problem is transformed into a form that can be solved by the sequential quadratic programming method. The solution can be obtained quickly using the Sparse Nonlinear OPTimizer (SNOPT) package. Mathematical simulations are used to verify the effectiveness and rapidity of the proposed algorithm.
A New Finite Continuation Algorithm for Linear Programming
DEFF Research Database (Denmark)
Madsen, Kaj; Nielsen, Hans Bruun; Pinar, Mustafa
1996-01-01
We describe a new finite continuation algorithm for linear programming. The dual of the linear programming problem with unit lower and upper bounds is formulated as an $\\ell_1$ minimization problem augmented with the addition of a linear term. This nondifferentiable problem is approximated...... by a smooth problem. It is shown that the minimizers of the smooth problem define a family of piecewise-linear paths as a function of a smoothing parameter. Based on this property, a finite algorithm that traces these paths to arrive at an optimal solution of the linear program is developed. The smooth...... problems are solved by a Newton-type algorithm. Preliminary numerical results indicate that the new algorithm is promising....
Adaptive Dynamic Programming for Control Algorithms and Stability
Zhang, Huaguang; Luo, Yanhong; Wang, Ding
2013-01-01
There are many methods of stable controller design for nonlinear systems. In seeking to go beyond the minimum requirement of stability, Adaptive Dynamic Programming for Control approaches the challenging topic of optimal control for nonlinear systems using the tools of adaptive dynamic programming (ADP). The range of systems treated is extensive; affine, switched, singularly perturbed and time-delay nonlinear systems are discussed as are the uses of neural networks and techniques of value and policy iteration. The text features three main aspects of ADP in which the methods proposed for stabilization and for tracking and games benefit from the incorporation of optimal control methods: • infinite-horizon control for which the difficulty of solving partial differential Hamilton–Jacobi–Bellman equations directly is overcome, and proof provided that the iterative value function updating sequence converges to the infimum of all the value functions obtained by admissible control law sequences; • finite-...
Dynamic programming algorithm for detecting dim infrared moving targets
He, Lisha; Mao, Liangjing; Xie, Lijun
2009-10-01
Infrared (IR) target detection is a key part of airborne infrared weapon system, especially the detection of poor dim moving IR target embedded in complex context. This paper presents an improved Dynamic Programming (DP) algorithm in allusion to low Signal to Noise Ratio (SNR) infrared dim moving targets under cluttered context. The algorithm brings the dim target to prominence by accumulating the energy of pixels in the image sequence, after suppressing the background noise with a mathematical morphology preprocessor. As considering the continuity and stabilization of target's energy and forward direction, this algorithm has well solved the energy scattering problem that exists in the original DP algorithm. An effective energy segmentation threshold is given by a Contrast-Limited Adaptive Histogram Equalization (CLAHE) filter with a regional peak extraction algorithm. Simulation results show that the improved DP tracking algorithm performs well in detecting poor dim targets.
Memetic Algorithms to Solve a Global Nonlinear Optimization Problem. A Review
Directory of Open Access Journals (Sweden)
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 Direct Heuristic Algorithm for Linear Programming
Indian Academy of Sciences (India)
S K Sen; A Ramful
2000-02-01
An (3) mathematically non-iterative heuristic procedure that needs no artificial variable is presented for solving linear programming problems. An optimality test is included. Numerical experiments depict the utility/scope of such a procedure.
Directory of Open Access Journals (Sweden)
E. L. Dmitrieva
2016-05-01
Full Text Available Basic peculiarities of nonlinear Kalman filtering algorithm applied to processing of interferometric signals are considered. Analytical estimates determining statistical characteristics of signal values prediction errors were obtained and analysis of errors histograms taking into account variations of different parameters of interferometric signal was carried out. Modeling of the signal prediction procedure with known fixed parameters and variable parameters of signal in the algorithm of nonlinear Kalman filtering was performed. Numerical estimates of prediction errors for interferometric signal values were obtained by formation and analysis of the errors histograms under the influence of additive noise and random variations of amplitude and frequency of interferometric signal. Nonlinear Kalman filter is shown to provide processing of signals with randomly variable parameters, however, it does not take into account directly the linearization error of harmonic function representing interferometric signal that is a filtering error source. The main drawback of the linear prediction consists in non-Gaussian statistics of prediction errors including cases of random deviations of signal amplitude and/or frequency. When implementing stochastic filtering of interferometric signals, it is reasonable to use prediction procedures based on local statistics of a signal and its parameters taken into account.
Optimization of Algorithms Using Extensions of Dynamic Programming
AbouEisha, Hassan M.
2017-04-09
We study and answer questions related to the complexity of various important problems such as: multi-frontal solvers of hp-adaptive finite element method, sorting and majority. We advocate the use of dynamic programming as a viable tool to study optimal algorithms for these problems. The main approach used to attack these problems is modeling classes of algorithms that may solve this problem using a discrete model of computation then defining cost functions on this discrete structure that reflect different complexity measures of the represented algorithms. As a last step, dynamic programming algorithms are designed and used to optimize those models (algorithms) and to obtain exact results on the complexity of the studied problems. The first part of the thesis presents a novel model of computation (element partition tree) that represents a class of algorithms for multi-frontal solvers along with cost functions reflecting various complexity measures such as: time and space. It then introduces dynamic programming algorithms for multi-stage and bi-criteria optimization of element partition trees. In addition, it presents results based on optimal element partition trees for famous benchmark meshes such as: meshes with point and edge singularities. New improved heuristics for those benchmark meshes were ob- tained based on insights of the optimal results found by our algorithms. The second part of the thesis starts by introducing a general problem where different problems can be reduced to and show how to use a decision table to model such problem. We describe how decision trees and decision tests for this table correspond to adaptive and non-adaptive algorithms for the original problem. We present exact bounds on the average time complexity of adaptive algorithms for the eight elements sorting problem. Then bounds on adaptive and non-adaptive algorithms for a variant of the majority problem are introduced. Adaptive algorithms are modeled as decision trees whose depth
Zhu, Yuanheng; Zhao, Dongbin; Yang, Xiong; Zhang, Qichao
2017-01-10
Sum of squares (SOS) polynomials have provided a computationally tractable way to deal with inequality constraints appearing in many control problems. It can also act as an approximator in the framework of adaptive dynamic programming. In this paper, an approximate solution to the H∞ optimal control of polynomial nonlinear systems is proposed. Under a given attenuation coefficient, the Hamilton-Jacobi-Isaacs equation is relaxed to an optimization problem with a set of inequalities. After applying the policy iteration technique and constraining inequalities to SOS, the optimization problem is divided into a sequence of feasible semidefinite programming problems. With the converged solution, the attenuation coefficient is further minimized to a lower value. After iterations, approximate solutions to the smallest L₂-gain and the associated H∞ optimal controller are obtained. Four examples are employed to verify the effectiveness of the proposed algorithm.
Optimization Algorithms in School Scheduling Programs: Study, Analysis and Results
Directory of Open Access Journals (Sweden)
Lina PUPEIKIENE
2009-04-01
Full Text Available To create good and optimal school schedule is very important and practical task. Currently in Lithuania schools are using two programs for making the school schedule at the moment. But none of these programs is very effective. Optimization Department of Lithuanian Institute of Mathematics and Informatics (IMI has created ``School schedule optimization program''. It has three optimization algorithms for making best school schedule. A user can choose not only few optimization options and get few optimal schedules, but some subjective and objectives parameters. The making of initial data file is advanced in this program. XML format is used for creating initial data file and getting all optimal results files. The purpose of this study is to analyze used optimization algorithms used in ``School schedule optimization program'' and to compare results with two most popular commercial school scheduling programs in Lithuania.
Institute of Scientific and Technical Information of China (English)
2008-01-01
Using functional derivative technique in quantum field theory, the algebraic dy-namics approach for solution of ordinary differential evolution equations was gen-eralized to treat partial differential evolution equations. The partial differential evo-lution equations were lifted to the corresponding functional partial differential equations in functional space by introducing the time translation operator. The functional partial differential evolution equations were solved by algebraic dynam-ics. The algebraic dynamics solutions are analytical in Taylor series in terms of both initial functions and time. Based on the exact analytical solutions, a new nu-merical algorithm—algebraic dynamics algorithm was proposed for partial differ-ential evolution equations. The difficulty of and the way out for the algorithm were discussed. The application of the approach to and computer numerical experi-ments on the nonlinear Burgers equation and meteorological advection equation indicate that the algebraic dynamics approach and algebraic dynamics algorithm are effective to the solution of nonlinear partial differential evolution equations both analytically and numerically.
A conservative Fourier pseudospectral algorithm for a coupled nonlinear Schr(o)dinger system
Institute of Scientific and Technical Information of China (English)
Cai Jia-Xiang; Wang Yu-Shun
2013-01-01
We derive a new method for a coupled nonlinear Schr(o)dinger system by using the square of first-order Fourier spectral differentiation matrix D1 instead of traditional second-order Fourier spectral differentiation matrix D2 to approximate the second derivative.We prove the proposed method preserves the charge and energy conservation laws exactly.In numerical tests,we display the accuracy of numerical solution and the role of the nonlinear coupling parameter in cases of soliton collisions.Numerical experiments also exhibit the excellent performance of the method in preserving the charge and energy conservation laws.These numerical results verify that the proposed method is both a charge-preserving and an energy-preserving algorithm.
Yang, Ji Seung; Cai, Li
2014-01-01
The main purpose of this study is to improve estimation efficiency in obtaining maximum marginal likelihood estimates of contextual effects in the framework of nonlinear multilevel latent variable model by adopting the Metropolis-Hastings Robbins-Monro algorithm (MH-RM). Results indicate that the MH-RM algorithm can produce estimates and standard…
Yang, Ji Seung; Cai, Li
2014-01-01
The main purpose of this study is to improve estimation efficiency in obtaining maximum marginal likelihood estimates of contextual effects in the framework of nonlinear multilevel latent variable model by adopting the Metropolis-Hastings Robbins-Monro algorithm (MH-RM). Results indicate that the MH-RM algorithm can produce estimates and standard…
DEFF Research Database (Denmark)
Ghoreishi, Newsha; Sørensen, Jan Corfixen; Jørgensen, Bo Nørregaard
2015-01-01
compare the performance of state-of-the-art multi-objective evolutionary algorithms to solve a non-linear multi-objective multi-issue optimisation problem found in Greenhouse climate control. The chosen algorithms in the study includes NSGAII, eNSGAII, eMOEA, PAES, PESAII and SPEAII. The performance...
Directory of Open Access Journals (Sweden)
Y. W. Sun
2013-08-01
Full Text Available In this paper, we present an optimized analysis algorithm for non-dispersive infrared (NDIR to in situ monitor stack emissions. The proposed algorithm simultaneously compensates for nonlinear absorption and cross interference among different gases. We present a mathematical derivation for the measurement error caused by variations in interference coefficients when nonlinear absorption occurs. The proposed algorithm is derived from a classical one and uses interference functions to quantify cross interference. The interference functions vary proportionally with the nonlinear absorption. Thus, interference coefficients among different gases can be modeled by the interference functions whether gases are characterized by linear or nonlinear absorption. In this study, the simultaneous analysis of two components (CO2 and CO serves as an example for the validation of the proposed algorithm. The interference functions in this case can be obtained by least-squares fitting with third-order polynomials. Experiments show that the results of cross interference correction are improved significantly by utilizing the fitted interference functions when nonlinear absorptions occur. The dynamic measurement ranges of CO2 and CO are improved by about a factor of 1.8 and 3.5, respectively. A commercial analyzer with high accuracy was used to validate the CO and CO2 measurements derived from the NDIR analyzer prototype in which the new algorithm was embedded. The comparison of the two analyzers show that the prototype works well both within the linear and nonlinear ranges.
A Non-linear Scaling Algorithm Based on chirp-z Transform for Squint Mode FMCW-SAR
Directory of Open Access Journals (Sweden)
Yu Bin-bin
2012-03-01
Full Text Available A non-linear scaling chirp-z imaging algorithm for squint mode Frequency Modulated Continuous Wave Synthetic Aperture Radar (FMCW-SAR is presented to solve the problem of the focus accuracy decline. Based on the non-linear characteristics in range direction for the echo signal in Doppler domain, a non-linear modulated signal is introduced to perform a non-linear scaling based on chirp-z transform. Then the error due to range compression and range migration correction can be reduced, therefore the range resolution of radar image is improved. By using the imaging algorithm proposed, the imaging performances for point targets, compared with that from the original chirp-z algorithm, are demonstrated to be improved in range resolution and image contrast, and to be maintained the same in azimuth resolution.
Integral and integrable algorithms for a nonlinear shallow-water wave equation
Camassa, Roberto; Huang, Jingfang; Lee, Long
2006-08-01
An asymptotic higher-order model of wave dynamics in shallow water is examined in a combined analytical and numerical study, with the aim of establishing robust and efficient numerical solution methods. Based on the Hamiltonian structure of the nonlinear equation, an algorithm corresponding to a completely integrable particle lattice is implemented first. Each "particle" in the particle method travels along a characteristic curve. The resulting system of nonlinear ordinary differential equations can have solutions that blow-up in finite time. We isolate the conditions for global existence and prove l1-norm convergence of the method in the limit of zero spatial step size and infinite particles. The numerical results show that this method captures the essence of the solution without using an overly large number of particles. A fast summation algorithm is introduced to evaluate the integrals of the particle method so that the computational cost is reduced from O( N2) to O( N), where N is the number of particles. The method possesses some analogies with point vortex methods for 2D Euler equations. In particular, near singular solutions exist and singularities are prevented from occurring in finite time by mechanisms akin to those in the evolution of vortex patches. The second method is based on integro-differential formulations of the equation. Two different algorithms are proposed, based on different ways of extracting the time derivative of the dependent variable by an appropriately defined inverse operator. The integro-differential formulations reduce the order of spatial derivatives, thereby relaxing the stability constraint and allowing large time steps in an explicit numerical scheme. In addition to the Cauchy problem on the infinite line, we include results on the study of the nonlinear equation posed in the quarter (space-time) plane. We discuss the minimum number of boundary conditions required for solution uniqueness and illustrate this with numerical
Extension of the SAEM algorithm for nonlinear mixed models with 2 levels of random effects.
Panhard, Xavière; Samson, Adeline
2009-01-01
This article focuses on parameter estimation of multilevel nonlinear mixed-effects models (MNLMEMs). These models are used to analyze data presenting multiple hierarchical levels of grouping (cluster data, clinical trials with several observation periods, ...). The variability of the individual parameters of the regression function is thus decomposed as a between-subject variability and higher levels of variability (e.g. within-subject variability). We propose maximum likelihood estimates of parameters of those MNLMEMs with 2 levels of random effects, using an extension of the stochastic approximation version of expectation-maximization (SAEM)-Monte Carlo Markov chain algorithm. The extended SAEM algorithm is split into an explicit direct expectation-maximization (EM) algorithm and a stochastic EM part. Compared to the original algorithm, additional sufficient statistics have to be approximated by relying on the conditional distribution of the second level of random effects. This estimation method is evaluated on pharmacokinetic crossover simulated trials, mimicking theophylline concentration data. Results obtained on those data sets with either the SAEM algorithm or the first-order conditional estimates (FOCE) algorithm (implemented in the nlme function of R software) are compared: biases and root mean square errors of almost all the SAEM estimates are smaller than the FOCE ones. Finally, we apply the extended SAEM algorithm to analyze the pharmacokinetic interaction of tenofovir on atazanavir, a novel protease inhibitor, from the Agence Nationale de Recherche sur le Sida 107-Puzzle 2 study. A significant decrease of the area under the curve of atazanavir is found in patients receiving both treatments.
Novel algorithm for distributed replicas management based on dynamic programming
Institute of Scientific and Technical Information of China (English)
Wang Tao; Lu Xianliang; Hou Mengshu
2006-01-01
Replicas can improve the data reliability in distributed system. However, the traditional algorithms for replica management are based on the assumption that all replicas have the uniform reliability, which is inaccurate in some actual systems. To address such problem, a novel algorithm is proposed based on dynamic programming to manage the number and distribution of replicas in different nodes. By using Markov model, replicas management is organized as a multi-phase process, and the recursion equations are provided. In this algorithm, the heterogeneity of nodes, the expense for maintaining replicas and the engaged space have been considered. Under these restricted conditions, this algorithm realizes high data reliability in a distributed system. The results of case analysis prove the feasibility of the algorithm.
A filter algorithm for multi-measurement nonlinear system with parameter perturbation
Institute of Scientific and Technical Information of China (English)
GUO Yun-fei; WEI Wei; XUE An-ke; MAO Dong-cai
2006-01-01
An improved interacting multiple models particle filter (IMM-PF) algorithm is proposed for multi-measurement nonlinear system with parameter perturbation. It divides the perturbation region into sub-regions and assigns each of them a particle filter. Hence the perturbation problem is converted into a multi-model filters problem. It combines the multiple measurements into a fusion value according to their likelihood function. In the simulation study, we compared it with the IMM-KF and the H-infinite filter; the results testify to its advantage over the other two methods.
多约束非线性背包问题的一种有效算法%An efficient algorithm for multi-dimensional nonlinear knapsack problems
Institute of Scientific and Technical Information of China (English)
陈娟; 孙小玲; 郭慧娟
2006-01-01
Multi-dimensional nonlinear knapsack problem is a bounded nonlinear integer programming problem that maximizes a separable nondecreasing function subject to multiple separable nondecreasing constraints. This problem is often encountered in resource allocation, industrial planning and computer network. In this paper, a new convergent Lagrangian dual method was proposed for solving this problem. Cutting plane method was used to solve the dual problem and to compute the Lagrangian bounds of the primal problem. In order to eliminate the duality gap and thus to guarantee the convergence of the algorithm, domain cut technique was employed to remove certain integer boxes and partition the revised domain to a union of integer boxes. Extensive computational results show that the proposed method is efficient for solving large-scale multi-dimensional nonlinear knapsack problems. Our numerical results also indicate that the cutting plane method significantly outperforms the subgradient method as a dual search procedure.
Li, Hong; Zhang, Li; Jiao, Yong-Chang
2016-07-01
This paper presents an interactive approach based on a discrete differential evolution algorithm to solve a class of integer bilevel programming problems, in which integer decision variables are controlled by an upper-level decision maker and real-value or continuous decision variables are controlled by a lower-level decision maker. Using the Karush--Kuhn-Tucker optimality conditions in the lower-level programming, the original discrete bilevel formulation can be converted into a discrete single-level nonlinear programming problem with the complementarity constraints, and then the smoothing technique is applied to deal with the complementarity constraints. Finally, a discrete single-level nonlinear programming problem is obtained, and solved by an interactive approach. In each iteration, for each given upper-level discrete variable, a system of nonlinear equations including the lower-level variables and Lagrange multipliers is solved first, and then a discrete nonlinear programming problem only with inequality constraints is handled by using a discrete differential evolution algorithm. Simulation results show the effectiveness of the proposed approach.
Karabiber, Fethullah; Vecchio, Pietro; Grassi, Giuseppe
2011-12-01
The Bio-inspired (Bi-i) Cellular Vision System is a computing platform consisting of sensing, array sensing-processing, and digital signal processing. The platform is based on the Cellular Neural/Nonlinear Network (CNN) paradigm. This article presents the implementation of a novel CNN-based segmentation algorithm onto the Bi-i system. Each part of the algorithm, along with the corresponding implementation on the hardware platform, is carefully described through the article. The experimental results, carried out for Foreman and Car-phone video sequences, highlight the feasibility of the approach, which provides a frame rate of about 26 frames/s. Comparisons with existing CNN-based methods show that the conceived approach is more accurate, thus representing a good trade-off between real-time requirements and accuracy.
Directory of Open Access Journals (Sweden)
Vecchio Pietro
2011-01-01
Full Text Available Abstract The Bio-inspired (Bi-i Cellular Vision System is a computing platform consisting of sensing, array sensing-processing, and digital signal processing. The platform is based on the Cellular Neural/Nonlinear Network (CNN paradigm. This article presents the implementation of a novel CNN-based segmentation algorithm onto the Bi-i system. Each part of the algorithm, along with the corresponding implementation on the hardware platform, is carefully described through the article. The experimental results, carried out for Foreman and Car-phone video sequences, highlight the feasibility of the approach, which provides a frame rate of about 26 frames/s. Comparisons with existing CNN-based methods show that the conceived approach is more accurate, thus representing a good trade-off between real-time requirements and accuracy.
Discrete-time nonlinear HJB solution using approximate dynamic programming: convergence proof.
Al-Tamimi, Asma; Lewis, Frank L; Abu-Khalaf, Murad
2008-08-01
Convergence of the value-iteration-based heuristic dynamic programming (HDP) algorithm is proven in the case of general nonlinear systems. That is, it is shown that HDP converges to the optimal control and the optimal value function that solves the Hamilton-Jacobi-Bellman equation appearing in infinite-horizon discrete-time (DT) nonlinear optimal control. It is assumed that, at each iteration, the value and action update equations can be exactly solved. The following two standard neural networks (NN) are used: a critic NN is used to approximate the value function, whereas an action network is used to approximate the optimal control policy. It is stressed that this approach allows the implementation of HDP without knowing the internal dynamics of the system. The exact solution assumption holds for some classes of nonlinear systems and, specifically, in the specific case of the DT linear quadratic regulator (LQR), where the action is linear and the value quadratic in the states and NNs have zero approximation error. It is stressed that, for the LQR, HDP may be implemented without knowing the system A matrix by using two NNs. This fact is not generally appreciated in the folklore of HDP for the DT LQR, where only one critic NN is generally used.
A BRANCH AND BOUND ALGORITHM FOR SEPARABLE CONCAVE PROGRAMMING
Institute of Scientific and Technical Information of China (English)
Hong-gang Xue; Cheng-xian; Feng-min Xu
2004-01-01
In this paper, we propose a new branch and bound algorithm for the solution of large scale separable concave programming problems. The largest distance bisection (LDB)technique is proposed to divide rectangle into sub-rectangles when one problem is branched into two subproblems. It is proved that the LDB method is a normal rectangle subdivision(NRS). Numerical tests on problems with dimensions from 100 to 10000 show that the proposed branch and bound algorithm is efficient for solving large scale separable concave programming problems, and convergence rate is faster than ω-subdivision method.
Algorithms for Quantum Branching Programs Based on Fingerprinting
Ablayev, Farid; 10.4204/EPTCS.9.1
2009-01-01
In the paper we develop a method for constructing quantum algorithms for computing Boolean functions by quantum ordered read-once branching programs (quantum OBDDs). Our method is based on fingerprinting technique and representation of Boolean functions by their characteristic polynomials. We use circuit notation for branching programs for desired algorithms presentation. For several known functions our approach provides optimal QOBDDs. Namely we consider such functions as Equality, Palindrome, and Permutation Matrix Test. We also propose a generalization of our method and apply it to the Boolean variant of the Hidden Subgroup Problem.
Pal, Partha S; Kar, R; Mandal, D; Ghoshal, S P
2015-11-01
This paper presents an efficient approach to identify different stable and practically useful Hammerstein models as well as unstable nonlinear process along with its stable closed loop counterpart with the help of an evolutionary algorithm as Colliding Bodies Optimization (CBO) optimization algorithm. The performance measures of the CBO based optimization approach such as precision, accuracy are justified with the minimum output mean square value (MSE) which signifies that the amount of bias and variance in the output domain are also the least. It is also observed that the optimization of output MSE in the presence of outliers has resulted in a very close estimation of the output parameters consistently, which also justifies the effective general applicability of the CBO algorithm towards the system identification problem and also establishes the practical usefulness of the applied approach. Optimum values of the MSEs, computational times and statistical information of the MSEs are all found to be the superior as compared with those of the other existing similar types of stochastic algorithms based approaches reported in different recent literature, which establish the robustness and efficiency of the applied CBO based identification scheme.
Multilayer perceptron for robust nonlinear interval regression analysis using genetic algorithms.
Hu, Yi-Chung
2014-01-01
On the basis of fuzzy regression, computational models in intelligence such as neural networks have the capability to be applied to nonlinear interval regression analysis for dealing with uncertain and imprecise data. When training data are not contaminated by outliers, computational models perform well by including almost all given training data in the data interval. Nevertheless, since training data are often corrupted by outliers, robust learning algorithms employed to resist outliers for interval regression analysis have been an interesting area of research. Several approaches involving computational intelligence are effective for resisting outliers, but the required parameters for these approaches are related to whether the collected data contain outliers or not. Since it seems difficult to prespecify the degree of contamination beforehand, this paper uses multilayer perceptron to construct the robust nonlinear interval regression model using the genetic algorithm. Outliers beyond or beneath the data interval will impose slight effect on the determination of data interval. Simulation results demonstrate that the proposed method performs well for contaminated datasets.
Multilayer Perceptron for Robust Nonlinear Interval Regression Analysis Using Genetic Algorithms
2014-01-01
On the basis of fuzzy regression, computational models in intelligence such as neural networks have the capability to be applied to nonlinear interval regression analysis for dealing with uncertain and imprecise data. When training data are not contaminated by outliers, computational models perform well by including almost all given training data in the data interval. Nevertheless, since training data are often corrupted by outliers, robust learning algorithms employed to resist outliers for interval regression analysis have been an interesting area of research. Several approaches involving computational intelligence are effective for resisting outliers, but the required parameters for these approaches are related to whether the collected data contain outliers or not. Since it seems difficult to prespecify the degree of contamination beforehand, this paper uses multilayer perceptron to construct the robust nonlinear interval regression model using the genetic algorithm. Outliers beyond or beneath the data interval will impose slight effect on the determination of data interval. Simulation results demonstrate that the proposed method performs well for contaminated datasets. PMID:25110755
Nonlinear inversion of potential-field data using a hybrid-encoding genetic algorithm
Chen, C.; Xia, J.; Liu, J.; Feng, G.
2006-01-01
Using a genetic algorithm to solve an inverse problem of complex nonlinear geophysical equations is advantageous because it does not require computer gradients of models or "good" initial models. The multi-point search of a genetic algorithm makes it easier to find the globally optimal solution while avoiding falling into a local extremum. As is the case in other optimization approaches, the search efficiency for a genetic algorithm is vital in finding desired solutions successfully in a multi-dimensional model space. A binary-encoding genetic algorithm is hardly ever used to resolve an optimization problem such as a simple geophysical inversion with only three unknowns. The encoding mechanism, genetic operators, and population size of the genetic algorithm greatly affect search processes in the evolution. It is clear that improved operators and proper population size promote the convergence. Nevertheless, not all genetic operations perform perfectly while searching under either a uniform binary or a decimal encoding system. With the binary encoding mechanism, the crossover scheme may produce more new individuals than with the decimal encoding. On the other hand, the mutation scheme in a decimal encoding system will create new genes larger in scope than those in the binary encoding. This paper discusses approaches of exploiting the search potential of genetic operations in the two encoding systems and presents an approach with a hybrid-encoding mechanism, multi-point crossover, and dynamic population size for geophysical inversion. We present a method that is based on the routine in which the mutation operation is conducted in the decimal code and multi-point crossover operation in the binary code. The mix-encoding algorithm is called the hybrid-encoding genetic algorithm (HEGA). HEGA provides better genes with a higher probability by a mutation operator and improves genetic algorithms in resolving complicated geophysical inverse problems. Another significant
A nonlinear bi-level programming approach for product portfolio management.
Ma, Shuang
2016-01-01
Product portfolio management (PPM) is a critical decision-making for companies across various industries in today's competitive environment. Traditional studies on PPM problem have been motivated toward engineering feasibilities and marketing which relatively pay less attention to other competitors' actions and the competitive relations, especially in mathematical optimization domain. The key challenge lies in that how to construct a mathematical optimization model to describe this Stackelberg game-based leader-follower PPM problem and the competitive relations between them. The primary work of this paper is the representation of a decision framework and the optimization model to leverage the PPM problem of leader and follower. A nonlinear, integer bi-level programming model is developed based on the decision framework. Furthermore, a bi-level nested genetic algorithm is put forward to solve this nonlinear bi-level programming model for leader-follower PPM problem. A case study of notebook computer product portfolio optimization is reported. Results and analyses reveal that the leader-follower bi-level optimization model is robust and can empower product portfolio optimization.
Park, Y. C.; Chang, M. H.; Lee, T.-Y.
2007-06-01
A deterministic global optimization method that is applicable to general nonlinear programming problems composed of twice-differentiable objective and constraint functions is proposed. The method hybridizes the branch-and-bound algorithm and a convex cut function (CCF). For a given subregion, the difference of a convex underestimator that does not need an iterative local optimizer to determine the lower bound of the objective function is generated. If the obtained lower bound is located in an infeasible region, then the CCF is generated for constraints to cut this region. The cutting region generated by the CCF forms a hyperellipsoid and serves as the basis of a discarding rule for the selected subregion. However, the convergence rate decreases as the number of cutting regions increases. To accelerate the convergence rate, an inclusion relation between two hyperellipsoids should be applied in order to reduce the number of cutting regions. It is shown that the two-hyperellipsoid inclusion relation is determined by maximizing a quadratic function over a sphere, which is a special case of a trust region subproblem. The proposed method is applied to twelve nonlinear programming test problems and five engineering design problems. Numerical results show that the proposed method converges in a finite calculation time and produces accurate solutions.
DEALING WITH INCONSISTENT QUADRATIC PROGRAMS IN A SQP BASED ALGORITHM
Directory of Open Access Journals (Sweden)
M.T. de Gouvêa
1997-03-01
Full Text Available In this paper we present a new sequential quadratic programming SQP algorithm that does not need any preprocessing phase. Its main features consist of not enforcing the Hessian to be positive definite and of dealing with infeasible QP problems in a novel way. The linearized constraints are analyzed and all those that do not belong to the minimal representation of the feasible region are eliminated. In the approach used the convergence rate of the algorithm may be adjusted by the user by properly selecting some tuning parameters that are also used to improve the robustness of the algorithm. The SQP code presented here is also able to deal with bound constraints that may be linearly dependent on the linearized equality or original constraints. The algorithm is shown to be robust and to perform well for small to medium-sized problems
Simulation of Quantum Algorithms with a Symbolic Programming Language
Nyman, Peter
2007-01-01
This study examines the simulation of quantum algorithms on a classical computer. The program code implemented on a classical computer will be a straight connection between the mathematical formulation of quantum mechanics and computational methods. The computational language will include formulations such as quantum state, superposition and quantum operator.
Hamiltonian-Driven Adaptive Dynamic Programming for Continuous Nonlinear Dynamical Systems.
Yang, Yongliang; Wunsch, Donald; Yin, Yixin
2017-02-01
This paper presents a Hamiltonian-driven framework of adaptive dynamic programming (ADP) for continuous time nonlinear systems, which consists of evaluation of an admissible control, comparison between two different admissible policies with respect to the corresponding the performance function, and the performance improvement of an admissible control. It is showed that the Hamiltonian can serve as the temporal difference for continuous-time systems. In the Hamiltonian-driven ADP, the critic network is trained to output the value gradient. Then, the inner product between the critic and the system dynamics produces the value derivative. Under some conditions, the minimization of the Hamiltonian functional is equivalent to the value function approximation. An iterative algorithm starting from an arbitrary admissible control is presented for the optimal control approximation with its convergence proof. The implementation is accomplished by a neural network approximation. Two simulation studies demonstrate the effectiveness of Hamiltonian-driven ADP.
Assimilation of ERBE data with a nonlinear programming technique to improve cloud-cover diagnosis
Wu, Xiangqian; Smith, William L.
1992-01-01
A method is developed to assimilate satellite data for the purpose of improving the diagnosis of fractional cloud cover within a numerical weather prediction model. The method makes use of a nonlinear programming technique to find a set of parameters for the cloud diagnosis that minimizes the difference between the observed and model-produced outgoing longwave radiation (OLR). The algorithm and theoretical basis of the method are presented. The method has been applied in two forecast experiments using a numerical weather prediction model. The results from a winter case demonstrate that the root-mean-square (rms) difference between the observed and forecasted OLR can be reduced by 50 percent when the optimized cloud diagnosis is used, with the remaining rms difference within the background noise.
Lu, Bao-Liang; Ito, Koji
2003-09-01
In this paper we present a method for converting general nonlinear programming (NLP) problems into separable programming (SP) problems by using feedforward neural networks (FNNs). The basic idea behind the method is to use two useful features of FNNs: their ability to approximate arbitrary continuous nonlinear functions with a desired degree of accuracy and their ability to express nonlinear functions in terms of parameterized compositions of functions of single variables. According to these two features, any nonseparable objective functions and/or constraints in NLP problems can be approximately expressed as separable functions with FNNs. Therefore, any NLP problems can be converted into SP problems. The proposed method has three prominent features. (a) It is more general than existing transformation techniques; (b) it can be used to formulate optimization problems as SP problems even when their precise analytic objective function and/or constraints are unknown; (c) the SP problems obtained by the proposed method may highly facilitate the selection of grid points for piecewise linear approximation of nonlinear functions. We analyze the computational complexity of the proposed method and compare it with an existing transformation approach. We also present several examples to demonstrate the method and the performance of the simplex method with the restricted basis entry rule for solving SP problems.
Arc-Search Infeasible Interior-Point Algorithm for Linear Programming
Yang, Yaguang
2014-01-01
Mehrotra's algorithm has been the most successful infeasible interior-point algorithm for linear programming since 1990. Most popular interior-point software packages for linear programming are based on Mehrotra's algorithm. This paper proposes an alternative algorithm, arc-search infeasible interior-point algorithm. We will demonstrate, by testing Netlib problems and comparing the test results obtained by arc-search infeasible interior-point algorithm and Mehrotra's algorithm, that the propo...
Liver disorder diagnosis using linear, nonlinear and decision tree classification algorithms
Directory of Open Access Journals (Sweden)
Aman Singh
2016-10-01
Full Text Available In India and across the globe, liver disease is a serious area of concern in medicine. Therefore, it becomes essential to use classification algorithms for assessing the disease in order to improve the efficiency of medical diagnosis which eventually leads to appropriate and timely treatment. The study accordingly implemented various classification algorithms including linear discriminant analysis (LDA, diagonal linear discriminant analysis (DLDA, quadratic discriminant analysis (QDA, diagonal quadratic discriminant analysis (DQDA, naive bayes (NB, feed-forward neural network (FFNN and classification and regression tree (CART in an attempt to enhance the diagnostic accuracy of liver disorder and to reduce the inefficiencies caused by false diagnosis. The results demonstrated that CART had emerged as the best model by achieving higher diagnostic accuracy than LDA, DLDA, QDA, DQDA, NB and FFNN. FFNN stood second in comparison and performed better than rest of the classifiers. After evaluation, it can be said that the precision of a classification algorithm depends on the type and features of a dataset. For the given dataset, decision tree classifier CART outperforms all other linear and nonlinear classifiers. It also showed the capability of assisting clinicians in determining the existence of liver disorder, in attaining better diagnosis and in avoiding delay in treatment.
DEFF Research Database (Denmark)
Rubæk, Tonny; Meaney, P. M.; Meincke, Peter;
2007-01-01
Breast-cancer screening using microwave imaging is emerging as a new promising technique as a supplement to X-ray mammography. To create tomographic images from microwave measurements, it is necessary to solve a nonlinear inversion problem, for which an algorithm based on the iterative Gauss-Newton...... method has been developed at Dartmouth College. This algorithm determines the update values at each iteration by solving the set of normal equations of the problem using the Tikhonov algorithm. In this paper, a new algorithm for determining the iteration update values in the Gauss-Newton algorithm...... algorithm is compared to the Gauss-Newton algorithm with Tikhonov regularization and is shown to reconstruct images of similar quality using fewer iterations....
Optimal in silico target gene deletion through nonlinear programming for genetic engineering.
Hong, Chung-Chien; Song, Mingzhou
2010-02-24
Optimal selection of multiple regulatory genes, known as targets, for deletion to enhance or suppress the activities of downstream genes or metabolites is an important problem in genetic engineering. Such problems become more feasible to address in silico due to the availability of more realistic dynamical system models of gene regulatory and metabolic networks. The goal of the computational problem is to search for a subset of genes to knock out so that the activity of a downstream gene or a metabolite is optimized. Based on discrete dynamical system modeling of gene regulatory networks, an integer programming problem is formulated for the optimal in silico target gene deletion problem. In the first result, the integer programming problem is proved to be NP-hard and equivalent to a nonlinear programming problem. In the second result, a heuristic algorithm, called GKONP, is designed to approximate the optimal solution, involving an approach to prune insignificant terms in the objective function, and the parallel differential evolution algorithm. In the third result, the effectiveness of the GKONP algorithm is demonstrated by applying it to a discrete dynamical system model of the yeast pheromone pathways. The empirical accuracy and time efficiency are assessed in comparison to an optimal, but exhaustive search strategy. Although the in silico target gene deletion problem has enormous potential applications in genetic engineering, one must overcome the computational challenge due to its NP-hardness. The presented solution, which has been demonstrated to approximate the optimal solution in a practical amount of time, is among the few that address the computational challenge. In the experiment on the yeast pheromone pathways, the identified best subset of genes for deletion showed advantage over genes that were selected empirically. Once validated in vivo, the optimal target genes are expected to achieve higher genetic engineering effectiveness than a trial
Optimal in silico target gene deletion through nonlinear programming for genetic engineering.
Directory of Open Access Journals (Sweden)
Chung-Chien Hong
Full Text Available BACKGROUND: Optimal selection of multiple regulatory genes, known as targets, for deletion to enhance or suppress the activities of downstream genes or metabolites is an important problem in genetic engineering. Such problems become more feasible to address in silico due to the availability of more realistic dynamical system models of gene regulatory and metabolic networks. The goal of the computational problem is to search for a subset of genes to knock out so that the activity of a downstream gene or a metabolite is optimized. METHODOLOGY/PRINCIPAL FINDINGS: Based on discrete dynamical system modeling of gene regulatory networks, an integer programming problem is formulated for the optimal in silico target gene deletion problem. In the first result, the integer programming problem is proved to be NP-hard and equivalent to a nonlinear programming problem. In the second result, a heuristic algorithm, called GKONP, is designed to approximate the optimal solution, involving an approach to prune insignificant terms in the objective function, and the parallel differential evolution algorithm. In the third result, the effectiveness of the GKONP algorithm is demonstrated by applying it to a discrete dynamical system model of the yeast pheromone pathways. The empirical accuracy and time efficiency are assessed in comparison to an optimal, but exhaustive search strategy. SIGNIFICANCE: Although the in silico target gene deletion problem has enormous potential applications in genetic engineering, one must overcome the computational challenge due to its NP-hardness. The presented solution, which has been demonstrated to approximate the optimal solution in a practical amount of time, is among the few that address the computational challenge. In the experiment on the yeast pheromone pathways, the identified best subset of genes for deletion showed advantage over genes that were selected empirically. Once validated in vivo, the optimal target genes are
A New Kind of Simple Smooth Exact Penalty Function of Constrained Nonlinear Programming
Institute of Scientific and Technical Information of China (English)
无
2001-01-01
The penalty function method is one basic method for solving constrained nonlinear programming, in which simple smooth exact penalty functions draw much attention for their simpleness and smoothness. This article offers a new kind of simple smooth approximative exact penalty function of general constrained nonlinear programmings and analyzes its properties.
An Approach to the Programming of Biased Regression Algorithms.
1978-11-01
Due to the near nonexistence of computer algorithms for calculating estimators and ancillary statistics that are needed for biased regression methodologies, many users of these methodologies are forced to write their own programs. Brute-force coding of such programs can result in a great waste of computer core and computing time, as well as inefficient and inaccurate computing techniques. This article proposes some guides to more efficient programming by taking advantage of mathematical similarities among several of the more popular biased regression estimators.
New sequential quadratic programming algorithm with consistent subproblems
Institute of Scientific and Technical Information of China (English)
贺国平; 高自友; 赖炎连
1997-01-01
One of the most interesting topics related to sequential quadratic programming algorithms is how to guarantee the consistence of all quadratic programming subproblems. In this decade, much work trying to change the form of constraints to obtain the consistence of the subproblems has been done The method proposed by De O. Panto-ja J F A and coworkers solves the consistent problem of SQP method, and is the best to the authors’ knowledge. However, the scale and complexity of the subproblems in De O. Pantoja’s work will be increased greatly since all equality constraints have to be changed into absolute form A new sequential quadratic programming type algorithm is presented by means of a special ε-active set scheme and a special penalty function. Subproblems of the new algorithm are all consistent, and the form of constraints of the subproblems is as simple as one of the general SQP type algorithms. It can be proved that the new method keeps global convergence and local superhnear convergence.
A new algorithm for solving linear programming problems
Directory of Open Access Journals (Sweden)
Andrés Leonardo Ramírez Leal
2012-08-01
Full Text Available Linear programming (LP is one of the most widely-applied techniques in operations research. Many methods have been developed and several others are being proposed for solving LP problems, including the famous simplex method and interior point algorithms. This study was aimed at introducing a new method for solving LP problems. The proposed algorithm starts from an interior point and then carries out orthogonal projections using parametric straight lines to move between the interior and polyhedron frontier defining the feasible region until reaching the extreme optimal point.
Web mining based on chaotic social evolutionary programming algorithm
Institute of Scientific and Technical Information of China (English)
无
2008-01-01
With an aim to the fact that the K-means clustering algorithm usually ends in local optimization and is hard to harvest global optimization, a new web clustering method is presented based on the chaotic social evolutionary programming (CSEP) algorithm. This method brings up the manner of that a cognitive agent inherits a paradigm in clustering to enable the cognitive agent to acquire a chaotic mutation operator in the betrayal. As proven in the experiment, this method can not only effectively increase web clustering efficiency, but it can also practically improve the precision of web clustering.
Yukita, Kazuto; Kato, Shinya; Goto, Yasuyuki; Ichiyanagi, Katsuhiro; Kawashima, Yasuhiro
Recently, the independent power producers (IPPs) and the distributed power generations (DGs) are increase on by the electric power system with the power system deregulation. And the power system becomes more complicated. It is necessary to carry out the electric power demand forecasting in order to the power system is operated for the high economical and the high-efficient. For the improvement of electric power demand forecasting, many methods, such as the methods using fuzzy theory, neural network and SDP data, are proposed. In this paper, we proposed the method using STROGANOFF (STructured Re-presentation on Genetic Algorithms for Non-linear Function Fitting) that approximate the value of predictive to the future data by the past data is obtained. Also, the weather condition was considered for the forecasting that is improvement, and the daily peak load forecasting in next day on Chubu district in Japan was carried out, and the effectiveness of proposed method was examined.
Development of Algorithms for Control of Motor Boat as Multidimensional Nonlinear Object
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Gaiduk Anatoliy
2015-01-01
Full Text Available In this paper authors develop and research system for motor boat control, that allows to move along the stated paths with the given speed. It is assumed, that boat is equipped by the measuring system that provides current coordinates, linear and angular velocities. Control system is based upon the mathematical model, presented earlier (see references. In order to analytically find the necessary controls, all equations were transformed to Jordan controllable form. Besides solution this transformation also allows to handle model nonlinearities and get required quality of movement along the stated paths. Control system includes algorithms for control of longtitudal velocity and boat course. Research of the proposed control system according to boat design limitations for the values of control variables was performed by simulation in MATLAB. Results of two experiments, different in value of the required velocity are discussed.
Energy Technology Data Exchange (ETDEWEB)
Heasler, Patrick G.; Posse, Christian; Hylden, Jeff L.; Anderson, Kevin K.
2007-06-13
This paper presents a nonlinear Bayesian regression algorithm for the purpose of detecting and estimating gas plume content from hyper-spectral data. Remote sensing data, by its very nature, is collected under less controlled conditions than laboratory data. As a result, the physics-based model that is used to describe the relationship between the observed remotesensing spectra, and the terrestrial (or atmospheric) parameters that we desire to estimate, is typically littered with many unknown "nuisance" parameters (parameters that we are not interested in estimating, but also appear in the model). Bayesian methods are well-suited for this context as they automatically incorporate the uncertainties associated with all nuisance parameters into the error estimates of the parameters of interest. The nonlinear Bayesian regression methodology is illustrated on realistic simulated data from a three-layer model for longwave infrared (LWIR) measurements from a passive instrument. This shows that this approach should permit more accurate estimation as well as a more reasonable description of estimate uncertainty.
Nonlinear model-based control algorithm for a distillation column using software sensor.
Jana, Amiya Kumar; Samanta, Amar Nath; Ganguly, Saibal
2005-04-01
This paper presents the design of model-based globally linearizing control (GLC) structure for a distillation process within the differential geometric framework. The model of a nonideal binary distillation column, whose characteristics were highly nonlinear and strongly interactive, is used as a real process. The classical GLC law is comprised of a transformer (input-output linearizing state feedback), a nonlinear state observer, and an external PI controller. The tray temperature based short-cut observer (TTBSCO) has been used as a state estimator within the control structure, in which all tray temperatures were considered to be measured. Accordingly, the liquid phase composition of each tray was calculated online using the derived temperature-composition correlation. In the simulation experiment, the proposed GLC coupled with TTBSCO (GLC-TTBSCO) outperformed a conventional PI controller based on servo performances with and without measurement noise as well as on regulatory behaviors. In the subsequent part, the GLC law has been synthesized in conjunction with tray temperature based reduced-order observer (GLC-TTBROO) where the distillate and bottom compositions of the distillation process have been inferred from top and bottom product temperatures respectively, which were measured online. Finally, the comparative performance of the GLC-TTBSCO and the GLC-TTBROO has been addressed under parametric uncertainty and the GLC-TTBSCO algorithm provided slightly better performance than the GLC-TTBROO. The resulting control laws are rather general and can be easily adopted for other binary distillation columns.
Directory of Open Access Journals (Sweden)
Deyuan Meng
2014-05-01
Full Text Available The dynamics of pneumatic systems are highly nonlinear, and there normally exists a large extent of model uncertainties; the precision motion trajectory tracking control of pneumatic cylinders is still a challenge. In this paper, two typical nonlinear controllers—adaptive controller and deterministic robust controller—are constructed firstly. Considering that they have both benefits and limitations, an adaptive robust controller (ARC is further proposed. The ARC is a combination of the first two controllers; it employs online recursive least squares estimation (RLSE to reduce the extent of parametric uncertainties, and utilizes the robust control method to attenuate the effects of parameter estimation errors, unmodeled dynamics, and disturbances. In order to solve the conflicts between the robust control design and the parameter adaption law design, the projection mapping is used to condition the RLSE algorithm so that the parameter estimates are kept within a known bounded convex set. Theoretically, ARC possesses the advantages of the adaptive control and the deterministic robust control, and thus an even better tracking performance can be expected. Extensive comparative experimental results are presented to illustrate the achievable performance of the three proposed controllers and their performance robustness to the parameter variations and sudden disturbance.
Nonlinear programming strategies for source detection of municipal water networks.
Energy Technology Data Exchange (ETDEWEB)
van Bloemen Waanders, Bart Gustaaf; Biegler, Lorenz T. (Carnegie Mellon University, Pittsburgh, PA); Bartlett, Roscoe Ainsworth; Laird, Carl Damon (Carnegie Mellon University, Pittsburgh, PA)
2003-01-01
Increasing concerns for the security of the national infrastructure have led to a growing need for improved management and control of municipal water networks. To deal with this issue, optimization offers a general and extremely effective method to identify (possibly harmful) disturbances, assess the current state of the network, and determine operating decisions that meet network requirements and lead to optimal performance. This paper details an optimization strategy for the identification of source disturbances in the network. Here we consider the source inversion problem modeled as a nonlinear programming problem. Dynamic behavior of municipal water networks is simulated using EPANET. This approach allows for a widely accepted, general purpose user interface. For the source inversion problem, flows and concentrations of the network will be reconciled and unknown sources will be determined at network nodes. Moreover, intrusive optimization and sensitivity analysis techniques are identified to assess the influence of various parameters and models in the network in a computational efficient manner. A number of numerical comparisons are made to demonstrate the effectiveness of various optimization approaches.
Abejuela, Harmony Raylen; Osser, David N
2016-01-01
This revision of previous algorithms for the pharmacotherapy of generalized anxiety disorder was developed by the Psychopharmacology Algorithm Project at the Harvard South Shore Program. Algorithms from 1999 and 2010 and associated references were reevaluated. Newer studies and reviews published from 2008-14 were obtained from PubMed and analyzed with a focus on their potential to justify changes in the recommendations. Exceptions to the main algorithm for special patient populations, such as women of childbearing potential, pregnant women, the elderly, and those with common medical and psychiatric comorbidities, were considered. Selective serotonin reuptake inhibitors (SSRIs) are still the basic first-line medication. Early alternatives include duloxetine, buspirone, hydroxyzine, pregabalin, or bupropion, in that order. If response is inadequate, then the second recommendation is to try a different SSRI. Additional alternatives now include benzodiazepines, venlafaxine, kava, and agomelatine. If the response to the second SSRI is unsatisfactory, then the recommendation is to try a serotonin-norepinephrine reuptake inhibitor (SNRI). Other alternatives to SSRIs and SNRIs for treatment-resistant or treatment-intolerant patients include tricyclic antidepressants, second-generation antipsychotics, and valproate. This revision of the GAD algorithm responds to issues raised by new treatments under development (such as pregabalin) and organizes the evidence systematically for practical clinical application.
Elsheikh, A. H.
2013-12-01
Calibration of subsurface flow models is an essential step for managing ground water aquifers, designing of contaminant remediation plans, and maximizing recovery from hydrocarbon reservoirs. We investigate an efficient sampling algorithm known as nested sampling (NS), which can simultaneously sample the posterior distribution for uncertainty quantification, and estimate the Bayesian evidence for model selection. Model selection statistics, such as the Bayesian evidence, are needed to choose or assign different weights to different models of different levels of complexities. In this work, we report the first successful application of nested sampling for calibration of several nonlinear subsurface flow problems. The estimated Bayesian evidence by the NS algorithm is used to weight different parameterizations of the subsurface flow models (prior model selection). The results of the numerical evaluation implicitly enforced Occam\\'s razor where simpler models with fewer number of parameters are favored over complex models. The proper level of model complexity was automatically determined based on the information content of the calibration data and the data mismatch of the calibrated model.
Energy Technology Data Exchange (ETDEWEB)
Finsterle, S.; Kowalsky, M.B.
2010-10-15
We propose a modification to the Levenberg-Marquardt minimization algorithm for a more robust and more efficient calibration of highly parameterized, strongly nonlinear models of multiphase flow through porous media. The new method combines the advantages of truncated singular value decomposition with those of the classical Levenberg-Marquardt algorithm, thus enabling a more robust solution of underdetermined inverse problems with complex relations between the parameters to be estimated and the observable state variables used for calibration. The truncation limit separating the solution space from the calibration null space is re-evaluated during the iterative calibration process. In between these re-evaluations, fewer forward simulations are required, compared to the standard approach, to calculate the approximate sensitivity matrix. Truncated singular values are used to calculate the Levenberg-Marquardt parameter updates, ensuring that safe small steps along the steepest-descent direction are taken for highly correlated parameters of low sensitivity, whereas efficient quasi-Gauss-Newton steps are taken for independent parameters with high impact. The performance of the proposed scheme is demonstrated for a synthetic data set representing infiltration into a partially saturated, heterogeneous soil, where hydrogeological, petrophysical, and geostatistical parameters are estimated based on the joint inversion of hydrological and geophysical data.
DEFF Research Database (Denmark)
Boiroux, Dimitri; Hagdrup, Morten; Mahmoudi, Zeinab
2016-01-01
This paper presents a novel ensemble nonlinear model predictive control (NMPC) algorithm for glucose regulation in type 1 diabetes. In this approach, we consider a number of scenarios describing different uncertainties, for instance meals or metabolic variations. We simulate a population of 9 pat...
DEFF Research Database (Denmark)
Kjems, Ulrik; Storther, Stephen C.; Anderson, Jon
1999-01-01
This paper addresses the problem of neuro-anatomical registration across individuals for functional [15O]water PET activation studies. A new algorithm for 3D non-linear structural registration (warping) of MR scans is presented. The method performs a hierarchically scaled search for a displacement...
DEFF Research Database (Denmark)
Kjems, Ulrik; Storther, Stephen C.; Anderson, Jon
1999-01-01
This paper addresses the problem of neuro-anatomical registration across individuals for functional [15O]water PET activation studies. A new algorithm for 3D non-linear structural registration (warping) of MR scans is presented. The method performs a hierarchically scaled search for a displacemen...
Pham, Mai Quyen; Ducros, Nicolas; Nicolas, Barbara
2017-03-01
Spectral computed tomography (CT) exploits the measurements obtained by a photon counting detector to reconstruct the chemical composition of an object. In particular, spectral CT has shown a very good ability to image K-edge contrast agent. Spectral CT is an inverse problem that can be addressed solving two subproblems, namely the basis material decomposition (BMD) problem and the tomographic reconstruction problem. In this work, we focus on the BMD problem, which is ill-posed and nonlinear. The BDM problem is classically either linearized, which enables reconstruction based on compressed sensing methods, or nonlinearly solved with no explicit regularization scheme. In a previous communication, we proposed a nonlinear regularized Gauss-Newton (GN) algorithm.1 However, this algorithm can only be applied to convex regularization functionals. In particular, the lp (p thorax phantom made of soft tissue, bone and gadolinium, which is scanned with a 90-kV x-ray tube and a 3-bin photon counting detector.
Directory of Open Access Journals (Sweden)
K. Seshadri Sastry
2013-06-01
Full Text Available This paper presents Adaptive Population Sizing Genetic Algorithm (AGA assisted Maximum Likelihood (ML estimation of Orthogonal Frequency Division Multiplexing (OFDM symbols in the presence of Nonlinear Distortions. The proposed algorithm is simulated in MATLAB and compared with existing estimation algorithms such as iterative DAR, decision feedback clipping removal, iteration decoder, Genetic Algorithm (GA assisted ML estimation and theoretical ML estimation. Simulation results proved that the performance of the proposed AGA assisted ML estimation algorithm is superior compared with the existing estimation algorithms. Further the computational complexity of GA assisted ML estimation increases with increase in number of generations or/and size of population, in the proposed AGA assisted ML estimation algorithm the population size is adaptive and depends on the best fitness. The population size in GA assisted ML estimation is fixed and sufficiently higher size of population is taken to ensure good performance of the algorithm but in proposed AGA assisted ML estimation algorithm the size of population changes as per requirement in an adaptive manner thus reducing the complexity of the algorithm.
Mohammad, Othman; Osser, David N
2014-01-01
This new algorithm for the pharmacotherapy of acute mania was developed by the Psychopharmacology Algorithm Project at the Harvard South Shore Program. The authors conducted a literature search in PubMed and reviewed key studies, other algorithms and guidelines, and their references. Treatments were prioritized considering three main considerations: (1) effectiveness in treating the current episode, (2) preventing potential relapses to depression, and (3) minimizing side effects over the short and long term. The algorithm presupposes that clinicians have made an accurate diagnosis, decided how to manage contributing medical causes (including substance misuse), discontinued antidepressants, and considered the patient's childbearing potential. We propose different algorithms for mixed and nonmixed mania. Patients with mixed mania may be treated first with a second-generation antipsychotic, of which the first choice is quetiapine because of its greater efficacy for depressive symptoms and episodes in bipolar disorder. Valproate and then either lithium or carbamazepine may be added. For nonmixed mania, lithium is the first-line recommendation. A second-generation antipsychotic can be added. Again, quetiapine is favored, but if quetiapine is unacceptable, risperidone is the next choice. Olanzapine is not considered a first-line treatment due to its long-term side effects, but it could be second-line. If the patient, whether mixed or nonmixed, is still refractory to the above medications, then depending on what has already been tried, consider carbamazepine, haloperidol, olanzapine, risperidone, and valproate first tier; aripiprazole, asenapine, and ziprasidone second tier; and clozapine third tier (because of its weaker evidence base and greater side effects). Electroconvulsive therapy may be considered at any point in the algorithm if the patient has a history of positive response or is intolerant of medications.
Sha, Daohang
2010-01-01
Back-propagation with gradient method is the most popular learning algorithm for feed-forward neural networks. However, it is critical to determine a proper fixed learning rate for the algorithm. In this paper, an optimized recursive algorithm is presented for online learning based on matrix operation and optimization methods analytically, which can avoid the trouble to select a proper learning rate for the gradient method. The proof of weak convergence of the proposed algorithm also is given. Although this approach is proposed for three-layer, feed-forward neural networks, it could be extended to multiple layer feed-forward neural networks. The effectiveness of the proposed algorithms applied to the identification of behavior of a two-input and two-output non-linear dynamic system is demonstrated by simulation experiments.
A virtual network mapping algorithm based on integer programming
Institute of Scientific and Technical Information of China (English)
Bo LU; Jian-ya CHEN; Hong-yan CUI; Tao HUANG; Yun-jie LIU
2013-01-01
The virtual network (VN) embedding/mapping problem is recognized as an essential question of network virtualiza-tion. The VN embedding problem is a major challenge in this field. Its target is to efficiently map the virtual nodes and virtual links onto the substrate network resources. Previous research focused on designing heuristic-based algorithms or attempting two-stage solutions by solving node mapping in the first stage and link mapping in the second stage. In this study, we propose a new VN embedding algorithm based on integer programming. We build a model of an augmented substrate graph, and formulate the VN embedding problem as an integer program with an objective function and some constraints. A factor of topology-awareness is added to the objective function. The VN embedding problem is solved in one stage. Simulation results show that our algorithm greatly enhances the acceptance ratio, and increases the revenue/cost (R/C) ratio and the revenue while decreasing the cost of the VN embedding problem.
Arteaga, Santiago Egido
1998-12-01
linearization strategies considered and whose computational cost is negligible. The algebraic properties of these systems depend on both the discretization and nonlinear method used. We study in detail the positive definiteness and skewsymmetry of the advection submatrices (essentially, convection-diffusion problems). We propose a discretization based on a new trilinear form for Newton's method. We solve the linear systems using three Krylov subspace methods, GMRES, QMR and TFQMR, and compare the advantages of each. Our emphasis is on parallel algorithms, and so we consider preconditioners suitable for parallel computers such as line variants of the Jacobi and Gauss- Seidel methods, alternating direction implicit methods, and Chebyshev and least squares polynomial preconditioners. These work well for moderate viscosities (moderate Reynolds number). For small viscosities we show that effective parallel solution of the advection subproblem is a critical factor to improve performance. Implementation details on a CM-5 are presented.
Nonlinear programming extensions to rational function approximations of unsteady aerodynamics
Tiffany, Sherwood H.; Adams, William M., Jr.
1987-01-01
This paper deals with approximating unsteady generalized aerodynamic forces in the equations of motion of a flexible aircraft. Two methods of formulating these approximations are extended to include both the same flexibility in constraining them and the same methodology in optimizing nonlinear parameters as another currently used 'extended least-squares' method. Optimal selection of 'nonlinear' parameters is made in each of the three methods by use of the same nonlinear (nongradient) optimizer. The objective of the nonlinear optimization is to obtain rational approximations to the unsteady aerodynamics whose state-space realization is of lower order than that required when no optimization of the nonlinear terms is performed. The free 'linear' parameters are determined using least-squares matrix techniques on a Lagrange multiplier formulation of an objective function which incorporates selected linear equality constraints. State-space mathematical models resulting from the different approaches are described, and results are presented which show comparative evaluations from application of each of the extended methods to a numerical example. The results obtained for the example problem show a significant (up to 63 percent) reduction in the number of differential equations used to represent the unsteady aerodynamic forces in linear time-invariant equations of motion as compared to a conventional method in which nonlinear terms are not optimized.
An improved algorithm for anisotropic nonlinear diffusion for denoising cryo-tomograms.
Fernández, José Jesús; Li, Sam
2003-01-01
Cryo-electron tomography is an imaging technique with an unique potential for visualizing large complex biological specimens. It ensures preservation of the biological material but the resulting cryotomograms are extremely noisy. Sophisticated denoising techniques are thus essential for allowing the visualization and interpretation of the information contained in the cryotomograms. Here a software tool based on anisotropic nonlinear diffusion is described for filtering cryotomograms. The approach reduces local noise and meanwhile enhances both curvilinear and planar structures. In the program a novel solution of the partial differential equation has been implemented, which allows a reliable estimation of derivatives and, furthermore, reduces computation time and memory requirements. Several criteria have been included to automatically select the optimal stopping time. The behaviour of the denoising approach is tested for visualizing filamentous structures in cryotomograms.
The Expansion of Dynamic Solving Process About a Class of Non-linear Programming Problems
Institute of Scientific and Technical Information of China (English)
ZANG Zhen-chun
2001-01-01
In this paper, we research non-linear programming problems which have a given specialstructure, some simple forms of this kind structure have been solved in some papers, here we focus on othercomplex ones.
Njafa, Jean-pierre Tchapet
2016-01-01
In this paper we present a model of Quantum Associative Memory (QAM) which can be a helpful tool for physicians without experience or laboratory facilities, for the diagnosis of four tropical diseases (malaria, typhoid fever, yellow fever and dengue) which have several similar symptoms. The memory can distinguish single infection from multi-infection. The two algorithms used for the Quantum Associative Memory are improve models of original linear algorithm made by Ventura for Quantum Associative Memory and the non-linear quantum search algorithm of Abrams and Lloyd. From the simulation results given, it appears that the efficiency of recognition is good when a particular symptom of a disease with the similar symptoms are inserted as linear algorithm is the main algorithm. The non-linear algorithm allows to confirm the diagnosis or to give some advices to the physician. So our QAM which have a graphical user interface for desktop and smartphone is a sensitive, low-cost diagnostic tools that enable rapid and ac...
COYOTE: a finite-element computer program for nonlinear heat-conduction problems
Energy Technology Data Exchange (ETDEWEB)
Gartling, D.K.
1982-10-01
COYOTE is a finite element computer program designed for the solution of two-dimensional, nonlinear heat conduction problems. The theoretical and mathematical basis used to develop the code is described. Program capabilities and complete user instructions are presented. Several example problems are described in detail to demonstrate the use of the program.
EVOLVING RETRIEVAL ALGORITHMS WITH A GENETIC PROGRAMMING SCHEME
Energy Technology Data Exchange (ETDEWEB)
J. THEILER; ET AL
1999-06-01
The retrieval of scene properties (surface temperature, material type, vegetation health, etc.) from remotely sensed data is the ultimate goal of many earth observing satellites. The algorithms that have been developed for these retrievals are informed by physical models of how the raw data were generated. This includes models of radiation as emitted and/or rejected by the scene, propagated through the atmosphere, collected by the optics, detected by the sensor, and digitized by the electronics. To some extent, the retrieval is the inverse of this ''forward'' modeling problem. But in contrast to this forward modeling, the practical task of making inferences about the original scene usually requires some ad hoc assumptions, good physical intuition, and a healthy dose of trial and error. The standard MTI data processing pipeline will employ algorithms developed with this traditional approach. But we will discuss some preliminary research on the use of a genetic programming scheme to ''evolve'' retrieval algorithms. Such a scheme cannot compete with the physical intuition of a remote sensing scientist, but it may be able to automate some of the trial and error. In this scenario, a training set is used, which consists of multispectral image data and the associated ''ground truth;'' that is, a registered map of the desired retrieval quantity. The genetic programming scheme attempts to combine a core set of image processing primitives to produce an IDL (Interactive Data Language) program which estimates this retrieval quantity from the raw data.
Optimality Condition and Wolfe Duality for Invex Interval-Valued Nonlinear Programming Problems
Directory of Open Access Journals (Sweden)
Jianke Zhang
2013-01-01
Full Text Available The concepts of preinvex and invex are extended to the interval-valued functions. Under the assumption of invexity, the Karush-Kuhn-Tucker optimality sufficient and necessary conditions for interval-valued nonlinear programming problems are derived. Based on the concepts of having no duality gap in weak and strong sense, the Wolfe duality theorems for the invex interval-valued nonlinear programming problems are proposed in this paper.
Dynamic programming and graph algorithms in computer vision.
Felzenszwalb, Pedro F; Zabih, Ramin
2011-04-01
Optimization is a powerful paradigm for expressing and solving problems in a wide range of areas, and has been successfully applied to many vision problems. Discrete optimization techniques are especially interesting since, by carefully exploiting problem structure, they often provide nontrivial guarantees concerning solution quality. In this paper, we review dynamic programming and graph algorithms, and discuss representative examples of how these discrete optimization techniques have been applied to some classical vision problems. We focus on the low-level vision problem of stereo, the mid-level problem of interactive object segmentation, and the high-level problem of model-based recognition.
Dynamic Programming and Graph Algorithms in Computer Vision*
Felzenszwalb, Pedro F.; Zabih, Ramin
2013-01-01
Optimization is a powerful paradigm for expressing and solving problems in a wide range of areas, and has been successfully applied to many vision problems. Discrete optimization techniques are especially interesting, since by carefully exploiting problem structure they often provide non-trivial guarantees concerning solution quality. In this paper we briefly review dynamic programming and graph algorithms, and discuss representative examples of how these discrete optimization techniques have been applied to some classical vision problems. We focus on the low-level vision problem of stereo; the mid-level problem of interactive object segmentation; and the high-level problem of model-based recognition. PMID:20660950
A Finite Continuation Algorithm for Bound Constrained Quadratic Programming
DEFF Research Database (Denmark)
Madsen, Kaj; Nielsen, Hans Bruun; Pinar, Mustafa C.
1999-01-01
The dual of the strictly convex quadratic programming problem with unit bounds is posed as a linear $\\ell_1$ minimization problem with quadratic terms. A smooth approximation to the linear $\\ell_1$ function is used to obtain a parametric family of piecewise-quadratic approximation problems. The u....... The unique path generated by the minimizers of these problems yields the solution to the original problem for finite values of the approximation parameter. Thus, a finite continuation algorithm is designed. Results of extensive computational experiments are reported....
Elenchezhiyan, M; Prakash, J
2015-09-01
In this work, state estimation schemes for non-linear hybrid dynamic systems subjected to stochastic state disturbances and random errors in measurements using interacting multiple-model (IMM) algorithms are formulated. In order to compute both discrete modes and continuous state estimates of a hybrid dynamic system either an IMM extended Kalman filter (IMM-EKF) or an IMM based derivative-free Kalman filters is proposed in this study. The efficacy of the proposed IMM based state estimation schemes is demonstrated by conducting Monte-Carlo simulation studies on the two-tank hybrid system and switched non-isothermal continuous stirred tank reactor system. Extensive simulation studies reveal that the proposed IMM based state estimation schemes are able to generate fairly accurate continuous state estimates and discrete modes. In the presence and absence of sensor bias, the simulation studies reveal that the proposed IMM unscented Kalman filter (IMM-UKF) based simultaneous state and parameter estimation scheme outperforms multiple-model UKF (MM-UKF) based simultaneous state and parameter estimation scheme.
A comparison of Eulerian and Lagrangian transport and non-linear reaction algorithms
Benson, David A.; Aquino, Tomás; Bolster, Diogo; Engdahl, Nicholas; Henri, Christopher V.; Fernàndez-Garcia, Daniel
2017-01-01
When laboratory-measured chemical reaction rates are used in simulations at the field-scale, the models typically overpredict the apparent reaction rates. The discrepancy is primarily due to poorer mixing of chemically distinct waters at the larger scale. As a result, realistic field-scale predictions require accurate simulation of the degree of mixing between fluids. The Lagrangian particle-tracking (PT) method is a now-standard way to simulate the transport of conservative or sorbing solutes. The method's main advantage is the absence of numerical dispersion (and its artificial mixing) when simulating advection. New algorithms allow particles of different species to interact in nonlinear (e.g., bimolecular) reactions. Therefore, the PT methods hold a promise of more accurate field-scale simulation of reactive transport because they eliminate the masking effects of spurious mixing due to advection errors inherent in grid-based methods. A hypothetical field-scale reaction scenario is constructed and run in PT and Eulerian (finite-volume/finite-difference) simulators. Grid-based advection schemes considered here include 1st- to 3rd-order spatially accurate total-variation-diminishing flux-limiting schemes, both of which are widely used in current transport/reaction codes. A homogeneous velocity field in which the Courant number is everywhere unity, so that the chosen Eulerian methods incur no error when simulating advection, shows that both the Eulerian and PT methods can achieve convergence in the L1 (integrated concentration) norm, but neither shows stricter pointwise convergence. In this specific case with a constant dispersion coefficient and bimolecular reaction A + B → P , the correct total amount of product is 0.221MA0, where MA0 is the original mass of reactant A. When the Courant number drops, the grid-based simulations can show remarkable errors due to spurious over- and under-mixing. In a heterogeneous velocity field (keeping the same constant and
An efficient algorithm for solving nonlinear system of differential equations and applications
Directory of Open Access Journals (Sweden)
Mustafa GÜLSU
2015-10-01
Full Text Available In this article, we apply Chebyshev collocation method to obtain the numerical solutions of nonlinear systems of differential equations. This method transforms the nonlinear systems of differential equation to nonlinear systems of algebraic equations. The convergence of the numerical method are given and their applicability is illustrated with some examples.
Dreano, D.
2017-04-05
Specification and tuning of errors from dynamical models are important issues in data assimilation. In this work, we propose an iterative expectation-maximisation (EM) algorithm to estimate the model error covariances using classical extended and ensemble versions of the Kalman smoother. We show that, for additive model errors, the estimate of the error covariance converges. We also investigate other forms of model error, such as parametric or multiplicative errors. We show that additive Gaussian model error is able to compensate for non additive sources of error in the algorithms we propose. We also demonstrate the limitations of the extended version of the algorithm and recommend the use of the more robust and flexible ensemble version. This article is a proof of concept of the methodology with the Lorenz-63 attractor. We developed an open-source Python library to enable future users to apply the algorithm to their own nonlinear dynamical models.
Zhang, Huaguang; Jiang, He; Luo, Chaomin; Xiao, Geyang
2016-10-03
In this paper, we investigate the nonzero-sum games for a class of discrete-time (DT) nonlinear systems by using a novel policy iteration (PI) adaptive dynamic programming (ADP) method. The main idea of our proposed PI scheme is to utilize the iterative ADP algorithm to obtain the iterative control policies, which not only ensure the system to achieve stability but also minimize the performance index function for each player. This paper integrates game theory, optimal control theory, and reinforcement learning technique to formulate and handle the DT nonzero-sum games for multiplayer. First, we design three actor-critic algorithms, an offline one and two online ones, for the PI scheme. Subsequently, neural networks are employed to implement these algorithms and the corresponding stability analysis is also provided via the Lyapunov theory. Finally, a numerical simulation example is presented to demonstrate the effectiveness of our proposed approach.
Jafari, Masoumeh; Salimifard, Maryam; Dehghani, Maryam
2014-07-01
This paper presents an efficient method for identification of nonlinear Multi-Input Multi-Output (MIMO) systems in the presence of colored noises. The method studies the multivariable nonlinear Hammerstein and Wiener models, in which, the nonlinear memory-less block is approximated based on arbitrary vector-based basis functions. The linear time-invariant (LTI) block is modeled by an autoregressive moving average with exogenous (ARMAX) model which can effectively describe the moving average noises as well as the autoregressive and the exogenous dynamics. According to the multivariable nature of the system, a pseudo-linear-in-the-parameter model is obtained which includes two different kinds of unknown parameters, a vector and a matrix. Therefore, the standard least squares algorithm cannot be applied directly. To overcome this problem, a Hierarchical Least Squares Iterative (HLSI) algorithm is used to simultaneously estimate the vector and the matrix of unknown parameters as well as the noises. The efficiency of the proposed identification approaches are investigated through three nonlinear MIMO case studies.
Directory of Open Access Journals (Sweden)
Fan Liang
2013-01-01
Full Text Available Off‐pump coronary artery bypass graft surgery outperforms the traditional on‐pump surgery because the assisted robotic tools can cancel the relative motion between the beating heart and the robotic tools, which reduces post‐surgery complications for patients. The challenge for the robot assisted tool when tracking the beating heart is the abrupt change caused by the nonlinear nature of heart motion and high precision surgery requirements. A characteristic analysis of 3D heart motion data through bi‐spectral analysis demonstrates the quadratic nonlinearity in heart motion. Therefore, it is necessary to introduce nonlinear heart motion prediction into the motion tracking control procedures. In this paper, the heart motion tracking problem is transformed into a heart motion model following problem by including the adaptive heart motion model into the controller. Moreover, the model following algorithm with the nonlinear heart motion model embedded inside provides more accurate future reference by the quadratic term of sinusoid series, which could enhance the tracking accuracy of sharp change point and approximate the motion with sufficient detail. The experiment results indicate that the proposed algorithm outperforms the linear prediction‐based model following controller in terms of tracking accuracy (root mean square.
Ilyas, Muhammad; Hong, Beomjin; Cho, Kuk; Baeg, Seung-Ho; Park, Sangdeok
2016-05-23
This paper provides algorithms to fuse relative and absolute microelectromechanical systems (MEMS) navigation sensors, suitable for micro planetary rovers, to provide a more accurate estimation of navigation information, specifically, attitude and position. Planetary rovers have extremely slow speed (~1 cm/s) and lack conventional navigation sensors/systems, hence the general methods of terrestrial navigation may not be applicable to these applications. While relative attitude and position can be tracked in a way similar to those for ground robots, absolute navigation information is hard to achieve on a remote celestial body, like Moon or Mars, in contrast to terrestrial applications. In this study, two absolute attitude estimation algorithms were developed and compared for accuracy and robustness. The estimated absolute attitude was fused with the relative attitude sensors in a framework of nonlinear filters. The nonlinear Extended Kalman filter (EKF) and Unscented Kalman filter (UKF) were compared in pursuit of better accuracy and reliability in this nonlinear estimation problem, using only on-board low cost MEMS sensors. Experimental results confirmed the viability of the proposed algorithms and the sensor suite, for low cost and low weight micro planetary rovers. It is demonstrated that integrating the relative and absolute navigation MEMS sensors reduces the navigation errors to the desired level.
Directory of Open Access Journals (Sweden)
Muhammad Ilyas
2016-05-01
Full Text Available This paper provides algorithms to fuse relative and absolute microelectromechanical systems (MEMS navigation sensors, suitable for micro planetary rovers, to provide a more accurate estimation of navigation information, specifically, attitude and position. Planetary rovers have extremely slow speed (~1 cm/s and lack conventional navigation sensors/systems, hence the general methods of terrestrial navigation may not be applicable to these applications. While relative attitude and position can be tracked in a way similar to those for ground robots, absolute navigation information is hard to achieve on a remote celestial body, like Moon or Mars, in contrast to terrestrial applications. In this study, two absolute attitude estimation algorithms were developed and compared for accuracy and robustness. The estimated absolute attitude was fused with the relative attitude sensors in a framework of nonlinear filters. The nonlinear Extended Kalman filter (EKF and Unscented Kalman filter (UKF were compared in pursuit of better accuracy and reliability in this nonlinear estimation problem, using only on-board low cost MEMS sensors. Experimental results confirmed the viability of the proposed algorithms and the sensor suite, for low cost and low weight micro planetary rovers. It is demonstrated that integrating the relative and absolute navigation MEMS sensors reduces the navigation errors to the desired level.
Ilyas, Muhammad; Hong, Beomjin; Cho, Kuk; Baeg, Seung-Ho; Park, Sangdeok
2016-01-01
This paper provides algorithms to fuse relative and absolute microelectromechanical systems (MEMS) navigation sensors, suitable for micro planetary rovers, to provide a more accurate estimation of navigation information, specifically, attitude and position. Planetary rovers have extremely slow speed (~1 cm/s) and lack conventional navigation sensors/systems, hence the general methods of terrestrial navigation may not be applicable to these applications. While relative attitude and position can be tracked in a way similar to those for ground robots, absolute navigation information is hard to achieve on a remote celestial body, like Moon or Mars, in contrast to terrestrial applications. In this study, two absolute attitude estimation algorithms were developed and compared for accuracy and robustness. The estimated absolute attitude was fused with the relative attitude sensors in a framework of nonlinear filters. The nonlinear Extended Kalman filter (EKF) and Unscented Kalman filter (UKF) were compared in pursuit of better accuracy and reliability in this nonlinear estimation problem, using only on-board low cost MEMS sensors. Experimental results confirmed the viability of the proposed algorithms and the sensor suite, for low cost and low weight micro planetary rovers. It is demonstrated that integrating the relative and absolute navigation MEMS sensors reduces the navigation errors to the desired level. PMID:27223293
Automatic design of synthetic gene circuits through mixed integer non-linear programming.
Huynh, Linh; Kececioglu, John; Köppe, Matthias; Tagkopoulos, Ilias
2012-01-01
Automatic design of synthetic gene circuits poses a significant challenge to synthetic biology, primarily due to the complexity of biological systems, and the lack of rigorous optimization methods that can cope with the combinatorial explosion as the number of biological parts increases. Current optimization methods for synthetic gene design rely on heuristic algorithms that are usually not deterministic, deliver sub-optimal solutions, and provide no guaranties on convergence or error bounds. Here, we introduce an optimization framework for the problem of part selection in synthetic gene circuits that is based on mixed integer non-linear programming (MINLP), which is a deterministic method that finds the globally optimal solution and guarantees convergence in finite time. Given a synthetic gene circuit, a library of characterized parts, and user-defined constraints, our method can find the optimal selection of parts that satisfy the constraints and best approximates the objective function given by the user. We evaluated the proposed method in the design of three synthetic circuits (a toggle switch, a transcriptional cascade, and a band detector), with both experimentally constructed and synthetic promoter libraries. Scalability and robustness analysis shows that the proposed framework scales well with the library size and the solution space. The work described here is a step towards a unifying, realistic framework for the automated design of biological circuits.
Nonlinear programming for classification problems in machine learning
Astorino, Annabella; Fuduli, Antonio; Gaudioso, Manlio
2016-10-01
We survey some nonlinear models for classification problems arising in machine learning. In the last years this field has become more and more relevant due to a lot of practical applications, such as text and web classification, object recognition in machine vision, gene expression profile analysis, DNA and protein analysis, medical diagnosis, customer profiling etc. Classification deals with separation of sets by means of appropriate separation surfaces, which is generally obtained by solving a numerical optimization model. While linear separability is the basis of the most popular approach to classification, the Support Vector Machine (SVM), in the recent years using nonlinear separating surfaces has received some attention. The objective of this work is to recall some of such proposals, mainly in terms of the numerical optimization models. In particular we tackle the polyhedral, ellipsoidal, spherical and conical separation approaches and, for some of them, we also consider the semisupervised versions.
DEFF Research Database (Denmark)
Ommen, Torben Schmidt; Markussen, Wiebke Brix; Elmegaard, Brian
2014-01-01
differences and differences between the solution found by each optimisation method. One of the investigated approaches utilises LP (linear programming) for optimisation, one uses LP with binary operation constraints, while the third approach uses NLP (non-linear programming). The LP model is used...... of selected units by 23%, while for a non-linear approach the increase can be higher than 39%. The results indicate a higher coherence between the two latter approaches, and that the MLP (mixed integer programming) optimisation is most appropriate from a viewpoint of accuracy and runtime. © 2014 Elsevier Ltd...
Guevara, V R
2004-02-01
A nonlinear programming optimization model was developed to maximize margin over feed cost in broiler feed formulation and is described in this paper. The model identifies the optimal feed mix that maximizes profit margin. Optimum metabolizable energy level and performance were found by using Excel Solver nonlinear programming. Data from an energy density study with broilers were fitted to quadratic equations to express weight gain, feed consumption, and the objective function income over feed cost in terms of energy density. Nutrient:energy ratio constraints were transformed into equivalent linear constraints. National Research Council nutrient requirements and feeding program were used for examining changes in variables. The nonlinear programming feed formulation method was used to illustrate the effects of changes in different variables on the optimum energy density, performance, and profitability and was compared with conventional linear programming. To demonstrate the capabilities of the model, I determined the impact of variation in prices. Prices for broiler, corn, fish meal, and soybean meal were increased and decreased by 25%. Formulations were identical in all other respects. Energy density, margin, and diet cost changed compared with conventional linear programming formulation. This study suggests that nonlinear programming can be more useful than conventional linear programming to optimize performance response to energy density in broiler feed formulation because an energy level does not need to be set.
Energy Technology Data Exchange (ETDEWEB)
Glass, Micheal W.; Hogan, Roy E., Jr.; Gartling, David K.
2010-03-01
The need for the engineering analysis of systems in which the transport of thermal energy occurs primarily through a conduction process is a common situation. For all but the simplest geometries and boundary conditions, analytic solutions to heat conduction problems are unavailable, thus forcing the analyst to call upon some type of approximate numerical procedure. A wide variety of numerical packages currently exist for such applications, ranging in sophistication from the large, general purpose, commercial codes, such as COMSOL, COSMOSWorks, ABAQUS and TSS to codes written by individuals for specific problem applications. The original purpose for developing the finite element code described here, COYOTE, was to bridge the gap between the complex commercial codes and the more simplistic, individual application programs. COYOTE was designed to treat most of the standard conduction problems of interest with a user-oriented input structure and format that was easily learned and remembered. Because of its architecture, the code has also proved useful for research in numerical algorithms and development of thermal analysis capabilities. This general philosophy has been retained in the current version of the program, COYOTE, Version 5.0, though the capabilities of the code have been significantly expanded. A major change in the code is its availability on parallel computer architectures and the increase in problem complexity and size that this implies. The present document describes the theoretical and numerical background for the COYOTE program. This volume is intended as a background document for the user's manual. Potential users of COYOTE are encouraged to become familiar with the present report and the simple example analyses reported in before using the program. The theoretical and numerical background for the finite element computer program, COYOTE, is presented in detail. COYOTE is designed for the multi-dimensional analysis of nonlinear heat conduction
Integer programming model for optimizing bus timetable using genetic algorithm
Wihartiko, F. D.; Buono, A.; Silalahi, B. P.
2017-01-01
Bus timetable gave an information for passengers to ensure the availability of bus services. Timetable optimal condition happened when bus trips frequency could adapt and suit with passenger demand. In the peak time, the number of bus trips would be larger than the off-peak time. If the number of bus trips were more frequent than the optimal condition, it would make a high operating cost for bus operator. Conversely, if the number of trip was less than optimal condition, it would make a bad quality service for passengers. In this paper, the bus timetabling problem would be solved by integer programming model with modified genetic algorithm. Modification was placed in the chromosomes design, initial population recovery technique, chromosomes reconstruction and chromosomes extermination on specific generation. The result of this model gave the optimal solution with accuracy 99.1%.
Performance of a community detection algorithm based on semidefinite programming
Javanmard, Adel; Ricci-Tersenghi, Federico
2016-01-01
The problem of detecting communities in a graph is maybe one the most studied inference problems, given its simplicity and widespread diffusion among several disciplines. A very common benchmark for this problem is the stochastic block model or planted partition problem, where a phase transition takes place in the detection of the planted partition by changing the signal-to-noise ratio. Optimal algorithms for the detection exist which are based on spectral methods, but we show these are extremely sensible to slight modification in the generative model. Recently Javanmard, Montanari and Ricci-Tersenghi (arXiv:1511.08769) have used statistical physics arguments, and numerical simulations to show that finding communities in the stochastic block model via semidefinite programming is quasi optimal. Further, the resulting semidefinite relaxation can be solved efficiently, and is very robust with respect to changes in the generative model. In this paper we study in detail several practical aspects of this new algori...
求解非线性规划的原始对偶内点法%A Primal-dual Interior Point Method for Nonlinear Programming
Institute of Scientific and Technical Information of China (English)
张珊; 姜志侠
2008-01-01
In this paper, we propose a primal-dual interior point method for solving general constrained nonlinear programming problems. To avoid the situation that the algorithm we use may converge to a saddle point or a local maximum, we utilize a merit function to guide the iterates toward a local minimum. Especially, we add the parameter ε to the Newton system when calculating the decrease directions. The global convergence is achieved by the decrease of a merit function. Furthermore, the numerical results confirm that the algorithm can solve this kind of problems in an efficient way.
Li, Xiao-Dong; Lv, Mang-Mang; Ho, John K. L.
2016-07-01
In this article, two adaptive iterative learning control (ILC) algorithms are presented for nonlinear continuous systems with non-parametric uncertainties. Unlike general ILC techniques, the proposed adaptive ILC algorithms allow that both the initial error at each iteration and the reference trajectory are iteration-varying in the ILC process, and can achieve non-repetitive trajectory tracking beyond a small initial time interval. Compared to the neural network or fuzzy system-based adaptive ILC schemes and the classical ILC methods, in which the number of iterative variables is generally larger than or equal to the number of control inputs, the first adaptive ILC algorithm proposed in this paper uses just two iterative variables, while the second even uses a single iterative variable provided that some bound information on system dynamics is known. As a result, the memory space in real-time ILC implementations is greatly reduced.
Dynamic Simulations of Nonlinear Multi-Domain Systems Based on Genetic Programming and Bond Graphs
Institute of Scientific and Technical Information of China (English)
DI Wenhui; SUN Bo; XU Lixin
2009-01-01
A dynamic simulation method for non-linear systems based on genetic programming (GP) and bond graphs (BG) was developed to improve the design of nonlinear multi-domain energy conversion sys-tems. The genetic operators enable the embryo bond graph to evolve towards the target graph according to the fitness function. Better simulation requires analysis of the optimization of the eigenvalue and the filter circuit evolution. The open topological design and space search ability of this method not only gives a more optimized convergence for the operation, but also reduces the generation time for the new circuit graph for the design of nonlinear multi-domain systems.
SOLVING CONVEX QUADRATIC PROGRAMMING BY POTENTIAL-REDUCTION INTERIOR-POINT ALGORITHM
Institute of Scientific and Technical Information of China (English)
无
2001-01-01
The solution of quadratic programming problems is an importantissue in the field of mathematical programming and industrial applications. In this paper, we solve convex quadratic programming by a potential-reduction interior-point algorithm. It is proved that the potential-reduction interior-point algorithm is globally convergent. Some numerical experiments were made.
Liu, Rengli; Wang, Yanfei
2016-04-01
An extended nonlinear chirp scaling (NLCS) algorithm is proposed to process data of highly squinted, high-resolution, missile-borne synthetic aperture radar (SAR) diving with a constant acceleration. Due to the complex diving movement, the traditional signal model and focusing algorithm are no longer suited for missile-borne SAR signal processing. Therefore, an accurate range equation is presented, named as the equivalent hyperbolic range model (EHRM), which is more accurate and concise compared with the conventional fourth-order polynomial range equation. Based on the EHRM, a two-dimensional point target reference spectrum is derived, and an extended NLCS algorithm for missile-borne SAR image formation is developed. In the algorithm, a linear range walk correction is used to significantly remove the range-azimuth cross coupling, and an azimuth NLCS processing is adopted to solve the azimuth space variant focusing problem. Moreover, the operations of the proposed algorithm are carried out without any interpolation, thus having small computational loads. Finally, the simulation results and real-data processing results validate the proposed focusing algorithm.
Energy Technology Data Exchange (ETDEWEB)
Banks, J.W., E-mail: banksj3@rpi.edu; Henshaw, W.D., E-mail: henshw@rpi.edu; Kapila, A.K., E-mail: kapila@rpi.edu; Schwendeman, D.W., E-mail: schwed@rpi.edu
2016-01-15
We describe an added-mass partitioned (AMP) algorithm for solving fluid–structure interaction (FSI) problems involving inviscid compressible fluids interacting with nonlinear solids that undergo large rotations and displacements. The computational approach is a mixed Eulerian–Lagrangian scheme that makes use of deforming composite grids (DCG) to treat large changes in the geometry in an accurate, flexible, and robust manner. The current work extends the AMP algorithm developed in Banks et al. [1] for linearly elasticity to the case of nonlinear solids. To ensure stability for the case of light solids, the new AMP algorithm embeds an approximate solution of a nonlinear fluid–solid Riemann (FSR) problem into the interface treatment. The solution to the FSR problem is derived and shown to be of a similar form to that derived for linear solids: the state on the interface being fundamentally an impedance-weighted average of the fluid and solid states. Numerical simulations demonstrate that the AMP algorithm is stable even for light solids when added-mass effects are large. The accuracy and stability of the AMP scheme is verified by comparison to an exact solution using the method of analytical solutions and to a semi-analytical solution that is obtained for a rotating solid disk immersed in a fluid. The scheme is applied to the simulation of a planar shock impacting a light elliptical-shaped solid, and comparisons are made between solutions of the FSI problem for a neo-Hookean solid, a linearly elastic solid, and a rigid solid. The ability of the approach to handle large deformations is demonstrated for a problem of a high-speed flow past a light, thin, and flexible solid beam.
Adam D. Barwell; Christopher Brown; Kevin Hammond; Wojciech Turek; Aleksander Byrski
2017-01-01
This paper considers how to use program shaping and algorithmic skeletons to parallelise a multi-agent system that is written in Erlang. Program shaping is the process of transforming a program to better enable the introduction of parallelism. Whilst algorithmic skeletons abstract away the low-level aspects of parallel programming that often plague traditional techniques, it is not always easy to introduce them into an arbitrary program, especially one that has not been written with paralleli...
Directory of Open Access Journals (Sweden)
Paras Bhatnagar
2012-10-01
Full Text Available Kaul and Kaur [7] obtained necessary optimality conditions for a non-linear programming problem by taking the objective and constraint functions to be semilocally convex and their right differentials at a point to be lower semi-continuous. Suneja and Gupta [12] established the necessary optimality conditions without assuming the semilocal convexity of the objective and constraint functions but their right differentials at the optimal point to be convex. Suneja and Gupta [13] established necessary optimality conditions for an efficient solution of a multiobjective non-linear programming problem by taking the right differentials of the objective functions and constraintfunctions at the efficient point to be convex. In this paper we obtain some results for a properly efficient solution of a multiobjective non-linear fractional programming problem involving semilocally convex and related functions by assuming generalized Slater type constraint qualification.
Mao, Heng; Zhao, Dazun
2009-03-16
A modified Levenberg-Marquardt (MLM) algorithm is proposed to substitute for modified G-S (MGS) algorithm in some situations of phase-diverse phase retrieval wavefront sensing (WFS), such as the obstructed pupil, in which the second derivative information is specifically employed to eliminate the local minimum stagnation. Experiments have been performed to validate MLM algorithm in WFS accuracy (less than lambda/30 RMS) referring to ZYGO interferometer results and in WFS repeatability (less than lambda/200 RMS), even the dynamic range is more than 7 lambda PV. Moreover, experiments have shown the MLM algorithm is superior to the MGS algorithm both in WFS accuracy and repeatability.
AUTOMATION OF PLC PROGRAMMING WHEN IMPLEMENTING ALGORITHMS OF GUARANTEEING CONTROL
Directory of Open Access Journals (Sweden)
M. V. Levinskyi
2015-05-01
Full Text Available During developing programs for programmable logic controllers (PLCs the concept of model-oriented design is increasingly used. In particular, usage of Simulink PLC Coder is giving the opportunity to get SCL program codefrom Simulink model which contains certain dynamic elements. Then, for example, this SCL code can be transformed to functional blocks of the Simatic S7-300 (VIPA 300 PLC. This significantly reduces the timerequired to develop code in the language of SCL and reduces requirements for specialists’ qualification when developing control systems. In this article we provide an example of PLC programming automation whenimplementing algorithms of guaranteeing control (AGC. For certain types of technological processes it is typical to contain monotonically increasing function of the effectiveness with fixed one-way restriction in regulations. Forexample, in the grinders, presses, extruders the load current of the drive is stabilized using the change of feed. Energy efficiency of these plants will increase with increasing of the set point (SP to the controller of the drive loadcurrent stabilization loop. However, an increase in SP increases the probability of triggering appropriate protection, for example, as a result of random changes in the properties of raw materials. Therefore, to avoid this accident, thepower of driving motors is often unreasonably overrated. And in this case they are used with currents equal to the half of rated.Systems of guaranteeing control (SGC are used to solve the contradiction between the need to improvethe efficiency and increasing probability of an accident.
Time-domain Adaptive Compensation Algorithm for Distortion of Nonlinear Amplifiers
Ding, Yuanming; Sun, Lianming; Sano, Akira
A new time-domain adaptive predistortion scheme is proposed to compensate nonlinearity of high power amplifiers (HPA) in OFDM systems. A Hammerstein model is adopted to approximate the input-output nonlinear distortion of HPA by using complex power series followed by linear dynamical distortion. According to the Hammerstein model structure, the compensation input to HPA is adaptively given in an on-line manner so that the linearization from the predistorter input to the HPA output can be attained even if the nonlinear input-output relation of HPA is uncertain and changeable. The effectiveness of the proposed adaptive scheme is validated through numerical simulations.
Directory of Open Access Journals (Sweden)
Akemi Gálvez
2013-01-01
Full Text Available Fitting spline curves to data points is a very important issue in many applied fields. It is also challenging, because these curves typically depend on many continuous variables in a highly interrelated nonlinear way. In general, it is not possible to compute these parameters analytically, so the problem is formulated as a continuous nonlinear optimization problem, for which traditional optimization techniques usually fail. This paper presents a new bioinspired method to tackle this issue. In this method, optimization is performed through a combination of two techniques. Firstly, we apply the indirect approach to the knots, in which they are not initially the subject of optimization but precomputed with a coarse approximation scheme. Secondly, a powerful bioinspired metaheuristic technique, the firefly algorithm, is applied to optimization of data parameterization; then, the knot vector is refined by using De Boor’s method, thus yielding a better approximation to the optimal knot vector. This scheme converts the original nonlinear continuous optimization problem into a convex optimization problem, solved by singular value decomposition. Our method is applied to some illustrative real-world examples from the CAD/CAM field. Our experimental results show that the proposed scheme can solve the original continuous nonlinear optimization problem very efficiently.
Energy Technology Data Exchange (ETDEWEB)
Kim, D.; Ghanem, R. [State Univ. of New York, Buffalo, NY (United States)
1994-12-31
Multigrid solution technique to solve a material nonlinear problem in a visual programming environment using the finite element method is discussed. The nonlinear equation of equilibrium is linearized to incremental form using Newton-Rapson technique, then multigrid solution technique is used to solve linear equations at each Newton-Rapson step. In the process, adaptive mesh refinement, which is based on the bisection of a pair of triangles, is used to form grid hierarchy for multigrid iteration. The solution process is implemented in a visual programming environment with distributed computing capability, which enables more intuitive understanding of solution process, and more effective use of resources.
Madsen, Niels K; Godtliebsen, Ian H; Christiansen, Ove
2017-04-07
Vibrational coupled-cluster (VCC) theory provides an accurate method for calculating vibrational spectra and properties of small to medium-sized molecules. Obtaining these properties requires the solution of the non-linear VCC equations which can in some cases be hard to converge depending on the molecule, the basis set, and the vibrational state in question. We present and compare a range of different algorithms for solving the VCC equations ranging from a full Newton-Raphson method to approximate quasi-Newton models using an array of different convergence-acceleration schemes. The convergence properties and computational cost of the algorithms are compared for the optimization of VCC states. This includes both simple ground-state problems and difficult excited states with strong non-linearities. Furthermore, the effects of using tensor-decomposed solution vectors and residuals are investigated and discussed. The results show that for standard ground-state calculations, the conjugate residual with optimal trial vectors algorithm has the shortest time-to-solution although the full Newton-Raphson method converges in fewer macro-iterations. Using decomposed tensors does not affect the observed convergence rates in our test calculations as long as the tensors are decomposed to sufficient accuracy.
Directory of Open Access Journals (Sweden)
Wei Zhang
2016-06-01
Full Text Available In the aerospace and aviation sectors, the damage tolerance concept has been applied widely so that the modeling analysis of fatigue crack growth has become more and more significant. Since the process of crack propagation is highly nonlinear and determined by many factors, such as applied stress, plastic zone in the crack tip, length of the crack, etc., it is difficult to build up a general and flexible explicit function to accurately quantify this complicated relationship. Fortunately, the artificial neural network (ANN is considered a powerful tool for establishing the nonlinear multivariate projection which shows potential in handling the fatigue crack problem. In this paper, a novel fatigue crack calculation algorithm based on a radial basis function (RBF-ANN is proposed to study this relationship from the experimental data. In addition, a parameter called the equivalent stress intensity factor is also employed as training data to account for loading interaction effects. The testing data is then placed under constant amplitude loading with different stress ratios or overloads used for model validation. Moreover, the Forman and Wheeler equations are also adopted to compare with our proposed algorithm. The current investigation shows that the ANN-based approach can deliver a better agreement with the experimental data than the other two models, which supports that the RBF-ANN has nontrivial advantages in handling the fatigue crack growth problem. Furthermore, it implies that the proposed algorithm is possibly a sophisticated and promising method to compute fatigue crack growth in terms of loading interaction effects.
Directory of Open Access Journals (Sweden)
Chung-Ta Li
2014-01-01
Full Text Available We propose a species-based hybrid of the electromagnetism-like mechanism (EM and back-propagation algorithms (SEMBP for an interval type-2 fuzzy neural system with asymmetric membership functions (AIT2FNS design. The interval type-2 asymmetric fuzzy membership functions (IT2 AFMFs and the TSK-type consequent part are adopted to implement the network structure in AIT2FNS. In addition, the type reduction procedure is integrated into an adaptive network structure to reduce computational complexity. Hence, the AIT2FNS can enhance the approximation accuracy effectively by using less fuzzy rules. The AIT2FNS is trained by the SEMBP algorithm, which contains the steps of uniform initialization, species determination, local search, total force calculation, movement, and evaluation. It combines the advantages of EM and back-propagation (BP algorithms to attain a faster convergence and a lower computational complexity. The proposed SEMBP algorithm adopts the uniform method (which evenly scatters solution agents over the feasible solution region and the species technique to improve the algorithm’s ability to find the global optimum. Finally, two illustrative examples of nonlinear systems control are presented to demonstrate the performance and the effectiveness of the proposed AIT2FNS with the SEMBP algorithm.
Energy Technology Data Exchange (ETDEWEB)
Bagheri, Saman; Nikkar, Ali [University of Tabriz, Tabriz (Iran, Islamic Republic of)
2014-11-15
This paper deals with the determination of approximate solutions for a model of column buckling using two efficient and powerful methods called He's variational approach and variational iteration algorithm-II. These methods are used to find analytical approximate solution of nonlinear dynamic equation of a model for the column buckling. First and second order approximate solutions of the equation of the system are achieved. To validate the solutions, the analytical results have been compared with those resulted from Runge-Kutta 4th order method. A good agreement of the approximate frequencies and periodic solutions with the numerical results and the exact solution shows that the present methods can be easily extended to other nonlinear oscillation problems in engineering. The accuracy and convenience of the proposed methods are also revealed in comparisons with the other solution techniques.
National Aeronautics and Space Administration — This paper presents a novel set of uncertainty measures to quantify the impact of input uncertainty on nonlinear prognosis systems. A Particle Filtering-based method...
Zhong, Xiangnan; He, Haibo; Zhang, Huaguang; Wang, Zhanshan
2014-12-01
In this paper, we develop and analyze an optimal control method for a class of discrete-time nonlinear Markov jump systems (MJSs) with unknown system dynamics. Specifically, an identifier is established for the unknown systems to approximate system states, and an optimal control approach for nonlinear MJSs is developed to solve the Hamilton-Jacobi-Bellman equation based on the adaptive dynamic programming technique. We also develop detailed stability analysis of the control approach, including the convergence of the performance index function for nonlinear MJSs and the existence of the corresponding admissible control. Neural network techniques are used to approximate the proposed performance index function and the control law. To demonstrate the effectiveness of our approach, three simulation studies, one linear case, one nonlinear case, and one single link robot arm case, are used to validate the performance of the proposed optimal control method.
Comparative Study of FDTD-Adopted Numerical Algorithms for Kerr Nonlinearities
DEFF Research Database (Denmark)
Maksymov, Ivan S.; Sukhorukov, Andrey A.; Lavrinenko, Andrei
2011-01-01
Accurate finite-difference time-domain (FDTD) modeling of optical pulse propagation in nonlinear media usually implies the use of auxiliary differential equation (ADE) techniques. The updating of electric field in full-vectorial 3-D ADE FDTD modeling of the optical Kerr effect and two-photon abso...... approaches. Such schemes can significantly reduce the CPU time for nonlinear computations, especially in 3-D models....
Directory of Open Access Journals (Sweden)
Malyj Wasyl
2005-08-01
Full Text Available Abstract Background Life processes are determined by the organism's genetic profile and multiple environmental variables. However the interaction between these factors is inherently non-linear 1. Microarray data is one representation of the nonlinear interactions among genes and genes and environmental factors. Still most microarray studies use linear methods for the interpretation of nonlinear data. In this study, we apply Isomap, a nonlinear method of dimensionality reduction, to analyze three independent large Affymetrix high-density oligonucleotide microarray data sets. Results Isomap discovered low-dimensional structures embedded in the Affymetrix microarray data sets. These structures correspond to and help to interpret biological phenomena present in the data. This analysis provides examples of temporal, spatial, and functional processes revealed by the Isomap algorithm. In a spinal cord injury data set, Isomap discovers the three main modalities of the experiment – location and severity of the injury and the time elapsed after the injury. In a multiple tissue data set, Isomap discovers a low-dimensional structure that corresponds to anatomical locations of the source tissues. This model is capable of describing low- and high-resolution differences in the same model, such as kidney-vs.-brain and differences between the nuclei of the amygdala, respectively. In a high-throughput drug screening data set, Isomap discovers the monocytic and granulocytic differentiation of myeloid cells and maps several chemical compounds on the two-dimensional model. Conclusion Visualization of Isomap models provides useful tools for exploratory analysis of microarray data sets. In most instances, Isomap models explain more of the variance present in the microarray data than PCA or MDS. Finally, Isomap is a promising new algorithm for class discovery and class prediction in high-density oligonucleotide data sets.
Algorithms and programming tools for image processing on the MPP, introduction. Thesis
1985-01-01
The programming tools and parallel algorithms created for the Massively Parallel Processor (MPP) located at the NASA Goddard Space Center are discussed. A user-friendly environment for high level language parallel algorithm development was developed. The issues involved in implementing certain algorithms on the MPP were researched. The expected results were compared with the actual results.
A SUCCESSIVE QUADRATIC PROGRAMMING ALGORITHM FOR SDP RELAXATION OF MAX-BISECTION
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
A successive quadratic programming algorithm for solving SDP relaxation of MaxBisection is provided and its convergence result is given. The step-size in the algorithm is obtained by solving n easy quadratic equations without using the linear search technique. The numerical experiments show that this algorithm is rather faster than the interior-point method.
AN INTERIOR TRUST REGION ALGORITHM FOR NONLINEAR MINIMIZATION WITH LINEAR CONSTRAINTS
Institute of Scientific and Technical Information of China (English)
Jian-guo Liu
2002-01-01
An interior trust-region-based algorithm for linearly constrained minimization problems is proposed and analyzed. This algorithm is similar to trust region algorithms forunconstrained minimization: a trust region subproblem on a subspace is solved in eachiteration. We establish that the proposed algorithm has convergence properties analogousto those of the trust region algorithms for unconstrained minimization. Namely, every limitpoint of the generated sequence satisfies the Krush-Kuhn-Tucker (KKT) conditions andat least one limit point satisfies second order necessary optimality conditions. In adidition,if one limit point is a strong local minimizer and the Hessian is Lipschitz continuous in aneighborhood of that point, then the generated sequence converges globally to that pointin the rate of at least 2-step quadratic. We are mainly concerned with the theoretical properties of the algorithm in this paper. Implementation issues and adaptation to large-scaleproblems will be addressed in a future report.
DEFF Research Database (Denmark)
Tornøe, Christoffer Wenzel; Agersø, Henrik; Nielsen, Henrik Aalborg
2004-01-01
In this paper, the two non-linear mixed-effects programs NONMEM and NLME were compared for their use in population pharmacokinetic/pharmacodynamic (PK/PD) modelling. We have described the first-order conditional estimation (FOCE) method as implemented in NONMEM and the alternating algorithm in NLME...... proposed by Lindstrom and Bates. The two programs were tested using clinical PK/PD data of a new gonadotropin-releasing hormone (GnRH) antagonist degarelix currently being developed for prostate cancer treatment. The pharmacokinetics of intravenous administered degarelix was analysed using a three...
Frost, Susan A.; Bodson, Marc; Acosta, Diana M.
2009-01-01
The Next Generation (NextGen) transport aircraft configurations being investigated as part of the NASA Aeronautics Subsonic Fixed Wing Project have more control surfaces, or control effectors, than existing transport aircraft configurations. Conventional flight control is achieved through two symmetric elevators, two antisymmetric ailerons, and a rudder. The five effectors, reduced to three command variables, produce moments along the three main axes of the aircraft and enable the pilot to control the attitude and flight path of the aircraft. The NextGen aircraft will have additional redundant control effectors to control the three moments, creating a situation where the aircraft is over-actuated and where a simple relationship does not exist anymore between the required effector deflections and the desired moments. NextGen flight controllers will incorporate control allocation algorithms to determine the optimal effector commands and attain the desired moments, taking into account the effector limits. Approaches to solving the problem using linear programming and quadratic programming algorithms have been proposed and tested. It is of great interest to understand their relative advantages and disadvantages and how design parameters may affect their properties. In this paper, we investigate the sensitivity of the effector commands with respect to the desired moments and show on some examples that the solutions provided using the l2 norm of quadratic programming are less sensitive than those using the l1 norm of linear programming.
Maintenance of Process Control Algorithms based on Dynamic Program Slicing
DEFF Research Database (Denmark)
Hansen, Ole Fink; Andersen, Nils Axel; Ravn, Ole
2010-01-01
Today’s industrial control systems gradually lose performance after installation and must be regularly maintained by means of adjusting parameters and modifying the control algorithm, in order to regain high performance. Industrial control algorithms are complex software systems, and it is partic......Today’s industrial control systems gradually lose performance after installation and must be regularly maintained by means of adjusting parameters and modifying the control algorithm, in order to regain high performance. Industrial control algorithms are complex software systems...... the behavior of a control algorithm, enables maintenance personnel to focus on only relevant parts of the algorithm and semi-automatically locate the part of the algorithm that is responsible for the reduced performance. The solution is tuning-free and can be applied to installed and running systems without...
THE PRIMAL-DUAL POTENTIAL REDUCTION ALGORITHM FOR POSITIVE SEMI-DEFINITE PROGRAMMING
Institute of Scientific and Technical Information of China (English)
Si-ming Huang
2003-01-01
In this paper we introduce a primal-dual potential reduction algorithm for positivesemi-definite programming. Using the symetric preserving scalings for both primal anddual interior matrices, we can construct an algorithm which is very similar to the primal-dual potential reduction algorithm of Huang and Kortanek [6] for linear programming. Thecomplexity of the algorithm is either O(n log(X0 @ S0/ε) or O(√nlog(X0 @ S0/ε) dependson the value of ρ in the primal-dual potential function, where X0 and S0 is the initialinterior matrices of the positive semi-definite programming.
Institute of Scientific and Technical Information of China (English)
Xin LIU; Guo WEI; Jin-wei SUN; Dan LIU
2009-01-01
Least squares support vector machines (LS-SVMs) are modified support vector machines (SVMs) that involve equality constraints and work with a least squares cost function, which simplifies the optimization procedure. In this paper, a novel training algorithm based on total least squares (TLS) for an LS-SVM is presented and applied to muhifunctional sensor signal reconstruction. For three different nonlinearities of a multi functional sensor model, the reconstruction accuracies of input signals are 0.001 36%, 0.03184% and 0.504 80%, respectively. The experimental results demonstrate the higher reliability and accuracy of the proposed method for multi functional sensor signal reconstruction than the original LS-SVM training algorithm, and verify the feasibility and stability of the proposed method.
Institute of Scientific and Technical Information of China (English)
金中; 濮定国; 张宇; 蔡力
2008-01-01
A mechanism for proving global convergence in filter-SQP(sequence of quadratic programming)method with the nonlinear complementarity problem(NCP)function is described for constrained nonlinear optimization problem.We introduce an NCP function into the filter and construct a new SQP-filter algorithm.Such methods are characterized by their use of the dominance concept of multi-objective optimization,instead of a penalty parameter whose adjustment can be problematic.We prove that the algorithm has global convergence and superlinear convergence rates under some mild conditions.
Directory of Open Access Journals (Sweden)
Zhi-yuan Li
2014-01-01
Full Text Available As the core of the effective financial crisis prevention, enterprise finance crisis prediction has been the focal attention of both theorists and businessmen. Financial crisis predictions need to apply a variety of financial and operating indicators for its analysis. Therefore, a new evaluation model based on nonlinear programming is established, the nature of the model is proved, the detailed solution steps of the model are given, and the significance and algorithm of the model are thoroughly discussed in this study. The proposed model can deal with the case of missing data, and has the good isotonic property and profound theoretical background. In the empirical analysis to predict the financial crisis and through the comparison of the analysis of historical data and the real enterprises with financial crisis, we find that the results are in accordance with the real enterprise financial conditions and the proposed model has a good predictive ability.
Fuwa, Minori; Kayama, Mizue; Kunimune, Hisayoshi; Hashimoto, Masami; Asano, David K.
2015-01-01
We have explored educational methods for algorithmic thinking for novices and implemented a block programming editor and a simple learning management system. In this paper, we propose a program/algorithm complexity metric specified for novice learners. This metric is based on the variable usage in arithmetic and relational formulas in learner's…
A Primal-Dual Interior Point-Linear Programming Algorithm for MPC
DEFF Research Database (Denmark)
Edlund, Kristian; Sokoler, Leo Emil; Jørgensen, John Bagterp
2009-01-01
Constrained optimal control problems for linear systems with linear constraints and an objective function consisting of linear and l1-norm terms can be expressed as linear programs. We develop an efficient primal-dual interior point algorithm for solution of such linear programs. The algorithm...
Saltan, Fatih
2017-01-01
Online Algorithm Visualization (OAV) is one of the recent developments in the instructional technology field that aims to help students handle difficulties faced when they begin to learn programming. This study aims to investigate the effect of online algorithm visualization on students' achievement in the introduction to programming course. To…
Nonlinear Programming Approach to Optimal Scaling of Partially Ordered Categories
Nishisato, Shizuhiko; Arri, P. S.
1975-01-01
A modified technique of separable programming was used to maximize the squared correlation ratio of weighted responses to partially ordered categories. The technique employs a polygonal approximation to each single-variable function by choosing mesh points around the initial approximation supplied by Nishisato's method. Numerical examples were…
Abrashkevich, Alexander; Puzynin, I. V.
2004-01-01
A FORTRAN program is presented which solves a system of nonlinear simultaneous equations using the continuous analog of Newton's method (CANM). The user has the option of either to provide a subroutine which calculates the Jacobian matrix or allow the program to calculate it by a forward-difference approximation. Five iterative schemes using different algorithms of determining adaptive step size of the CANM process are implemented in the program. Program summaryTitle of program: CANM Catalogue number: ADSN Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADSN Program available from: CPC Program Library, Queen's University of Belfast, Northern Ireland Licensing provisions: none Computer for which the program is designed and others on which it has been tested: Computers: IBM RS/6000 Model 320H, SGI Origin2000, SGI Octane, HP 9000/755, Intel Pentium IV PC Installation: Department of Chemistry, University of Toronto, Toronto, Canada Operating systems under which the program has been tested: IRIX64 6.1, 6.4 and 6.5, AIX 3.4, HP-UX 9.01, Linux 2.4.7 Programming language used: FORTRAN 90 Memory required to execute with typical data: depends on the number of nonlinear equations in a system. Test run requires 80 KB No. of bits in distributed program including test data, etc.: 15283 Distribution format: tar gz format No. of lines in distributed program, including test data, etc.: 1794 Peripherals used: line printer, scratch disc store External subprograms used: DGECO and DGESL [1] Keywords: nonlinear equations, Newton's method, continuous analog of Newton's method, continuous parameter, evolutionary differential equation, Euler's method Nature of physical problem: System of nonlinear simultaneous equations F i(x 1,x 2,…,x n)=0,1⩽i⩽n, is numerically solved. It can be written in vector form as F( X)= 0, X∈ Rn, where F : Rn→ Rn is a twice continuously differentiable function with domain and range in n-dimensional Euclidean space. The solutions of such systems of
GOAL PROGRAMMING ALGORITHM FOR A TYPE OF LEAST ABSOLUTE VALUE REGRESSION PROBLEM
Institute of Scientific and Technical Information of China (English)
SHI Kuiran; XIAO Tiaojun; ZHANG Weirong
2004-01-01
This paper develops goal programming algorithm to solve a type of least absolute value (LAV) problem. Firstly, we simplify the simplex algorithm by proving the existence of solutions of the problem. Then, we present a goal programming algorithm on the basis of the original techniques. Theoretical analysis and numerical results indicate that the new method contains a lower number of deviation variables and consumes less computational time as compared to current LAV methods.
A computer program for predicting nonlinear uniaxial material responses using viscoplastic models
Chang, T. Y.; Thompson, R. L.
1984-01-01
A computer program was developed for predicting nonlinear uniaxial material responses using viscoplastic constitutive models. Four specific models, i.e., those due to Miller, Walker, Krieg-Swearengen-Rhode, and Robinson, are included. Any other unified model is easily implemented into the program in the form of subroutines. Analysis features include stress-strain cycling, creep response, stress relaxation, thermomechanical fatigue loop, or any combination of these responses. An outline is given on the theoretical background of uniaxial constitutive models, analysis procedure, and numerical integration methods for solving the nonlinear constitutive equations. In addition, a discussion on the computer program implementation is also given. Finally, seven numerical examples are included to demonstrate the versatility of the computer program developed.
A high-performance feedback neural network for solving convex nonlinear programming problems.
Leung, Yee; Chen, Kai-Zhou; Gao, Xing-Bao
2003-01-01
Based on a new idea of successive approximation, this paper proposes a high-performance feedback neural network model for solving convex nonlinear programming problems. Differing from existing neural network optimization models, no dual variables, penalty parameters, or Lagrange multipliers are involved in the proposed network. It has the least number of state variables and is very simple in structure. In particular, the proposed network has better asymptotic stability. For an arbitrarily given initial point, the trajectory of the network converges to an optimal solution of the convex nonlinear programming problem under no more than the standard assumptions. In addition, the network can also solve linear programming and convex quadratic programming problems, and the new idea of a feedback network may be used to solve other optimization problems. Feasibility and efficiency are also substantiated by simulation examples.
A Highly Functional Decision Paradigm Based on Nonlinear Adaptive Genetic Algorithm
1994-04-20
FEGA will still be evident. Table 1-1. Excitation Time for Different Sorting Algorithms Algorithm Type Excitation Time Bubble Sorting 1.13 x 109 hours...CARM Sorting 14.4 hours Conventional GA 2 - 3 seconds POC FEGA 0.3 - 0.5 seconds 2.0 HIGHLIGHTS OF PHASE I TECHNICAL OBJECTIVES AND RESULTS In Phase
Ultimate limit state design of sheet pile walls by finite elements and nonlinear programming
DEFF Research Database (Denmark)
Krabbenhøft, Kristian; Damkilde, Lars; Krabbenhøft, Sven
2005-01-01
as a nonlinear programming problem where the yield moment of the wall is minimized subject to equilibrium and yield conditions. The finite element discretization used enables exact fulfillment of these conditions and thus, according to the lower bound theorem, the solutions are safe....
A Smooth Newton Method for Nonlinear Programming Problems with Inequality Constraints
Directory of Open Access Journals (Sweden)
Vasile Moraru
2012-02-01
Full Text Available The paper presents a reformulation of the Karush-Kuhn-Tucker (KKT system associated nonlinear programming problem into an equivalent system of smooth equations. Classical Newton method is applied to solve the system of equations. The superlinear convergence of the primal sequence, generated by proposed method, is proved. The preliminary numerical results with a problems test set are presented.
Ultimate Limit State Design Of Sheet Pile Walls By Finite Elements And Nonlinear Programming
DEFF Research Database (Denmark)
Krabbenhøft, Kristian; Damkilde, Lars; Krabbenhøft, Sven
2005-01-01
as a nonlinear programming problem where the yield moment of the wall is minimized subject to equilibrium and yield conditions. The finite element discretization used enables exact fulfillment of these conditions and thus, according to the lower bound theorem, the solutions are safe...
Comparative Study of FDTD-Adopted Numerical Algorithms for Kerr Nonlinearities
DEFF Research Database (Denmark)
Maksymov, Ivan S.; Sukhorukov, Andrey A.; Lavrinenko, Andrei;
2011-01-01
Accurate finite-difference time-domain (FDTD) modeling of optical pulse propagation in nonlinear media usually implies the use of auxiliary differential equation (ADE) techniques. The updating of electric field in full-vectorial 3-D ADE FDTD modeling of the optical Kerr effect and two-photon abso......Accurate finite-difference time-domain (FDTD) modeling of optical pulse propagation in nonlinear media usually implies the use of auxiliary differential equation (ADE) techniques. The updating of electric field in full-vectorial 3-D ADE FDTD modeling of the optical Kerr effect and two......-photon absorption in optical media is proceeded conventionally through the iterative solution of nonlinear algebraic equations. Here, we study three approaches for the field update including simple noniterative explicit schemes. By comparing them to the analytical results for optical pulse propagation in long...
Optimum sensitivity derivatives of objective functions in nonlinear programming
Barthelemy, J.-F. M.; Sobieszczanski-Sobieski, J.
1983-01-01
The feasibility of eliminating second derivatives from the input of optimum sensitivity analyses of optimization problems is demonstrated. This elimination restricts the sensitivity analysis to the first-order sensitivity derivatives of the objective function. It is also shown that when a complete first-order sensitivity analysis is performed, second-order sensitivity derivatives of the objective function are available at little additional cost. An expression is derived whose application to linear programming is presented.
Pitschner, H F; Berkowitsch, A
2001-01-01
Symbolic dynamics as a non linear method and computation of the normalized algorithmic complexity (C alpha) was applied to basket-catheter mapping of atrial fibrillation (AF) in the right human atrium. The resulting different degrees of organisation of AF have been compared to conventional classification of Wells. Short time temporal and spatial distribution of the C alpha during AF and effects of propafenone on this distribution have been investigated in 30 patients. C alpha was calculated for a moving window. Generated C alpha was analyzed within 10 minutes before and after administration of propafenone. The inter-regional C alpha distribution was statistically analyzed. Inter-regional C alpha differences were found in all patients (p complexity areas according to individual patterns. A significant C alpha increase in cranio-caudal direction was confirmed inter-individually (p complexity.
Zhong, Jian; Dong, Gang; Sun, Yimei; Zhang, Zhaoyang; Wu, Yuqin
2016-11-01
The present work reports the development of nonlinear time series prediction method of genetic algorithm (GA) with singular spectrum analysis (SSA) for forecasting the surface wind of a point station in the South China Sea (SCS) with scatterometer observations. Before the nonlinear technique GA is used for forecasting the time series of surface wind, the SSA is applied to reduce the noise. The surface wind speed and surface wind components from scatterometer observations at three locations in the SCS have been used to develop and test the technique. The predictions have been compared with persistence forecasts in terms of root mean square error. The predicted surface wind with GA and SSA made up to four days (longer for some point station) in advance have been found to be significantly superior to those made by persistence model. This method can serve as a cost-effective alternate prediction technique for forecasting surface wind of a point station in the SCS basin. Project supported by the National Natural Science Foundation of China (Grant Nos. 41230421 and 41605075) and the National Basic Research Program of China (Grant No. 2013CB430101).
A Sequential Quadratic Programming Algorithm for Solving Large, Sparse Nonlinear Programs.
1984-05-01
Problem Reference: Himmelblau [1972] problem no. 11 min f(x) - 5.3578547 x32 + 0.8356891 XlX5 + 37.293239 x, :: subject to 0 4 85.334407 + 0.0056858 x2x5...3] U.S. Steel Problems References: Himmelblau [1972], problem no. 22; Hock and Schittkowski (1981], problem nos. 95-98. 6 mn f(x) c ixi i... Himmelblau (1972], problem no. 16; Hock and Schittkowski [1981], problem no. 108. min f(x) - -Xlx4 + x2x3 - x3x4 + x5x4 - x5x8 + x6x 7 subject to x32 + x4
Ahn, Joong-Bae; Lee, Joonlee
2016-08-01
A new multimodel ensemble (MME) method that uses a genetic algorithm (GA) is developed and applied to the prediction of winter surface air temperature (SAT) and precipitation. The GA based on the biological process of natural evolution is a nonlinear method which solves nonlinear optimization problems. Hindcast data of winter SAT and precipitation from the six coupled general circulation models participating in the seasonal MME prediction system of the Asia-Pacific Economic Conference Climate Center are used. Three MME methods using GA (MME/GAs) are examined in comparison with a simple composite MME strategy (MS0): MS1 which applies GA to single-model ensembles (SMEs), MS2 which applies GA to each ensemble member and then performs a simple composite method for MME, and MS3 which applies GA to both MME and SME. MS3 shows the highest predictability compared to MS0, MS1, and MS2 for both winter SAT and precipitation. These results indicate that biases of ensemble members of each model and model ensemble are more reduced with MS3 than with other MME/GAs and MS0. The predictability of the MME/GAs shows a greater improvement than that of MS0, particularly in higher-latitude land areas. The reason for the more improved increase of predictability over the land area, particularly in MS3, seems to be the fact that GA is more efficient in finding an optimum solution in a complex region where nonlinear physical properties are evident.
2015-04-24
Allgwer and A. Zheng, Nonlinear model predictive control vol. 26: Springer , 2000. [10] J. M. Park, D. W. Kim, Y. S. Yoon, H. J. Kim, and K. S. Yi...include modeling, simulation, and control of dynamic systems, with applications to energy systems, multibody dynamics, vehicle systems, and biomechanics
Assaf, Tareq; Rossiter, Jonathan M.; Porrill, John
2016-01-01
Electroactive polymer actuators are important for soft robotics, but can be difficult to control because of compliance, creep and nonlinearities. Because biological control mechanisms have evolved to deal with such problems, we investigated whether a control scheme based on the cerebellum would be useful for controlling a nonlinear dielectric elastomer actuator, a class of artificial muscle. The cerebellum was represented by the adaptive filter model, and acted in parallel with a brainstem, an approximate inverse plant model. The recurrent connections between the two allowed for direct use of sensory error to adjust motor commands. Accurate tracking of a displacement command in the actuator's nonlinear range was achieved by either semi-linear basis functions in the cerebellar model or semi-linear functions in the brainstem corresponding to recruitment in biological muscle. In addition, allowing transfer of training between cerebellum and brainstem as has been observed in the vestibulo-ocular reflex prevented the steady increase in cerebellar output otherwise required to deal with creep. The extensibility and relative simplicity of the cerebellar-based adaptive-inverse control scheme suggests that it is a plausible candidate for controlling this type of actuator. Moreover, its performance highlights important features of biological control, particularly nonlinear basis functions, recruitment and transfer of training. PMID:27655667
A Functional Programming Approach to AI Search Algorithms
Panovics, Janos
2012-01-01
The theory and practice of search algorithms related to state-space represented problems form the major part of the introductory course of Artificial Intelligence at most of the universities and colleges offering a degree in the area of computer science. Students usually meet these algorithms only in some imperative or object-oriented language…
An Algorithm for Static Tracing of Message Passing Interface Programs Using Data Flow Analysis
Directory of Open Access Journals (Sweden)
Alaa I. Elnashar
2014-12-01
Full Text Available Message Passing Interface (MPI is a well know paradigm that is widely used in coding explicit parallel programs. MPI programs exchange data among parallel processes using communication routines. Program execution trace depends on the way that its processes are communicated together. For the same program, there are a lot of processes transitions states that may appear due to the nondeterministic features of parallel execution. In this paper we present a new algorithm that statically generates the execution trace of a given MPI program using data flow analysis technique. The performance of the proposed algorithm is evaluated and compared with that of two heuristic techniques that use a random and genetic algorithm approaches to generate trace sequences. The results show that the proposed algorithm scales well with the program size and avoids the problem of processes state explosion which the other techniques suffer from.
Ren, Kun; Jihong, Qu
2014-01-01
Wind-hydrothermal power system dispatching has received intensive attention in recent years because it can help develop various reasonable plans to schedule the power generation efficiency. But future data such as wind power output and power load would not be accurately predicted and the nonlinear nature involved in the complex multiobjective scheduling model; therefore, to achieve accurate solution to such complex problem is a very difficult task. This paper presents an interval programming model with 2-step optimization algorithm to solve multiobjective dispatching. Initially, we represented the future data into interval numbers and simplified the object function to a linear programming problem to search the feasible and preliminary solutions to construct the Pareto set. Then the simulated annealing method was used to search the optimal solution of initial model. Thorough experimental results suggest that the proposed method performed reasonably well in terms of both operating efficiency and precision.
Directory of Open Access Journals (Sweden)
Kun Ren
2014-01-01
Full Text Available Wind-hydrothermal power system dispatching has received intensive attention in recent years because it can help develop various reasonable plans to schedule the power generation efficiency. But future data such as wind power output and power load would not be accurately predicted and the nonlinear nature involved in the complex multiobjective scheduling model; therefore, to achieve accurate solution to such complex problem is a very difficult task. This paper presents an interval programming model with 2-step optimization algorithm to solve multiobjective dispatching. Initially, we represented the future data into interval numbers and simplified the object function to a linear programming problem to search the feasible and preliminary solutions to construct the Pareto set. Then the simulated annealing method was used to search the optimal solution of initial model. Thorough experimental results suggest that the proposed method performed reasonably well in terms of both operating efficiency and precision.
Umbarkar, A. J.; Balande, U. T.; Seth, P. D.
2017-06-01
The field of nature inspired computing and optimization techniques have evolved to solve difficult optimization problems in diverse fields of engineering, science and technology. The firefly attraction process is mimicked in the algorithm for solving optimization problems. In Firefly Algorithm (FA) sorting of fireflies is done by using sorting algorithm. The original FA is proposed with bubble sort for ranking the fireflies. In this paper, the quick sort replaces bubble sort to decrease the time complexity of FA. The dataset used is unconstrained benchmark functions from CEC 2005 [22]. The comparison of FA using bubble sort and FA using quick sort is performed with respect to best, worst, mean, standard deviation, number of comparisons and execution time. The experimental result shows that FA using quick sort requires less number of comparisons but requires more execution time. The increased number of fireflies helps to converge into optimal solution whereas by varying dimension for algorithm performed better at a lower dimension than higher dimension.
A new method of thermal network modeling - A nonlinear programming approach
Adachi, M.; Miyaoka, S.; Muramatsu, A.; Funabashi, M.; Nakajima, T.
A new method for correcting thermal network model coefficients is described. This method sharply reduces discrepancies obtained by the nonlinear programming approach in the conductance coefficients and radiation coefficients for determining the heat balance of a spacecraft. The method consists of an experimental design and a nonlinear parameter identification. An experimental design for obtaining useful data for the thermal network model correction is discussed. A simulation study has shown that the standard deviation of the estimated temperature and estimation error of the parameters are reduced by 50 percent and 70 percent respectively.
Identification of Nonlinear Rational Systems Using A Prediction-Error Estimation Algorithm
1987-01-01
Identification of discrete-time noninear stochastic systems which can be represented by a rational input-output model is considered. A prediction-error parameter estimation algorithm is developed and a criterion is derived using results from the theory of hypothesis testing to determine the correct model structure. The identification of a simulated system and a heat exchanger are included to illustrate the algorithms.
Giles, G. L.; Wallas, M.
1981-01-01
User documentation is presented for a computer program which considers the nonlinear properties of the strain isolator pad (SIP) in the static stress analysis of the shuttle thermal protection system. This program is generalized to handle an arbitrary SIP footprint including cutouts for instrumentation and filler bar. Multiple SIP surfaces are defined to model tiles in unique locations such as leading edges, intersections, and penetrations. The nonlinearity of the SIP is characterized by experimental stress displacement data for both normal and shear behavior. Stresses in the SIP are calculated using a Newton iteration procedure to determine the six rigid body displacements of the tile which develop reaction forces in the SIP to equilibrate the externally applied loads. This user documentation gives an overview of the analysis capabilities, a detailed description of required input data and an example to illustrate use of the program.
Evolutionary programming CLEAN algorithm for UWB localization images of contiguous targets
Institute of Scientific and Technical Information of China (English)
XU Yong; LU Ying-hua
2007-01-01
In this article, a novel scattering center extraction method using genetic algorithm is proposed to deal with the ultra-wideband (UWB) localization image, which is called evolutionary programming (EP) CLEAN algorithm. Because of the UWB characters, the ideal point scattering model and EP method are used in the algorithm for optimizing the UWB localization images. After introducing the algorithm detail, the actual model is used to realize the EP CLEAN algorithm. Compared with the conventional localization imaging algorithm, this algorithm has advantages fitting the UWB characters such as accuracy, robustness, and better resolution, which are verified by the numerical simulations. Therefore the EP CLEAN algorithm could improve localization image performance to expand the UWB technique application.
Energy Technology Data Exchange (ETDEWEB)
Linderoth, Jeff T. [University of Wisconsin-Madison; Luedtke, James R. [University of Wisconsin-Madison
2013-05-30
The mathematical modeling of systems often requires the use of both nonlinear and discrete components. Problems involving both discrete and nonlinear components are known as mixed-integer nonlinear programs (MINLPs) and are among the most challenging computational optimization problems. This research project added to the understanding of this area by making a number of fundamental advances. First, the work demonstrated many novel, strong, tractable relaxations designed to deal with non-convexities arising in mathematical formulation. Second, the research implemented the ideas in software that is available to the public. Finally, the work demonstrated the importance of these ideas on practical applications and disseminated the work through scholarly journals, survey publications, and conference presentations.
AN INFEASIBLE-INTERIOR-POINT PREDICTOR-CORRECTOR ALGORITHM FOR THE SECOND-ORDER CONE PROGRAM
Institute of Scientific and Technical Information of China (English)
Chi Xiaoni; Liu Sanyang
2008-01-01
A globally convergent infeasible-interior-point predictor-corrector algorithm is presented for the second-order cone programming (SOCP) by using the Alizadeh-Haeberly-Overton (AHO) search direction. This algorithm does not require the feasibility of the initial points and iteration points. Under suitable assumptions, it is shown that the algorithm can find an c-approximate solution of an SOCP in at most O(√nln(∈0/∈)) iterations. The iteration-complexity bound of our algorithm is almost the same as the best known bound of feasible interior point algorithms for the SOCP.
Nonlinear approximation method in Lagrangian relaxation-based algorithms for hydrothermal scheduling
Energy Technology Data Exchange (ETDEWEB)
Guan, X. [Pacific Gas and Electric, San Francisco, CA (United States); Luh, P.B.; Zhang, L. [Univ. of Connecticut, Storrs, CT (United States). Dept. of Electrical and Systems Engineering
1995-05-01
When the Lagrangian relaxation technique is used to solve hydrothermal scheduling problems, many subproblems have linear stage-wise cost functions. A well recognized difficulty is that the solutions to these subproblems may oscillate between maximum and minimum generations with slight changes of the multipliers. Furthermore, the subproblem solutions may become singular, i.e., they are un-determined when the linear coefficients become zero. This may result in large differences between subproblem solutions and the optimal primal schedule. In this paper, a nonlinear approximation method is presented which utilizes nonlinear functions, quadratic in this case, to approximate relevant linear cost functions. The analysis shows that the difficulty associated with solution oscillation is reduced, and singularity is avoided. Extensive testing based on Northeast Utilities data indicates that the method consistently generates better schedules than the standard Lagrangian relaxation method.
Zheng, Ziyi; Sun, Mingshan; Pavkovich, John; Star-Lack, Josh
2011-03-01
A challenge in using on-board cone beam computed tomography (CBCT) to image lung tumor motion prior to radiation therapy treatment is acquiring and reconstructing high quality 4D images in a sufficiently short time for practical use. For the 1 minute rotation times typical of Linacs, severe view aliasing artifacts, including streaks, are created if a conventional phase-correlated FDK reconstruction is performed. The McKinnon-Bates (MKB) algorithm provides an efficient means of reducing streaks from static tissue but can suffer from low SNR and other artifacts due to data truncation and noise. We have added truncation correction and bilateral nonlinear filtering to the MKB algorithm to reduce streaking and improve image quality. The modified MKB algorithm was implemented on a graphical processing unit (GPU) to maximize efficiency. Results show that a nearly 4x improvement in SNR is obtained compared to the conventional FDK phase-correlated reconstruction and that high quality 4D images with 0.4 second temporal resolution and 1 mm3 isotropic spatial resolution can be reconstructed in less than 20 seconds after data acquisition completes.
Fast Simulation of Nonlinear Circuits with an Algorithm of Partial Matrix Elimination (PME)
Institute of Scientific and Technical Information of China (English)
CAI Xingjian; MAO Junfa; YANG Xiaoping; LI Zhengfan
2001-01-01
In this paper a theorem is proven thatthe contribution of any linear circuit elements to theadmittance matrix [Y] in the modified nodal admit-tance (MNA) equation of circuit analysis is invariantwith time.Based on this theorem a fast time-domainalgorithm of partial matrix elimination (PME) is de-veloped for simulation of high-speed nonlinear circuitswith interconnects.In PME the matrix [Y] is ar-ranged to consist of two submatrices.The lower sub-matrix that contains entries from only linear circuit el-ements is partially triangulated by Gauss eliminationfor the first-time-step transient analysis.At the fol-lowing time steps of transient analysis,Gauss elimina-tion is needed only for the upper submatrix containingcontributions of nonlinear circuit devices.Efficiencyanalysis of PME is given in detail,showing that it canaccelerate circuit simulation by a factor of at least 2.5for linear or lightly nonlinear circuits without employ-ing any numerical approximation.Moreover,PME isuseful for circuits debugging.
Institute of Scientific and Technical Information of China (English)
宋丽娜; 王维国
2012-01-01
By constructing the iterative formula with a so-called convergence-control parameter, the generalized two-dimensional differential transform method is improved. With the enhanced technique, the nonlinear fractional Kolmogorov-Petrovskii-Piskunov equations are dealt analytically and approximate solutions are derived. The results show that the employed approach is a promising tool for solving many nonlinear fractional partial differential equations. The algorithm described in this work is expected to be employed to solve more problems in fractional calculus.
Song, Li-Na; Wang, Wei-Guo
2012-08-01
By constructing the iterative formula with a so-called convergence-control parameter, the generalized two-dimensional differential transform method is improved. With the enhanced technique, the nonlinear fractional Kolmogorov-Petrovskii-Piskunov equations are dealt analytically and approximate solutions are derived. The results show that the employed approach is a promising tool for solving many nonlinear fractional partial differential equations. The algorithm described in this work is expected to be employed to solve more problems in fractional calculus.
Solution for integer linear bilevel programming problems using orthogonal genetic algorithm
Institute of Scientific and Technical Information of China (English)
Hong Li; Li Zhang; Yongchang Jiao
2014-01-01
An integer linear bilevel programming problem is firstly transformed into a binary linear bilevel programming problem, and then converted into a single-level binary implicit program-ming. An orthogonal genetic algorithm is developed for solving the binary linear implicit programming problem based on the ortho-gonal design. The orthogonal design with the factor analysis, an experimental design method is applied to the genetic algorithm to make the algorithm more robust, statistical y sound and quickly convergent. A crossover operator formed by the orthogonal array and the factor analysis is presented. First, this crossover operator can generate a smal but representative sample of points as off-spring. After al of the better genes of these offspring are selected, a best combination among these offspring is then generated. The simulation results show the effectiveness of the proposed algo-rithm.
Nonconvex Quadratic Programming Method for κ-Coloring Problem: Algorithm and Computation
Institute of Scientific and Technical Information of China (English)
Cao Jiaming
1994-01-01
In this paper, we consider the socalled k-coloring problem in general case.Firstly, a special quadratic 0-1 programming is constructed to formulate k-coloring problem. Secondly, by use of the equivalence between above quadratic 0-1 programming and its relaxed rpoblem, k-coloring problem is converted into a class of (continuous) nonconvex quadratic programs, and several theoretic results are also introduced. Thirdly, linear programming approximate algorithm is quoted and verified for this class of nonconvex quadratic programs. Finally,examining problems which are used to test the algorithm are constructed and sufficient computation experiments are reported.
Penalty Algorithms in Hilbert Spaces
Institute of Scientific and Technical Information of China (English)
Jean Pierre DUSSAULT; Hai SHEN; André BANDRAUK
2007-01-01
We analyze the classical penalty algorithm for nonlinear programming in HUbert spaces and obtain global convergence results, as well as asymptotic superlinear convergence order. These convergence results generalize similar results obtained for finite-dimensional problems. Moreover, the nature of the algorithms allows us to solve the unconstrained subproblems in finite-dimensional spaces.
Design of asymptotic estimators: an approach based on neural networks and nonlinear programming.
Alessandri, Angelo; Cervellera, Cristiano; Sanguineti, Marcello
2007-01-01
A methodology to design state estimators for a class of nonlinear continuous-time dynamic systems that is based on neural networks and nonlinear programming is proposed. The estimator has the structure of a Luenberger observer with a linear gain and a parameterized (in general, nonlinear) function, whose argument is an innovation term representing the difference between the current measurement and its prediction. The problem of the estimator design consists in finding the values of the gain and of the parameters that guarantee the asymptotic stability of the estimation error. Toward this end, if a neural network is used to take on this function, the parameters (i.e., the neural weights) are chosen, together with the gain, by constraining the derivative of a quadratic Lyapunov function for the estimation error to be negative definite on a given compact set. It is proved that it is sufficient to impose the negative definiteness of such a derivative only on a suitably dense grid of sampling points. The gain is determined by solving a Lyapunov equation. The neural weights are searched for via nonlinear programming by minimizing a cost penalizing grid-point constraints that are not satisfied. Techniques based on low-discrepancy sequences are applied to deal with a small number of sampling points, and, hence, to reduce the computational burden required to optimize the parameters. Numerical results are reported and comparisons with those obtained by the extended Kalman filter are made.
A Stereo Dual-Channel Dynamic Programming Algorithm for UAV Image Stitching.
Li, Ming; Chen, Ruizhi; Zhang, Weilong; Li, Deren; Liao, Xuan; Wang, Lei; Pan, Yuanjin; Zhang, Peng
2017-09-08
Dislocation is one of the major challenges in unmanned aerial vehicle (UAV) image stitching. In this paper, we propose a new algorithm for seamlessly stitching UAV images based on a dynamic programming approach. Our solution consists of two steps: Firstly, an image matching algorithm is used to correct the images so that they are in the same coordinate system. Secondly, a new dynamic programming algorithm is developed based on the concept of a stereo dual-channel energy accumulation. A new energy aggregation and traversal strategy is adopted in our solution, which can find a more optimal seam line for image stitching. Our algorithm overcomes the theoretical limitation of the classical Duplaquet algorithm. Experiments show that the algorithm can effectively solve the dislocation problem in UAV image stitching, especially for the cases in dense urban areas. Our solution is also direction-independent, which has better adaptability and robustness for stitching images.
A POLYNOMIAL PREDICTOR-CORRECTOR INTERIOR-POINT ALGORITHM FOR CONVEX QUADRATIC PROGRAMMING
Institute of Scientific and Technical Information of China (English)
Yu Qian; Huang Chongchao; Jiang Yan
2006-01-01
This article presents a polynomial predictor-corrector interior-point algorithm for convex quadratic programming based on a modified predictor-corrector interior-point algorithm. In this algorithm, there is only one corrector step after each predictor step,where Step 2 is a predictor step and Step 4 is a corrector step in the algorithm. In the algorithm, the predictor step decreases the dual gap as much as possible in a wider neighborhood of the central path and the corrector step draws iteration points back to a narrower neighborhood and make a reduction for the dual gap. It is shown that the algorithm has O(√nL) iteration complexity which is the best result for convex quadratic programming so far.
Fast Algorithm of Numerical Solutions for Strong Nonlinear Partial Differential Equations
Directory of Open Access Journals (Sweden)
Tongjing Liu
2014-07-01
Full Text Available Because of a high mobility ratio in the chemical and gas flooding for oil reservoirs, the problems of numerical dispersion and low calculation efficiency also exist in the common methods, such as IMPES and adaptive implicit methods. Therefore, the original calculation process, “one-step calculation for pressure and multistep calculation for saturation,” was improved by introducing a velocity item and using the fractional flow in a direction to calculate the saturation. Based on these developments, a new algorithm of numerical solution for “one-step calculation for pressure, one-step calculation for velocity, and multi-step calculation for fractional flow and saturation” was obtained, and the convergence condition for the calculation of saturation was also proposed. The simulation result of a typical theoretical model shows that the nonconvergence occurred for about 6,000 times in the conventional algorithm of IMPES, and a high fluctuation was observed in the calculation steps. However, the calculation step of the fast algorithm was stabilized for 0.5 d, indicating that the fast algorithm can avoid the nonconvergence caused by the saturation that was directly calculated by pressure. This has an important reference value in the numerical simulations of chemical and gas flooding for oil reservoirs.
Cao, Ning; Zhang, Huaguang; Luo, Yanhong; Feng, Dezhi
2012-09-01
In this article, a novel iteration algorithm named two-stage approximate dynamic programming (TSADP) is proposed to seek the solution of nonlinear switched optimal control problem. At each iteration of TSADP, a multivariate optimal control problem is transformed to be a certain number of univariate optimal control problems. It is shown that the value function at each iteration can be characterised pointwisely by a set of smooth functions recursively obtained from TSADP, and the associated control policy, continuous control and switching control law included, is explicitly provided in a state-feedback form. Moreover, the convergence and optimality of TSADP is strictly proven. To implement this algorithm efficiently, neural networks, critic and action networks, are utilised to approximate the value function and continuous control law, respectively. Thus, the value function is expressed by the weights of critic networks pointwise. Besides, redundant weights are ruled out at each iteration to simplify the exponentially increasing computation burden. Finally, a simulation example is provided to demonstrate its effectiveness.
Institute of Scientific and Technical Information of China (English)
HUANG Hui; FEI Pu-sheng; YUAN Yuan
2005-01-01
A primal-dual infeasible-interior-point algorithm for multiple objective linear programming (MOLP) problems was presented. In contrast to the current MOLP algorithm,moving through the interior of polytope but not confining the iterates within the feasible region in our proposed algorithm result in a solution approach that is quite different and less sensitive to problem size, so providing the potential to dramatically improve the practical computation effectiveness.
Nonlinear programming in design of control systems with specified handling qualities.
Schy, A. A.
1972-01-01
A method is described for using nonlinear programing in the computer-aided design of aircraft control systems. It is assumed that the quality of such systems depends on many criteria. These criteria are included in the constraints vector, and the design proceeds through a sequence of nonlinear programing solutions in which the designer varies the specification of sets of requirements levels. The method is applied to design of a lateral stability augmentation system (SAS) for a fighter aircraft, in which the requirements vector is chosen from the official handling-qualities specifications. Results are shown for several simple SAS configurations designed to obtain desirable handling qualities over all design flight conditions with minimum feedback gains.
An Improved Control Algorithm for High-order Nonlinear Systems with Unmodelled Dynamics
Institute of Scientific and Technical Information of China (English)
Na Duan; Fu-Nian Hu; Xin Yu
2009-01-01
In this paper, we consider a class of high-order nonlinear systems with unmodelled dynamics from the viewpoint of maintaining the desired control performance (e. g., asymptotical stability) and reducing the control effort. By introducing a new rescaling transformation, adopting an effective reduced-order observer, and choosing an ingenious Lyapunov function and appropriate design parameters, this paper designs an improved output-feedback controller. The output-feedback controller guarantees the globally asymptotical stability of the closed-loop system. Subsequently, taking a concrete system for an example, the smaller critical values for gain parameter and rescaling transformation parameter are obtained to effectively reduce the control effort.
Directory of Open Access Journals (Sweden)
Ching-Hung Lee
2011-01-01
Full Text Available This paper proposes a new type fuzzy neural systems, denoted IT2RFNS-A (interval type-2 recurrent fuzzy neural system with asymmetric membership function, for nonlinear systems identification and control. To enhance the performance and approximation ability, the triangular asymmetric fuzzy membership function (AFMF and TSK-type consequent part are adopted for IT2RFNS-A. The gradient information of the IT2RFNS-A is not easy to obtain due to the asymmetric membership functions and interval valued sets. The corresponding stable learning is derived by simultaneous perturbation stochastic approximation (SPSA algorithm which guarantees the convergence and stability of the closed-loop systems. Simulation and comparison results for the chaotic system identification and the control of Chua's chaotic circuit are shown to illustrate the feasibility and effectiveness of the proposed method.
Institute of Scientific and Technical Information of China (English)
ZHANG Ren; HONG Mei; SUN Zhao-bo; NIU Sheng-jie; ZHU Wei-jun; MIN Jin-zhong; WAN Qi-lin
2006-01-01
Aiming at the difficulty of accurately constructing the dynamic model of subtropical high, based on the potential height field time series over 500 hPa layer of T106 numerical forecast products, by using EOF(empirical orthogonal function) temporal-spatial separation technique, the disassembled EOF time coefficients series were regarded as dynamical model variables, and dynamic system retrieval idea as well as genetic algorithm were introduced to make dynamical model parameters optimization search, then, a reasonable non-linear dynamic model of EOF time-coefficients was established. By dynamic model integral and EOF temporal-spatial components assembly, a mid-/long-term forecast of subtropical high was carried out. The experimental results show that the forecast results of dynamic model are superior to that of general numerical model forecast results.A new modeling idea and forecast technique is presented for diagnosing and forecasting such complicated weathers as subtropical high.
Directory of Open Access Journals (Sweden)
P. S. Hiremath
2008-01-01
recognition in the framework of symbolic data analysis. Classical KDA extracts features, which are single-valued in nature to represent face images. These single-valued variables may not be able to capture variation of each feature in all the images of same subject; this leads to loss of information. The symbolic KDA algorithm extracts most discriminating nonlinear interval-type features which optimally discriminate among the classes represented in the training set. The proposed method has been successfully tested for face recognition using two databases, ORL database and Yale face database. The effectiveness of the proposed method is shown in terms of comparative performance against popular face recognition methods such as kernel Eigenface method and kernel Fisherface method. Experimental results show that symbolic KDA yields improved recognition rate.
Direct heuristic dynamic programming for nonlinear tracking control with filtered tracking error.
Yang, Lei; Si, Jennie; Tsakalis, Konstantinos S; Rodriguez, Armando A
2009-12-01
This paper makes use of the direct heuristic dynamic programming design in a nonlinear tracking control setting with filtered tracking error. A Lyapunov stability approach is used for the stability analysis of the tracking system. It is shown that the closed-loop tracking error and the approximating neural network weight estimates retain the property of uniformly ultimate boundedness under the presence of neural network approximation error and bounded unknown disturbances under certain conditions.
Nonlinear program based optimization of boost and buck-boost converter designs
Rahman, S.; Lee, F. C.
1981-01-01
The facility of an Augmented Lagrangian (ALAG) multiplier based nonlinear programming technique is demonstrated for minimum-weight design optimizations of boost and buck-boost power converters. Certain important features of ALAG are presented in the framework of a comprehensive design example for buck-boost power converter design optimization. The study provides refreshing design insight of power converters and presents such information as weight and loss profiles of various semiconductor components and magnetics as a function of the switching frequency.
Tilt stability in nonlinear programming under Mangasarian-Fromovitz constraint qualification
Mordukhovich, B. S.; Outrata, J. (Jiří)
2013-01-01
The paper concerns the study of tilt stability of local minimizers in standard problems of nonlinear programming. This notion plays an important role in both theoretical and numerical aspects of optimization and has drawn a lot of attention in optimization theory and its applications, especially in recent years. Under the classical Mangasarian–Fromovitz Constraint Qualification, we establish relationships between tilt stability and some other stability notions in constrained optimization. I...
EXPECTED NUMBER OF ITERATIONS OF INTERIOR-POINT ALGORITHMS FOR LINEAR PROGRAMMING
Institute of Scientific and Technical Information of China (English)
Si-ming Huang
2005-01-01
We study the behavior of some polynomial interior-point algorithms for solving random linear programming (LP) problems. We show that the expected and anticipated number of iterations of these algorithms is bounded above by O(n1,5). The random LP problem is Todd's probabilistic model with the Cauchy distribution.
A DEEP CUT ELLIPSOID ALGORITHM FOR CONVEX-PROGRAMMING - THEORY AND APPLICATIONS
FRENK, JBG; GROMICHO, J; ZHANG, S
1994-01-01
This paper proposes a deep cut version of the ellipsoid algorithm for solving a general class of continuous convex programming problems. In each step the algorithm does not require more computational effort to construct these deep cuts than its corresponding central cut version. Rules that prevent s
Average number of iterations of some polynomial interior-point——Algorithms for linear programming
Institute of Scientific and Technical Information of China (English)
黄思明
2000-01-01
We study the behavior of some polynomial interior-point algorithms for solving random linear programming (LP) problems. We show that the average number of iterations of these algorithms, coupled with a finite termination technique, is bounded above by O( n1.5). The random LP problem is Todd’s probabilistic model with the standard Gauss distribution.
Average number of iterations of some polynomial interior-point--Algorithms for linear programming
Institute of Scientific and Technical Information of China (English)
无
2000-01-01
We study the behavior of some polynomial interior-point algorithms for solving random linear programming (LP) problems. We show that the average number of iterations of these algorithms, coupled with a finite termination technique, is bounded above by O(n1.5). The random LP problem is Todd's probabilistic model with the standard Gauss distribution.
Directory of Open Access Journals (Sweden)
Weihua Jin
2013-01-01
Full Text Available This paper proposes a genetic-algorithms-based approach as an all-purpose problem-solving method for operation programming problems under uncertainty. The proposed method was applied for management of a municipal solid waste treatment system. Compared to the traditional interactive binary analysis, this approach has fewer limitations and is able to reduce the complexity in solving the inexact linear programming problems and inexact quadratic programming problems. The implementation of this approach was performed using the Genetic Algorithm Solver of MATLAB (trademark of MathWorks. The paper explains the genetic-algorithms-based method and presents details on the computation procedures for each type of inexact operation programming problems. A comparison of the results generated by the proposed method based on genetic algorithms with those produced by the traditional interactive binary analysis method is also presented.
The Application Programming Interface (API) for Uncertainty Analysis, Sensitivity Analysis, and Parameter Estimation (UA/SA/PE API) tool development, here fore referred to as the Calibration, Optimization, and Sensitivity and Uncertainty Algorithms API (COSU-API), was initially d...
Institute of Scientific and Technical Information of China (English)
Yujie Wei; Yongheng Jiang; Dexian Huang⁎
2014-01-01
This paper introduces a practical solving scheme of gradetransition trajectory optimization (GTTO) problems under typical certificate-checking–updating framework. Due to complicated kinetics of polymerization, differential/algebraic equations (DAEs) always cause great computational burden and system non-linearity usual y makes GTTO non-convex bearing multiple optima. Therefore, coupled with the three-stage decomposi-tion model, a three-section algorithm of dynamic programming (TSDP) is proposed based on the general iteration mechanism of iterative programming (IDP) and incorporated with adaptivegrid allocation scheme and heuristic modifications. The algorithm iteratively performs dynamic programming with heuristic modifications under constant calculation loads and adaptively allocates the valued computational resources to the regions that can further improve the optimality under the guidance of local error estimates. TSDP is finally compared with IDP and interior point method (IP) to verify its efficiency of computation.
Xu, Liangfei; Hu, Junming; Cheng, Siliang; Fang, Chuan; Li, Jianqiu; Ouyang, Minggao; Lehnert, Werner
2017-07-01
A scheme for designing a second-order sliding-mode (SOSM) observer that estimates critical internal states on the cathode side of a polymer electrolyte membrane (PEM) fuel cell system is presented. A nonlinear, isothermal dynamic model for the cathode side and a membrane electrolyte assembly are first described. A nonlinear observer topology based on an SOSM algorithm is then introduced, and equations for the SOSM observer deduced. Online calculation of the inverse matrix produces numerical errors, so a modified matrix is introduced to eliminate the negative effects of these on the observer. The simulation results indicate that the SOSM observer performs well for the gas partial pressures and air stoichiometry. The estimation results follow the simulated values in the model with relative errors within ± 2% at stable status. Large errors occur during the fast dynamic processes (system parameters. The partial pressures are more sensitive than the air stoichiometry to system parameters. Finally, the order of effects of parameter uncertainties on the estimation results is outlined and analyzed.
Directory of Open Access Journals (Sweden)
Ming Dong
2010-01-01
Full Text Available The primary objective of engineering asset management is to optimize assets service delivery potential and to minimize the related risks and costs over their entire life through the development and application of asset health and usage management in which the health and reliability prediction plays an important role. In real-life situations where an engineering asset operates under dynamic operational and environmental conditions, the lifetime of an engineering asset is generally described as monitored nonlinear time-series data and subject to high levels of uncertainty and unpredictability. It has been proved that application of data mining techniques is very useful for extracting relevant features which can be used as parameters for assets diagnosis and prognosis. In this paper, a tutorial on nonlinear time-series data mining in engineering asset health and reliability prediction is given. Besides that an overview on health and reliability prediction techniques for engineering assets is covered, this tutorial will focus on concepts, models, algorithms, and applications of hidden Markov models (HMMs and hidden semi-Markov models (HSMMs in engineering asset health prognosis, which are representatives of recent engineering asset health prediction techniques.
Trajectory optimization for vehicles using control vector parameterization and nonlinear programming
Energy Technology Data Exchange (ETDEWEB)
Spangelo, I.
1994-12-31
This thesis contains a study of optimal trajectories for vehicles. Highly constrained nonlinear optimal control problems have been solved numerically using control vector parameterization and nonlinear programming. Control vector parameterization with shooting has been described in detail to provide the reader with the theoretical background for the methods which have been implemented, and which are not available in standard text books. Theoretical contributions on accuracy analysis and gradient computations have also been presented. Optimal trajectories have been computed for underwater vehicles controlled in all six degrees of freedom by DC-motor driven thrusters. A class of nonlinear optimal control problems including energy-minimization, possibly combined with time minimization and obstacle avoidance, has been developed. A program system has been specially designed and written in the C language to solve this class of optimal control problems. Control vector parameterization with single shooting was used. This special implementation has made it possible to perform a detailed analysis, and to investigate numerical details of this class of optimization methods which would have been difficult using a general purpose CVP program system. The results show that this method for solving general optimal control problems is well suited for use in guidance and control of marine vehicles. Results from rocket trajectory optimization has been studied in this work to bring knowledge from this area into the new area of trajectory optimization of marine vehicles. 116 refs., 24 figs., 23 tabs.
Sheta, B.; M. Elhabiby; Sheimy, N.
2012-01-01
A robust scale and rotation invariant image matching algorithm is vital for the Visual Based Navigation (VBN) of aerial vehicles, where matches between an existing geo-referenced database images and the real-time captured images are used to georeference (i.e. six transformation parameters - three rotation and three translation) the real-time captured image from the UAV through the collinearity equations. The georeferencing information is then used in aiding the INS integration Kalman filter a...
PACE: A dynamic programming algorithm for hardware/software partitioning
DEFF Research Database (Denmark)
Knudsen, Peter Voigt; Madsen, Jan
1996-01-01
with a hardware area constraint and the problem of minimizing hardware area with a system execution time constraint. The target architecture consists of a single microprocessor and a single hardware chip (ASIC, FPGA, etc.) which are connected by a communication channel. The algorithm incorporates a realistic...
Genetic Algorithms and Genetic Programming Modern Concepts and Practical Applications
Affenzeller, Michael
2009-01-01
Describes several generic algorithmic concepts that can be used in various kinds of GA or with evolutionary optimization techniques. This title provides a better understanding of the basic workflow of GAs and GP, encouraging readers to establish new bionic, problem-independent theoretical concepts.
El-Ajou, Ahmad; Arqub, Omar Abu; Momani, Shaher
2015-07-01
In this paper, explicit and approximate solutions of the nonlinear fractional KdV-Burgers equation with time-space-fractional derivatives are presented and discussed. The solutions of our equation are calculated in the form of rabidly convergent series with easily computable components. The utilized method is a numerical technique based on the generalized Taylor series formula which constructs an analytical solution in the form of a convergent series. Five illustrative applications are given to demonstrate the effectiveness and the leverage of the present method. Graphical results and series formulas are utilized and discussed quantitatively to illustrate the solution. The results reveal that the method is very effective and simple in determination of solution of the fractional KdV-Burgers equation.
A nonlinear fuzzy assisted image reconstruction algorithm for electrical capacitance tomography.
Deabes, W A; Abdelrahman, M A
2010-01-01
A nonlinear method based on a Fuzzy Inference System (FIS) to improve the images obtained from Electrical Capacitance Tomography (ECT) is proposed. Estimation of the molten metal characteristic in the Lost Foam Casting (LFC) process is a novel application in the area of the tomography process. The convergence rate of iterative image reconstruction techniques is dependent on the accuracy of the first image. The possibility of the existence of metal in the first image is computed by the proposed fuzzy system. This first image is passed to an iterative image reconstruction technique to get more precise images and to speed up the convergence rate. The proposed technique is able to detect the position of the metal on the periphery of the imaging area by using just eight capacitive sensors. The final results demonstrate the advantage of using the FIS compared to the performance of the iterative back projection image reconstruction technique.
Balkaya, Çağlayan; Ekinci, Yunus Levent; Göktürkler, Gökhan; Turan, Seçil
2017-01-01
3D non-linear inversion of total field magnetic anomalies caused by vertical-sided prismatic bodies has been achieved by differential evolution (DE), which is one of the population-based evolutionary algorithms. We have demonstrated the efficiency of the algorithm on both synthetic and field magnetic anomalies by estimating horizontal distances from the origin in both north and east directions, depths to the top and bottom of the bodies, inclination and declination angles of the magnetization, and intensity of magnetization of the causative bodies. In the synthetic anomaly case, we have considered both noise-free and noisy data sets due to two vertical-sided prismatic bodies in a non-magnetic medium. For the field case, airborne magnetic anomalies originated from intrusive granitoids at the eastern part of the Biga Peninsula (NW Turkey) which is composed of various kinds of sedimentary, metamorphic and igneous rocks, have been inverted and interpreted. Since the granitoids are the outcropped rocks in the field, the estimations for the top depths of two prisms representing the magnetic bodies were excluded during inversion studies. Estimated bottom depths are in good agreement with the ones obtained by a different approach based on 3D modelling of pseudogravity anomalies. Accuracy of the estimated parameters from both cases has been also investigated via probability density functions. Based on the tests in the present study, it can be concluded that DE is a useful tool for the parameter estimation of source bodies using magnetic anomalies.
Directory of Open Access Journals (Sweden)
Arild Helseth
2015-12-01
Full Text Available Stochastic dual dynamic programming (SDDP has become a popular algorithm used in practical long-term scheduling of hydropower systems. The SDDP algorithm is computationally demanding, but can be designed to take advantage of parallel processing. This paper presents a novel parallel scheme for the SDDP algorithm, where the stage-wise synchronization point traditionally used in the backward iteration of the SDDP algorithm is partially relaxed. The proposed scheme was tested on a realistic model of a Norwegian water course, proving that the synchronization point relaxation significantly improves parallel efficiency.
DEFF Research Database (Denmark)
Rong, Aiying; Hakonen, Henri; Lahdelma, Risto
2008-01-01
in the system, the number of periods over the planning horizon and the time for solving a single-period economic dispatch problem. We have compared the DP-RSC1 algorithm with realistic power plants against the unit decommitment algorithm and the traditional priority listing method. The results show that the DP...... introduce in this paper the DP-RSC1 algorithm, which is a variant of the dynamic programming (DP) algorithm based on linear relaxation of the ON/OFF states of the units and sequential commitment of units one by one. The time complexity of DP-RSC1 is proportional to the number of generating units...
Oki, Eiji
2012-01-01
Explaining how to apply to mathematical programming to network design and control, Linear Programming and Algorithms for Communication Networks: A Practical Guide to Network Design, Control, and Management fills the gap between mathematical programming theory and its implementation in communication networks. From the basics all the way through to more advanced concepts, its comprehensive coverage provides readers with a solid foundation in mathematical programming for communication networks. Addressing optimization problems for communication networks, including the shortest path problem, max f
Energy Technology Data Exchange (ETDEWEB)
Raju, P. P.
1980-05-01
This report summarizes the results of the study program to assess the benefits of nonlinear analysis methods in Light Water Reactor (LWR) component designs. The current study reveals that despite its increased cost and other complexities, nonlinear analysis is a practical and valuable tool for the design of LWR components, especially under ASME Level D service conditions (faulted conditions) and it will greatly assist in the evaluation of ductile fracture potential of pressure boundary components. Since the nonlinear behavior is generally a local phenomenon, the design of complex components can be accomplished through substructuring isolated localized regions and evaluating them in detail using nonlinear analysis methods.
Zhang, Jilie; Zhang, Huaguang; Liu, Zhenwei; Wang, Yingchun
2015-07-01
In this paper, we consider the problem of developing a controller for continuous-time nonlinear systems where the equations governing the system are unknown. Using the measurements, two new online schemes are presented for synthesizing a controller without building or assuming a model for the system, by two new implementation schemes based on adaptive dynamic programming (ADP). To circumvent the requirement of the prior knowledge for systems, a precompensator is introduced to construct an augmented system. The corresponding Hamilton-Jacobi-Bellman (HJB) equation is solved by adaptive dynamic programming, which consists of the least-squared technique, neural network approximator and policy iteration (PI) algorithm. The main idea of our method is to sample the information of state, state derivative and input to update the weighs of neural network by least-squared technique. The update process is implemented in the framework of PI. In this paper, two new implementation schemes are presented. Finally, several examples are given to illustrate the effectiveness of our schemes.
Co-evolutionary algorithm: An efficient approach for bilevel programming problems
Li, Hecheng; Fang, Lei
2014-03-01
The bilevel programming problem involves two optimization problems, which is hierarchical, strongly NP-hard and very challenging for most existing optimization approaches. An efficient universal co-evolutionary algorithm is developed in this article to deal with various bilevel programming problems. In the proposed algorithm, evolutionary algorithms are used to explore the leader's and the follower's decision-making spaces interactively. Unlike other existing approaches, in the suggested procedure the follower's problem is solved in two phases. First, an evolutionary algorithm is run for a few generations to obtain an approximation of lower level solutions. In the second phase, from all approximate solutions obtained above, only a small number of good points are selected and evolved again by a newly designed multi-criteria evolutionary algorithm. The technique refines some candidate solutions and can efficiently reduce the computational cost of obtaining feasible solutions. Proof-of-principle experiments demonstrate the efficiency of the proposed approach.
Yang, Ji Seung; Cai, Li
2013-01-01
The main purpose of this study is to improve estimation efficiency in obtaining full-information maximum likelihood (FIML) estimates of contextual effects in the framework of a nonlinear multilevel latent variable model by adopting the Metropolis-Hastings Robbins-Monro algorithm (MH-RM; Cai, 2008, 2010a, 2010b). Results indicate that the MH-RM…
Ender, I A; Flegontova, E Yu; Gerasimenko, A B
2016-01-01
An algorithm for sequential calculation of non-isotropic matrix elements of the collision integral which are necessary for the solution of the non-linear Boltzmann equation by moment method is proposed. Isotropic matrix elements that we believe are known, are starting ones. The procedure is valid for any interaction law and any mass ratio of the colliding particles.
Lehtonen, J V; Denessiouk, K; May, A C; Johnson, M S
1999-02-15
We have developed a generic tool for the automatic identification of regions of local structural similarity in unrelated proteins having different folds, as well as for defining more global similarities that result from homologous protein structures. The computer program GENFIT has evolved from the genetic algorithm-based three-dimensional protein structure comparison program GA_FIT. GENFIT, however, can locate and superimpose regions of local structural homology regardless of their position in a pair of structures, the fold topology, or the chain direction. Furthermore, it is possible to restrict the search to a volume centered about a region of interest (e.g., catalytic site, ligand-binding site) in two protein structures. We present a number of examples to illustrate the function of the program, which is a parallel processing implementation designed for distribution to multiple machines over a local network or to run on a single multiprocessor computer.
Model-based optimal design of experiments - semidefinite and nonlinear programming formulations.
Duarte, Belmiro P M; Wong, Weng Kee; Oliveira, Nuno M C
2016-02-15
We use mathematical programming tools, such as Semidefinite Programming (SDP) and Nonlinear Programming (NLP)-based formulations to find optimal designs for models used in chemistry and chemical engineering. In particular, we employ local design-based setups in linear models and a Bayesian setup in nonlinear models to find optimal designs. In the latter case, Gaussian Quadrature Formulas (GQFs) are used to evaluate the optimality criterion averaged over the prior distribution for the model parameters. Mathematical programming techniques are then applied to solve the optimization problems. Because such methods require the design space be discretized, we also evaluate the impact of the discretization scheme on the generated design. We demonstrate the techniques for finding D-, A- and E-optimal designs using design problems in biochemical engineering and show the method can also be directly applied to tackle additional issues, such as heteroscedasticity in the model. Our results show that the NLP formulation produces highly efficient D-optimal designs but is computationally less efficient than that required for the SDP formulation. The efficiencies of the generated designs from the two methods are generally very close and so we recommend the SDP formulation in practice.
1979-01-01
A nonlinear, maximum likelihood, parameter identification computer program (NLSCIDNT) is described which evaluates rotorcraft stability and control coefficients from flight test data. The optimal estimates of the parameters (stability and control coefficients) are determined (identified) by minimizing the negative log likelihood cost function. The minimization technique is the Levenberg-Marquardt method, which behaves like the steepest descent method when it is far from the minimum and behaves like the modified Newton-Raphson method when it is nearer the minimum. Twenty-one states and 40 measurement variables are modeled, and any subset may be selected. States which are not integrated may be fixed at an input value, or time history data may be substituted for the state in the equations of motion. Any aerodynamic coefficient may be expressed as a nonlinear polynomial function of selected 'expansion variables'.
A general nonlinear inverse transport algorithm using forward and adjoint flux computations
Energy Technology Data Exchange (ETDEWEB)
Norton, S.J. [Oak Ridge National Lab., TN (United States)
1997-04-01
Iterative approaches to the nonlinear inverse transport problem are described, which give rise to the structure that best predicts a set of transport observations. Such methods are based on minimizing a global error functional measuring the discrepancy between predicted and observed transport data. Required for this minimization is the functional gradient (Frechet derivative) of the global error evaluated with respect to a set of unknown material parameters (specifying boundary locations, scattering cross sections, etc.) which are to be determined. It is shown how this functional gradient is obtained from numerical solutions to the forward and adjoint transport problems computed once per iteration. This approach is not only far more efficient, but also more accurate, than a finite-difference method for computing the gradient of the global error. The general technique can be applied to inverse-transport problems of all descriptions, provided only that solutions to the forward and adjoint problems can be found numerically. As an illustration, two inverse problems are treated: the reconstruction of an anisotropic scattering function in a one-dimensional homogeneous slab and the two-dimensional imaging of a spatially-varying scattering cross section.
AN UNSTRUCTURED FINITE-VOLUME ALGORITHM FOR NONLINEAR TWO-DIMENSIOAL SHALLOW WATER EQUATION
Institute of Scientific and Technical Information of China (English)
WANG Zhi-li; GENG Yan-fen; JIN Sheng
2005-01-01
An unstructured finite-volume numerical algorithm was presented for solution of the two-dimensional shallow water equations, based on triangular or arbitrary quadrilateral meshes. The Roe type approximate Riemann solver was used to the system. A second-order TVD scheme with the van Leer limiter was used in the space discretization and a two-step Runge-Kutta approach was used in the time discretization. An upwind, as opposed to a pointwise, treatment of the slope source terms was adopted and the semi-implicit treatment was used for the friction source terms. Verification for two-dimension dam-break problems are carried out by comparing the present results with others and very good agreement is shown.
A Dynamic Programming Algorithm for the k-Haplotyping Problem
Institute of Scientific and Technical Information of China (English)
Zhen-ping Li; Ling-yun Wu; Yu-ying Zhao; Xiang-sun Zhang
2006-01-01
The Minimum Fragments Removal (MFR) problem is one of the haplotyping problems: given a set of fragments, remove the minimum number of fragments so that the resulting fragments can be partitioned into k classes of non-conflicting subsets. In this paper, we formulate the k-MFR problem as an integer linear programming problem, and develop a dynamic programming approach to solve the k-MFR problem for both the gapless and gap cases.
Z-Q. Luo; J.F. Sturm; S. Zhang (Shuzhong)
1996-01-01
textabstractThis paper establishes the superlinear convergence of a symmetric primal-dual path following algorithm for semidefinite programming under the assumptions that the semidefinite program has a strictly complementary primal-dual optimal solution and that the size of the central path neighbor
Förster, Michael
2014-01-01
Numerical programs often use parallel programming techniques such as OpenMP to compute the program's output values as efficient as possible. In addition, derivative values of these output values with respect to certain input values play a crucial role. To achieve code that computes not only the output values simultaneously but also the derivative values, this work introduces several source-to-source transformation rules. These rules are based on a technique called algorithmic differentiation. The main focus of this work lies on the important reverse mode of algorithmic differentiation. The inh
Moore, J H
1995-06-01
A genetic algorithm for instrumentation control and optimization was developed using the LabVIEW graphical programming environment. The usefulness of this methodology for the optimization of a closed loop control instrument is demonstrated with minimal complexity and the programming is presented in detail to facilitate its adaptation to other LabVIEW applications. Closed loop control instruments have variety of applications in the biomedical sciences including the regulation of physiological processes such as blood pressure. The program presented here should provide a useful starting point for those wishing to incorporate genetic algorithm approaches to LabVIEW mediated optimization of closed loop control instruments.
NONLINEAR MODEL PREDICTIVE CONTROL OF CHEMICAL PROCESSES
Directory of Open Access Journals (Sweden)
R. G. SILVA
1999-03-01
Full Text Available A new algorithm for model predictive control is presented. The algorithm utilizes a simultaneous solution and optimization strategy to solve the model's differential equations. The equations are discretized by equidistant collocation, and along with the algebraic model equations are included as constraints in a nonlinear programming (NLP problem. This algorithm is compared with the algorithm that uses orthogonal collocation on finite elements. The equidistant collocation algorithm results in simpler equations, providing a decrease in computation time for the control moves. Simulation results are presented and show a satisfactory performance of this algorithm.
Realization of texture synthesis algorithm based on mixed programming via COM
Qin, Rizhao; Pu, Yuanyuan; Xu, Dan; Chen, Hong
2012-01-01
This paper analyzes the respective characteristics of VS2005 and MATLAB and their performances and introduces several methods of mixed programming. Then, the paper discusses the advantages and great applications of texture synthesis from sample (TSFS) and Image Quilting algorithm which is a typical algorithm of TSFS. Further, the paper realizes the Image Quilting algorithm by using mixed programming between VS2005 and MATLAB2007a via COM. We can perceive that mixed programming via COM that is used in developing texture synthesis program can not only speeds up its efficiency and reliability, but also strengthen the convenience of operation and visualization. Finally, the paper summarizes the relationship between texture synthesis parameters and synthesis effects from the experiment.
A New Global Optimization Algorithm for Solving a Class of Nonconvex Programming Problems
Directory of Open Access Journals (Sweden)
Xue-Gang Zhou
2014-01-01
Full Text Available A new two-part parametric linearization technique is proposed globally to a class of nonconvex programming problems (NPP. Firstly, a two-part parametric linearization method is adopted to construct the underestimator of objective and constraint functions, by utilizing a transformation and a parametric linear upper bounding function (LUBF and a linear lower bounding function (LLBF of a natural logarithm function and an exponential function with e as the base, respectively. Then, a sequence of relaxation lower linear programming problems, which are embedded in a branch-and-bound algorithm, are derived in an initial nonconvex programming problem. The proposed algorithm is converged to global optimal solution by means of a subsequent solution to a series of linear programming problems. Finally, some examples are given to illustrate the feasibility of the presented algorithm.
Directory of Open Access Journals (Sweden)
Samir Dey
2015-07-01
Full Text Available This paper proposes a new multi-objective intuitionistic fuzzy goal programming approach to solve a multi-objective nonlinear programming problem in context of a structural design. Here we describe some basic properties of intuitionistic fuzzy optimization. We have considered a multi-objective structural optimization problem with several mutually conflicting objectives. The design objective is to minimize weight of the structure and minimize the vertical deflection at loading point of a statistically loaded three-bar planar truss subjected to stress constraints on each of the truss members. This approach is used to solve the above structural optimization model based on arithmetic mean and compare with the solution by intuitionistic fuzzy goal programming approach. A numerical solution is given to illustrate our approach.
Exploration Of Deep Learning Algorithms Using Openacc Parallel Programming Model
Hamam, Alwaleed A.
2017-03-13
Deep learning is based on a set of algorithms that attempt to model high level abstractions in data. Specifically, RBM is a deep learning algorithm that used in the project to increase it\\'s time performance using some efficient parallel implementation by OpenACC tool with best possible optimizations on RBM to harness the massively parallel power of NVIDIA GPUs. GPUs development in the last few years has contributed to growing the concept of deep learning. OpenACC is a directive based ap-proach for computing where directives provide compiler hints to accelerate code. The traditional Restricted Boltzmann Ma-chine is a stochastic neural network that essentially perform a binary version of factor analysis. RBM is a useful neural net-work basis for larger modern deep learning model, such as Deep Belief Network. RBM parameters are estimated using an efficient training method that called Contrastive Divergence. Parallel implementation of RBM is available using different models such as OpenMP, and CUDA. But this project has been the first attempt to apply OpenACC model on RBM.
Samareh, Hossein; Khoshrou, Seyed Hassan; Shahriar, Kourosh; Ebadzadeh, Mohammad Mehdi; Eslami, Mohammad
2017-09-01
When particle's wave velocity resulting from mining blasts exceeds a certain level, then the intensity of produced vibrations incur damages to the structures around the blasting regions. Development of mathematical models for predicting the peak particle velocity (PPV) based on the properties of the wave emission environment is an appropriate method for better designing of blasting parameters, since the probability of incurred damages can considerably be mitigated by controlling the intensity of vibrations at the building sites. In this research, first out of 11 blasting and geo-mechanical parameters of rock masses, four parameters which had the greatest influence on the vibrational wave velocities were specified using regression analysis. Thereafter, some models were developed for predicting the PPV by nonlinear regression analysis (NLRA) and artificial neural network (ANN) with correlation coefficients of 0.854 and 0.662, respectively. Afterward, the coefficients associated with the parameters in the NLRA model were optimized using optimization particle swarm-genetic algorithm. The values of PPV were estimated for 18 testing dataset in order to evaluate the accuracy of the prediction and performance of the developed models. By calculating statistical indices for the test recorded maps, it was found that the optimized model can predict the PPV with a lower error than the other two models. Furthermore, considering the correlation coefficient (0.75) between the values of the PPV measured and predicted by the optimized nonlinear model, it was found that this model possesses a more desirable performance for predicting the PPV than the other two models.
Institute of Scientific and Technical Information of China (English)
程莹; 刘明波
2001-01-01
针对无功优化计算中离散变量和连续变量共存问题，提出用直接非线性原—对偶内点法内嵌罚函数的新算法。通过对几个不同规模试验系统计算分析，并与Tabu搜索法求得的结果比较，证明了该方法是有效的，而且在计算速度、收敛性和优化精度上都优于Tabu搜索法。这使内点法在解决非线性混合整数规划无功优化的有效性和实用性方面更进了一步。%A new algorithm for reactive power optimization problem involving both discrete and continuous variables is presented, which incorporating a penalty function into the nonlinear primal-dual interior point algorithm. By comparing with Tabu search method, the numerical results of several test systems show that the proposed method is effective, and is superior to Tabu search method on side of computation speed, convergence and optimization accuracy. The effectiveness and practicality of the interior point algorithm in solving nonlinear mixed integer programming model of reactive power optimization is improved.
2016-07-01
Advanced Research Projects Agency (DARPA) Dynamics-Enabled Frequency Sources (DEFYS) program is focused on the convergence of nonlinear dynamics and...Early work in this program has shown that nonlinear dynamics can provide performance advantages. However, the pathway from initial results to...dependent nonlinear stiffness observed in these devices. This work is ongoing, and will continue through the final period of this program . Reference 9
Chen, Zhi; Yuan, Yuan; Zhang, Shu-Shen; Chen, Yu; Yang, Feng-Lin
2013-03-26
Critical environmental and human health concerns are associated with the rapidly growing fields of nanotechnology and manufactured nanomaterials (MNMs). The main risk arises from occupational exposure via chronic inhalation of nanoparticles. This research presents a chance-constrained nonlinear programming (CCNLP) optimization approach, which is developed to maximize the nanaomaterial production and minimize the risks of workplace exposure to MNMs. The CCNLP method integrates nonlinear programming (NLP) and chance-constrained programming (CCP), and handles uncertainties associated with both the nanomaterial production and workplace exposure control. The CCNLP method was examined through a single-walled carbon nanotube (SWNT) manufacturing process. The study results provide optimal production strategies and alternatives. It reveal that a high control measure guarantees that environmental health and safety (EHS) standards regulations are met, while a lower control level leads to increased risk of violating EHS regulations. The CCNLP optimization approach is a decision support tool for the optimization of the increasing MNMS manufacturing with workplace safety constraints under uncertainties.
A Finite Continuation Algorithm for Bound Constrained Quadratic Programming
DEFF Research Database (Denmark)
Madsen, Kaj; Nielsen, Hans Bruun; Pinar, Mustafa C.
1999-01-01
The dual of the strictly convex quadratic programming problem with unit bounds is posed as a linear $\\ell_1$ minimization problem with quadratic terms. A smooth approximation to the linear $\\ell_1$ function is used to obtain a parametric family of piecewise-quadratic approximation problems...
Guo, Liyong; Yan, Zhiqiang; Zheng, Xiliang; Hu, Liang; Yang, Yongliang; Wang, Jin
2014-07-01
In protein-ligand docking, an optimization algorithm is used to find the best binding pose of a ligand against a protein target. This algorithm plays a vital role in determining the docking accuracy. To evaluate the relative performance of different optimization algorithms and provide guidance for real applications, we performed a comparative study on six efficient optimization algorithms, containing two evolutionary algorithm (EA)-based optimizers (LGA, DockDE) and four particle swarm optimization (PSO)-based optimizers (SODock, varCPSO, varCPSO-ls, FIPSDock), which were implemented into the protein-ligand docking program AutoDock. We unified the objective functions by applying the same scoring function, and built a new fitness accuracy as the evaluation criterion that incorporates optimization accuracy, robustness, and efficiency. The varCPSO and varCPSO-ls algorithms show high efficiency with fast convergence speed. However, their accuracy is not optimal, as they cannot reach very low energies. SODock has the highest accuracy and robustness. In addition, SODock shows good performance in efficiency when optimizing drug-like ligands with less than ten rotatable bonds. FIPSDock shows excellent robustness and is close to SODock in accuracy and efficiency. In general, the four PSO-based algorithms show superior performance than the two EA-based algorithms, especially for highly flexible ligands. Our method can be regarded as a reference for the validation of new optimization algorithms in protein-ligand docking.
The solution of singular optimal control problems using direct collocation and nonlinear programming
Downey, James R.; Conway, Bruce A.
1992-08-01
This paper describes work on the determination of optimal rocket trajectories which may include singular arcs. In recent years direct collocation and nonlinear programming has proven to be a powerful method for solving optimal control problems. Difficulties in the application of this method can occur if the problem is singular. Techniques exist for solving singular problems indirectly using the associated adjoint formulation. Unfortunately, the adjoints are not a part of the direct formulation. It is shown how adjoint information can be obtained from the direct method to allow the solution of singular problems.
A Class of Semilocal E-Preinvex Functions and Its Applications in Nonlinear Programming
Directory of Open Access Journals (Sweden)
Hehua Jiao
2012-01-01
Full Text Available A kind of generalized convex set, called as local star-shaped E-invex set with respect to η, is presented, and some of its important characterizations are derived. Based on this concept, a new class of functions, named as semilocal E-preinvex functions, which is a generalization of semi-E-preinvex functions and semilocal E-convex functions, is introduced. Simultaneously, some of its basic properties are discussed. Furthermore, as its applications, some optimality conditions and duality results are established for a nonlinear programming.
Linear combination of forecasts with numerical adjustment via MINIMAX non-linear programming
Directory of Open Access Journals (Sweden)
Jairo Marlon Corrêa
2016-03-01
Full Text Available This paper proposes a linear combination of forecasts obtained from three forecasting methods (namely, ARIMA, Exponential Smoothing and Artificial Neural Networks whose adaptive weights are determined via a multi-objective non-linear programming problem, which seeks to minimize, simultaneously, the statistics: MAE, MAPE and MSE. The results achieved by the proposed combination are compared with the traditional approach of linear combinations of forecasts, where the optimum adaptive weights are determined only by minimizing the MSE; with the combination method by arithmetic mean; and with individual methods
Institute of Scientific and Technical Information of China (English)
Qin Ni
2001-01-01
An NGTN method was proposed for solving large-scale sparse nonlinear programming (NLP) problems. This is a hybrid method of a truncated Newton direction and a modified negative gradient direction, which is suitable for handling sparse data structure and possesses Q-quadratic convergence rate. The global convergence of this new method is proved,the convergence rate is further analysed, and the detailed implementation is discussed in this paper. Some numerical tests for solving truss optimization and large sparse problems are reported. The theoretical and numerical results show that the new method is efficient for solving large-scale sparse NLP problems.
Nonsingularity Conditions for FB System of Reformulating Nonlinear Second-Order Cone Programming
Directory of Open Access Journals (Sweden)
Shaohua Pan
2013-01-01
Full Text Available This paper is a counterpart of Bi et al., 2011. For a locally optimal solution to the nonlinear second-order cone programming (SOCP, specifically, under Robinson’s constraint qualification, we establish the equivalence among the following three conditions: the nonsingularity of Clarke’s Jacobian of Fischer-Burmeister (FB nonsmooth system for the Karush-Kuhn-Tucker conditions, the strong second-order sufficient condition and constraint nondegeneracy, and the strong regularity of the Karush-Kuhn-Tucker point.
Designing a Fresh Food Supply Chain Network: An Application of Nonlinear Programming
Directory of Open Access Journals (Sweden)
Yu-Chung Tsao
2013-01-01
Full Text Available In today’s business environment, many fresh food companies have complex supply networks to distribute their products. For example, agricultural products are distributed through a multiechelon supply chain which includes agricultural association, agricultural produce marketing corporations (APMCs, markets, and so forth. In this paper a fresh produce supply network model is designed to determine the optimal service area for APMCs, the replenishment cycle time of APMCs, and the freshness-keeping effort, while maximizing the total profit. The objective is to address the integrated facility location, inventory allocation, and freshness-keeping effort problems. This paper develops an algorithm to solve the nonlinear problem, provides numerical analysis to illustrate the proposed solution procedure, and discusses the effects of various system parameters on the decisions and total profits. A real case of an agricultural product supply chain in Taiwan is used to verify the model. Results of this study can serve as a reference for business managers and administrators.
Institute of Scientific and Technical Information of China (English)
Shuo Lin; Fangjun Luan; Zhonghua Han; Xisheng Lü; Xiaofeng Zhou; Wei Liu
2014-01-01
Steel-making and continuous/ingot casting are the key processes of modern iron and steel enterprises. Bilevel programming problems (BLPPs) are the optimization problems with hierarchical structure. In steel-making pro-duction, the plan is not only decided by the steel-making scheduling, but also by the transportation equipment. This paper proposes a genetic algorithm to solve continuous and ingot casting scheduling problems. Based on the characteristics of the problems involved, a genetic algorithm is proposed for solving the bilevel programming problem in steel-making production. Furthermore, based on the simplex method, a new crossover operator is designed to improve the efficiency of the genetic algorithm. Finally, the convergence is analyzed. Using actual data the validity of the proposed algorithm is proved and the application results in the steel plant are analyzed.
Nagy, Ivan
2017-01-01
This book provides a general theoretical background for constructing the recursive Bayesian estimation algorithms for mixture models. It collects the recursive algorithms for estimating dynamic mixtures of various distributions and brings them in the unified form, providing a scheme for constructing the estimation algorithm for a mixture of components modeled by distributions with reproducible statistics. It offers the recursive estimation of dynamic mixtures, which are free of iterative processes and close to analytical solutions as much as possible. In addition, these methods can be used online and simultaneously perform learning, which improves their efficiency during estimation. The book includes detailed program codes for solving the presented theoretical tasks. Codes are implemented in the open source platform for engineering computations. The program codes given serve to illustrate the theory and demonstrate the work of the included algorithms.
Interior point algorithm for linear programming used in transmission network synthesis
Energy Technology Data Exchange (ETDEWEB)
Sanchez, I.G.; Romero, R.; Mantovani, J.R.S. [Electrical Engineering Department, UNESP, CEP 15385000, Ilha Solteira, SP (Brazil); Garcia, A. [Power Systems Department, University of Campinas, UNICAMP, CEP 13083970, Campinas, SP (Brazil)
2005-09-15
This article presents a well-known interior point method (IPM) used to solve problems of linear programming that appear as sub-problems in the solution of the long-term transmission network expansion planning problem. The linear programming problem appears when the transportation model is used, and when there is the intention to solve the planning problem using a constructive heuristic algorithm (CHA), or a branch-and-bound algorithm. This paper shows the application of the IPM in a CHA. A good performance of the IPM was obtained, and then it can be used as tool inside algorithms used to solve the planning problem. Illustrative tests are shown, using electrical systems known in the specialized literature. (author) [Transmission network synthesis; Interior point method; Relaxed optimization models; Network expansion planning; Transportation model; Constructive heuristic algorithms].
Luo, Biao; Wu, Huai-Ning; Li, Han-Xiong
2015-04-01
Highly dissipative nonlinear partial differential equations (PDEs) are widely employed to describe the system dynamics of industrial spatially distributed processes (SDPs). In this paper, we consider the optimal control problem of the general highly dissipative SDPs, and propose an adaptive optimal control approach based on neuro-dynamic programming (NDP). Initially, Karhunen-Loève decomposition is employed to compute empirical eigenfunctions (EEFs) of the SDP based on the method of snapshots. These EEFs together with singular perturbation technique are then used to obtain a finite-dimensional slow subsystem of ordinary differential equations that accurately describes the dominant dynamics of the PDE system. Subsequently, the optimal control problem is reformulated on the basis of the slow subsystem, which is further converted to solve a Hamilton-Jacobi-Bellman (HJB) equation. HJB equation is a nonlinear PDE that has proven to be impossible to solve analytically. Thus, an adaptive optimal control method is developed via NDP that solves the HJB equation online using neural network (NN) for approximating the value function; and an online NN weight tuning law is proposed without requiring an initial stabilizing control policy. Moreover, by involving the NN estimation error, we prove that the original closed-loop PDE system with the adaptive optimal control policy is semiglobally uniformly ultimately bounded. Finally, the developed method is tested on a nonlinear diffusion-convection-reaction process and applied to a temperature cooling fin of high-speed aerospace vehicle, and the achieved results show its effectiveness.
Sahoo, Avimanyu; Xu, Hao; Jagannathan, Sarangapani
2017-03-01
This paper presents an approximate optimal control of nonlinear continuous-time systems in affine form by using the adaptive dynamic programming (ADP) with event-sampled state and input vectors. The knowledge of the system dynamics is relaxed by using a neural network (NN) identifier with event-sampled inputs. The value function, which becomes an approximate solution to the Hamilton-Jacobi-Bellman equation, is generated by using event-sampled NN approximator. Subsequently, the NN identifier and the approximated value function are utilized to obtain the optimal control policy. Both the identifier and value function approximator weights are tuned only at the event-sampled instants leading to an aperiodic update scheme. A novel adaptive event sampling condition is designed to determine the sampling instants, such that the approximation accuracy and the stability are maintained. A positive lower bound on the minimum inter-sample time is guaranteed to avoid accumulation point, and the dependence of inter-sample time upon the NN weight estimates is analyzed. A local ultimate boundedness of the resulting nonlinear impulsive dynamical closed-loop system is shown. Finally, a numerical example is utilized to evaluate the performance of the near-optimal design. The net result is the design of an event-sampled ADP-based controller for nonlinear continuous-time systems.
Lu, Zhao; Sun, Jing; Butts, Kenneth
2014-05-01
Support vector regression for approximating nonlinear dynamic systems is more delicate than the approximation of indicator functions in support vector classification, particularly for systems that involve multitudes of time scales in their sampled data. The kernel used for support vector learning determines the class of functions from which a support vector machine can draw its solution, and the choice of kernel significantly influences the performance of a support vector machine. In this paper, to bridge the gap between wavelet multiresolution analysis and kernel learning, the closed-form orthogonal wavelet is exploited to construct new multiscale asymmetric orthogonal wavelet kernels for linear programming support vector learning. The closed-form multiscale orthogonal wavelet kernel provides a systematic framework to implement multiscale kernel learning via dyadic dilations and also enables us to represent complex nonlinear dynamics effectively. To demonstrate the superiority of the proposed multiscale wavelet kernel in identifying complex nonlinear dynamic systems, two case studies are presented that aim at building parallel models on benchmark datasets. The development of parallel models that address the long-term/mid-term prediction issue is more intricate and challenging than the identification of series-parallel models where only one-step ahead prediction is required. Simulation results illustrate the effectiveness of the proposed multiscale kernel learning.
A Dynamic Programming Algorithm on Project-Gang Investment Decision-Making
Institute of Scientific and Technical Information of China (English)
无
2002-01-01
The investment decision-making of Project-Gang, the projects that are associated with one another on economy and technique, is studied. In order to find out the best Scheme that can make the maximum profit, a dynamic programming algorithm on the investment decision-making of Project-Gang is brought forward, and this algorithm can find out the best Scheme of distributing the m resources to the n Items in the time of O(m2n).
A Branch-and-Bound Algorithm Embedded with DCA for DC Programming
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Meihua Wang
2012-01-01
Full Text Available The special importance of Difference of Convex (DC functions programming has been recognized in recent studies on nonconvex optimization problems. In this work, a class of DC programming derived from the portfolio selection problems is studied. The most popular method applied to solve the problem is the Branch-and-Bound (B&B algorithm. However, “the curse of dimensionality” will affect the performance of the B&B algorithm. DC Algorithm (DCA is an efficient method to get a local optimal solution. It has been applied to many practical problems, especially for large-scale problems. A B&B-DCA algorithm is proposed by embedding DCA into the B&B algorithms, the new algorithm improves the computational performance and obtains a global optimal solution. Computational results show that the proposed B&B-DCA algorithm has the superiority of the branch number and computational time than general B&B. The nice features of DCA (inexpensiveness, reliability, robustness, globality of computed solutions, etc. provide crucial support to the combined B&B-DCA for accelerating the convergence of B&B.
Roozegar, Mehdi; Mahjoob, Mohammad J.; Ayati, Moosa
2017-05-01
This paper deals with adaptive estimation of the unknown parameters and states of a pendulum-driven spherical robot (PDSR), which is a nonlinear in parameters (NLP) chaotic system with parametric uncertainties. Firstly, the mathematical model of the robot is deduced by applying the Newton-Euler methodology for a system of rigid bodies. Then, based on the speed gradient (SG) algorithm, the states and unknown parameters of the robot are estimated online for different step length gains and initial conditions. The estimated parameters are updated adaptively according to the error between estimated and true state values. Since the errors of the estimated states and parameters as well as the convergence rates depend significantly on the value of step length gain, this gain should be chosen optimally. Hence, a heuristic fuzzy logic controller is employed to adjust the gain adaptively. Simulation results indicate that the proposed approach is highly encouraging for identification of this NLP chaotic system even if the initial conditions change and the uncertainties increase; therefore, it is reliable to be implemented on a real robot.
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Yulong Ying
2015-01-01
Full Text Available In the lifespan of a gas turbine engine, abrupt faults and performance degradation of its gas-path components may happen; however the performance degradation is not easily foreseeable when the level of degradation is small. Gas path analysis (GPA method has been widely applied to monitor gas turbine engine health status as it can easily obtain the magnitudes of the detected component faults. However, when the number of components within engine is large or/and the measurement noise level is high, the smearing effect may be strong and the degraded components may not be recognized. In order to improve diagnostic effect, a nonlinear steady-state model based gas turbine health status estimation approach with improved particle swarm optimization algorithm (PSO-GPA has been proposed in this study. The proposed approach has been tested in ten test cases where the degradation of a model three-shaft marine engine has been analyzed. These case studies have shown that the approach can accurately search and isolate the degraded components and further quantify the degradation for major gas-path components. Compared with the typical GPA method, the approach has shown better measurement noise immunity and diagnostic accuracy.
A PREDICTOR-CORRECTOR INTERIOR-POINT ALGORITHM FOR CONVEX QUADRATIC PROGRAMMING
Institute of Scientific and Technical Information of China (English)
梁昔明; 钱积新
2002-01-01
The simplified Newton method, at the expense of fast convergence, reduces the work required by Newton method by reusing the initial Jacobian matrix. The composite Newton method attempts to balance the trade-off between expense and fast convergence by composing one Newton step with one simplified Newton step. Recently, Mehrotra suggested a predictor-corrector variant of primal-dual interior point method for linear programming. It is currently the interiorpoint method of the choice for linear programming. In this work we propose a predictor-corrector interior-point algorithm for convex quadratic programming. It is proved that the algorithm is equivalent to a level-1 perturbed composite Newton method. Computations in the algorithm do not require that the initial primal and dual points be feasible. Numerical experiments are made.
Weeks, Cindy Lou
1986-01-01
Experiments were conducted at NASA Ames Research Center to define multi-tasking software requirements for multiple-instruction, multiple-data stream (MIMD) computer architectures. The focus was on specifying solutions for algorithms in the field of computational fluid dynamics (CFD). The program objectives were to allow researchers to produce usable parallel application software as soon as possible after acquiring MIMD computer equipment, to provide researchers with an easy-to-learn and easy-to-use parallel software language which could be implemented on several different MIMD machines, and to enable researchers to list preferred design specifications for future MIMD computer architectures. Analysis of CFD algorithms indicated that extensions of an existing programming language, adaptable to new computer architectures, provided the best solution to meeting program objectives. The CoFORTRAN Language was written in response to these objectives and to provide researchers a means to experiment with parallel software solutions to CFD algorithms on machines with parallel architectures.
Directory of Open Access Journals (Sweden)
M. Pattnaik
2013-08-01
Full Text Available In this paper the concept of fuzzy Non-Linear Programming Technique is applied to solve an economic order quantity (EOQ model under restricted space. Since various types of uncertainties and imprecision are inherent in real inventory problems they are classically modeled using the approaches from the probability theory. However, there are uncertainties that cannot be appropriately treated by usual probabilistic models. The questions how to define inventory optimization tasks in such environment how to interpret optimal solutions arise. This paper allows the modification of the Single item EOQ model in presence of fuzzy decision making process where demand is related to the unit price and the setup cost varies with the quantity produced/Purchased. This paper considers the modification of objective function and storage area in the presence of imprecisely estimated parameters. The model is developed for the problem by employing different modeling approaches over an infinite planning horizon. It incorporates all concepts of a fuzzy arithmetic approach, the quantity ordered and the demand per unit compares both fuzzy non linear and other models. Investigation of the properties of an optimal solution allows developing an algorithm whose validity is illustrated through an example problem and ugh MATLAB (R2009a version software, the two and three dimensional diagrams are represented to the application. Sensitivity analysis of the optimal solution is also studied with respect to changes in different parameter values and to draw managerial insights of the decision problem.
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Pattnaik Monalisha
2015-01-01
Full Text Available In this paper, the concept of fuzzy Non-Linear Programming Technique is applied to solve an economic order quantity (EOQ model for restricted budget and space. Since various types of uncertainties and imprecision are inherent in real inventory problems, they are classically modeled using the approaches from the probability theory. However, there are uncertainties that cannot be appropriately treated by the usual probabilistic models. The questions are how to define inventory optimization tasks in such environment and how to interpret the optimal solutions. This paper allow the modification of the Single item EOQ model in presence of fuzzy decision making process where demand is related to the unit price, and the setup cost varies with the quantity produced/Purchased. The modification of objective function, budget, and storage area in the presence of imprecisely estimated parameters are considered. The model is developed by employing different approaches over an infinite planning horizon. It incorporates all the concepts of a fuzzy arithmetic approach and comparative analysis with other non linear models. Investigation of the properties of an optimal solution allows developing an algorithm whose validity is illustrated by an example problem, and two and three dimensional diagrams are represented to this application through MATL(R2009a software. Sensitivity analysis of the optimal solution is studied with respect to the changes of different parameter values for obtaining managerial insights of the decision problem.
All-pairs Shortest Path Algorithm based on MPI+CUDA Distributed Parallel Programming Model
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Qingshuang Wu
2013-12-01
Full Text Available In view of the problem that computing shortest paths in a graph is a complex and time-consuming process, and the traditional algorithm that rely on the CPU as computing unit solely can't meet the demand of real-time processing, in this paper, we present an all-pairs shortest paths algorithm using MPI+CUDA hybrid programming model, which can take use of the overwhelming computing power of the GPU cluster to speed up the processing. This proposed algorithm can combine the advantages of MPI and CUDA programming model, and can realize two-level parallel computing. In the cluster-level, we take use of the MPI programming model to achieve a coarse-grained parallel computing between the computational nodes of the GPU cluster. In the node-level, we take use of the CUDA programming model to achieve a GPU-accelerated fine grit parallel computing in each computational node internal. The experimental results show that the MPI+CUDA-based parallel algorithm can take full advantage of the powerful computing capability of the GPU cluster, and can achieve about hundreds of time speedup; The whole algorithm has good computing performance, reliability and scalability, and it is able to meet the demand of real-time processing of massive spatial shortest path analysis
Dong, Lu; Zhong, Xiangnan; Sun, Changyin; He, Haibo
2016-04-08
This paper presents the design of a novel adaptive event-triggered control method based on the heuristic dynamic programming (HDP) technique for nonlinear discrete-time systems with unknown system dynamics. In the proposed method, the control law is only updated when the event-triggered condition is violated. Compared with the periodic updates in the traditional adaptive dynamic programming (ADP) control, the proposed method can reduce the computation and transmission cost. An actor-critic framework is used to learn the optimal event-triggered control law and the value function. Furthermore, a model network is designed to estimate the system state vector. The main contribution of this paper is to design a new trigger threshold for discrete-time systems. A detailed Lyapunov stability analysis shows that our proposed event-triggered controller can asymptotically stabilize the discrete-time systems. Finally, we test our method on two different discrete-time systems, and the simulation results are included.
A high performance neural network for solving nonlinear programming problems with hybrid constraints
Tao, Qing; Cao, Jinde; Xue, Meisheng; Qiao, Hong
2001-09-01
A continuous neural network is proposed in this Letter for solving optimization problems. It not only can solve nonlinear programming problems with the constraints of equality and inequality, but also has a higher performance. The main advantage of the network is that it is an extension of Newton's gradient method for constrained problems, the dynamic behavior of the network under special constraints and the convergence rate can be investigated. Furthermore, the proposed network is simpler than the existing networks even for solving positive definite quadratic programming problems. The network considered is constrained by a projection operator on a convex set. The advanced performance of the proposed network is demonstrated by means of simulation of several numerical examples.
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Gisela C V Ramadas
Full Text Available This paper addresses the challenging task of computing multiple roots of a system of nonlinear equations. A repulsion algorithm that invokes the Nelder-Mead (N-M local search method and uses a penalty-type merit function based on the error function, known as 'erf', is presented. In the N-M algorithm context, different strategies are proposed to enhance the quality of the solutions and improve the overall efficiency. The main goal of this paper is to use a two-level factorial design of experiments to analyze the statistical significance of the observed differences in selected performance criteria produced when testing different strategies in the N-M based repulsion algorithm. The main goal of this paper is to use a two-level factorial design of experiments to analyze the statistical significance of the observed differences in selected performance criteria produced when testing different strategies in the N-M based repulsion algorithm.