New Exact Penalty Functions for Nonlinear Constrained Optimization Problems
Directory of Open Access Journals (Sweden)
Bingzhuang Liu
2014-01-01
Full Text Available For two kinds of nonlinear constrained optimization problems, we propose two simple penalty functions, respectively, by augmenting the dimension of the primal problem with a variable that controls the weight of the penalty terms. Both of the penalty functions enjoy improved smoothness. Under mild conditions, it can be proved that our penalty functions are both exact in the sense that local minimizers of the associated penalty problem are precisely the local minimizers of the original constrained problem.
Nonlinear Chance Constrained Problems: Optimality Conditions, Regularization and Solvers
Czech Academy of Sciences Publication Activity Database
Adam, Lukáš; Branda, Martin
2016-01-01
Roč. 170, č. 2 (2016), s. 419-436 ISSN 0022-3239 R&D Projects: GA ČR GA15-00735S Institutional support: RVO:67985556 Keywords : Chance constrained programming * Optimality conditions * Regularization * Algorithms * Free MATLAB codes Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 1.289, year: 2016 http://library.utia.cas.cz/separaty/2016/MTR/adam-0460909.pdf
Ruszczynski, Andrzej
2011-01-01
Optimization is one of the most important areas of modern applied mathematics, with applications in fields from engineering and economics to finance, statistics, management science, and medicine. While many books have addressed its various aspects, Nonlinear Optimization is the first comprehensive treatment that will allow graduate students and researchers to understand its modern ideas, principles, and methods within a reasonable time, but without sacrificing mathematical precision. Andrzej Ruszczynski, a leading expert in the optimization of nonlinear stochastic systems, integrates the theory and the methods of nonlinear optimization in a unified, clear, and mathematically rigorous fashion, with detailed and easy-to-follow proofs illustrated by numerous examples and figures. The book covers convex analysis, the theory of optimality conditions, duality theory, and numerical methods for solving unconstrained and constrained optimization problems. It addresses not only classical material but also modern top...
Luo, Biao; Liu, Derong; Wu, Huai-Ning
2018-06-01
Reinforcement learning has proved to be a powerful tool to solve optimal control problems over the past few years. However, the data-based constrained optimal control problem of nonaffine nonlinear discrete-time systems has rarely been studied yet. To solve this problem, an adaptive optimal control approach is developed by using the value iteration-based Q-learning (VIQL) with the critic-only structure. Most of the existing constrained control methods require the use of a certain performance index and only suit for linear or affine nonlinear systems, which is unreasonable in practice. To overcome this problem, the system transformation is first introduced with the general performance index. Then, the constrained optimal control problem is converted to an unconstrained optimal control problem. By introducing the action-state value function, i.e., Q-function, the VIQL algorithm is proposed to learn the optimal Q-function of the data-based unconstrained optimal control problem. The convergence results of the VIQL algorithm are established with an easy-to-realize initial condition . To implement the VIQL algorithm, the critic-only structure is developed, where only one neural network is required to approximate the Q-function. The converged Q-function obtained from the critic-only VIQL method is employed to design the adaptive constrained optimal controller based on the gradient descent scheme. Finally, the effectiveness of the developed adaptive control method is tested on three examples with computer simulation.
Esfandiari, Kasra; Abdollahi, Farzaneh; Talebi, Heidar Ali
2017-09-01
In this paper, an identifier-critic structure is introduced to find an online near-optimal controller for continuous-time nonaffine nonlinear systems having saturated control signal. By employing two Neural Networks (NNs), the solution of Hamilton-Jacobi-Bellman (HJB) equation associated with the cost function is derived without requiring a priori knowledge about system dynamics. Weights of the identifier and critic NNs are tuned online and simultaneously such that unknown terms are approximated accurately and the control signal is kept between the saturation bounds. The convergence of NNs' weights, identification error, and system states is guaranteed using Lyapunov's direct method. Finally, simulation results are performed on two nonlinear systems to confirm the effectiveness of the proposed control strategy. Copyright © 2017 Elsevier Ltd. All rights reserved.
Evolutionary constrained optimization
Deb, Kalyanmoy
2015-01-01
This book makes available a self-contained collection of modern research addressing the general constrained optimization problems using evolutionary algorithms. Broadly the topics covered include constraint handling for single and multi-objective optimizations; penalty function based methodology; multi-objective based methodology; new constraint handling mechanism; hybrid methodology; scaling issues in constrained optimization; design of scalable test problems; parameter adaptation in constrained optimization; handling of integer, discrete and mix variables in addition to continuous variables; application of constraint handling techniques to real-world problems; and constrained optimization in dynamic environment. There is also a separate chapter on hybrid optimization, which is gaining lots of popularity nowadays due to its capability of bridging the gap between evolutionary and classical optimization. The material in the book is useful to researchers, novice, and experts alike. The book will also be useful...
Linearly constrained minimax optimization
DEFF Research Database (Denmark)
Madsen, Kaj; Schjær-Jacobsen, Hans
1978-01-01
We present an algorithm for nonlinear minimax optimization subject to linear equality and inequality constraints which requires first order partial derivatives. The algorithm is based on successive linear approximations to the functions defining the problem. The resulting linear subproblems...
Scott, Robert C.; Perry, Boyd, III; Pototzky, Anthony S.
1991-01-01
This paper describes and illustrates two matched-filter-theory based schemes for obtaining maximized and time-correlated gust-loads for a nonlinear airplane. The first scheme is computationally fast because it uses a simple one-dimensional search procedure to obtain its answers. The second scheme is computationally slow because it uses a more complex multidimensional search procedure to obtain its answers, but it consistently provides slightly higher maximum loads than the first scheme. Both schemes are illustrated with numerical examples involving a nonlinear control system.
Constrained Optimal Stochastic Control of Non-Linear Wave Energy Point Absorbers
DEFF Research Database (Denmark)
Sichani, Mahdi Teimouri; Chen, Jian-Bing; Kramer, Morten
2014-01-01
to extract energy. Constrains are enforced on the control force to prevent large structural stresses in the floater at specific hot spots with the risk of inducing fatigue damage, or because the demanded control force cannot be supplied by the actuator system due to saturation. Further, constraints...... are enforced on the motion of the floater to prevent it from hitting the bottom of the sea or to make unacceptable jumps out of the water. The applied control law, which is of the feedback type with feedback from the displacement, velocity, and acceleration of the floater, contains two unprovided gain...
Xu, Y; Li, N
2014-09-01
Biological species have produced many simple but efficient rules in their complex and critical survival activities such as hunting and mating. A common feature observed in several biological motion strategies is that the predator only moves along paths in a carefully selected or iteratively refined subspace (or manifold), which might be able to explain why these motion strategies are effective. In this paper, a unified linear algebraic formulation representing such a predator-prey relationship is developed to simplify the construction and refinement process of the subspace (or manifold). Specifically, the following three motion strategies are studied and modified: motion camouflage, constant absolute target direction and local pursuit. The framework constructed based on this varying subspace concept could significantly reduce the computational cost in solving a class of nonlinear constrained optimal trajectory planning problems, particularly for the case with severe constraints. Two non-trivial examples, a ground robot and a hypersonic aircraft trajectory optimization problem, are used to show the capabilities of the algorithms in this new computational framework.
International Nuclear Information System (INIS)
Xu, Y; Li, N
2014-01-01
Biological species have produced many simple but efficient rules in their complex and critical survival activities such as hunting and mating. A common feature observed in several biological motion strategies is that the predator only moves along paths in a carefully selected or iteratively refined subspace (or manifold), which might be able to explain why these motion strategies are effective. In this paper, a unified linear algebraic formulation representing such a predator–prey relationship is developed to simplify the construction and refinement process of the subspace (or manifold). Specifically, the following three motion strategies are studied and modified: motion camouflage, constant absolute target direction and local pursuit. The framework constructed based on this varying subspace concept could significantly reduce the computational cost in solving a class of nonlinear constrained optimal trajectory planning problems, particularly for the case with severe constraints. Two non-trivial examples, a ground robot and a hypersonic aircraft trajectory optimization problem, are used to show the capabilities of the algorithms in this new computational framework. (paper)
Ekren, Ibrahim; Soner, H. Mete
2018-03-01
The classical duality theory of Kantorovich (C R (Doklady) Acad Sci URSS (NS) 37:199-201, 1942) and Kellerer (Z Wahrsch Verw Gebiete 67(4):399-432, 1984) for classical optimal transport is generalized to an abstract framework and a characterization of the dual elements is provided. This abstract generalization is set in a Banach lattice X with an order unit. The problem is given as the supremum over a convex subset of the positive unit sphere of the topological dual of X and the dual problem is defined on the bi-dual of X. These results are then applied to several extensions of the classical optimal transport.
Slope constrained Topology Optimization
DEFF Research Database (Denmark)
Petersson, J.; Sigmund, Ole
1998-01-01
The problem of minimum compliance topology optimization of an elastic continuum is considered. A general continuous density-energy relation is assumed, including variable thickness sheet models and artificial power laws. To ensure existence of solutions, the design set is restricted by enforcing...
Energy Technology Data Exchange (ETDEWEB)
Delbos, F.
2004-11-01
Reflexion tomography allows the determination of a subsurface velocity model from the travel times of seismic waves. The introduction of a priori information in this inverse problem can lead to the resolution of a constrained non-linear least-squares problem. The goal of the thesis is to improve the resolution techniques of this optimization problem, whose main difficulties are its ill-conditioning, its large scale and an expensive cost function in terms of CPU time. Thanks to a detailed study of the problem and to numerous numerical experiments, we justify the use of a sequential quadratic programming method, in which the tangential quadratic programs are solved by an original augmented Lagrangian method. We show the global linear convergence of the latter. The efficiency and robustness of the approach are demonstrated on several synthetic examples and on two real data cases. (author)
Energy Technology Data Exchange (ETDEWEB)
Delbos, F
2004-11-01
Reflexion tomography allows the determination of a subsurface velocity model from the travel times of seismic waves. The introduction of a priori information in this inverse problem can lead to the resolution of a constrained non-linear least-squares problem. The goal of the thesis is to improve the resolution techniques of this optimization problem, whose main difficulties are its ill-conditioning, its large scale and an expensive cost function in terms of CPU time. Thanks to a detailed study of the problem and to numerous numerical experiments, we justify the use of a sequential quadratic programming method, in which the tangential quadratic programs are solved by an original augmented Lagrangian method. We show the global linear convergence of the latter. The efficiency and robustness of the approach are demonstrated on several synthetic examples and on two real data cases. (author)
Filter Pattern Search Algorithms for Mixed Variable Constrained Optimization Problems
National Research Council Canada - National Science Library
Abramson, Mark A; Audet, Charles; Dennis, Jr, J. E
2004-01-01
.... This class combines and extends the Audet-Dennis Generalized Pattern Search (GPS) algorithms for bound constrained mixed variable optimization, and their GPS-filter algorithms for general nonlinear constraints...
Trends in PDE constrained optimization
Benner, Peter; Engell, Sebastian; Griewank, Andreas; Harbrecht, Helmut; Hinze, Michael; Rannacher, Rolf; Ulbrich, Stefan
2014-01-01
Optimization problems subject to constraints governed by partial differential equations (PDEs) are among the most challenging problems in the context of industrial, economical and medical applications. Almost the entire range of problems in this field of research was studied and further explored as part of the Deutsche Forschungsgemeinschaft (DFG) priority program 1253 on “Optimization with Partial Differential Equations” from 2006 to 2013. The investigations were motivated by the fascinating potential applications and challenging mathematical problems that arise in the field of PDE constrained optimization. New analytic and algorithmic paradigms have been developed, implemented and validated in the context of real-world applications. In this special volume, contributions from more than fifteen German universities combine the results of this interdisciplinary program with a focus on applied mathematics. The book is divided into five sections on “Constrained Optimization, Identification and Control”...
A new approach to nonlinear constrained Tikhonov regularization
Ito, Kazufumi
2011-09-16
We present a novel approach to nonlinear constrained Tikhonov regularization from the viewpoint of optimization theory. A second-order sufficient optimality condition is suggested as a nonlinearity condition to handle the nonlinearity of the forward operator. The approach is exploited to derive convergence rate results for a priori as well as a posteriori choice rules, e.g., discrepancy principle and balancing principle, for selecting the regularization parameter. The idea is further illustrated on a general class of parameter identification problems, for which (new) source and nonlinearity conditions are derived and the structural property of the nonlinearity term is revealed. A number of examples including identifying distributed parameters in elliptic differential equations are presented. © 2011 IOP Publishing Ltd.
Constrained Optimization and Optimal Control for Partial Differential Equations
Leugering, Günter; Griewank, Andreas
2012-01-01
This special volume focuses on optimization and control of processes governed by partial differential equations. The contributors are mostly participants of the DFG-priority program 1253: Optimization with PDE-constraints which is active since 2006. The book is organized in sections which cover almost the entire spectrum of modern research in this emerging field. Indeed, even though the field of optimal control and optimization for PDE-constrained problems has undergone a dramatic increase of interest during the last four decades, a full theory for nonlinear problems is still lacking. The cont
Nonlinear optimal control theory
Berkovitz, Leonard David
2012-01-01
Nonlinear Optimal Control Theory presents a deep, wide-ranging introduction to the mathematical theory of the optimal control of processes governed by ordinary differential equations and certain types of differential equations with memory. Many examples illustrate the mathematical issues that need to be addressed when using optimal control techniques in diverse areas. Drawing on classroom-tested material from Purdue University and North Carolina State University, the book gives a unified account of bounded state problems governed by ordinary, integrodifferential, and delay systems. It also dis
Order-constrained linear optimization.
Tidwell, Joe W; Dougherty, Michael R; Chrabaszcz, Jeffrey S; Thomas, Rick P
2017-11-01
Despite the fact that data and theories in the social, behavioural, and health sciences are often represented on an ordinal scale, there has been relatively little emphasis on modelling ordinal properties. The most common analytic framework used in psychological science is the general linear model, whose variants include ANOVA, MANOVA, and ordinary linear regression. While these methods are designed to provide the best fit to the metric properties of the data, they are not designed to maximally model ordinal properties. In this paper, we develop an order-constrained linear least-squares (OCLO) optimization algorithm that maximizes the linear least-squares fit to the data conditional on maximizing the ordinal fit based on Kendall's τ. The algorithm builds on the maximum rank correlation estimator (Han, 1987, Journal of Econometrics, 35, 303) and the general monotone model (Dougherty & Thomas, 2012, Psychological Review, 119, 321). Analyses of simulated data indicate that when modelling data that adhere to the assumptions of ordinary least squares, OCLO shows minimal bias, little increase in variance, and almost no loss in out-of-sample predictive accuracy. In contrast, under conditions in which data include a small number of extreme scores (fat-tailed distributions), OCLO shows less bias and variance, and substantially better out-of-sample predictive accuracy, even when the outliers are removed. We show that the advantages of OCLO over ordinary least squares in predicting new observations hold across a variety of scenarios in which researchers must decide to retain or eliminate extreme scores when fitting data. © 2017 The British Psychological Society.
Security constrained optimal power flow by modern optimization tools
African Journals Online (AJOL)
Security constrained optimal power flow by modern optimization tools. ... International Journal of Engineering, Science and Technology ... If you would like more information about how to print, save, and work with PDFs, Highwire Press ...
Neuroevolutionary Constrained Optimization for Content Creation
DEFF Research Database (Denmark)
Liapis, Antonios; Yannakakis, Georgios N.; Togelius, Julian
2011-01-01
and thruster types and topologies) independently of game physics and steering strategies. According to the proposed framework, the designer picks a set of requirements for the spaceship that a constrained optimizer attempts to satisfy. The constraint satisfaction approach followed is based on neuroevolution...... and survival tasks and are also visually appealing....
Physics constrained nonlinear regression models for time series
International Nuclear Information System (INIS)
Majda, Andrew J; Harlim, John
2013-01-01
A central issue in contemporary science is the development of data driven statistical nonlinear dynamical models for time series of partial observations of nature or a complex physical model. It has been established recently that ad hoc quadratic multi-level regression (MLR) models can have finite-time blow up of statistical solutions and/or pathological behaviour of their invariant measure. Here a new class of physics constrained multi-level quadratic regression models are introduced, analysed and applied to build reduced stochastic models from data of nonlinear systems. These models have the advantages of incorporating memory effects in time as well as the nonlinear noise from energy conserving nonlinear interactions. The mathematical guidelines for the performance and behaviour of these physics constrained MLR models as well as filtering algorithms for their implementation are developed here. Data driven applications of these new multi-level nonlinear regression models are developed for test models involving a nonlinear oscillator with memory effects and the difficult test case of the truncated Burgers–Hopf model. These new physics constrained quadratic MLR models are proposed here as process models for Bayesian estimation through Markov chain Monte Carlo algorithms of low frequency behaviour in complex physical data. (paper)
Constrained Dynamic Optimality and Binomial Terminal Wealth
DEFF Research Database (Denmark)
Pedersen, J. L.; Peskir, G.
2018-01-01
with interest rate $r \\in {R}$). Letting $P_{t,x}$ denote a probability measure under which $X^u$ takes value $x$ at time $t,$ we study the dynamic version of the nonlinear optimal control problem $\\inf_u\\, Var{t,X_t^u}(X_T^u)$ where the infimum is taken over admissible controls $u$ subject to $X_t^u \\ge e...... a martingale method combined with Lagrange multipliers, we derive the dynamically optimal control $u_*^d$ in closed form and prove that the dynamically optimal terminal wealth $X_T^d$ can only take two values $g$ and $\\beta$. This binomial nature of the dynamically optimal strategy stands in sharp contrast...... with other known portfolio selection strategies encountered in the literature. A direct comparison shows that the dynamically optimal (time-consistent) strategy outperforms the statically optimal (time-inconsistent) strategy in the problem....
Constrained multi-objective optimization of storage ring lattices
Husain, Riyasat; Ghodke, A. D.
2018-03-01
The storage ring lattice optimization is a class of constrained multi-objective optimization problem, where in addition to low beam emittance, a large dynamic aperture for good injection efficiency and improved beam lifetime are also desirable. The convergence and computation times are of great concern for the optimization algorithms, as various objectives are to be optimized and a number of accelerator parameters to be varied over a large span with several constraints. In this paper, a study of storage ring lattice optimization using differential evolution is presented. The optimization results are compared with two most widely used optimization techniques in accelerators-genetic algorithm and particle swarm optimization. It is found that the differential evolution produces a better Pareto optimal front in reasonable computation time between two conflicting objectives-beam emittance and dispersion function in the straight section. The differential evolution was used, extensively, for the optimization of linear and nonlinear lattices of Indus-2 for exploring various operational modes within the magnet power supply capabilities.
Directory of Open Access Journals (Sweden)
Mrityunjoy Roy
2013-04-01
Full Text Available In this paper, a technique has been developed to determine the optimum mix of logistic service providers of a make-to-order (MTO supply chain. A serial MTO supply chain with different stages/ processes has been considered. For each stage different logistic service providers with different mean processing lead times, but same lead time variances are available. A realistic assumption that for each stage, the logistic service provider who charges more for his service consumes less processing lead time and vice-versa has been made in our study. Thus for each stage, for each service provider, a combination of cost and mean processing lead time is available. Using these combinations, for each stage, a polynomial curve, expressing cost of that stage as a function of mean processing lead time is fit. Cumulating all such expressions of cost for the different stages along with incorporation of suitable constraints arising out of timely delivery, results in the formulation of a constrained nonlinear cost optimization problem. On solving the problem using mathematica, optimum processing lead time for each stage is obtained. Using these optimum processing lead times and by employing a simple technique the optimum logistic service provider mix of the supply chain along with the corresponding total cost of processing is determined. Finally to examine the effect of changes in different parameters on the optimum total processing cost of the supply chain, sensitivity analysis has been carried out graphically.
Interactive Nonlinear Multiobjective Optimization Methods
Miettinen, Kaisa; Hakanen, Jussi; Podkopaev, Dmitry
2016-01-01
An overview of interactive methods for solving nonlinear multiobjective optimization problems is given. In interactive methods, the decision maker progressively provides preference information so that the most satisfactory Pareto optimal solution can be found for her or his. The basic features of several methods are introduced and some theoretical results are provided. In addition, references to modifications and applications as well as to other methods are indicated. As the...
Constrained Optimization of MIMO Training Sequences
Directory of Open Access Journals (Sweden)
Coon Justin P
2007-01-01
Full Text Available Multiple-input multiple-output (MIMO systems have shown a huge potential for increased spectral efficiency and throughput. With an increasing number of transmitting antennas comes the burden of providing training for channel estimation for coherent detection. In some special cases optimal, in the sense of mean-squared error (MSE, training sequences have been designed. However, in many practical systems it is not feasible to analytically find optimal solutions and numerical techniques must be used. In this paper, two systems (unique word (UW single carrier and OFDM with nulled subcarriers are considered and a method of designing near-optimal training sequences using nonlinear optimization techniques is proposed. In particular, interior-point (IP algorithms such as the barrier method are discussed. Although the two systems seem unrelated, the cost function, which is the MSE of the channel estimate, is shown to be effectively the same for each scenario. Also, additional constraints, such as peak-to-average power ratio (PAPR, are considered and shown to be easily included in the optimization process. Numerical examples illustrate the effectiveness of the designed training sequences, both in terms of MSE and bit-error rate (BER.
Continuous nonlinear optimization for engineering applications in GAMS technology
Andrei, Neculai
2017-01-01
This book presents the theoretical details and computational performances of algorithms used for solving continuous nonlinear optimization applications imbedded in GAMS. Aimed toward scientists and graduate students who utilize optimization methods to model and solve problems in mathematical programming, operations research, business, engineering, and industry, this book enables readers with a background in nonlinear optimization and linear algebra to use GAMS technology to understand and utilize its important capabilities to optimize algorithms for modeling and solving complex, large-scale, continuous nonlinear optimization problems or applications. Beginning with an overview of constrained nonlinear optimization methods, this book moves on to illustrate key aspects of mathematical modeling through modeling technologies based on algebraically oriented modeling languages. Next, the main feature of GAMS, an algebraically oriented language that allows for high-level algebraic representation of mathematical opti...
Constrained optimization via simulation models for new product innovation
Pujowidianto, Nugroho A.
2017-11-01
We consider the problem of constrained optimization where the decision makers aim to optimize the primary performance measure while constraining the secondary performance measures. This paper provides a brief overview of stochastically constrained optimization via discrete event simulation. Most review papers tend to be methodology-based. This review attempts to be problem-based as decision makers may have already decided on the problem formulation. We consider constrained optimization models as there are usually constraints on secondary performance measures as trade-off in new product development. It starts by laying out different possible methods and the reasons using constrained optimization via simulation models. It is then followed by the review of different simulation optimization approach to address constrained optimization depending on the number of decision variables, the type of constraints, and the risk preferences of the decision makers in handling uncertainties.
Constrained non-linear waves for offshore wind turbine design
International Nuclear Information System (INIS)
Rainey, P J; Camp, T R
2007-01-01
Advancements have been made in the modelling of extreme wave loading in the offshore environment. We give an overview of wave models used at present, and their relative merits. We describe a method for embedding existing non-linear solutions for large, regular wave kinematics into linear, irregular seas. Although similar methods have been used before, the new technique is shown to offer advances in computational practicality, repeatability, and accuracy. NewWave theory has been used to constrain the linear simulation, allowing best possible fit with the large non-linear wave. GH Bladed was used to compare the effect of these models on a generic 5 MW turbine mounted on a tripod support structure
Nonlinear Optimization with Financial Applications
Bartholomew-Biggs, Michael
2005-01-01
The book introduces the key ideas behind practical nonlinear optimization. Computational finance - an increasingly popular area of mathematics degree programs - is combined here with the study of an important class of numerical techniques. The financial content of the book is designed to be relevant and interesting to specialists. However, this material - which occupies about one-third of the text - is also sufficiently accessible to allow the book to be used on optimization courses of a more general nature. The essentials of most currently popular algorithms are described, and their performan
Optimization of an implicit constrained multi-physics system for motor wheels of electric vehicle
International Nuclear Information System (INIS)
Lei, Fei; Du, Bin; Liu, Xin; Xie, Xiaoping; Chai, Tian
2016-01-01
In this paper, implicit constrained multi-physics model of a motor wheel for an electric vehicle is built and then optimized. A novel optimization approach is proposed to solve the compliance problem between implicit constraints and stochastic global optimization. Firstly, multi-physics model of motor wheel is built from the theories of structural mechanics, electromagnetism and thermal physics. Then, implicit constraints are applied from the vehicle performances and magnetic characteristics. Implicit constrained optimization is carried out by a series of unconstrained optimization and verifications. In practice, sequentially updated subspaces are designed to completely substitute the original design space in local areas. In each subspace, a solution is obtained and is then verified by the implicit constraints. Optimal solutions which satisfy the implicit constraints are accepted as final candidates. The final global optimal solution is optimized from those candidates. Discussions are carried out to discover the differences between optimal solutions with unconstrained problem and different implicit constrained problems. Results show that the implicit constraints have significant influences on the optimal solution and the proposed approach is effective in finding the optimals. - Highlights: • An implicit constrained multi-physics model is built for sizing a motor wheel. • Vehicle dynamic performances are applied as implicit constraints for nonlinear system. • An efficient novel optimization is proposed to explore the constrained design space. • The motor wheel is optimized to achieve maximum efficiency on vehicle dynamics. • Influences of implicit constraints on vehicle performances are compared and analyzed.
Zhang, Chenglong; Zhang, Fan; Guo, Shanshan; Liu, Xiao; Guo, Ping
2018-01-01
An inexact nonlinear mλ-measure fuzzy chance-constrained programming (INMFCCP) model is developed for irrigation water allocation under uncertainty. Techniques of inexact quadratic programming (IQP), mλ-measure, and fuzzy chance-constrained programming (FCCP) are integrated into a general optimization framework. The INMFCCP model can deal with not only nonlinearities in the objective function, but also uncertainties presented as discrete intervals in the objective function, variables and left-hand side constraints and fuzziness in the right-hand side constraints. Moreover, this model improves upon the conventional fuzzy chance-constrained programming by introducing a linear combination of possibility measure and necessity measure with varying preference parameters. To demonstrate its applicability, the model is then applied to a case study in the middle reaches of Heihe River Basin, northwest China. An interval regression analysis method is used to obtain interval crop water production functions in the whole growth period under uncertainty. Therefore, more flexible solutions can be generated for optimal irrigation water allocation. The variation of results can be examined by giving different confidence levels and preference parameters. Besides, it can reflect interrelationships among system benefits, preference parameters, confidence levels and the corresponding risk levels. Comparison between interval crop water production functions and deterministic ones based on the developed INMFCCP model indicates that the former is capable of reflecting more complexities and uncertainties in practical application. These results can provide more reliable scientific basis for supporting irrigation water management in arid areas.
Formal Proofs for Nonlinear Optimization
Directory of Open Access Journals (Sweden)
Victor Magron
2015-01-01
Full Text Available We present a formally verified global optimization framework. Given a semialgebraic or transcendental function f and a compact semialgebraic domain K, we use the nonlinear maxplus template approximation algorithm to provide a certified lower bound of f over K.This method allows to bound in a modular way some of the constituents of f by suprema of quadratic forms with a well chosen curvature. Thus, we reduce the initial goal to a hierarchy of semialgebraic optimization problems, solved by sums of squares relaxations. Our implementation tool interleaves semialgebraic approximations with sums of squares witnesses to form certificates. It is interfaced with Coq and thus benefits from the trusted arithmetic available inside the proof assistant. This feature is used to produce, from the certificates, both valid underestimators and lower bounds for each approximated constituent.The application range for such a tool is widespread; for instance Hales' proof of Kepler's conjecture yields thousands of multivariate transcendental inequalities. We illustrate the performance of our formal framework on some of these inequalities as well as on examples from the global optimization literature.
A model for optimal constrained adaptive testing
van der Linden, Willem J.; Reese, Lynda M.
2001-01-01
A model for constrained computerized adaptive testing is proposed in which the information on the test at the ability estimate is maximized subject to a large variety of possible constraints on the contents of the test. At each item-selection step, a full test is first assembled to have maximum
A model for optimal constrained adaptive testing
van der Linden, Willem J.; Reese, Lynda M.
1997-01-01
A model for constrained computerized adaptive testing is proposed in which the information in the test at the ability estimate is maximized subject to a large variety of possible constraints on the contents of the test. At each item-selection step, a full test is first assembled to have maximum
Chance constrained uncertain classification via robust optimization
Ben-Tal, A.; Bhadra, S.; Bhattacharayya, C.; Saketha Nat, J.
2011-01-01
This paper studies the problem of constructing robust classifiers when the training is plagued with uncertainty. The problem is posed as a Chance-Constrained Program (CCP) which ensures that the uncertain data points are classified correctly with high probability. Unfortunately such a CCP turns out
Chance-constrained optimization of demand response to price signals
DEFF Research Database (Denmark)
Dorini, Gianluca Fabio; Pinson, Pierre; Madsen, Henrik
2013-01-01
within a recursive least squares (RLS) framework using data measurable at the grid level, in an adaptive fashion. Optimal price signals are generated by embedding the FIR models within a chance-constrained optimization framework. The objective is to keep the price signal as unchanged as possible from...
Effective Teaching of Economics: A Constrained Optimization Problem?
Hultberg, Patrik T.; Calonge, David Santandreu
2017-01-01
One of the fundamental tenets of economics is that decisions are often the result of optimization problems subject to resource constraints. Consumers optimize utility, subject to constraints imposed by prices and income. As economics faculty, instructors attempt to maximize student learning while being constrained by their own and students'…
Sequential unconstrained minimization algorithms for constrained optimization
International Nuclear Information System (INIS)
Byrne, Charles
2008-01-01
The problem of minimizing a function f(x):R J → R, subject to constraints on the vector variable x, occurs frequently in inverse problems. Even without constraints, finding a minimizer of f(x) may require iterative methods. We consider here a general class of iterative algorithms that find a solution to the constrained minimization problem as the limit of a sequence of vectors, each solving an unconstrained minimization problem. Our sequential unconstrained minimization algorithm (SUMMA) is an iterative procedure for constrained minimization. At the kth step we minimize the function G k (x)=f(x)+g k (x), to obtain x k . The auxiliary functions g k (x):D subset of R J → R + are nonnegative on the set D, each x k is assumed to lie within D, and the objective is to minimize the continuous function f:R J → R over x in the set C = D-bar, the closure of D. We assume that such minimizers exist, and denote one such by x-circumflex. We assume that the functions g k (x) satisfy the inequalities 0≤g k (x)≤G k-1 (x)-G k-1 (x k-1 ), for k = 2, 3, .... Using this assumption, we show that the sequence {(x k )} is decreasing and converges to f(x-circumflex). If the restriction of f(x) to D has bounded level sets, which happens if x-circumflex is unique and f(x) is closed, proper and convex, then the sequence {x k } is bounded, and f(x*)=f(x-circumflex), for any cluster point x*. Therefore, if x-circumflex is unique, x* = x-circumflex and {x k } → x-circumflex. When x-circumflex is not unique, convergence can still be obtained, in particular cases. The SUMMA includes, as particular cases, the well-known barrier- and penalty-function methods, the simultaneous multiplicative algebraic reconstruction technique (SMART), the proximal minimization algorithm of Censor and Zenios, the entropic proximal methods of Teboulle, as well as certain cases of gradient descent and the Newton–Raphson method. The proof techniques used for SUMMA can be extended to obtain related results
Introduction to Nonlinear and Global Optimization
Hendrix, E.M.T.; Tóth, B.
2010-01-01
This self-contained text provides a solid introduction to global and nonlinear optimization, providing students of mathematics and interdisciplinary sciences with a strong foundation in applied optimization techniques. The book offers a unique hands-on and critical approach to applied optimization
Constrained ripple optimization of Tokamak bundle divertors
International Nuclear Information System (INIS)
Hively, L.M.; Rome, J.A.; Lynch, V.E.; Lyon, J.F.; Fowler, R.H.; Peng, Y-K.M.; Dory, R.A.
1983-02-01
Magnetic field ripple from a tokamak bundle divertor is localized to a small toroidal sector and must be treated differently from the usual (distributed) toroidal field (TF) coil ripple. Generally, in a tokamak with an unoptimized divertor design, all of the banana-trapped fast ions are quickly lost due to banana drift diffusion or to trapping between the 1/R variation in absolute value vector B ω B and local field maxima due to the divertor. A computer code has been written to optimize automatically on-axis ripple subject to these constraints, while varying up to nine design parameters. Optimum configurations have low on-axis ripple ( 0 ) are lost. However, because finite-sized TF coils have not been used in this study, the flux bundle is not expanded
Optimization for nonlinear inverse problem
International Nuclear Information System (INIS)
Boyadzhiev, G.; Brandmayr, E.; Pinat, T.; Panza, G.F.
2007-06-01
The nonlinear inversion of geophysical data in general does not yield a unique solution, but a single model, representing the investigated field, is preferred for an easy geological interpretation of the observations. The analyzed region is constituted by a number of sub-regions where the multi-valued nonlinear inversion is applied, which leads to a multi-valued solution. Therefore, combining the values of the solution in each sub-region, many acceptable models are obtained for the entire region and this complicates the geological interpretation of geophysical investigations. In this paper are presented new methodologies, capable to select one model, among all acceptable ones, that satisfies different criteria of smoothness in the explored space of solutions. In this work we focus on the non-linear inversion of surface waves dispersion curves, which gives structural models of shear-wave velocity versus depth, but the basic concepts have a general validity. (author)
Structural optimization for nonlinear dynamic response
DEFF Research Database (Denmark)
Dou, Suguang; Strachan, B. Scott; Shaw, Steven W.
2015-01-01
by a single vibrating mode, or by a pair of internally resonant modes. The approach combines techniques from nonlinear dynamics, computational mechanics and optimization, and it allows one to relate the geometric and material properties of structural elements to terms in the normal form for a given resonance......Much is known about the nonlinear resonant response of mechanical systems, but methods for the systematic design of structures that optimize aspects of these responses have received little attention. Progress in this area is particularly important in the area of micro-systems, where nonlinear...... resonant behaviour is being used for a variety of applications in sensing and signal conditioning. In this work, we describe a computational method that provides a systematic means for manipulating and optimizing features of nonlinear resonant responses of mechanical structures that are described...
Security constrained optimal power flow by modern optimization tools
African Journals Online (AJOL)
The main objective of an optimal power flow (OPF) functions is to optimize .... It is characterized as propagation of plants and this happens by gametes union. ... ss and different variables, for example, wind, nearby fertilization can have a critic.
Cross-constrained problems for nonlinear Schrodinger equation with harmonic potential
Directory of Open Access Journals (Sweden)
Runzhang Xu
2012-11-01
Full Text Available This article studies a nonlinear Schodinger equation with harmonic potential by constructing different cross-constrained problems. By comparing the different cross-constrained problems, we derive different sharp criterion and different invariant manifolds that separate the global solutions and blowup solutions. Moreover, we conclude that some manifolds are empty due to the essence of the cross-constrained problems. Besides, we compare the three cross-constrained problems and the three depths of the potential wells. In this way, we explain the gaps in [J. Shu and J. Zhang, Nonlinear Shrodinger equation with harmonic potential, Journal of Mathematical Physics, 47, 063503 (2006], which was pointed out in [R. Xu and Y. Liu, Remarks on nonlinear Schrodinger equation with harmonic potential, Journal of Mathematical Physics, 49, 043512 (2008].
Optimal Power Constrained Distributed Detection over a Noisy Multiaccess Channel
Directory of Open Access Journals (Sweden)
Zhiwen Hu
2015-01-01
Full Text Available The problem of optimal power constrained distributed detection over a noisy multiaccess channel (MAC is addressed. Under local power constraints, we define the transformation function for sensor to realize the mapping from local decision to transmitted waveform. The deflection coefficient maximization (DCM is used to optimize the performance of power constrained fusion system. Using optimality conditions, we derive the closed-form solution to the considered problem. Monte Carlo simulations are carried out to evaluate the performance of the proposed new method. Simulation results show that the proposed method could significantly improve the detection performance of the fusion system with low signal-to-noise ratio (SNR. We also show that the proposed new method has a robust detection performance for broad SNR region.
Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
Chen, Wei
2015-07-01
In this paper, we discuss the portfolio optimization problem with real-world constraints under the assumption that the returns of risky assets are fuzzy numbers. A new possibilistic mean-semiabsolute deviation model is proposed, in which transaction costs, cardinality and quantity constraints are considered. Due to such constraints the proposed model becomes a mixed integer nonlinear programming problem and traditional optimization methods fail to find the optimal solution efficiently. Thus, a modified artificial bee colony (MABC) algorithm is developed to solve the corresponding optimization problem. Finally, a numerical example is given to illustrate the effectiveness of the proposed model and the corresponding algorithm.
Quasicanonical structure of optimal control in constrained discrete systems
Sieniutycz, S.
2003-06-01
This paper considers discrete processes governed by difference rather than differential equations for the state transformation. The basic question asked is if and when Hamiltonian canonical structures are possible in optimal discrete systems. Considering constrained discrete control, general optimization algorithms are derived that constitute suitable theoretical and computational tools when evaluating extremum properties of constrained physical models. The mathematical basis of the general theory is the Bellman method of dynamic programming (DP) and its extension in the form of the so-called Carathéodory-Boltyanski (CB) stage criterion which allows a variation of the terminal state that is otherwise fixed in the Bellman's method. Two relatively unknown, powerful optimization algorithms are obtained: an unconventional discrete formalism of optimization based on a Hamiltonian for multistage systems with unconstrained intervals of holdup time, and the time interval constrained extension of the formalism. These results are general; namely, one arrives at: the discrete canonical Hamilton equations, maximum principles, and (at the continuous limit of processes with free intervals of time) the classical Hamilton-Jacobi theory along with all basic results of variational calculus. Vast spectrum of applications of the theory is briefly discussed.
A penalty method for PDE-constrained optimization in inverse problems
International Nuclear Information System (INIS)
Leeuwen, T van; Herrmann, F J
2016-01-01
Many inverse and parameter estimation problems can be written as PDE-constrained optimization problems. The goal is to infer the parameters, typically coefficients of the PDE, from partial measurements of the solutions of the PDE for several right-hand sides. Such PDE-constrained problems can be solved by finding a stationary point of the Lagrangian, which entails simultaneously updating the parameters and the (adjoint) state variables. For large-scale problems, such an all-at-once approach is not feasible as it requires storing all the state variables. In this case one usually resorts to a reduced approach where the constraints are explicitly eliminated (at each iteration) by solving the PDEs. These two approaches, and variations thereof, are the main workhorses for solving PDE-constrained optimization problems arising from inverse problems. In this paper, we present an alternative method that aims to combine the advantages of both approaches. Our method is based on a quadratic penalty formulation of the constrained optimization problem. By eliminating the state variable, we develop an efficient algorithm that has roughly the same computational complexity as the conventional reduced approach while exploiting a larger search space. Numerical results show that this method indeed reduces some of the nonlinearity of the problem and is less sensitive to the initial iterate. (paper)
A Globally Convergent Parallel SSLE Algorithm for Inequality Constrained Optimization
Directory of Open Access Journals (Sweden)
Zhijun Luo
2014-01-01
Full Text Available A new parallel variable distribution algorithm based on interior point SSLE algorithm is proposed for solving inequality constrained optimization problems under the condition that the constraints are block-separable by the technology of sequential system of linear equation. Each iteration of this algorithm only needs to solve three systems of linear equations with the same coefficient matrix to obtain the descent direction. Furthermore, under certain conditions, the global convergence is achieved.
Superalloy design - A Monte Carlo constrained optimization method
CSIR Research Space (South Africa)
Stander, CM
1996-01-01
Full Text Available optimization method C. M. Stander Division of Materials Science and Technology, CSIR, PO Box 395, Pretoria, Republic of South Africa Received 74 March 1996; accepted 24 June 1996 A method, based on Monte Carlo constrained... successful hit, i.e. when Liow < LMP,,, < Lhiph, and for all the properties, Pj?, < P, < Pi@?. If successful this hit falls within the ROA. Repeat steps 4 and 5 to find at least ten (or more) successful hits with values...
Stress-constrained topology optimization for compliant mechanism design
DEFF Research Database (Denmark)
de Leon, Daniel M.; Alexandersen, Joe; Jun, Jun S.
2015-01-01
This article presents an application of stress-constrained topology optimization to compliant mechanism design. An output displacement maximization formulation is used, together with the SIMP approach and a projection method to ensure convergence to nearly discrete designs. The maximum stress...... is approximated using a normalized version of the commonly-used p-norm of the effective von Mises stresses. The usual problems associated with topology optimization for compliant mechanism design: one-node and/or intermediate density hinges are alleviated by the stress constraint. However, it is also shown...
Thermally-Constrained Fuel-Optimal ISS Maneuvers
Bhatt, Sagar; Svecz, Andrew; Alaniz, Abran; Jang, Jiann-Woei; Nguyen, Louis; Spanos, Pol
2015-01-01
Optimal Propellant Maneuvers (OPMs) are now being used to rotate the International Space Station (ISS) and have saved hundreds of kilograms of propellant over the last two years. The savings are achieved by commanding the ISS to follow a pre-planned attitude trajectory optimized to take advantage of environmental torques. The trajectory is obtained by solving an optimal control problem. Prior to use on orbit, OPM trajectories are screened to ensure a static sun vector (SSV) does not occur during the maneuver. The SSV is an indicator that the ISS hardware temperatures may exceed thermal limits, causing damage to the components. In this paper, thermally-constrained fuel-optimal trajectories are presented that avoid an SSV and can be used throughout the year while still reducing propellant consumption significantly.
Bidirectional Dynamic Diversity Evolutionary Algorithm for Constrained Optimization
Directory of Open Access Journals (Sweden)
Weishang Gao
2013-01-01
Full Text Available Evolutionary algorithms (EAs were shown to be effective for complex constrained optimization problems. However, inflexible exploration-exploitation and improper penalty in EAs with penalty function would lead to losing the global optimum nearby or on the constrained boundary. To determine an appropriate penalty coefficient is also difficult in most studies. In this paper, we propose a bidirectional dynamic diversity evolutionary algorithm (Bi-DDEA with multiagents guiding exploration-exploitation through local extrema to the global optimum in suitable steps. In Bi-DDEA potential advantage is detected by three kinds of agents. The scale and the density of agents will change dynamically according to the emerging of potential optimal area, which play an important role of flexible exploration-exploitation. Meanwhile, a novel double optimum estimation strategy with objective fitness and penalty fitness is suggested to compute, respectively, the dominance trend of agents in feasible region and forbidden region. This bidirectional evolving with multiagents can not only effectively avoid the problem of determining penalty coefficient but also quickly converge to the global optimum nearby or on the constrained boundary. By examining the rapidity and veracity of Bi-DDEA across benchmark functions, the proposed method is shown to be effective.
Nonlinear analysis approximation theory, optimization and applications
2014-01-01
Many of our daily-life problems can be written in the form of an optimization problem. Therefore, solution methods are needed to solve such problems. Due to the complexity of the problems, it is not always easy to find the exact solution. However, approximate solutions can be found. The theory of the best approximation is applicable in a variety of problems arising in nonlinear functional analysis and optimization. This book highlights interesting aspects of nonlinear analysis and optimization together with many applications in the areas of physical and social sciences including engineering. It is immensely helpful for young graduates and researchers who are pursuing research in this field, as it provides abundant research resources for researchers and post-doctoral fellows. This will be a valuable addition to the library of anyone who works in the field of applied mathematics, economics and engineering.
Directory of Open Access Journals (Sweden)
San-Yang Liu
2014-01-01
Full Text Available Two unified frameworks of some sufficient descent conjugate gradient methods are considered. Combined with the hyperplane projection method of Solodov and Svaiter, they are extended to solve convex constrained nonlinear monotone equations. Their global convergence is proven under some mild conditions. Numerical results illustrate that these methods are efficient and can be applied to solve large-scale nonsmooth equations.
Adaptive Multi-Agent Systems for Constrained Optimization
Macready, William; Bieniawski, Stefan; Wolpert, David H.
2004-01-01
Product Distribution (PD) theory is a new framework for analyzing and controlling distributed systems. Here we demonstrate its use for distributed stochastic optimization. First we review one motivation of PD theory, as the information-theoretic extension of conventional full-rationality game theory to the case of bounded rational agents. In this extension the equilibrium of the game is the optimizer of a Lagrangian of the (probability distribution of) the joint state of the agents. When the game in question is a team game with constraints, that equilibrium optimizes the expected value of the team game utility, subject to those constraints. The updating of the Lagrange parameters in the Lagrangian can be viewed as a form of automated annealing, that focuses the MAS more and more on the optimal pure strategy. This provides a simple way to map the solution of any constrained optimization problem onto the equilibrium of a Multi-Agent System (MAS). We present computer experiments involving both the Queen s problem and K-SAT validating the predictions of PD theory and its use for off-the-shelf distributed adaptive optimization.
Methods for Large-Scale Nonlinear Optimization.
1980-05-01
STANFORD, CALIFORNIA 94305 METHODS FOR LARGE-SCALE NONLINEAR OPTIMIZATION by Philip E. Gill, Waiter Murray, I Michael A. Saunden, and Masgaret H. Wright...typical iteration can be partitioned so that where B is an m X m basise matrix. This partition effectively divides the vari- ables into three classes... attention is given to the standard of the coding or the documentation. A much better way of obtaining mathematical software is from a software library
Fast optimization of statistical potentials for structurally constrained phylogenetic models
Directory of Open Access Journals (Sweden)
Rodrigue Nicolas
2009-09-01
Full Text Available Abstract Background Statistical approaches for protein design are relevant in the field of molecular evolutionary studies. In recent years, new, so-called structurally constrained (SC models of protein-coding sequence evolution have been proposed, which use statistical potentials to assess sequence-structure compatibility. In a previous work, we defined a statistical framework for optimizing knowledge-based potentials especially suited to SC models. Our method used the maximum likelihood principle and provided what we call the joint potentials. However, the method required numerical estimations by the use of computationally heavy Markov Chain Monte Carlo sampling algorithms. Results Here, we develop an alternative optimization procedure, based on a leave-one-out argument coupled to fast gradient descent algorithms. We assess that the leave-one-out potential yields very similar results to the joint approach developed previously, both in terms of the resulting potential parameters, and by Bayes factor evaluation in a phylogenetic context. On the other hand, the leave-one-out approach results in a considerable computational benefit (up to a 1,000 fold decrease in computational time for the optimization procedure. Conclusion Due to its computational speed, the optimization method we propose offers an attractive alternative for the design and empirical evaluation of alternative forms of potentials, using large data sets and high-dimensional parameterizations.
Robust model predictive control for constrained continuous-time nonlinear systems
Sun, Tairen; Pan, Yongping; Zhang, Jun; Yu, Haoyong
2018-02-01
In this paper, a robust model predictive control (MPC) is designed for a class of constrained continuous-time nonlinear systems with bounded additive disturbances. The robust MPC consists of a nonlinear feedback control and a continuous-time model-based dual-mode MPC. The nonlinear feedback control guarantees the actual trajectory being contained in a tube centred at the nominal trajectory. The dual-mode MPC is designed to ensure asymptotic convergence of the nominal trajectory to zero. This paper extends current results on discrete-time model-based tube MPC and linear system model-based tube MPC to continuous-time nonlinear model-based tube MPC. The feasibility and robustness of the proposed robust MPC have been demonstrated by theoretical analysis and applications to a cart-damper springer system and a one-link robot manipulator.
Optimal non-linear health insurance.
Blomqvist, A
1997-06-01
Most theoretical and empirical work on efficient health insurance has been based on models with linear insurance schedules (a constant co-insurance parameter). In this paper, dynamic optimization techniques are used to analyse the properties of optimal non-linear insurance schedules in a model similar to one originally considered by Spence and Zeckhauser (American Economic Review, 1971, 61, 380-387) and reminiscent of those that have been used in the literature on optimal income taxation. The results of a preliminary numerical example suggest that the welfare losses from the implicit subsidy to employer-financed health insurance under US tax law may be a good deal smaller than previously estimated using linear models.
Krohling, Renato A; Coelho, Leandro dos Santos
2006-12-01
In this correspondence, an approach based on coevolutionary particle swarm optimization to solve constrained optimization problems formulated as min-max problems is presented. In standard or canonical particle swarm optimization (PSO), a uniform probability distribution is used to generate random numbers for the accelerating coefficients of the local and global terms. We propose a Gaussian probability distribution to generate the accelerating coefficients of PSO. Two populations of PSO using Gaussian distribution are used on the optimization algorithm that is tested on a suite of well-known benchmark constrained optimization problems. Results have been compared with the canonical PSO (constriction factor) and with a coevolutionary genetic algorithm. Simulation results show the suitability of the proposed algorithm in terms of effectiveness and robustness.
Pareto-optimal estimates that constrain mean California precipitation change
Langenbrunner, B.; Neelin, J. D.
2017-12-01
Global climate model (GCM) projections of greenhouse gas-induced precipitation change can exhibit notable uncertainty at the regional scale, particularly in regions where the mean change is small compared to internal variability. This is especially true for California, which is located in a transition zone between robust precipitation increases to the north and decreases to the south, and where GCMs from the Climate Model Intercomparison Project phase 5 (CMIP5) archive show no consensus on mean change (in either magnitude or sign) across the central and southern parts of the state. With the goal of constraining this uncertainty, we apply a multiobjective approach to a large set of subensembles (subsets of models from the full CMIP5 ensemble). These constraints are based on subensemble performance in three fields important to California precipitation: tropical Pacific sea surface temperatures, upper-level zonal winds in the midlatitude Pacific, and precipitation over the state. An evolutionary algorithm is used to sort through and identify the set of Pareto-optimal subensembles across these three measures in the historical climatology, and we use this information to constrain end-of-century California wet season precipitation change. This technique narrows the range of projections throughout the state and increases confidence in estimates of positive mean change. Furthermore, these methods complement and generalize emergent constraint approaches that aim to restrict uncertainty in end-of-century projections, and they have applications to even broader aspects of uncertainty quantification, including parameter sensitivity and model calibration.
Block-triangular preconditioners for PDE-constrained optimization
Rees, Tyrone; Stoll, Martin
2010-01-01
In this paper we investigate the possibility of using a block-triangular preconditioner for saddle point problems arising in PDE-constrained optimization. In particular, we focus on a conjugate gradient-type method introduced by Bramble and Pasciak that uses self-adjointness of the preconditioned system in a non-standard inner product. We show when the Chebyshev semi-iteration is used as a preconditioner for the relevant matrix blocks involving the finite element mass matrix that the main drawback of the Bramble-Pasciak method-the appropriate scaling of the preconditioners-is easily overcome. We present an eigenvalue analysis for the block-triangular preconditioners that gives convergence bounds in the non-standard inner product and illustrates their competitiveness on a number of computed examples. Copyright © 2010 John Wiley & Sons, Ltd.
Block-triangular preconditioners for PDE-constrained optimization
Rees, Tyrone
2010-11-26
In this paper we investigate the possibility of using a block-triangular preconditioner for saddle point problems arising in PDE-constrained optimization. In particular, we focus on a conjugate gradient-type method introduced by Bramble and Pasciak that uses self-adjointness of the preconditioned system in a non-standard inner product. We show when the Chebyshev semi-iteration is used as a preconditioner for the relevant matrix blocks involving the finite element mass matrix that the main drawback of the Bramble-Pasciak method-the appropriate scaling of the preconditioners-is easily overcome. We present an eigenvalue analysis for the block-triangular preconditioners that gives convergence bounds in the non-standard inner product and illustrates their competitiveness on a number of computed examples. Copyright © 2010 John Wiley & Sons, Ltd.
Optimal dispatch in dynamic security constrained open power market
International Nuclear Information System (INIS)
Singh, S.N.; David, A.K.
2002-01-01
Power system security is a new concern in the competitive power market operation, because the integration of the system controller and the generation owner has been broken. This paper presents an approach for dynamic security constrained optimal dispatch in restructured power market environment. The transient energy margin using transient energy function (TEF) approach has been used to calculate the stability margin of the system and a hybrid method is applied to calculate the approximate unstable equilibrium point (UEP) that is used to calculate the exact UEP and thus, the energy margin using TEF. The case study results illustrated on two systems shows that the operating mechanisms are compatible with the new business environment. (author)
A New Interpolation Approach for Linearly Constrained Convex Optimization
Espinoza, Francisco
2012-08-01
In this thesis we propose a new class of Linearly Constrained Convex Optimization methods based on the use of a generalization of Shepard\\'s interpolation formula. We prove the properties of the surface such as the interpolation property at the boundary of the feasible region and the convergence of the gradient to the null space of the constraints at the boundary. We explore several descent techniques such as steepest descent, two quasi-Newton methods and the Newton\\'s method. Moreover, we implement in the Matlab language several versions of the method, particularly for the case of Quadratic Programming with bounded variables. Finally, we carry out performance tests against Matab Optimization Toolbox methods for convex optimization and implementations of the standard log-barrier and active-set methods. We conclude that the steepest descent technique seems to be the best choice so far for our method and that it is competitive with other standard methods both in performance and empirical growth order.
Optimization of nonlinear wave function parameters
International Nuclear Information System (INIS)
Shepard, R.; Minkoff, M.; Chemistry
2006-01-01
An energy-based optimization method is presented for our recently developed nonlinear wave function expansion form for electronic wave functions. This expansion form is based on spin eigenfunctions, using the graphical unitary group approach (GUGA). The wave function is expanded in a basis of product functions, allowing application to closed-shell and open-shell systems and to ground and excited electronic states. Each product basis function is itself a multiconfigurational function that depends on a relatively small number of nonlinear parameters called arc factors. The energy-based optimization is formulated in terms of analytic arc factor gradients and orbital-level Hamiltonian matrices that correspond to a specific kind of uncontraction of each of the product basis functions. These orbital-level Hamiltonian matrices give an intuitive representation of the energy in terms of disjoint subsets of the arc factors, they provide for an efficient computation of gradients of the energy with respect to the arc factors, and they allow optimal arc factors to be determined in closed form for subspaces of the full variation problem. Timings for energy and arc factor gradient computations involving expansion spaces of > 10 24 configuration state functions are reported. Preliminary convergence studies and molecular dissociation curves are presented for some small molecules
Robust C subroutines for non-linear optimization
DEFF Research Database (Denmark)
Brock, Pernille; Madsen, Kaj; Nielsen, Hans Bruun
2004-01-01
This report presents a package of robust and easy-to-use C subroutines for solving unconstrained and constrained non-linear optimization problems. The intention is that the routines should use the currently best algorithms available. All routines have standardized calls, and the user does not have...... by changing 1 to 0. The present report is a new and updated version of a previous report NI-91-03 with the same title, [16]. Both the previous and the present report describe a collection of subroutines, which have been translated from Fortran to C. The reason for writing the present report is that some...... of the C subroutines have been replaced by more effective and robust versions translated from the original Fortran subroutines to C by the Bandler Group, see [1]. Also the test examples have been modi ed to some extent. For a description of the original Fortran subroutines see the report [17]. The software...
Constrained Fuzzy Predictive Control Using Particle Swarm Optimization
Directory of Open Access Journals (Sweden)
Oussama Ait Sahed
2015-01-01
Full Text Available A fuzzy predictive controller using particle swarm optimization (PSO approach is proposed. The aim is to develop an efficient algorithm that is able to handle the relatively complex optimization problem with minimal computational time. This can be achieved using reduced population size and small number of iterations. In this algorithm, instead of using the uniform distribution as in the conventional PSO algorithm, the initial particles positions are distributed according to the normal distribution law, within the area around the best position. The radius limiting this area is adaptively changed according to the tracking error values. Moreover, the choice of the initial best position is based on prior knowledge about the search space landscape and the fact that in most practical applications the dynamic optimization problem changes are gradual. The efficiency of the proposed control algorithm is evaluated by considering the control of the model of a 4 × 4 Multi-Input Multi-Output industrial boiler. This model is characterized by being nonlinear with high interactions between its inputs and outputs, having a nonminimum phase behaviour, and containing instabilities and time delays. The obtained results are compared to those of the control algorithms based on the conventional PSO and the linear approach.
Electrochemomechanical constrained multiobjective optimization of PPy/MWCNT actuators
International Nuclear Information System (INIS)
Khalili, N; Naguib, H E; Kwon, R H
2014-01-01
Polypyrrole (PPy) conducting polymers have shown a great potential for the fabrication of conjugated polymer-based actuating devices. Consequently, they have been a key point in developing many advanced emerging applications such as biomedical devices and biomimetic robotics. When designing an actuator, taking all of the related decision variables, their roles and relationships into consideration is of pivotal importance to determine the actuator’s final performance. Therefore, the central focus of this study is to develop an electrochemomechanical constrained multiobjective optimization model of a PPy/MWCNTs trilayer actuator. For this purpose, the objective functions are designed to capture the three main characteristics of these actuators, namely their tip vertical displacement, blocking force and response time. To obtain the optimum range of the designated decision variables within the feasible domain, a multiobjective optimization algorithm is applied while appropriate constraints are imposed. The optimum points form a Pareto surface on which they are consistently spread. The numerical results are presented; these results enable one to design an actuator with consideration to the desired output performances. For the experimental analysis, a multilayer bending-type actuator is fabricated, which is composed of a PVDF layer and two layers of PPy with an incorporated layer of multi-walled carbon nanotubes deposited on each side of the PVDF membrane. The numerical results are experimentally verified; in order to determine the performance of the fabricated actuator, its outputs are compared with a neat PPy actuator’s experimental and numerical counterparts. (paper)
Keulen, van T.A.C.; Gillot, J.; Jager, de A.G.; Steinbuch, M.
2014-01-01
This paper presents a numerical solution for scalar state constrained optimal control problems. The algorithm rewrites the constrained optimal control problem as a sequence of unconstrained optimal control problems which can be solved recursively as a two point boundary value problem. The solution
Directory of Open Access Journals (Sweden)
Kai Yang
2016-01-01
Full Text Available This work investigates a bioinspired microimmune optimization algorithm to solve a general kind of single-objective nonlinear constrained expected value programming without any prior distribution. In the study of algorithm, two lower bound sample estimates of random variables are theoretically developed to estimate the empirical values of individuals. Two adaptive racing sampling schemes are designed to identify those competitive individuals in a given population, by which high-quality individuals can obtain large sampling size. An immune evolutionary mechanism, along with a local search approach, is constructed to evolve the current population. The comparative experiments have showed that the proposed algorithm can effectively solve higher-dimensional benchmark problems and is of potential for further applications.
Gradient-based optimization in nonlinear structural dynamics
DEFF Research Database (Denmark)
Dou, Suguang
The intrinsic nonlinearity of mechanical structures can give rise to rich nonlinear dynamics. Recently, nonlinear dynamics of micro-mechanical structures have contributed to developing new Micro-Electro-Mechanical Systems (MEMS), for example, atomic force microscope, passive frequency divider......, frequency stabilization, and disk resonator gyroscope. For advanced design of these structures, it is of considerable value to extend current optimization in linear structural dynamics into nonlinear structural dynamics. In this thesis, we present a framework for modelling, analysis, characterization......, and optimization of nonlinear structural dynamics. In the modelling, nonlinear finite elements are used. In the analysis, nonlinear frequency response and nonlinear normal modes are calculated based on a harmonic balance method with higher-order harmonics. In the characterization, nonlinear modal coupling...
Vorozheikin, A.; Gonchar, T.; Panfilov, I.; Sopov, E.; Sopov, S.
2009-01-01
A new algorithm for the solution of complex constrained optimization problems based on the probabilistic genetic algorithm with optimal solution prediction is proposed. The efficiency investigation results in comparison with standard genetic algorithm are presented.
Peng, Guoyi; Cao, Shuliang; Ishizuka, Masaru; Hayama, Shinji
2002-06-01
This paper is concerned with the design optimization of axial flow hydraulic turbine runner blade geometry. In order to obtain a better design plan with good performance, a new comprehensive performance optimization procedure has been presented by combining a multi-variable multi-objective constrained optimization model with a Q3D inverse computation and a performance prediction procedure. With careful analysis of the inverse design of axial hydraulic turbine runner, the total hydraulic loss and the cavitation coefficient are taken as optimization objectives and a comprehensive objective function is defined using the weight factors. Parameters of a newly proposed blade bound circulation distribution function and parameters describing positions of blade leading and training edges in the meridional flow passage are taken as optimization variables.The optimization procedure has been applied to the design optimization of a Kaplan runner with specific speed of 440 kW. Numerical results show that the performance of designed runner is successfully improved through optimization computation. The optimization model is found to be validated and it has the feature of good convergence. With the multi-objective optimization model, it is possible to control the performance of designed runner by adjusting the value of weight factors defining the comprehensive objective function. Copyright
COMPARISON OF NONLINEAR DYNAMICS OPTIMIZATION METHODS FOR APS-U
Energy Technology Data Exchange (ETDEWEB)
Sun, Y.; Borland, Michael
2017-06-25
Many different objectives and genetic algorithms have been proposed for storage ring nonlinear dynamics performance optimization. These optimization objectives include nonlinear chromaticities and driving/detuning terms, on-momentum and off-momentum dynamic acceptance, chromatic detuning, local momentum acceptance, variation of transverse invariant, Touschek lifetime, etc. In this paper, the effectiveness of several different optimization methods and objectives are compared for the nonlinear beam dynamics optimization of the Advanced Photon Source upgrade (APS-U) lattice. The optimized solutions from these different methods are preliminarily compared in terms of the dynamic acceptance, local momentum acceptance, chromatic detuning, and other performance measures.
Depletion mapping and constrained optimization to support managing groundwater extraction
Fienen, Michael N.; Bradbury, Kenneth R.; Kniffin, Maribeth; Barlow, Paul M.
2018-01-01
Groundwater models often serve as management tools to evaluate competing water uses including ecosystems, irrigated agriculture, industry, municipal supply, and others. Depletion potential mapping—showing the model-calculated potential impacts that wells have on stream baseflow—can form the basis for multiple potential management approaches in an oversubscribed basin. Specific management approaches can include scenarios proposed by stakeholders, systematic changes in well pumping based on depletion potential, and formal constrained optimization, which can be used to quantify the tradeoff between water use and stream baseflow. Variables such as the maximum amount of reduction allowed in each well and various groupings of wells using, for example, K-means clustering considering spatial proximity and depletion potential are considered. These approaches provide a potential starting point and guidance for resource managers and stakeholders to make decisions about groundwater management in a basin, spreading responsibility in different ways. We illustrate these approaches in the Little Plover River basin in central Wisconsin, United States—home to a rich agricultural tradition, with farmland and urban areas both in close proximity to a groundwater-dependent trout stream. Groundwater withdrawals have reduced baseflow supplying the Little Plover River below a legally established minimum. The techniques in this work were developed in response to engaged stakeholders with various interests and goals for the basin. They sought to develop a collaborative management plan at a watershed scale that restores the flow rate in the river in a manner that incorporates principles of shared governance and results in effective and minimally disruptive changes in groundwater extraction practices.
Nonlinearity Analysis and Parameters Optimization for an Inductive Angle Sensor
Directory of Open Access Journals (Sweden)
Lin Ye
2014-02-01
Full Text Available Using the finite element method (FEM and particle swarm optimization (PSO, a nonlinearity analysis based on parameter optimization is proposed to design an inductive angle sensor. Due to the structure complexity of the sensor, understanding the influences of structure parameters on the nonlinearity errors is a critical step in designing an effective sensor. Key parameters are selected for the design based on the parameters’ effects on the nonlinearity errors. The finite element method and particle swarm optimization are combined for the sensor design to get the minimal nonlinearity error. In the simulation, the nonlinearity error of the optimized sensor is 0.053% in the angle range from −60° to 60°. A prototype sensor is manufactured and measured experimentally, and the experimental nonlinearity error is 0.081% in the angle range from −60° to 60°.
Li, Yongming; Ma, Zhiyao; Tong, Shaocheng
2017-09-01
The problem of adaptive fuzzy output-constrained tracking fault-tolerant control (FTC) is investigated for the large-scale stochastic nonlinear systems of pure-feedback form. The nonlinear systems considered in this paper possess the unstructured uncertainties, unknown interconnected terms and unknown nonaffine nonlinear faults. The fuzzy logic systems are employed to identify the unknown lumped nonlinear functions so that the problems of structured uncertainties can be solved. An adaptive fuzzy state observer is designed to solve the nonmeasurable state problem. By combining the barrier Lyapunov function theory, adaptive decentralized and stochastic control principles, a novel fuzzy adaptive output-constrained FTC approach is constructed. All the signals in the closed-loop system are proved to be bounded in probability and the system outputs are constrained in a given compact set. Finally, the applicability of the proposed controller is well carried out by a simulation example.
Topology optimization of nonlinear optical devices
DEFF Research Database (Denmark)
Jensen, Jakob Søndergaard
2011-01-01
This paper considers the design of nonlinear photonic devices. The nonlinearity stems from a nonlinear material model with a permittivity that depends on the local time-averaged intensity of the electric field. A finite element model is developed for time-harmonic wave propagation and an incremen......This paper considers the design of nonlinear photonic devices. The nonlinearity stems from a nonlinear material model with a permittivity that depends on the local time-averaged intensity of the electric field. A finite element model is developed for time-harmonic wave propagation...... limiter. Here, air, a linear and a nonlinear material are distributed so that the wave transmission displays a strong sensitivity to the amplitude of the incoming wave....
International Nuclear Information System (INIS)
Harlim, John; Mahdi, Adam; Majda, Andrew J.
2014-01-01
A central issue in contemporary science is the development of nonlinear data driven statistical–dynamical models for time series of noisy partial observations from nature or a complex model. It has been established recently that ad-hoc quadratic multi-level regression models can have finite-time blow-up of statistical solutions and/or pathological behavior of their invariant measure. Recently, a new class of physics constrained nonlinear regression models were developed to ameliorate this pathological behavior. Here a new finite ensemble Kalman filtering algorithm is developed for estimating the state, the linear and nonlinear model coefficients, the model and the observation noise covariances from available partial noisy observations of the state. Several stringent tests and applications of the method are developed here. In the most complex application, the perfect model has 57 degrees of freedom involving a zonal (east–west) jet, two topographic Rossby waves, and 54 nonlinearly interacting Rossby waves; the perfect model has significant non-Gaussian statistics in the zonal jet with blocked and unblocked regimes and a non-Gaussian skewed distribution due to interaction with the other 56 modes. We only observe the zonal jet contaminated by noise and apply the ensemble filter algorithm for estimation. Numerically, we find that a three dimensional nonlinear stochastic model with one level of memory mimics the statistical effect of the other 56 modes on the zonal jet in an accurate fashion, including the skew non-Gaussian distribution and autocorrelation decay. On the other hand, a similar stochastic model with zero memory levels fails to capture the crucial non-Gaussian behavior of the zonal jet from the perfect 57-mode model
Directory of Open Access Journals (Sweden)
Vivek Patel
2012-08-01
Full Text Available Nature inspired population based algorithms is a research field which simulates different natural phenomena to solve a wide range of problems. Researchers have proposed several algorithms considering different natural phenomena. Teaching-Learning-based optimization (TLBO is one of the recently proposed population based algorithm which simulates the teaching-learning process of the class room. This algorithm does not require any algorithm-specific control parameters. In this paper, elitism concept is introduced in the TLBO algorithm and its effect on the performance of the algorithm is investigated. The effects of common controlling parameters such as the population size and the number of generations on the performance of the algorithm are also investigated. The proposed algorithm is tested on 35 constrained benchmark functions with different characteristics and the performance of the algorithm is compared with that of other well known optimization algorithms. The proposed algorithm can be applied to various optimization problems of the industrial environment.
International Nuclear Information System (INIS)
Nguyen, Q H; Choi, S B
2012-01-01
This research focuses on optimal design of different types of magnetorheological brakes (MRBs), from which an optimal selection of MRB types is identified. In the optimization, common types of MRB such as disc-type, drum-type, hybrid-types, and T-shaped type are considered. The optimization problem is to find the optimal value of significant geometric dimensions of the MRB that can produce a maximum braking torque. The MRB is constrained in a cylindrical volume of a specific radius and length. After a brief description of the configuration of MRB types, the braking torques of the MRBs are derived based on the Herschel–Bulkley model of the MR fluid. The optimal design of MRBs constrained in a specific cylindrical volume is then analysed. The objective of the optimization is to maximize the braking torque while the torque ratio (the ratio of maximum braking torque and the zero-field friction torque) is constrained to be greater than a certain value. A finite element analysis integrated with an optimization tool is employed to obtain optimal solutions of the MRBs. Optimal solutions of MRBs constrained in different volumes are obtained based on the proposed optimization procedure. From the results, discussions on the optimal selection of MRB types depending on constrained volumes are given. (paper)
Evaluation of ECC bypass data with a nonlinear constrained MLE technique
International Nuclear Information System (INIS)
Bishop, T.A.; Collier, R.P.; Kurth, R.E.
1980-01-01
Recently, Battelle's Columbus Laboratories have been involved in scale-model tests of emergency core cooling (ECC) systems for hypothesized loss-of-coolant accidents in pressurized water reactors (PWR). These tests are intended to increase our understanding of ECC bypass, which can occur when steam flow from the reactor core causes the emergency coolant to bypass the core and flow directly to the break. One objective of these experiments is the development of a correlation which relates the flow rate of water penetrating to the core to the steam flow rate. This correlation is derived from data obtained from a 2/15 scale model PWR at various ECC water injection rates, subcoolings, pressures, and steam flows. The general form of the correlation being studied is a modification of the correlation first proposed by Wallis. The correlation model is inherently nonlinear and implicit in form, and the model variables are all subject to error. Therefore, the usual nonlinear analysis techniques are inappropriate. A nonlinear constrained maximum-likelihood-estimation technique has been used to obtain estimates of the model parameters, and a Battelle-developed code, NLINMLE, has been used to analyze the data. The application of this technique is illustrated by sample calculations of estimates of the model parameters and their associated confidence intervals for selected experimental data sets. 5 figures, 7 tables
M-Isomap: Orthogonal Constrained Marginal Isomap for Nonlinear Dimensionality Reduction.
Zhang, Zhao; Chow, Tommy W S; Zhao, Mingbo
2013-02-01
Isomap is a well-known nonlinear dimensionality reduction (DR) method, aiming at preserving geodesic distances of all similarity pairs for delivering highly nonlinear manifolds. Isomap is efficient in visualizing synthetic data sets, but it usually delivers unsatisfactory results in benchmark cases. This paper incorporates the pairwise constraints into Isomap and proposes a marginal Isomap (M-Isomap) for manifold learning. The pairwise Cannot-Link and Must-Link constraints are used to specify the types of neighborhoods. M-Isomap computes the shortest path distances over constrained neighborhood graphs and guides the nonlinear DR through separating the interclass neighbors. As a result, large margins between both interand intraclass clusters are delivered and enhanced compactness of intracluster points is achieved at the same time. The validity of M-Isomap is examined by extensive simulations over synthetic, University of California, Irvine, and benchmark real Olivetti Research Library, YALE, and CMU Pose, Illumination, and Expression databases. The data visualization and clustering power of M-Isomap are compared with those of six related DR methods. The visualization results show that M-Isomap is able to deliver more separate clusters. Clustering evaluations also demonstrate that M-Isomap delivers comparable or even better results than some state-of-the-art DR algorithms.
Zhao, Meng; Ding, Baocang
2015-03-01
This paper considers the distributed model predictive control (MPC) of nonlinear large-scale systems with dynamically decoupled subsystems. According to the coupled state in the overall cost function of centralized MPC, the neighbors are confirmed and fixed for each subsystem, and the overall objective function is disassembled into each local optimization. In order to guarantee the closed-loop stability of distributed MPC algorithm, the overall compatibility constraint for centralized MPC algorithm is decomposed into each local controller. The communication between each subsystem and its neighbors is relatively low, only the current states before optimization and the optimized input variables after optimization are being transferred. For each local controller, the quasi-infinite horizon MPC algorithm is adopted, and the global closed-loop system is proven to be exponentially stable. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.
Fuzzy chance constrained linear programming model for scrap charge optimization in steel production
DEFF Research Database (Denmark)
Rong, Aiying; Lahdelma, Risto
2008-01-01
the uncertainty based on fuzzy set theory and constrain the failure risk based on a possibility measure. Consequently, the scrap charge optimization problem is modeled as a fuzzy chance constrained linear programming problem. Since the constraints of the model mainly address the specification of the product...
Constraining Born-Infeld-like nonlinear electrodynamics using hydrogen's ionization energy
Energy Technology Data Exchange (ETDEWEB)
Akmansoy, P.N. [Universidade Federal do Rio Grande do Norte, Departamento de Fisica Teorica e Experimental, Natal (Brazil); Medeiros, L.G. [Universidade Estadual Paulista, Instituto de Fisica Teorica, Sao Paulo, SP (Brazil); Universidade Federal do Rio Grande do Norte, Escola de Ciencia e Tecnologia, Natal, RN (Brazil)
2018-02-15
In this work, the hydrogen's ionization energy was used to constrain the free parameter b of three Born-Infeld-like electrodynamics namely Born-Infeld itself, Logarithmic electrodynamics and Exponential electrodynamics. An analytical methodology capable of calculating the hydrogen ground state energy level correction for a generic nonlinear electrodynamics was developed. Using the experimental uncertainty in the ground state energy of the hydrogen atom, the bound b > 5.37 x 10{sup 20}K(V)/(m), where K = 2, 4√(2)/3 and √(π) for the Born-Infeld, Logarithmic and Exponential electrodynamics respectively, was established. In the particular case of Born-Infeld electrodynamics, the constraint found for b was compared with other constraints present in the literature. (orig.)
On a Highly Nonlinear Self-Obstacle Optimal Control Problem
Energy Technology Data Exchange (ETDEWEB)
Di Donato, Daniela, E-mail: daniela.didonato@unitn.it [University of Trento, Department of Mathematics (Italy); Mugnai, Dimitri, E-mail: dimitri.mugnai@unipg.it [Università di Perugia, Dipartimento di Matematica e Informatica (Italy)
2015-10-15
We consider a non-quadratic optimal control problem associated to a nonlinear elliptic variational inequality, where the obstacle is the control itself. We show that, fixed a desired profile, there exists an optimal solution which is not far from it. Detailed characterizations of the optimal solution are given, also in terms of approximating problems.
Directory of Open Access Journals (Sweden)
Hailong Wang
2018-01-01
Full Text Available The backtracking search optimization algorithm (BSA is a population-based evolutionary algorithm for numerical optimization problems. BSA has a powerful global exploration capacity while its local exploitation capability is relatively poor. This affects the convergence speed of the algorithm. In this paper, we propose a modified BSA inspired by simulated annealing (BSAISA to overcome the deficiency of BSA. In the BSAISA, the amplitude control factor (F is modified based on the Metropolis criterion in simulated annealing. The redesigned F could be adaptively decreased as the number of iterations increases and it does not introduce extra parameters. A self-adaptive ε-constrained method is used to handle the strict constraints. We compared the performance of the proposed BSAISA with BSA and other well-known algorithms when solving thirteen constrained benchmarks and five engineering design problems. The simulation results demonstrated that BSAISA is more effective than BSA and more competitive with other well-known algorithms in terms of convergence speed.
Yang, Xiong; Liu, Derong; Wang, Ding
2014-03-01
In this paper, an adaptive reinforcement learning-based solution is developed for the infinite-horizon optimal control problem of constrained-input continuous-time nonlinear systems in the presence of nonlinearities with unknown structures. Two different types of neural networks (NNs) are employed to approximate the Hamilton-Jacobi-Bellman equation. That is, an recurrent NN is constructed to identify the unknown dynamical system, and two feedforward NNs are used as the actor and the critic to approximate the optimal control and the optimal cost, respectively. Based on this framework, the action NN and the critic NN are tuned simultaneously, without the requirement for the knowledge of system drift dynamics. Moreover, by using Lyapunov's direct method, the weights of the action NN and the critic NN are guaranteed to be uniformly ultimately bounded, while keeping the closed-loop system stable. To demonstrate the effectiveness of the present approach, simulation results are illustrated.
Parallel Nonlinear Optimization for Astrodynamic Navigation, Phase I
National Aeronautics and Space Administration — CU Aerospace proposes the development of a new parallel nonlinear program (NLP) solver software package. NLPs allow the solution of complex optimization problems,...
A Nonlinear Fuel Optimal Reaction Jet Control Law
National Research Council Canada - National Science Library
Breitfeller, Eric
2002-01-01
We derive a nonlinear fuel optimal attitude control system (ACS) that drives the final state to the desired state according to a cost function that weights the final state angular error relative to the angular rate error...
Xu, Yunjun; Remeikas, Charles; Pham, Khanh
2014-03-01
Cooperative trajectory planning is crucial for networked vehicles to respond rapidly in cluttered environments and has a significant impact on many applications such as air traffic or border security monitoring and assessment. One of the challenges in cooperative planning is to find a computationally efficient algorithm that can accommodate both the complexity of the environment and real hardware and configuration constraints of vehicles in the formation. Inspired by a local pursuit strategy observed in foraging ants, feasible and optimal trajectory planning algorithms are proposed in this paper for a class of nonlinear constrained cooperative vehicles in environments with densely populated obstacles. In an iterative hierarchical approach, the local behaviours, such as the formation stability, obstacle avoidance, and individual vehicle's constraints, are considered in each vehicle's (i.e. follower's) decentralised optimisation. The cooperative-level behaviours, such as the inter-vehicle collision avoidance, are considered in the virtual leader's centralised optimisation. Early termination conditions are derived to reduce the computational cost by not wasting time in the local-level optimisation if the virtual leader trajectory does not satisfy those conditions. The expected advantages of the proposed algorithms are (1) the formation can be globally asymptotically maintained in a decentralised manner; (2) each vehicle decides its local trajectory using only the virtual leader and its own information; (3) the formation convergence speed is controlled by one single parameter, which makes it attractive for many practical applications; (4) nonlinear dynamics and many realistic constraints, such as the speed limitation and obstacle avoidance, can be easily considered; (5) inter-vehicle collision avoidance can be guaranteed in both the formation transient stage and the formation steady stage; and (6) the computational cost in finding both the feasible and optimal
A Framework for Constrained Optimization Problems Based on a Modified Particle Swarm Optimization
Directory of Open Access Journals (Sweden)
Biwei Tang
2016-01-01
Full Text Available This paper develops a particle swarm optimization (PSO based framework for constrained optimization problems (COPs. Aiming at enhancing the performance of PSO, a modified PSO algorithm, named SASPSO 2011, is proposed by adding a newly developed self-adaptive strategy to the standard particle swarm optimization 2011 (SPSO 2011 algorithm. Since the convergence of PSO is of great importance and significantly influences the performance of PSO, this paper first theoretically investigates the convergence of SASPSO 2011. Then, a parameter selection principle guaranteeing the convergence of SASPSO 2011 is provided. Subsequently, a SASPSO 2011-based framework is established to solve COPs. Attempting to increase the diversity of solutions and decrease optimization difficulties, the adaptive relaxation method, which is combined with the feasibility-based rule, is applied to handle constraints of COPs and evaluate candidate solutions in the developed framework. Finally, the proposed method is verified through 4 benchmark test functions and 2 real-world engineering problems against six PSO variants and some well-known methods proposed in the literature. Simulation results confirm that the proposed method is highly competitive in terms of the solution quality and can be considered as a vital alternative to solve COPs.
Optimization of nonlinear controller with an enhanced biogeography approach
Directory of Open Access Journals (Sweden)
Mohammed Salem
2014-07-01
Full Text Available This paper is dedicated to the optimization of nonlinear controllers basing of an enhanced Biogeography Based Optimization (BBO approach. Indeed, The BBO is combined to a predator and prey model where several predators are used with introduction of a modified migration operator to increase the diversification along the optimization process so as to avoid local optima and reach the optimal solution quickly. The proposed approach is used in tuning the gains of PID controller for nonlinear systems. Simulations are carried out over a Mass spring damper and an inverted pendulum and has given remarkable results when compared to genetic algorithm and BBO.
Directory of Open Access Journals (Sweden)
Jinmyoung Seok
2015-07-01
Full Text Available In this article, we are interested in singularly perturbed nonlinear elliptic problems involving a fractional Laplacian. Under a class of nonlinearity which is believed to be almost optimal, we construct a positive solution which exhibits multiple spikes near any given local minimum components of an exterior potential of the problem.
A One-Layer Recurrent Neural Network for Constrained Complex-Variable Convex Optimization.
Qin, Sitian; Feng, Jiqiang; Song, Jiahui; Wen, Xingnan; Xu, Chen
2018-03-01
In this paper, based on calculus and penalty method, a one-layer recurrent neural network is proposed for solving constrained complex-variable convex optimization. It is proved that for any initial point from a given domain, the state of the proposed neural network reaches the feasible region in finite time and converges to an optimal solution of the constrained complex-variable convex optimization finally. In contrast to existing neural networks for complex-variable convex optimization, the proposed neural network has a lower model complexity and better convergence. Some numerical examples and application are presented to substantiate the effectiveness of the proposed neural network.
Constrained optimization for position calibration of an NMR field camera.
Chang, Paul; Nassirpour, Sahar; Eschelbach, Martin; Scheffler, Klaus; Henning, Anke
2018-07-01
Knowledge of the positions of field probes in an NMR field camera is necessary for monitoring the B 0 field. The typical method of estimating these positions is by switching the gradients with known strengths and calculating the positions using the phases of the FIDs. We investigated improving the accuracy of estimating the probe positions and analyzed the effect of inaccurate estimations on field monitoring. The field probe positions were estimated by 1) assuming ideal gradient fields, 2) using measured gradient fields (including nonlinearities), and 3) using measured gradient fields with relative position constraints. The fields measured with the NMR field camera were compared to fields acquired using a dual-echo gradient recalled echo B 0 mapping sequence. Comparisons were done for shim fields from second- to fourth-order shim terms. The position estimation was the most accurate when relative position constraints were used in conjunction with measured (nonlinear) gradient fields. The effect of more accurate position estimates was seen when compared to fields measured using a B 0 mapping sequence (up to 10%-15% more accurate for some shim fields). The models acquired from the field camera are sensitive to noise due to the low number of spatial sample points. Position estimation of field probes in an NMR camera can be improved using relative position constraints and nonlinear gradient fields. Magn Reson Med 80:380-390, 2018. © 2017 International Society for Magnetic Resonance in Medicine. © 2017 International Society for Magnetic Resonance in Medicine.
Discrete-time inverse optimal control for nonlinear systems
Sanchez, Edgar N
2013-01-01
Discrete-Time Inverse Optimal Control for Nonlinear Systems proposes a novel inverse optimal control scheme for stabilization and trajectory tracking of discrete-time nonlinear systems. This avoids the need to solve the associated Hamilton-Jacobi-Bellman equation and minimizes a cost functional, resulting in a more efficient controller. Design More Efficient Controllers for Stabilization and Trajectory Tracking of Discrete-Time Nonlinear Systems The book presents two approaches for controller synthesis: the first based on passivity theory and the second on a control Lyapunov function (CLF). Th
Constraining neutron guide optimizations with phase-space considerations
Energy Technology Data Exchange (ETDEWEB)
Bertelsen, Mads, E-mail: mads.bertelsen@gmail.com; Lefmann, Kim
2016-09-11
We introduce a method named the Minimalist Principle that serves to reduce the parameter space for neutron guide optimization when the required beam divergence is limited. The reduced parameter space will restrict the optimization to guides with a minimal neutron intake that are still theoretically able to deliver the maximal possible performance. The geometrical constraints are derived using phase-space propagation from moderator to guide and from guide to sample, while assuming that the optimized guides will achieve perfect transport of the limited neutron intake. Guide systems optimized using these constraints are shown to provide performance close to guides optimized without any constraints, however the divergence received at the sample is limited to the desired interval, even when the neutron transport is not limited by the supermirrors used in the guide. As the constraints strongly limit the parameter space for the optimizer, two control parameters are introduced that can be used to adjust the selected subspace, effectively balancing between maximizing neutron transport and avoiding background from unnecessary neutrons. One parameter is needed to describe the expected focusing abilities of the guide to be optimized, going from perfectly focusing to no correlation between position and velocity. The second parameter controls neutron intake into the guide, so that one can select exactly how aggressively the background should be limited. We show examples of guides optimized using these constraints which demonstrates the higher signal to noise than conventional optimizations. Furthermore the parameter controlling neutron intake is explored which shows that the simulated optimal neutron intake is close to the analytically predicted, when assuming that the guide is dominated by multiple scattering events.
ROTAX: a nonlinear optimization program by axes rotation method
International Nuclear Information System (INIS)
Suzuki, Tadakazu
1977-09-01
A nonlinear optimization program employing the axes rotation method has been developed for solving nonlinear problems subject to nonlinear inequality constraints and its stability and convergence efficiency were examined. The axes rotation method is a direct search of the optimum point by rotating the orthogonal coordinate system in a direction giving the minimum objective. The searching direction is rotated freely in multi-dimensional space, so the method is effective for the problems represented with the contours having deep curved valleys. In application of the axes rotation method to the optimization problems subject to nonlinear inequality constraints, an improved version of R.R. Allran and S.E.J. Johnsen's method is used, which deals with a new objective function composed of the original objective and a penalty term to consider the inequality constraints. The program is incorporated in optimization code system SCOOP. (auth.)
International Nuclear Information System (INIS)
Panda, Satyajit; Ray, M C
2008-01-01
In this paper, a geometrically nonlinear dynamic analysis has been presented for functionally graded (FG) plates integrated with a patch of active constrained layer damping (ACLD) treatment and subjected to a temperature field. The constraining layer of the ACLD treatment is considered to be made of the piezoelectric fiber-reinforced composite (PFRC) material. The temperature field is assumed to be spatially uniform over the substrate plate surfaces and varied through the thickness of the host FG plates. The temperature-dependent material properties of the FG substrate plates are assumed to be graded in the thickness direction of the plates according to a power-law distribution while the Poisson's ratio is assumed to be a constant over the domain of the plate. The constrained viscoelastic layer of the ACLD treatment is modeled using the Golla–Hughes–McTavish (GHM) method. Based on the first-order shear deformation theory, a three-dimensional finite element model has been developed to model the open-loop and closed-loop nonlinear dynamics of the overall FG substrate plates under the thermal environment. The analysis suggests the potential use of the ACLD treatment with its constraining layer made of the PFRC material for active control of geometrically nonlinear vibrations of FG plates in the absence or the presence of the temperature gradient across the thickness of the plates. It is found that the ACLD treatment is more effective in controlling the geometrically nonlinear vibrations of FG plates than in controlling their linear vibrations. The analysis also reveals that the ACLD patch is more effective for controlling the nonlinear vibrations of FG plates when it is attached to the softest surface of the FG plates than when it is bonded to the stiffest surface of the plates. The effect of piezoelectric fiber orientation in the active constraining PFRC layer on the damping characteristics of the overall FG plates is also discussed
Panda, Satyajit; Ray, M. C.
2008-04-01
In this paper, a geometrically nonlinear dynamic analysis has been presented for functionally graded (FG) plates integrated with a patch of active constrained layer damping (ACLD) treatment and subjected to a temperature field. The constraining layer of the ACLD treatment is considered to be made of the piezoelectric fiber-reinforced composite (PFRC) material. The temperature field is assumed to be spatially uniform over the substrate plate surfaces and varied through the thickness of the host FG plates. The temperature-dependent material properties of the FG substrate plates are assumed to be graded in the thickness direction of the plates according to a power-law distribution while the Poisson's ratio is assumed to be a constant over the domain of the plate. The constrained viscoelastic layer of the ACLD treatment is modeled using the Golla-Hughes-McTavish (GHM) method. Based on the first-order shear deformation theory, a three-dimensional finite element model has been developed to model the open-loop and closed-loop nonlinear dynamics of the overall FG substrate plates under the thermal environment. The analysis suggests the potential use of the ACLD treatment with its constraining layer made of the PFRC material for active control of geometrically nonlinear vibrations of FG plates in the absence or the presence of the temperature gradient across the thickness of the plates. It is found that the ACLD treatment is more effective in controlling the geometrically nonlinear vibrations of FG plates than in controlling their linear vibrations. The analysis also reveals that the ACLD patch is more effective for controlling the nonlinear vibrations of FG plates when it is attached to the softest surface of the FG plates than when it is bonded to the stiffest surface of the plates. The effect of piezoelectric fiber orientation in the active constraining PFRC layer on the damping characteristics of the overall FG plates is also discussed.
A Linearized Relaxing Algorithm for the Specific Nonlinear Optimization Problem
Directory of Open Access Journals (Sweden)
Mio Horai
2016-01-01
Full Text Available We propose a new method for the specific nonlinear and nonconvex global optimization problem by using a linear relaxation technique. To simplify the specific nonlinear and nonconvex optimization problem, we transform the problem to the lower linear relaxation form, and we solve the linear relaxation optimization problem by the Branch and Bound Algorithm. Under some reasonable assumptions, the global convergence of the algorithm is certified for the problem. Numerical results show that this method is more efficient than the previous methods.
International Nuclear Information System (INIS)
Yang Chao; Meza, Juan C.; Wang Linwang
2006-01-01
A new direct constrained optimization algorithm for minimizing the Kohn-Sham (KS) total energy functional is presented in this paper. The key ingredients of this algorithm involve projecting the total energy functional into a sequence of subspaces of small dimensions and seeking the minimizer of total energy functional within each subspace. The minimizer of a subspace energy functional not only provides a search direction along which the KS total energy functional decreases but also gives an optimal 'step-length' to move along this search direction. Numerical examples are provided to demonstrate that this new direct constrained optimization algorithm can be more efficient than the self-consistent field (SCF) iteration
Order-Constrained Solutions in K-Means Clustering: Even Better than Being Globally Optimal
Steinley, Douglas; Hubert, Lawrence
2008-01-01
This paper proposes an order-constrained K-means cluster analysis strategy, and implements that strategy through an auxiliary quadratic assignment optimization heuristic that identifies an initial object order. A subsequent dynamic programming recursion is applied to optimally subdivide the object set subject to the order constraint. We show that…
Optimal Nonlinear Filter for INS Alignment
Institute of Scientific and Technical Information of China (English)
赵瑞; 顾启泰
2002-01-01
All the methods to handle the inertial navigation system (INS) alignment were sub-optimal in the past. In this paper, particle filtering (PF) as an optimal method is used for solving the problem of INS alignment. A sub-optimal two-step filtering algorithm is presented to improve the real-time performance of PF. The approach combines particle filtering with Kalman filtering (KF). Simulation results illustrate the superior performance of these approaches when compared with extended Kalman filtering (EKF).
Galerkin approximations of nonlinear optimal control problems in Hilbert spaces
Directory of Open Access Journals (Sweden)
Mickael D. Chekroun
2017-07-01
Full Text Available Nonlinear optimal control problems in Hilbert spaces are considered for which we derive approximation theorems for Galerkin approximations. Approximation theorems are available in the literature. The originality of our approach relies on the identification of a set of natural assumptions that allows us to deal with a broad class of nonlinear evolution equations and cost functionals for which we derive convergence of the value functions associated with the optimal control problem of the Galerkin approximations. This convergence result holds for a broad class of nonlinear control strategies as well. In particular, we show that the framework applies to the optimal control of semilinear heat equations posed on a general compact manifold without boundary. The framework is then shown to apply to geoengineering and mitigation of greenhouse gas emissions formulated here in terms of optimal control of energy balance climate models posed on the sphere $\\mathbb{S}^2$.
Constrained Burn Optimization for the International Space Station
Brown, Aaron J.; Jones, Brandon A.
2017-01-01
In long-term trajectory planning for the International Space Station (ISS), translational burns are currently targeted sequentially to meet the immediate trajectory constraints, rather than simultaneously to meet all constraints, do not employ gradient-based search techniques, and are not optimized for a minimum total deltav (v) solution. An analytic formulation of the constraint gradients is developed and used in an optimization solver to overcome these obstacles. Two trajectory examples are explored, highlighting the advantage of the proposed method over the current approach, as well as the potential v and propellant savings in the event of propellant shortages.
Introduction to the theory of nonlinear optimization
Jahn, Johannes
2007-01-01
This book serves as an introductory text to optimization theory in normed spaces. The topics of this book are existence results, various differentiability notions together with optimality conditions, the contingent cone, a generalization of the Lagrange multiplier rule, duality theory, extended semidefinite optimization, and the investigation of linear quadratic and time minimal control problems. This textbook presents fundamentals with particular emphasis on the application to problems in the calculus of variations, approximation and optimal control theory. The reader is expected to have a ba
Constrained optimal motion planning for autonomous vehicles using PRONTO
Aguiar, A.P.; Bayer, F.A.; Hauser, J.; Häusler, A.J.; Notarstefano, G.; Pascoal, A.M.; Rucco, A.; Saccon, A.
2017-01-01
This chapter provides an overview of the authors’ efforts in vehicle trajectory exploration and motion planning based on PRONTO, a numerical method for solving optimal control problems developed over the last two decades. The chapter reviews the basics of PRONTO, providing the appropriate references
Human fetal growth is constrained below optimal for perinatal survival
Vasak, B.; Koenen, S. V.; Koster, M. P. H.; Hukkelhoven, C. W. P. M.; Franx, A.; Hanson, M. A.; Visser, GHA
ObjectiveThe use of fetal growth charts assumes that the optimal size at birth is at the 50(th) birth-weight centile, but interaction between maternal constraints on fetal growth and the risks associated with small and large fetal size at birth may indicate that this assumption is not valid for
Efficient relaxations for joint chance constrained AC optimal power flow
Energy Technology Data Exchange (ETDEWEB)
Baker, Kyri; Toomey, Bridget
2017-07-01
Evolving power systems with increasing levels of stochasticity call for a need to solve optimal power flow problems with large quantities of random variables. Weather forecasts, electricity prices, and shifting load patterns introduce higher levels of uncertainty and can yield optimization problems that are difficult to solve in an efficient manner. Solution methods for single chance constraints in optimal power flow problems have been considered in the literature, ensuring single constraints are satisfied with a prescribed probability; however, joint chance constraints, ensuring multiple constraints are simultaneously satisfied, have predominantly been solved via scenario-based approaches or by utilizing Boole's inequality as an upper bound. In this paper, joint chance constraints are used to solve an AC optimal power flow problem while preventing overvoltages in distribution grids under high penetrations of photovoltaic systems. A tighter version of Boole's inequality is derived and used to provide a new upper bound on the joint chance constraint, and simulation results are shown demonstrating the benefit of the proposed upper bound. The new framework allows for a less conservative and more computationally efficient solution to considering joint chance constraints, specifically regarding preventing overvoltages.
Improved Sensitivity Relations in State Constrained Optimal Control
International Nuclear Information System (INIS)
Bettiol, Piernicola; Frankowska, Hélène; Vinter, Richard B.
2015-01-01
Sensitivity relations in optimal control provide an interpretation of the costate trajectory and the Hamiltonian, evaluated along an optimal trajectory, in terms of gradients of the value function. While sensitivity relations are a straightforward consequence of standard transversality conditions for state constraint free optimal control problems formulated in terms of control-dependent differential equations with smooth data, their verification for problems with either pathwise state constraints, nonsmooth data, or for problems where the dynamic constraint takes the form of a differential inclusion, requires careful analysis. In this paper we establish validity of both ‘full’ and ‘partial’ sensitivity relations for an adjoint state of the maximum principle, for optimal control problems with pathwise state constraints, where the underlying control system is described by a differential inclusion. The partial sensitivity relation interprets the costate in terms of partial Clarke subgradients of the value function with respect to the state variable, while the full sensitivity relation interprets the couple, comprising the costate and Hamiltonian, as the Clarke subgradient of the value function with respect to both time and state variables. These relations are distinct because, for nonsmooth data, the partial Clarke subdifferential does not coincide with the projection of the (full) Clarke subdifferential on the relevant coordinate space. We show for the first time (even for problems without state constraints) that a costate trajectory can be chosen to satisfy the partial and full sensitivity relations simultaneously. The partial sensitivity relation in this paper is new for state constraint problems, while the full sensitivity relation improves on earlier results in the literature (for optimal control problems formulated in terms of Lipschitz continuous multifunctions), because a less restrictive inward pointing hypothesis is invoked in the proof, and because
Morgenthaler, George; Khatib, Nader; Kim, Byoungsoo
application of costly treatments. This model will incorporate information from remote sensing, in-situ weather sources, soil measurements, crop models, and tacit farmer knowledge of the relative productivity of the selected control regions of the farm to provide incremental advice throughout the growing season on water and chemical treatments. Genetic and meta-heuristic algorithms will be used to solve the constrained optimization problem that possesses complex constraints and a non-linear objective function. *
A new optimization algotithm with application to nonlinear MPC
Directory of Open Access Journals (Sweden)
Frode Martinsen
2005-01-01
Full Text Available This paper investigates application of SQP optimization algorithm to nonlinear model predictive control. It considers feasible vs. infeasible path methods, sequential vs. simultaneous methods and reduced vs full space methods. A new optimization algorithm coined rFOPT which remains feasibile with respect to inequality constraints is introduced. The suitable choices between these various strategies are assessed informally through a small CSTR case study. The case study also considers the effect various discretization methods have on the optimization problem.
Optimal beamforming in MIMO systems with HPA nonlinearity
Qi, Jian
2010-09-01
In this paper, multiple-input multiple-output (MIMO) transmit beamforming (TB) systems under the consideration of nonlinear high-power amplifiers (HPAs) are investigated. The optimal beamforming scheme, with the optimal beamforming weight vector and combining vector, is proposed for MIMO systems with HPA nonlinearity. The performance of the proposed MIMO beamforming scheme in the presence of HPA nonlinearity is evaluated in terms of average symbol error probability (SEP), outage probability and system capacity, considering transmission over uncorrelated quasi-static frequency-flat Rayleigh fading channels. Numerical results are provided and show the effects of several system parameters, namely, parameters of nonlinear HPA, numbers of transmit and receive antennas, and modulation order of phase-shift keying (PSK), on performance. ©2010 IEEE.
Optimal beamforming in MIMO systems with HPA nonlinearity
Qi, Jian; Aissa, Sonia
2010-01-01
In this paper, multiple-input multiple-output (MIMO) transmit beamforming (TB) systems under the consideration of nonlinear high-power amplifiers (HPAs) are investigated. The optimal beamforming scheme, with the optimal beamforming weight vector and combining vector, is proposed for MIMO systems with HPA nonlinearity. The performance of the proposed MIMO beamforming scheme in the presence of HPA nonlinearity is evaluated in terms of average symbol error probability (SEP), outage probability and system capacity, considering transmission over uncorrelated quasi-static frequency-flat Rayleigh fading channels. Numerical results are provided and show the effects of several system parameters, namely, parameters of nonlinear HPA, numbers of transmit and receive antennas, and modulation order of phase-shift keying (PSK), on performance. ©2010 IEEE.
Preconditioning for partial differential equation constrained optimization with control constraints
Stoll, Martin; Wathen, Andy
2011-01-01
Optimal control problems with partial differential equations play an important role in many applications. The inclusion of bound constraints for the control poses a significant additional challenge for optimization methods. In this paper, we propose preconditioners for the saddle point problems that arise when a primal-dual active set method is used. We also show for this method that the same saddle point system can be derived when the method is considered as a semismooth Newton method. In addition, the projected gradient method can be employed to solve optimization problems with simple bounds, and we discuss the efficient solution of the linear systems in question. In the case when an acceleration technique is employed for the projected gradient method, this again yields a semismooth Newton method that is equivalent to the primal-dual active set method. We also consider the Moreau-Yosida regularization method for control constraints and efficient preconditioners for this technique. Numerical results illustrate the competitiveness of these approaches. © 2011 John Wiley & Sons, Ltd.
Preconditioning for partial differential equation constrained optimization with control constraints
Stoll, Martin
2011-10-18
Optimal control problems with partial differential equations play an important role in many applications. The inclusion of bound constraints for the control poses a significant additional challenge for optimization methods. In this paper, we propose preconditioners for the saddle point problems that arise when a primal-dual active set method is used. We also show for this method that the same saddle point system can be derived when the method is considered as a semismooth Newton method. In addition, the projected gradient method can be employed to solve optimization problems with simple bounds, and we discuss the efficient solution of the linear systems in question. In the case when an acceleration technique is employed for the projected gradient method, this again yields a semismooth Newton method that is equivalent to the primal-dual active set method. We also consider the Moreau-Yosida regularization method for control constraints and efficient preconditioners for this technique. Numerical results illustrate the competitiveness of these approaches. © 2011 John Wiley & Sons, Ltd.
Kinetic Constrained Optimization of the Golf Swing Hub Path
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Steven M. Nesbit
2014-12-01
Full Text Available This study details an optimization of the golf swing, where the hand path and club angular trajectories are manipulated. The optimization goal was to maximize club head velocity at impact within the interaction kinetic limitations (force, torque, work, and power of the golfer as determined through the analysis of a typical swing using a two-dimensional dynamic model. The study was applied to four subjects with diverse swing capabilities and styles. It was determined that it is possible for all subjects to increase their club head velocity at impact within their respective kinetic limitations through combined modifications to their respective hand path and club angular trajectories. The manner of the modifications, the degree of velocity improvement, the amount of kinetic reduction, and the associated kinetic limitation quantities were subject dependent. By artificially minimizing selected kinetic inputs within the optimization algorithm, it was possible to identify swing trajectory characteristics that indicated relative kinetic weaknesses of a subject. Practical implications are offered based upon the findings of the study.
Non-linear programming method in optimization of fast reactors
International Nuclear Information System (INIS)
Pavelesku, M.; Dumitresku, Kh.; Adam, S.
1975-01-01
Application of the non-linear programming methods on optimization of nuclear materials distribution in fast reactor is discussed. The programming task composition is made on the basis of the reactor calculation dependent on the fuel distribution strategy. As an illustration of this method application the solution of simple example is given. Solution of the non-linear program is done on the basis of the numerical method SUMT. (I.T.)
Directory of Open Access Journals (Sweden)
Zheng Ling
2011-01-01
Full Text Available Damping treatments have been extensively used as a powerful means to damp out structural resonant vibrations. Usually, damping materials are fully covered on the surface of plates. The drawbacks of this conventional treatment are also obvious due to an added mass and excess material consumption. Therefore, it is not always economical and effective from an optimization design view. In this paper, a topology optimization approach is presented to maximize the modal damping ratio of the plate with constrained layer damping treatment. The governing equation of motion of the plate is derived on the basis of energy approach. A finite element model to describe dynamic performances of the plate is developed and used along with an optimization algorithm in order to determine the optimal topologies of constrained layer damping layout on the plate. The damping of visco-elastic layer is modeled by the complex modulus formula. Considering the vibration and energy dissipation mode of the plate with constrained layer damping treatment, damping material density and volume factor are considered as design variable and constraint respectively. Meantime, the modal damping ratio of the plate is assigned as the objective function in the topology optimization approach. The sensitivity of modal damping ratio to design variable is further derived and Method of Moving Asymptote (MMA is adopted to search the optimized topologies of constrained layer damping layout on the plate. Numerical examples are used to demonstrate the effectiveness of the proposed topology optimization approach. The results show that vibration energy dissipation of the plates can be enhanced by the optimal constrained layer damping layout. This optimal technology can be further extended to vibration attenuation of sandwich cylindrical shells which constitute the major building block of many critical structures such as cabins of aircrafts, hulls of submarines and bodies of rockets and missiles as an
Kinetic constrained optimization of the golf swing hub path.
Nesbit, Steven M; McGinnis, Ryan S
2014-12-01
This study details an optimization of the golf swing, where the hand path and club angular trajectories are manipulated. The optimization goal was to maximize club head velocity at impact within the interaction kinetic limitations (force, torque, work, and power) of the golfer as determined through the analysis of a typical swing using a two-dimensional dynamic model. The study was applied to four subjects with diverse swing capabilities and styles. It was determined that it is possible for all subjects to increase their club head velocity at impact within their respective kinetic limitations through combined modifications to their respective hand path and club angular trajectories. The manner of the modifications, the degree of velocity improvement, the amount of kinetic reduction, and the associated kinetic limitation quantities were subject dependent. By artificially minimizing selected kinetic inputs within the optimization algorithm, it was possible to identify swing trajectory characteristics that indicated relative kinetic weaknesses of a subject. Practical implications are offered based upon the findings of the study. Key PointsThe hand path trajectory is an important characteristic of the golf swing and greatly affects club head velocity and golfer/club energy transfer.It is possible to increase the energy transfer from the golfer to the club by modifying the hand path and swing trajectories without increasing the kinetic output demands on the golfer.It is possible to identify relative kinetic output strengths and weakness of a golfer through assessment of the hand path and swing trajectories.Increasing any one of the kinetic outputs of the golfer can potentially increase the club head velocity at impact.The hand path trajectory has important influences over the club swing trajectory.
Conference on High Performance Software for Nonlinear Optimization
Murli, Almerico; Pardalos, Panos; Toraldo, Gerardo
1998-01-01
This book contains a selection of papers presented at the conference on High Performance Software for Nonlinear Optimization (HPSN097) which was held in Ischia, Italy, in June 1997. The rapid progress of computer technologies, including new parallel architec tures, has stimulated a large amount of research devoted to building software environments and defining algorithms able to fully exploit this new computa tional power. In some sense, numerical analysis has to conform itself to the new tools. The impact of parallel computing in nonlinear optimization, which had a slow start at the beginning, seems now to increase at a fast rate, and it is reasonable to expect an even greater acceleration in the future. As with the first HPSNO conference, the goal of the HPSN097 conference was to supply a broad overview of the more recent developments and trends in nonlinear optimization, emphasizing the algorithmic and high performance software aspects. Bringing together new computational methodologies with theoretical...
Constrained optimization of test intervals using a steady-state genetic algorithm
International Nuclear Information System (INIS)
Martorell, S.; Carlos, S.; Sanchez, A.; Serradell, V.
2000-01-01
There is a growing interest from both the regulatory authorities and the nuclear industry to stimulate the use of Probabilistic Risk Analysis (PRA) for risk-informed applications at Nuclear Power Plants (NPPs). Nowadays, special attention is being paid on analyzing plant-specific changes to Test Intervals (TIs) within the Technical Specifications (TSs) of NPPs and it seems to be a consensus on the need of making these requirements more risk-effective and less costly. Resource versus risk-control effectiveness principles formally enters in optimization problems. This paper presents an approach for using the PRA models in conducting the constrained optimization of TIs based on a steady-state genetic algorithm (SSGA) where the cost or the burden is to be minimized while the risk or performance is constrained to be at a given level, or vice versa. The paper encompasses first with the problem formulation, where the objective function and constraints that apply in the constrained optimization of TIs based on risk and cost models at system level are derived. Next, the foundation of the optimizer is given, which is derived by customizing a SSGA in order to allow optimizing TIs under constraints. Also, a case study is performed using this approach, which shows the benefits of adopting both PRA models and genetic algorithms, in particular for the constrained optimization of TIs, although it is also expected a great benefit of using this approach to solve other engineering optimization problems. However, care must be taken in using genetic algorithms in constrained optimization problems as it is concluded in this paper
Optimization under uncertainty of parallel nonlinear energy sinks
Boroson, Ethan; Missoum, Samy; Mattei, Pierre-Olivier; Vergez, Christophe
2017-04-01
Nonlinear Energy Sinks (NESs) are a promising technique for passively reducing the amplitude of vibrations. Through nonlinear stiffness properties, a NES is able to passively and irreversibly absorb energy. Unlike the traditional Tuned Mass Damper (TMD), NESs do not require a specific tuning and absorb energy over a wider range of frequencies. Nevertheless, they are still only efficient over a limited range of excitations. In order to mitigate this limitation and maximize the efficiency range, this work investigates the optimization of multiple NESs configured in parallel. It is well known that the efficiency of a NES is extremely sensitive to small perturbations in loading conditions or design parameters. In fact, the efficiency of a NES has been shown to be nearly discontinuous in the neighborhood of its activation threshold. For this reason, uncertainties must be taken into account in the design optimization of NESs. In addition, the discontinuities require a specific treatment during the optimization process. In this work, the objective of the optimization is to maximize the expected value of the efficiency of NESs in parallel. The optimization algorithm is able to tackle design variables with uncertainty (e.g., nonlinear stiffness coefficients) as well as aleatory variables such as the initial velocity of the main system. The optimal design of several parallel NES configurations for maximum mean efficiency is investigated. Specifically, NES nonlinear stiffness properties, considered random design variables, are optimized for cases with 1, 2, 3, 4, 5, and 10 NESs in parallel. The distributions of efficiency for the optimal parallel configurations are compared to distributions of efficiencies of non-optimized NESs. It is observed that the optimization enables a sharp increase in the mean value of efficiency while reducing the corresponding variance, thus leading to more robust NES designs.
A Simply Constrained Optimization Reformulation of KKT Systems Arising from Variational Inequalities
International Nuclear Information System (INIS)
Facchinei, F.; Fischer, A.; Kanzow, C.; Peng, J.-M.
1999-01-01
The Karush-Kuhn-Tucker (KKT) conditions can be regarded as optimality conditions for both variational inequalities and constrained optimization problems. In order to overcome some drawbacks of recently proposed reformulations of KKT systems, we propose casting KKT systems as a minimization problem with nonnegativity constraints on some of the variables. We prove that, under fairly mild assumptions, every stationary point of this constrained minimization problem is a solution of the KKT conditions. Based on this reformulation, a new algorithm for the solution of the KKT conditions is suggested and shown to have some strong global and local convergence properties
A one-layer recurrent neural network for constrained nonsmooth invex optimization.
Li, Guocheng; Yan, Zheng; Wang, Jun
2014-02-01
Invexity is an important notion in nonconvex optimization. In this paper, a one-layer recurrent neural network is proposed for solving constrained nonsmooth invex optimization problems, designed based on an exact penalty function method. It is proved herein that any state of the proposed neural network is globally convergent to the optimal solution set of constrained invex optimization problems, with a sufficiently large penalty parameter. In addition, any neural state is globally convergent to the unique optimal solution, provided that the objective function and constraint functions are pseudoconvex. Moreover, any neural state is globally convergent to the feasible region in finite time and stays there thereafter. The lower bounds of the penalty parameter and convergence time are also estimated. Two numerical examples are provided to illustrate the performances of the proposed neural network. Copyright © 2013 Elsevier Ltd. All rights reserved.
Chang, Insu
The objective of the thesis is to introduce a relatively general nonlinear controller/estimator synthesis framework using a special type of the state-dependent Riccati equation technique. The continuous time state-dependent Riccati equation (SDRE) technique is extended to discrete-time under input and state constraints, yielding constrained (C) discrete-time (D) SDRE, referred to as CD-SDRE. For the latter, stability analysis and calculation of a region of attraction are carried out. The derivation of the D-SDRE under state-dependent weights is provided. Stability of the D-SDRE feedback system is established using Lyapunov stability approach. Receding horizon strategy is used to take into account the constraints on D-SDRE controller. Stability condition of the CD-SDRE controller is analyzed by using a switched system. The use of CD-SDRE scheme in the presence of constraints is then systematically demonstrated by applying this scheme to problems of spacecraft formation orbit reconfiguration under limited performance on thrusters. Simulation results demonstrate the efficacy and reliability of the proposed CD-SDRE. The CD-SDRE technique is further investigated in a case where there are uncertainties in nonlinear systems to be controlled. First, the system stability under each of the controllers in the robust CD-SDRE technique is separately established. The stability of the closed-loop system under the robust CD-SDRE controller is then proven based on the stability of each control system comprising switching configuration. A high fidelity dynamical model of spacecraft attitude motion in 3-dimensional space is derived with a partially filled fuel tank, assumed to have the first fuel slosh mode. The proposed robust CD-SDRE controller is then applied to the spacecraft attitude control system to stabilize its motion in the presence of uncertainties characterized by the first fuel slosh mode. The performance of the robust CD-SDRE technique is discussed. Subsequently
Integrated Multidisciplinary Constrained Optimization of Offshore Support Structures
International Nuclear Information System (INIS)
Haghi, Rad; Molenaar, David P; Ashuri, Turaj; Van der Valk, Paul L C
2014-01-01
In the current offshore wind turbine support structure design method, the tower and foundation, which form the support structure are designed separately by the turbine and foundation designer. This method yields a suboptimal design and it results in a heavy, overdesigned and expensive support structure. This paper presents an integrated multidisciplinary approach to design the tower and foundation simultaneously. Aerodynamics, hydrodynamics, structure and soil mechanics are the modeled disciplines to capture the full dynamic behavior of the foundation and tower under different environmental conditions. The objective function to be minimized is the mass of the support structure. The model includes various design constraints: local and global buckling, modal frequencies, and fatigue damage along different stations of the structure. To show the usefulness of the method, an existing SWT-3.6-107 offshore wind turbine where its tower and foundation are designed separately is used as a case study. The result of the integrated multidisciplinary design optimization shows 12.1% reduction in the mass of the support structure, while satisfying all the design constraints
Directory of Open Access Journals (Sweden)
Minggang Dong
2014-01-01
Full Text Available Motivated by recent advancements in differential evolution and constraints handling methods, this paper presents a novel modified oracle penalty function-based composite differential evolution (MOCoDE for constrained optimization problems (COPs. More specifically, the original oracle penalty function approach is modified so as to satisfy the optimization criterion of COPs; then the modified oracle penalty function is incorporated in composite DE. Furthermore, in order to solve more complex COPs with discrete, integer, or binary variables, a discrete variable handling technique is introduced into MOCoDE to solve complex COPs with mix variables. This method is assessed on eleven constrained optimization benchmark functions and seven well-studied engineering problems in real life. Experimental results demonstrate that MOCoDE achieves competitive performance with respect to some other state-of-the-art approaches in constrained optimization evolutionary algorithms. Moreover, the strengths of the proposed method include few parameters and its ease of implementation, rendering it applicable to real life. Therefore, MOCoDE can be an efficient alternative to solving constrained optimization problems.
Approaches to the Optimal Nonlinear Analysis of Microcalorimeter Pulses
Fowler, J. W.; Pappas, C. G.; Alpert, B. K.; Doriese, W. B.; O'Neil, G. C.; Ullom, J. N.; Swetz, D. S.
2018-03-01
We consider how to analyze microcalorimeter pulses for quantities that are nonlinear in the data, while preserving the signal-to-noise advantages of linear optimal filtering. We successfully apply our chosen approach to compute the electrothermal feedback energy deficit (the "Joule energy") of a pulse, which has been proposed as a linear estimator of the deposited photon energy.
New preconditioned conjugate gradient algorithms for nonlinear unconstrained optimization problems
International Nuclear Information System (INIS)
Al-Bayati, A.; Al-Asadi, N.
1997-01-01
This paper presents two new predilection conjugate gradient algorithms for nonlinear unconstrained optimization problems and examines their computational performance. Computational experience shows that the new proposed algorithms generally imp lone the efficiency of Nazareth's [13] preconditioned conjugate gradient algorithm. (authors). 16 refs., 1 tab
Czech Academy of Sciences Publication Activity Database
Axelsson, Owe; Farouq, S.; Neytcheva, M.
2017-01-01
Roč. 74, č. 1 (2017), s. 19-37 ISSN 1017-1398 Institutional support: RVO:68145535 Keywords : PDE-constrained optimization problems * finite elements * iterative solution method s * preconditioning Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 1.241, year: 2016 https://link.springer.com/article/10.1007%2Fs11075-016-0136-5
Mixed Integer PDE Constrained Optimization for the Control of a Wildfire Hazard
2017-01-01
Constrained Optimization for the Control of a Wildfire Hazard Herausgegeben von der Professor fur Angewandte Mathematik Professor Dr. rer. nat. Armin...and H.H. Tan . Finite difference methods for solving the two-dimensional advection-diffusion equation. Int. J. Numer. Meth. Fluids, 9:75-98, 1989. 6
Czech Academy of Sciences Publication Activity Database
Axelsson, Owe; Farouq, S.; Neytcheva, M.
2017-01-01
Roč. 74, č. 1 (2017), s. 19-37 ISSN 1017-1398 Institutional support: RVO:68145535 Keywords : PDE-constrained optimization problems * finite elements * iterative solution methods * preconditioning Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 1.241, year: 2016 https://link.springer.com/article/10.1007%2Fs11075-016-0136-5
Metal artifact reduction in x-ray computed tomography (CT) by constrained optimization
International Nuclear Information System (INIS)
Zhang Xiaomeng; Wang Jing; Xing Lei
2011-01-01
Purpose: The streak artifacts caused by metal implants have long been recognized as a problem that limits various applications of CT imaging. In this work, the authors propose an iterative metal artifact reduction algorithm based on constrained optimization. Methods: After the shape and location of metal objects in the image domain is determined automatically by the binary metal identification algorithm and the segmentation of ''metal shadows'' in projection domain is done, constrained optimization is used for image reconstruction. It minimizes a predefined function that reflects a priori knowledge of the image, subject to the constraint that the estimated projection data are within a specified tolerance of the available metal-shadow-excluded projection data, with image non-negativity enforced. The minimization problem is solved through the alternation of projection-onto-convex-sets and the steepest gradient descent of the objective function. The constrained optimization algorithm is evaluated with a penalized smoothness objective. Results: The study shows that the proposed method is capable of significantly reducing metal artifacts, suppressing noise, and improving soft-tissue visibility. It outperforms the FBP-type methods and ART and EM methods and yields artifacts-free images. Conclusions: Constrained optimization is an effective way to deal with CT reconstruction with embedded metal objects. Although the method is presented in the context of metal artifacts, it is applicable to general ''missing data'' image reconstruction problems.
Route Monopolie and Optimal Nonlinear Pricing
Tournut, Jacques
2003-01-01
To cope with air traffic growth and congested airports, two solutions are apparent on the supply side: 1) use larger aircraft in the hub and spoke system; or 2) develop new routes through secondary airports. An enlarged route system through secondary airports may increase the proportion of route monopolies in the air transport market.The monopoly optimal non linear pricing policy is well known in the case of one dimension (one instrument, one characteristic) but not in the case of several dimensions. This paper explores the robustness of the one dimensional screening model with respect to increasing the number of instruments and the number of characteristics. The objective of this paper is then to link and fill the gap in both literatures. One of the merits of the screening model has been to show that a great varieD" of economic questions (non linear pricing, product line choice, auction design, income taxation, regulation...) could be handled within the same framework.VCe study a case of non linear pricing (2 instruments (2 routes on which the airline pro_ddes customers with services), 2 characteristics (demand of services on these routes) and two values per characteristic (low and high demand of services on these routes)) and we show that none of the conclusions of the one dimensional analysis remain valid. In particular, upward incentive compatibility constraint may be binding at the optimum. As a consequence, they may be distortion at the top of the distribution. In addition to this, we show that the optimal solution often requires a kind of form of bundling, we explain explicitly distortions and show that it is sometimes optimal for the monopolist to only produce one good (instead of two) or to exclude some buyers from the market. Actually, this means that the monopolist cannot fully apply his monopoly power and is better off selling both goods independently.We then define all the possible solutions in the case of a quadratic cost function for a uniform
Nonlinear optimal perturbations in a curved pipe
Rinaldi, Enrico; Canton, Jacopo; Marin, Oana; Schanen, Michel; Schlatter, Philipp
2017-11-01
We investigate the effect of curvature on transition to turbulence in pipes by comparing optimal perturbations of finite amplitude that maximise their energy growth in a toroidal geometry to the ones calculated in the absence of curvature. Our interest is motivated by the fact that even small curvatures, of the order of d =Rpipe /Rtorus art numerical algorithms, capable of tackling the optimisation problem on large computational domains, coupled to a high-order spectral-element code, which is used to perform direct numerical simulations (DNS) of the full Navier-Stokes and their adjoint equations. Results are compared to the corresponding states in straight pipes and differences in their structure and evolution are discussed. Furthermore, the newly calculated initial conditions are used to identify coherent flow structures that are compared to the ones observed in recent DNS of weakly turbulent and relaminarising flows in the same toroidal geometry.
Volume-constrained optimization of magnetorheological and electrorheological valves and dampers
Rosenfeld, Nicholas C.; Wereley, Norman M.
2004-12-01
This paper presents a case study of magnetorheological (MR) and electrorheological (ER) valve design within a constrained cylindrical volume. The primary purpose of this study is to establish general design guidelines for volume-constrained MR valves. Additionally, this study compares the performance of volume-constrained MR valves against similarly constrained ER valves. Starting from basic design guidelines for an MR valve, a method for constructing candidate volume-constrained valve geometries is presented. A magnetic FEM program is then used to evaluate the magnetic properties of the candidate valves. An optimized MR valve is chosen by evaluating non-dimensional parameters describing the candidate valves' damping performance. A derivation of the non-dimensional damping coefficient for valves with both active and passive volumes is presented to allow comparison of valves with differing proportions of active and passive volumes. The performance of the optimized MR valve is then compared to that of a geometrically similar ER valve using both analytical and numerical techniques. An analytical equation relating the damping performances of geometrically similar MR and ER valves in as a function of fluid yield stresses and relative active fluid volume, and numerical calculations are provided to calculate each valve's damping performance and to validate the analytical calculations.
Image denoising: Learning the noise model via nonsmooth PDE-constrained optimization
Reyes, Juan Carlos De los; Schö nlieb, Carola-Bibiane
2013-01-01
We propose a nonsmooth PDE-constrained optimization approach for the determination of the correct noise model in total variation (TV) image denoising. An optimization problem for the determination of the weights corresponding to different types of noise distributions is stated and existence of an optimal solution is proved. A tailored regularization approach for the approximation of the optimal parameter values is proposed thereafter and its consistency studied. Additionally, the differentiability of the solution operator is proved and an optimality system characterizing the optimal solutions of each regularized problem is derived. The optimal parameter values are numerically computed by using a quasi-Newton method, together with semismooth Newton type algorithms for the solution of the TV-subproblems. © 2013 American Institute of Mathematical Sciences.
Image denoising: Learning the noise model via nonsmooth PDE-constrained optimization
Reyes, Juan Carlos De los
2013-11-01
We propose a nonsmooth PDE-constrained optimization approach for the determination of the correct noise model in total variation (TV) image denoising. An optimization problem for the determination of the weights corresponding to different types of noise distributions is stated and existence of an optimal solution is proved. A tailored regularization approach for the approximation of the optimal parameter values is proposed thereafter and its consistency studied. Additionally, the differentiability of the solution operator is proved and an optimality system characterizing the optimal solutions of each regularized problem is derived. The optimal parameter values are numerically computed by using a quasi-Newton method, together with semismooth Newton type algorithms for the solution of the TV-subproblems. © 2013 American Institute of Mathematical Sciences.
Nonlinear adaptive optimization of biomass productivity in continuous bioreactors
Energy Technology Data Exchange (ETDEWEB)
Sauvaire, P; Mellichamp, D A; Agrawal, P [California Univ., Santa Barbara, CA (United States). Dept. of Chemical and Nuclear Engineering
1991-11-01
A novel on-line adaptive optimization algorithm is developed and applied to continuous biological reactors. The algorithm makes use of a simple nonlinear estimation model that relates either the cell-mass productivity or the cell-mass concentration to the dilution rate. On-line estimation is used to recursively identify the parameters in the nonlinear process model and to periodically calculate and steer the bioreactor to the dilution rate that yields optimum cell-mass productivity. Thus, the algorithm does not require an accurate process model, locates the optimum dilution rate online, and maintains the bioreactors at this optimum condition at all times. The features of the proposed new algorithm are compared with those of other adaptive optimization techniques presented in the literature. A detailed simulation study using three different microbial system models was conducted to illustrate the performance of the optimization algorithms. (orig.).
Subspace Barzilai-Borwein Gradient Method for Large-Scale Bound Constrained Optimization
International Nuclear Information System (INIS)
Xiao Yunhai; Hu Qingjie
2008-01-01
An active set subspace Barzilai-Borwein gradient algorithm for large-scale bound constrained optimization is proposed. The active sets are estimated by an identification technique. The search direction consists of two parts: some of the components are simply defined; the other components are determined by the Barzilai-Borwein gradient method. In this work, a nonmonotone line search strategy that guarantees global convergence is used. Preliminary numerical results show that the proposed method is promising, and competitive with the well-known method SPG on a subset of bound constrained problems from CUTEr collection
Directory of Open Access Journals (Sweden)
R. Venkata Rao
2014-01-01
Full Text Available The present work proposes a multi-objective improved teaching-learning based optimization (MO-ITLBO algorithm for unconstrained and constrained multi-objective function optimization. The MO-ITLBO algorithm is the improved version of basic teaching-learning based optimization (TLBO algorithm adapted for multi-objective problems. The basic TLBO algorithm is improved to enhance its exploration and exploitation capacities by introducing the concept of number of teachers, adaptive teaching factor, tutorial training and self-motivated learning. The MO-ITLBO algorithm uses a grid-based approach to adaptively assess the non-dominated solutions (i.e. Pareto front maintained in an external archive. The performance of the MO-ITLBO algorithm is assessed by implementing it on unconstrained and constrained test problems proposed for the Congress on Evolutionary Computation 2009 (CEC 2009 competition. The performance assessment is done by using the inverted generational distance (IGD measure. The IGD measures obtained by using the MO-ITLBO algorithm are compared with the IGD measures of the other state-of-the-art algorithms available in the literature. Finally, Lexicographic ordering is used to assess the overall performance of competitive algorithms. Results have shown that the proposed MO-ITLBO algorithm has obtained the 1st rank in the optimization of unconstrained test functions and the 3rd rank in the optimization of constrained test functions.
Zhong, Shuya; Pantelous, Athanasios A.; Beer, Michael; Zhou, Jian
2018-05-01
Offshore wind farm is an emerging source of renewable energy, which has been shown to have tremendous potential in recent years. In this blooming area, a key challenge is that the preventive maintenance of offshore turbines should be scheduled reasonably to satisfy the power supply without failure. In this direction, two significant goals should be considered simultaneously as a trade-off. One is to maximise the system reliability and the other is to minimise the maintenance related cost. Thus, a non-linear multi-objective programming model is proposed including two newly defined objectives with thirteen families of constraints suitable for the preventive maintenance of offshore wind farms. In order to solve our model effectively, the nondominated sorting genetic algorithm II, especially for the multi-objective optimisation is utilised and Pareto-optimal solutions of schedules can be obtained to offer adequate support to decision-makers. Finally, an example is given to illustrate the performances of the devised model and algorithm, and explore the relationships of the two targets with the help of a contrast model.
An L∞/L1-Constrained Quadratic Optimization Problem with Applications to Neural Networks
International Nuclear Information System (INIS)
Leizarowitz, Arie; Rubinstein, Jacob
2003-01-01
Pattern formation in associative neural networks is related to a quadratic optimization problem. Biological considerations imply that the functional is constrained in the L ∞ norm and in the L 1 norm. We consider such optimization problems. We derive the Euler-Lagrange equations, and construct basic properties of the maximizers. We study in some detail the case where the kernel of the quadratic functional is finite-dimensional. In this case the optimization problem can be fully characterized by the geometry of a certain convex and compact finite-dimensional set
Directory of Open Access Journals (Sweden)
Patrick Piprek
2018-02-01
Full Text Available This paper presents an approach to model a ski jumper as a multi-body system for an optimal control application. The modeling is based on the constrained Newton-Euler-Equations. Within this paper the complete multi-body modeling methodology as well as the musculoskeletal modeling is considered. For the musculoskeletal modeling and its incorporation in the optimization model, we choose a nonlinear dynamic inversion control approach. This approach uses the muscle models as nonlinear reference models and links them to the ski jumper movement by a control law. This strategy yields a linearized input-output behavior, which makes the optimal control problem easier to solve. The resulting model of the ski jumper can then be used for trajectory optimization whose results are compared to literature jumps. Ultimately, this enables the jumper to get a very detailed feedback of the flight. To achieve the maximal jump length, exact positioning of his body with respect to the air can be displayed.
Robust non-gradient C subroutines for non-linear optimization
DEFF Research Database (Denmark)
Brock, Pernille; Madsen, Kaj; Nielsen, Hans Bruun
2004-01-01
This report presents a package of robust and easy-to-use C subroutines for solving unconstrained and constrained non-linear optimization problems, where gradient information is not required. The intention is that the routines should use the currently best algorithms available. All routines have...... subroutines are obtained by changing 0 to 1. The present report is a new and updated version of a previous report NI-91-04 with the title Non-gradient c Subroutines for Non- Linear Optimization, [16]. Both the previous and the present report describe a collection of subroutines, which have been translated...... from Fortran to C. The reason for writing the present report is that some of the C subroutines have been replaced by more e ective and robust versions translated from the original Fortran subroutines to C by the Bandler Group, see [1]. Also the test examples have been modified to some extent...
Liu, Qingshan; Guo, Zhishan; Wang, Jun
2012-02-01
In this paper, a one-layer recurrent neural network is proposed for solving pseudoconvex optimization problems subject to linear equality and bound constraints. Compared with the existing neural networks for optimization (e.g., the projection neural networks), the proposed neural network is capable of solving more general pseudoconvex optimization problems with equality and bound constraints. Moreover, it is capable of solving constrained fractional programming problems as a special case. The convergence of the state variables of the proposed neural network to achieve solution optimality is guaranteed as long as the designed parameters in the model are larger than the derived lower bounds. Numerical examples with simulation results illustrate the effectiveness and characteristics of the proposed neural network. In addition, an application for dynamic portfolio optimization is discussed. Copyright © 2011 Elsevier Ltd. All rights reserved.
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Yeison Díaz-Mateus
2017-07-01
Full Text Available Decision making in supply chains is influenced by demand variations, and hence sales, purchase orders and inventory levels are therefore concerned. This paper presents a non-linear optimization model for a two-echelon supply chain, for a unique product. In addition, the model includes the consumers’ maximum willingness to pay, taking socioeconomic differences into account. To do so, the constrained multinomial logit for discrete choices is used to estimate demand levels. Then, a metaheuristic approach based on particle swarm optimization is proposed to determine the optimal product sales price and inventory coordination variables. To validate the proposed model, a supply chain of a technological product was chosen and three scenarios are analyzed: discounts, demand segmentation and demand overestimation. Results are analyzed on the basis of profits, lotsizing and inventory turnover and market share. It can be concluded that the maximum willingness to pay must be taken into consideration, otherwise fictitious profits may mislead decision making, and although the market share would seem to improve, overall profits are not in fact necessarily better.
Wang, Mingming; Luo, Jianjun; Yuan, Jianping; Walter, Ulrich
2018-05-01
Application of the multi-arm space robot will be more effective than single arm especially when the target is tumbling. This paper investigates the application of particle swarm optimization (PSO) strategy to coordinated trajectory planning of the dual-arm space robot in free-floating mode. In order to overcome the dynamics singularities issue, the direct kinematics equations in conjunction with constrained PSO are employed for coordinated trajectory planning of dual-arm space robot. The joint trajectories are parametrized with Bézier curve to simplify the calculation. Constrained PSO scheme with adaptive inertia weight is implemented to find the optimal solution of joint trajectories while specific objectives and imposed constraints are satisfied. The proposed method is not sensitive to the singularity issue due to the application of forward kinematic equations. Simulation results are presented for coordinated trajectory planning of two kinematically redundant manipulators mounted on a free-floating spacecraft and demonstrate the effectiveness of the proposed method.
On meeting capital requirements with a chance-constrained optimization model.
Atta Mills, Ebenezer Fiifi Emire; Yu, Bo; Gu, Lanlan
2016-01-01
This paper deals with a capital to risk asset ratio chance-constrained optimization model in the presence of loans, treasury bill, fixed assets and non-interest earning assets. To model the dynamics of loans, we introduce a modified CreditMetrics approach. This leads to development of a deterministic convex counterpart of capital to risk asset ratio chance constraint. We pursue the scope of analyzing our model under the worst-case scenario i.e. loan default. The theoretical model is analyzed by applying numerical procedures, in order to administer valuable insights from a financial outlook. Our results suggest that, our capital to risk asset ratio chance-constrained optimization model guarantees banks of meeting capital requirements of Basel III with a likelihood of 95 % irrespective of changes in future market value of assets.
Hierarchical optimal control of large-scale nonlinear chemical processes.
Ramezani, Mohammad Hossein; Sadati, Nasser
2009-01-01
In this paper, a new approach is presented for optimal control of large-scale chemical processes. In this approach, the chemical process is decomposed into smaller sub-systems at the first level, and a coordinator at the second level, for which a two-level hierarchical control strategy is designed. For this purpose, each sub-system in the first level can be solved separately, by using any conventional optimization algorithm. In the second level, the solutions obtained from the first level are coordinated using a new gradient-type strategy, which is updated by the error of the coordination vector. The proposed algorithm is used to solve the optimal control problem of a complex nonlinear chemical stirred tank reactor (CSTR), where its solution is also compared with the ones obtained using the centralized approach. The simulation results show the efficiency and the capability of the proposed hierarchical approach, in finding the optimal solution, over the centralized method.
A first-order multigrid method for bound-constrained convex optimization
Czech Academy of Sciences Publication Activity Database
Kočvara, Michal; Mohammed, S.
2016-01-01
Roč. 31, č. 3 (2016), s. 622-644 ISSN 1055-6788 R&D Projects: GA ČR(CZ) GAP201/12/0671 Grant - others:European Commission - EC(XE) 313781 Institutional support: RVO:67985556 Keywords : bound-constrained optimization * multigrid methods * linear complementarity problems Subject RIV: BA - General Mathematics Impact factor: 1.023, year: 2016 http://library.utia.cas.cz/separaty/2016/MTR/kocvara-0460326.pdf
He, Longfei; Xu, Zhaoguang; Niu, Zhanwen
2014-01-01
We focus on the joint production planning of complex supply chains facing stochastic demands and being constrained by carbon emission reduction policies. We pick two typical carbon emission reduction policies to research how emission regulation influences the profit and carbon footprint of a typical supply chain. We use the input-output model to capture the interrelated demand link between an arbitrary pair of two nodes in scenarios without or with carbon emission constraints. We design optim...
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Jens G. Balchen
1984-10-01
Full Text Available The problem of systematic derivation of a quasi-dynamic optimal control strategy for a non-linear dynamic process based upon a non-quadratic objective function is investigated. The wellknown LQG-control algorithm does not lead to an optimal solution when the process disturbances have non-zero mean. The relationships between the proposed control algorithm and LQG-control are presented. The problem of how to constrain process variables by means of 'penalty' - terms in the objective function is dealt with separately.
Optimization of constrained multiple-objective reliability problems using evolutionary algorithms
International Nuclear Information System (INIS)
Salazar, Daniel; Rocco, Claudio M.; Galvan, Blas J.
2006-01-01
This paper illustrates the use of multi-objective optimization to solve three types of reliability optimization problems: to find the optimal number of redundant components, find the reliability of components, and determine both their redundancy and reliability. In general, these problems have been formulated as single objective mixed-integer non-linear programming problems with one or several constraints and solved by using mathematical programming techniques or special heuristics. In this work, these problems are reformulated as multiple-objective problems (MOP) and then solved by using a second-generation Multiple-Objective Evolutionary Algorithm (MOEA) that allows handling constraints. The MOEA used in this paper (NSGA-II) demonstrates the ability to identify a set of optimal solutions (Pareto front), which provides the Decision Maker with a complete picture of the optimal solution space. Finally, the advantages of both MOP and MOEA approaches are illustrated by solving four redundancy problems taken from the literature
Optimization of constrained multiple-objective reliability problems using evolutionary algorithms
Energy Technology Data Exchange (ETDEWEB)
Salazar, Daniel [Instituto de Sistemas Inteligentes y Aplicaciones Numericas en Ingenieria (IUSIANI), Division de Computacion Evolutiva y Aplicaciones (CEANI), Universidad de Las Palmas de Gran Canaria, Islas Canarias (Spain) and Facultad de Ingenieria, Universidad Central Venezuela, Caracas (Venezuela)]. E-mail: danielsalazaraponte@gmail.com; Rocco, Claudio M. [Facultad de Ingenieria, Universidad Central Venezuela, Caracas (Venezuela)]. E-mail: crocco@reacciun.ve; Galvan, Blas J. [Instituto de Sistemas Inteligentes y Aplicaciones Numericas en Ingenieria (IUSIANI), Division de Computacion Evolutiva y Aplicaciones (CEANI), Universidad de Las Palmas de Gran Canaria, Islas Canarias (Spain)]. E-mail: bgalvan@step.es
2006-09-15
This paper illustrates the use of multi-objective optimization to solve three types of reliability optimization problems: to find the optimal number of redundant components, find the reliability of components, and determine both their redundancy and reliability. In general, these problems have been formulated as single objective mixed-integer non-linear programming problems with one or several constraints and solved by using mathematical programming techniques or special heuristics. In this work, these problems are reformulated as multiple-objective problems (MOP) and then solved by using a second-generation Multiple-Objective Evolutionary Algorithm (MOEA) that allows handling constraints. The MOEA used in this paper (NSGA-II) demonstrates the ability to identify a set of optimal solutions (Pareto front), which provides the Decision Maker with a complete picture of the optimal solution space. Finally, the advantages of both MOP and MOEA approaches are illustrated by solving four redundancy problems taken from the literature.
Optimal analytic method for the nonlinear Hasegawa-Mima equation
Baxter, Mathew; Van Gorder, Robert A.; Vajravelu, Kuppalapalle
2014-05-01
The Hasegawa-Mima equation is a nonlinear partial differential equation that describes the electric potential due to a drift wave in a plasma. In the present paper, we apply the method of homotopy analysis to a slightly more general Hasegawa-Mima equation, which accounts for hyper-viscous damping or viscous dissipation. First, we outline the method for the general initial/boundary value problem over a compact rectangular spatial domain. We use a two-stage method, where both the convergence control parameter and the auxiliary linear operator are optimally selected to minimize the residual error due to the approximation. To do the latter, we consider a family of operators parameterized by a constant which gives the decay rate of the solutions. After outlining the general method, we consider a number of concrete examples in order to demonstrate the utility of this approach. The results enable us to study properties of the initial/boundary value problem for the generalized Hasegawa-Mima equation. In several cases considered, we are able to obtain solutions with extremely small residual errors after relatively few iterations are computed (residual errors on the order of 10-15 are found in multiple cases after only three iterations). The results demonstrate that selecting a parameterized auxiliary linear operator can be extremely useful for minimizing residual errors when used concurrently with the optimal homotopy analysis method, suggesting that this approach can prove useful for a number of nonlinear partial differential equations arising in physics and nonlinear mechanics.
Spin glasses and nonlinear constraints in portfolio optimization
Energy Technology Data Exchange (ETDEWEB)
Andrecut, M., E-mail: mircea.andrecut@gmail.com
2014-01-17
We discuss the portfolio optimization problem with the obligatory deposits constraint. Recently it has been shown that as a consequence of this nonlinear constraint, the solution consists of an exponentially large number of optimal portfolios, completely different from each other, and extremely sensitive to any changes in the input parameters of the problem, making the concept of rational decision making questionable. Here we reformulate the problem using a quadratic obligatory deposits constraint, and we show that from the physics point of view, finding an optimal portfolio amounts to calculating the mean-field magnetizations of a random Ising model with the constraint of a constant magnetization norm. We show that the model reduces to an eigenproblem, with 2N solutions, where N is the number of assets defining the portfolio. Also, in order to illustrate our results, we present a detailed numerical example of a portfolio of several risky common stocks traded on the Nasdaq Market.
Spin glasses and nonlinear constraints in portfolio optimization
International Nuclear Information System (INIS)
Andrecut, M.
2014-01-01
We discuss the portfolio optimization problem with the obligatory deposits constraint. Recently it has been shown that as a consequence of this nonlinear constraint, the solution consists of an exponentially large number of optimal portfolios, completely different from each other, and extremely sensitive to any changes in the input parameters of the problem, making the concept of rational decision making questionable. Here we reformulate the problem using a quadratic obligatory deposits constraint, and we show that from the physics point of view, finding an optimal portfolio amounts to calculating the mean-field magnetizations of a random Ising model with the constraint of a constant magnetization norm. We show that the model reduces to an eigenproblem, with 2N solutions, where N is the number of assets defining the portfolio. Also, in order to illustrate our results, we present a detailed numerical example of a portfolio of several risky common stocks traded on the Nasdaq Market.
Stiffness design of geometrically nonlinear structures using topology optimization
DEFF Research Database (Denmark)
Buhl, Thomas; Pedersen, Claus B. Wittendorf; Sigmund, Ole
2000-01-01
of the objective functions are found with the adjoint method and the optimization problem is solved using the Method of Moving Asymptotes. A filtering scheme is used to obtain checkerboard-free and mesh-independent designs and a continuation approach improves convergence to efficient designs. Different objective......The paper deals with topology optimization of structures undergoing large deformations. The geometrically nonlinear behaviour of the structures are modelled using a total Lagrangian finite element formulation and the equilibrium is found using a Newton-Raphson iterative scheme. The sensitivities...... functions are tested. Minimizing compliance for a fixed load results in degenerated topologies which are very inefficient for smaller or larger loads. The problem of obtaining degenerated "optimal" topologies which only can support the design load is even more pronounced than for structures with linear...
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R. Manam
2017-12-01
Full Text Available In this paper, a sensitive constrained integer linear programming approach is formulated for the optimal allocation of Phasor Measurement Units (PMUs in a power system network to obtain state estimation. In this approach, sensitive buses along with zero injection buses (ZIB are considered for optimal allocation of PMUs in the network to generate state estimation solutions. Sensitive buses are evolved from the mean of bus voltages subjected to increase of load consistently up to 50%. Sensitive buses are ranked in order to place PMUs. Sensitive constrained optimal PMU allocation in case of single line and no line contingency are considered in observability analysis to ensure protection and control of power system from abnormal conditions. Modeling of ZIB constraints is included to minimize the number of PMU network allocations. This paper presents optimal allocation of PMU at sensitive buses with zero injection modeling, considering cost criteria and redundancy to increase the accuracy of state estimation solution without losing observability of the whole system. Simulations are carried out on IEEE 14, 30 and 57 bus systems and results obtained are compared with traditional and other state estimation methods available in the literature, to demonstrate the effectiveness of the proposed method.
CLFs-based optimization control for a class of constrained visual servoing systems.
Song, Xiulan; Miaomiao, Fu
2017-03-01
In this paper, we use the control Lyapunov function (CLF) technique to present an optimized visual servo control method for constrained eye-in-hand robot visual servoing systems. With the knowledge of camera intrinsic parameters and depth of target changes, visual servo control laws (i.e. translation speed) with adjustable parameters are derived by image point features and some known CLF of the visual servoing system. The Fibonacci method is employed to online compute the optimal value of those adjustable parameters, which yields an optimized control law to satisfy constraints of the visual servoing system. The Lyapunov's theorem and the properties of CLF are used to establish stability of the constrained visual servoing system in the closed-loop with the optimized control law. One merit of the presented method is that there is no requirement of online calculating the pseudo-inverse of the image Jacobian's matrix and the homography matrix. Simulation and experimental results illustrated the effectiveness of the method proposed here. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.
DEFF Research Database (Denmark)
Wang, Yong; Cai, Zixing; Zhou, Yuren
2009-01-01
A novel approach to deal with numerical and engineering constrained optimization problems, which incorporates a hybrid evolutionary algorithm and an adaptive constraint-handling technique, is presented in this paper. The hybrid evolutionary algorithm simultaneously uses simplex crossover and two...... mutation operators to generate the offspring population. Additionally, the adaptive constraint-handling technique consists of three main situations. In detail, at each situation, one constraint-handling mechanism is designed based on current population state. Experiments on 13 benchmark test functions...... and four well-known constrained design problems verify the effectiveness and efficiency of the proposed method. The experimental results show that integrating the hybrid evolutionary algorithm with the adaptive constraint-handling technique is beneficial, and the proposed method achieves competitive...
A First-order Prediction-Correction Algorithm for Time-varying (Constrained) Optimization: Preprint
Energy Technology Data Exchange (ETDEWEB)
Dall-Anese, Emiliano [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Simonetto, Andrea [Universite catholique de Louvain
2017-07-25
This paper focuses on the design of online algorithms based on prediction-correction steps to track the optimal solution of a time-varying constrained problem. Existing prediction-correction methods have been shown to work well for unconstrained convex problems and for settings where obtaining the inverse of the Hessian of the cost function can be computationally affordable. The prediction-correction algorithm proposed in this paper addresses the limitations of existing methods by tackling constrained problems and by designing a first-order prediction step that relies on the Hessian of the cost function (and do not require the computation of its inverse). Analytical results are established to quantify the tracking error. Numerical simulations corroborate the analytical results and showcase performance and benefits of the algorithms.
An hp symplectic pseudospectral method for nonlinear optimal control
Peng, Haijun; Wang, Xinwei; Li, Mingwu; Chen, Biaosong
2017-01-01
An adaptive symplectic pseudospectral method based on the dual variational principle is proposed and is successfully applied to solving nonlinear optimal control problems in this paper. The proposed method satisfies the first order necessary conditions of continuous optimal control problems, also the symplectic property of the original continuous Hamiltonian system is preserved. The original optimal control problem is transferred into a set of nonlinear equations which can be solved easily by Newton-Raphson iterations, and the Jacobian matrix is found to be sparse and symmetric. The proposed method, on one hand, exhibits exponent convergence rates when the number of collocation points are increasing with the fixed number of sub-intervals; on the other hand, exhibits linear convergence rates when the number of sub-intervals is increasing with the fixed number of collocation points. Furthermore, combining with the hp method based on the residual error of dynamic constraints, the proposed method can achieve given precisions in a few iterations. Five examples highlight the high precision and high computational efficiency of the proposed method.
Global Optimization of Nonlinear Blend-Scheduling Problems
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Pedro A. Castillo Castillo
2017-04-01
Full Text Available The scheduling of gasoline-blending operations is an important problem in the oil refining industry. This problem not only exhibits the combinatorial nature that is intrinsic to scheduling problems, but also non-convex nonlinear behavior, due to the blending of various materials with different quality properties. In this work, a global optimization algorithm is proposed to solve a previously published continuous-time mixed-integer nonlinear scheduling model for gasoline blending. The model includes blend recipe optimization, the distribution problem, and several important operational features and constraints. The algorithm employs piecewise McCormick relaxation (PMCR and normalized multiparametric disaggregation technique (NMDT to compute estimates of the global optimum. These techniques partition the domain of one of the variables in a bilinear term and generate convex relaxations for each partition. By increasing the number of partitions and reducing the domain of the variables, the algorithm is able to refine the estimates of the global solution. The algorithm is compared to two commercial global solvers and two heuristic methods by solving four examples from the literature. Results show that the proposed global optimization algorithm performs on par with commercial solvers but is not as fast as heuristic approaches.
Simulation-based optimal Bayesian experimental design for nonlinear systems
Huan, Xun
2013-01-01
The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general mathematical framework and an algorithmic approach for optimal experimental design with nonlinear simulation-based models; in particular, we focus on finding sets of experiments that provide the most information about targeted sets of parameters.Our framework employs a Bayesian statistical setting, which provides a foundation for inference from noisy, indirect, and incomplete data, and a natural mechanism for incorporating heterogeneous sources of information. An objective function is constructed from information theoretic measures, reflecting expected information gain from proposed combinations of experiments. Polynomial chaos approximations and a two-stage Monte Carlo sampling method are used to evaluate the expected information gain. Stochastic approximation algorithms are then used to make optimization feasible in computationally intensive and high-dimensional settings. These algorithms are demonstrated on model problems and on nonlinear parameter inference problems arising in detailed combustion kinetics. © 2012 Elsevier Inc.
Czech Academy of Sciences Publication Activity Database
Lukšan, Ladislav; Vlček, Jan
1998-01-01
Roč. 5, č. 3 (1998), s. 219-247 ISSN 1070-5325 R&D Projects: GA ČR GA201/96/0918 Keywords : nonlinear programming * sparse problems * equality constraints * truncated Newton method * augmented Lagrangian function * indefinite systems * indefinite preconditioners * conjugate gradient method * residual smoothing Subject RIV: BA - General Mathematics Impact factor: 0.741, year: 1998
International Nuclear Information System (INIS)
Azadani, E. Nasr; Hosseinian, S.H.; Moradzadeh, B.
2010-01-01
Competitive bidding for energy and ancillary services is increasingly recognized as an important part of electricity markets. In addition, the transmission capacity limits should be considered to optimize the total market cost. In this paper, a new approach based on constrained particle swarm optimization (CPSO) is developed to deal with the multi-product (energy and reserve) and multi-area electricity market dispatch problem. Constraint handling is based on particle ranking and uniform distribution. CPSO method offers a new solution for optimizing the total market cost in a multi-area competitive electricity market considering the system constraints. The proposed technique shows promising performance for smooth and non smooth cost function as well. Three different systems are examined to demonstrate the effectiveness and the accuracy of the proposed algorithm. (author)
Robust and Reliable Portfolio Optimization Formulation of a Chance Constrained Problem
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Sengupta Raghu Nandan
2017-02-01
Full Text Available We solve a linear chance constrained portfolio optimization problem using Robust Optimization (RO method wherein financial script/asset loss return distributions are considered as extreme valued. The objective function is a convex combination of portfolio’s CVaR and expected value of loss return, subject to a set of randomly perturbed chance constraints with specified probability values. The robust deterministic counterpart of the model takes the form of Second Order Cone Programming (SOCP problem. Results from extensive simulation runs show the efficacy of our proposed models, as it helps the investor to (i utilize extensive simulation studies to draw insights into the effect of randomness in portfolio decision making process, (ii incorporate different risk appetite scenarios to find the optimal solutions for the financial portfolio allocation problem and (iii compare the risk and return profiles of the investments made in both deterministic as well as in uncertain and highly volatile financial markets.
Solving Multi-Resource Constrained Project Scheduling Problem using Ant Colony Optimization
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Hsiang-Hsi Huang
2015-01-01
Full Text Available This paper applied Ant Colony Optimization (ACO to develop a resource constraints scheduling model to achieve the resource allocation optimization and the shortest completion time of a project under resource constraints and the activities precedence requirement for projects. Resource leveling is also discussed and has to be achieved under the resource allocation optimization in this research. Testing cases and examples adopted from the international test bank were studied for verifying the effectiveness of the proposed model. The results showed that the solutions of different cases all have a better performance within a reasonable time. These can be obtained through ACO algorithm under the same constrained conditions. A program was written for the proposed model that is able to automatically produce the project resource requirement figure after the project duration is solved.
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Liyang Wang
2017-01-01
Full Text Available The application of biped robots is always trapped by their high energy consumption. This paper makes a contribution by optimizing the joint torques to decrease the energy consumption without changing the biped gaits. In this work, a constrained quadratic programming (QP problem for energy optimization is formulated. A neurodynamics-based solver is presented to solve the QP problem. Differing from the existing literatures, the proposed neurodynamics-based energy optimization (NEO strategy minimizes the energy consumption and guarantees the following three important constraints simultaneously: (i the force-moment equilibrium equation of biped robots, (ii frictions applied by each leg on the ground to hold the biped robot without slippage and tipping over, and (iii physical limits of the motors. Simulations demonstrate that the proposed strategy is effective for energy-efficient biped walking.
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Zhanpeng Fang
2015-01-01
Full Text Available A topology optimization method is proposed to minimize the resonant response of plates with constrained layer damping (CLD treatment under specified broadband harmonic excitations. The topology optimization problem is formulated and the square of displacement resonant response in frequency domain at the specified point is considered as the objective function. Two sensitivity analysis methods are investigated and discussed. The derivative of modal damp ratio is not considered in the conventional sensitivity analysis method. An improved sensitivity analysis method considering the derivative of modal damp ratio is developed to improve the computational accuracy of the sensitivity. The evolutionary structural optimization (ESO method is used to search the optimal layout of CLD material on plates. Numerical examples and experimental results show that the optimal layout of CLD treatment on the plate from the proposed topology optimization using the conventional sensitivity analysis or the improved sensitivity analysis can reduce the displacement resonant response. However, the optimization method using the improved sensitivity analysis can produce a higher modal damping ratio than that using the conventional sensitivity analysis and develop a smaller displacement resonant response.
Non-linear theory of elasticity and optimal design
Ratner, LW
2003-01-01
In order to select an optimal structure among possible similar structures, one needs to compare the elastic behavior of the structures. A new criterion that describes elastic behavior is the rate of change of deformation. Using this criterion, the safe dimensions of a structure that are required by the stress distributed in a structure can be calculated. The new non-linear theory of elasticity allows one to determine the actual individual limit of elasticity/failure of a structure using a simple non-destructive method of measurement of deformation on the model of a structure while presently it
Fuzzy Constrained Predictive Optimal Control of High Speed Train with Actuator Dynamics
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Xi Wang
2016-01-01
Full Text Available We investigate the problem of fuzzy constrained predictive optimal control of high speed train considering the effect of actuator dynamics. The dynamics feature of the high speed train is modeled as a cascade of cars connected by flexible couplers, and the formulation is mathematically transformed into a Takagi-Sugeno (T-S fuzzy model. The goal of this study is to design a state feedback control law at each decision step to enhance safety, comfort, and energy efficiency of high speed train subject to safety constraints on the control input. Based on Lyapunov stability theory, the problem of optimizing an upper bound on the cruise control cost function subject to input constraints is reduced to a convex optimization problem involving linear matrix inequalities (LMIs. Furthermore, we analyze the influences of second-order actuator dynamics on the fuzzy constrained predictive controller, which shows risk of potentially deteriorating the overall system. Employing backstepping method, an actuator compensator is proposed to accommodate for the influence of the actuator dynamics. The experimental results show that with the proposed approach high speed train can track the desired speed, the relative coupler displacement between the neighbouring cars is stable at the equilibrium state, and the influence of actuator dynamics is reduced, which demonstrate the validity and effectiveness of the proposed approaches.
International Nuclear Information System (INIS)
Bahadormanesh, Nikrouz; Rahat, Shayan; Yarali, Milad
2017-01-01
Highlights: • A multi-objective optimization for radial expander in Organic Rankine Cycles is implemented. • By using firefly algorithm, Pareto front based on the size of turbine and thermal efficiency is produced. • Tension and vibration constrains have a significant effect on optimum design points. - Abstract: Organic Rankine Cycles are viable energy conversion systems in sustainable energy systems due to their compatibility with low-temperature heat sources. In the present study, one dimensional model of radial expanders in conjunction with a thermodynamic model of organic Rankine cycles is prepared. After verification, by defining thermal efficiency of the cycle and size parameter of a radial turbine as the objective functions, a multi-objective optimization was conducted regarding tension and vibration constraints for 4 different organic working fluids (R22, R245fa, R236fa and N-Pentane). In addition to mass flow rate, evaporator temperature, maximum pressure of cycle and turbo-machinery design parameters are selected as the decision variables. Regarding Pareto fronts, by a little increase in size of radial expanders, it is feasible to reach high efficiency. Moreover, by assessing the distribution of decision variables, the variables that play a major role in trending between the objective functions are found. Effects of mechanical and vibration constrains on optimum decision variables are investigated. The results of optimization can be considered as an initial values for design of radial turbines for Organic Rankine Cycles.
PAPR-Constrained Pareto-Optimal Waveform Design for OFDM-STAP Radar
Energy Technology Data Exchange (ETDEWEB)
Sen, Satyabrata [ORNL
2014-01-01
We propose a peak-to-average power ratio (PAPR) constrained Pareto-optimal waveform design approach for an orthogonal frequency division multiplexing (OFDM) radar signal to detect a target using the space-time adaptive processing (STAP) technique. The use of an OFDM signal does not only increase the frequency diversity of our system, but also enables us to adaptively design the OFDM coefficients in order to further improve the system performance. First, we develop a parametric OFDM-STAP measurement model by considering the effects of signaldependent clutter and colored noise. Then, we observe that the resulting STAP-performance can be improved by maximizing the output signal-to-interference-plus-noise ratio (SINR) with respect to the signal parameters. However, in practical scenarios, the computation of output SINR depends on the estimated values of the spatial and temporal frequencies and target scattering responses. Therefore, we formulate a PAPR-constrained multi-objective optimization (MOO) problem to design the OFDM spectral parameters by simultaneously optimizing four objective functions: maximizing the output SINR, minimizing two separate Cramer-Rao bounds (CRBs) on the normalized spatial and temporal frequencies, and minimizing the trace of CRB matrix on the target scattering coefficients estimations. We present several numerical examples to demonstrate the achieved performance improvement due to the adaptive waveform design.
2014-01-01
Portfolio optimization (selection) problem is an important and hard optimization problem that, with the addition of necessary realistic constraints, becomes computationally intractable. Nature-inspired metaheuristics are appropriate for solving such problems; however, literature review shows that there are very few applications of nature-inspired metaheuristics to portfolio optimization problem. This is especially true for swarm intelligence algorithms which represent the newer branch of nature-inspired algorithms. No application of any swarm intelligence metaheuristics to cardinality constrained mean-variance (CCMV) portfolio problem with entropy constraint was found in the literature. This paper introduces modified firefly algorithm (FA) for the CCMV portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results. PMID:24991645
Bacanin, Nebojsa; Tuba, Milan
2014-01-01
Portfolio optimization (selection) problem is an important and hard optimization problem that, with the addition of necessary realistic constraints, becomes computationally intractable. Nature-inspired metaheuristics are appropriate for solving such problems; however, literature review shows that there are very few applications of nature-inspired metaheuristics to portfolio optimization problem. This is especially true for swarm intelligence algorithms which represent the newer branch of nature-inspired algorithms. No application of any swarm intelligence metaheuristics to cardinality constrained mean-variance (CCMV) portfolio problem with entropy constraint was found in the literature. This paper introduces modified firefly algorithm (FA) for the CCMV portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results.
A New Continuous-Time Equality-Constrained Optimization to Avoid Singularity.
Quan, Quan; Cai, Kai-Yuan
2016-02-01
In equality-constrained optimization, a standard regularity assumption is often associated with feasible point methods, namely, that the gradients of constraints are linearly independent. In practice, the regularity assumption may be violated. In order to avoid such a singularity, a new projection matrix is proposed based on which a feasible point method to continuous-time, equality-constrained optimization is developed. First, the equality constraint is transformed into a continuous-time dynamical system with solutions that always satisfy the equality constraint. Second, a new projection matrix without singularity is proposed to realize the transformation. An update (or say a controller) is subsequently designed to decrease the objective function along the solutions of the transformed continuous-time dynamical system. The invariance principle is then applied to analyze the behavior of the solution. Furthermore, the proposed method is modified to address cases in which solutions do not satisfy the equality constraint. Finally, the proposed optimization approach is applied to three examples to demonstrate its effectiveness.
OPTIMIZED PARTICLE SWARM OPTIMIZATION BASED DEADLINE CONSTRAINED TASK SCHEDULING IN HYBRID CLOUD
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Dhananjay Kumar
2016-01-01
Full Text Available Cloud Computing is a dominant way of sharing of computing resources that can be configured and provisioned easily. Task scheduling in Hybrid cloud is a challenge as it suffers from producing the best QoS (Quality of Service when there is a high demand. In this paper a new resource allocation algorithm, to find the best External Cloud provider when the intermediate provider’s resources aren’t enough to satisfy the customer’s demand is proposed. The proposed algorithm called Optimized Particle Swarm Optimization (OPSO combines the two metaheuristic algorithms namely Particle Swarm Optimization and Ant Colony Optimization (ACO. These metaheuristic algorithms are used for the purpose of optimization in the search space of the required solution, to find the best resource from the pool of resources and to obtain maximum profit even when the number of tasks submitted for execution is very high. This optimization is performed to allocate job requests to internal and external cloud providers to obtain maximum profit. It helps to improve the system performance by improving the CPU utilization, and handle multiple requests at the same time. The simulation result shows that an OPSO yields 0.1% - 5% profit to the intermediate cloud provider compared with standard PSO and ACO algorithms and it also increases the CPU utilization by 0.1%.
Stability Constrained Efficiency Optimization for Droop Controlled DC-DC Conversion System
DEFF Research Database (Denmark)
Meng, Lexuan; Dragicevic, Tomislav; Guerrero, Josep M.
2013-01-01
implementing tertiary regulation. Moreover, system dynamic is affected when shifting VRs. Therefore, the stability is considered in optimization by constraining the eigenvalues arising from dynamic state space model of the system. Genetic algorithm is used in searching for global efficiency optimum while....... As the efficiency of each converter changes with output power, virtual resistances (VRs) are set as decision variables for adjusting power sharing proportion among converters. It is noteworthy that apart from restoring the voltage deviation, secondary control plays an important role to stabilize dc bus voltage when...
Non-linear and signal energy optimal asymptotic filter design
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Josef Hrusak
2003-10-01
Full Text Available The paper studies some connections between the main results of the well known Wiener-Kalman-Bucy stochastic approach to filtering problems based mainly on the linear stochastic estimation theory and emphasizing the optimality aspects of the achieved results and the classical deterministic frequency domain linear filters such as Chebyshev, Butterworth, Bessel, etc. A new non-stochastic but not necessarily deterministic (possibly non-linear alternative approach called asymptotic filtering based mainly on the concepts of signal power, signal energy and a system equivalence relation plays an important role in the presentation. Filtering error invariance and convergence aspects are emphasized in the approach. It is shown that introducing the signal power as the quantitative measure of energy dissipation makes it possible to achieve reasonable results from the optimality point of view as well. The property of structural energy dissipativeness is one of the most important and fundamental features of resulting filters. Therefore, it is natural to call them asymptotic filters. The notion of the asymptotic filter is carried in the paper as a proper tool in order to unify stochastic and non-stochastic, linear and nonlinear approaches to signal filtering.
Optimal Nonlinear Pricing, Bundling Commodities and Contingent Services
International Nuclear Information System (INIS)
Podesta, Marion; Poudou, Jean-Christophe
2008-01-01
In this paper, we propose to analyze optimal nonlinear pricing when a firm offers in a bundle a commodity and a contingent service. The paper studies a mechanism design where all private information can be captured in a single scalar variable in a monopoly context. We show that to propose the package for commodity and service is less costly for the consumer, the firm has lower consumers' rent than the situation where it sells their good and contingent service under an independent pricing strategy. In fact, the possibility to use price discrimination via the supply of package is dominated by the fact that it is costly for the consumer to sign two contracts. Bundling energy and a contingent service is a profitable strategy for a energetician monopoly practising optimal nonlinear tariff. We show that the rates of the energy and the contingent service depend to the optional character of the contingent service and depend to the degree of complementarity between commodities and services. (authors)
SU-E-I-23: A General KV Constrained Optimization of CNR for CT Abdominal Imaging
International Nuclear Information System (INIS)
Weir, V; Zhang, J
2015-01-01
Purpose: While Tube current modulation has been well accepted for CT dose reduction, kV adjusting in clinical settings is still at its early stage. This is mainly due to the limited kV options of most current CT scanners. kV adjusting can potentially reduce radiation dose and optimize image quality. This study is to optimize CT abdomen imaging acquisition based on the assumption of a continuous kV, with the goal to provide the best contrast to noise ratio (CNR). Methods: For a given dose (CTDIvol) level, the CNRs at different kV and pitches were measured with an ACR GAMMEX phantom. The phantom was scanned in a Siemens Sensation 64 scanner and a GE VCT 64 scanner. A constrained mathematical optimization was used to find the kV which led to the highest CNR for the anatomy and pitch setting. Parametric equations were obtained from polynomial fitting of plots of kVs vs CNRs. A suitable constraint region for optimization was chosen. Subsequent optimization yielded a peak CNR at a particular kV for different collimations and pitch setting. Results: The constrained mathematical optimization approach yields kV of 114.83 and 113.46, with CNRs of 1.27 and 1.11 at the pitch of 1.2 and 1.4, respectively, for the Siemens Sensation 64 scanner with the collimation of 32 x 0.625mm. An optimized kV of 134.25 and 1.51 CNR is obtained for a GE VCT 64 slice scanner with a collimation of 32 x 0.625mm and a pitch of 0.969. At 0.516 pitch and 32 x 0.625 mm an optimized kV of 133.75 and a CNR of 1.14 was found for the GE VCT 64 slice scanner. Conclusion: CNR in CT image acquisition can be further optimized with a continuous kV option instead of current discrete or fixed kV settings. A continuous kV option is a key for individualized CT protocols
SU-E-I-23: A General KV Constrained Optimization of CNR for CT Abdominal Imaging
Energy Technology Data Exchange (ETDEWEB)
Weir, V; Zhang, J [University of Kentucky, Lexington, KY (United States)
2015-06-15
Purpose: While Tube current modulation has been well accepted for CT dose reduction, kV adjusting in clinical settings is still at its early stage. This is mainly due to the limited kV options of most current CT scanners. kV adjusting can potentially reduce radiation dose and optimize image quality. This study is to optimize CT abdomen imaging acquisition based on the assumption of a continuous kV, with the goal to provide the best contrast to noise ratio (CNR). Methods: For a given dose (CTDIvol) level, the CNRs at different kV and pitches were measured with an ACR GAMMEX phantom. The phantom was scanned in a Siemens Sensation 64 scanner and a GE VCT 64 scanner. A constrained mathematical optimization was used to find the kV which led to the highest CNR for the anatomy and pitch setting. Parametric equations were obtained from polynomial fitting of plots of kVs vs CNRs. A suitable constraint region for optimization was chosen. Subsequent optimization yielded a peak CNR at a particular kV for different collimations and pitch setting. Results: The constrained mathematical optimization approach yields kV of 114.83 and 113.46, with CNRs of 1.27 and 1.11 at the pitch of 1.2 and 1.4, respectively, for the Siemens Sensation 64 scanner with the collimation of 32 x 0.625mm. An optimized kV of 134.25 and 1.51 CNR is obtained for a GE VCT 64 slice scanner with a collimation of 32 x 0.625mm and a pitch of 0.969. At 0.516 pitch and 32 x 0.625 mm an optimized kV of 133.75 and a CNR of 1.14 was found for the GE VCT 64 slice scanner. Conclusion: CNR in CT image acquisition can be further optimized with a continuous kV option instead of current discrete or fixed kV settings. A continuous kV option is a key for individualized CT protocols.
Photon attenuation correction technique in SPECT based on nonlinear optimization
International Nuclear Information System (INIS)
Suzuki, Shigehito; Wakabayashi, Misato; Okuyama, Keiichi; Kuwamura, Susumu
1998-01-01
Photon attenuation correction in SPECT was made using a nonlinear optimization theory, in which an optimum image is searched so that the sum of square errors between observed and reprojected projection data is minimized. This correction technique consists of optimization and step-width algorithms, which determine at each iteration a pixel-by-pixel directional value of search and its step-width, respectively. We used the conjugate gradient and quasi-Newton methods as the optimization algorithm, and Curry rule and the quadratic function method as the step-width algorithm. Statistical fluctuations in the corrected image due to statistical noise in the emission projection data grew as the iteration increased, depending on the combination of optimization and step-width algorithms. To suppress them, smoothing for directional values was introduced. Computer experiments and clinical applications showed a pronounced reduction in statistical fluctuations of the corrected image for all combinations. Combinations using the conjugate gradient method were superior in noise characteristic and computation time. The use of that method with the quadratic function method was optimum if noise property was regarded as important. (author)
A simple two stage optimization algorithm for constrained power economic dispatch
International Nuclear Information System (INIS)
Huang, G.; Song, K.
1994-01-01
A simple two stage optimization algorithm is proposed and investigated for fast computation of constrained power economic dispatch control problems. The method is a simple demonstration of the hierarchical aggregation-disaggregation (HAD) concept. The algorithm first solves an aggregated problem to obtain an initial solution. This aggregated problem turns out to be classical economic dispatch formulation, and it can be solved in 1% of overall computation time. In the second stage, linear programming method finds optimal solution which satisfies power balance constraints, generation and transmission inequality constraints and security constraints. Implementation of the algorithm for IEEE systems and EPRI Scenario systems shows that the two stage method obtains average speedup ratio 10.64 as compared to classical LP-based method
Reinforcement learning solution for HJB equation arising in constrained optimal control problem.
Luo, Biao; Wu, Huai-Ning; Huang, Tingwen; Liu, Derong
2015-11-01
The constrained optimal control problem depends on the solution of the complicated Hamilton-Jacobi-Bellman equation (HJBE). In this paper, a data-based off-policy reinforcement learning (RL) method is proposed, which learns the solution of the HJBE and the optimal control policy from real system data. One important feature of the off-policy RL is that its policy evaluation can be realized with data generated by other behavior policies, not necessarily the target policy, which solves the insufficient exploration problem. The convergence of the off-policy RL is proved by demonstrating its equivalence to the successive approximation approach. Its implementation procedure is based on the actor-critic neural networks structure, where the function approximation is conducted with linearly independent basis functions. Subsequently, the convergence of the implementation procedure with function approximation is also proved. Finally, its effectiveness is verified through computer simulations. Copyright © 2015 Elsevier Ltd. All rights reserved.
Risk-Constrained Dynamic Programming for Optimal Mars Entry, Descent, and Landing
Ono, Masahiro; Kuwata, Yoshiaki
2013-01-01
A chance-constrained dynamic programming algorithm was developed that is capable of making optimal sequential decisions within a user-specified risk bound. This work handles stochastic uncertainties over multiple stages in the CEMAT (Combined EDL-Mobility Analyses Tool) framework. It was demonstrated by a simulation of Mars entry, descent, and landing (EDL) using real landscape data obtained from the Mars Reconnaissance Orbiter. Although standard dynamic programming (DP) provides a general framework for optimal sequential decisionmaking under uncertainty, it typically achieves risk aversion by imposing an arbitrary penalty on failure states. Such a penalty-based approach cannot explicitly bound the probability of mission failure. A key idea behind the new approach is called risk allocation, which decomposes a joint chance constraint into a set of individual chance constraints and distributes risk over them. The joint chance constraint was reformulated into a constraint on an expectation over a sum of an indicator function, which can be incorporated into the cost function by dualizing the optimization problem. As a result, the chance-constraint optimization problem can be turned into an unconstrained optimization over a Lagrangian, which can be solved efficiently using a standard DP approach.
Zhu, Yuanheng; Zhao, Dongbin; Yang, Xiong; Zhang, Qichao
2018-02-01
Sum of squares (SOS) polynomials have provided a computationally tractable way to deal with inequality constraints appearing in many control problems. It can also act as an approximator in the framework of adaptive dynamic programming. In this paper, an approximate solution to the optimal control of polynomial nonlinear systems is proposed. Under a given attenuation coefficient, the Hamilton-Jacobi-Isaacs equation is relaxed to an optimization problem with a set of inequalities. After applying the policy iteration technique and constraining inequalities to SOS, the optimization problem is divided into a sequence of feasible semidefinite programming problems. With the converged solution, the attenuation coefficient is further minimized to a lower value. After iterations, approximate solutions to the smallest -gain and the associated optimal controller are obtained. Four examples are employed to verify the effectiveness of the proposed algorithm.
Adaptively Constrained Stochastic Model Predictive Control for the Optimal Dispatch of Microgrid
Directory of Open Access Journals (Sweden)
Xiaogang Guo
2018-01-01
Full Text Available In this paper, an adaptively constrained stochastic model predictive control (MPC is proposed to achieve less-conservative coordination between energy storage units and uncertain renewable energy sources (RESs in a microgrid (MG. Besides the economic objective of MG operation, the limits of state-of-charge (SOC and discharging/charging power of the energy storage unit are formulated as chance constraints when accommodating uncertainties of RESs, considering mild violations of these constraints are allowed during long-term operation, and a closed-loop online update strategy is performed to adaptively tighten or relax constraints according to the actual deviation probability of violation level from the desired one as well as the current change rate of deviation probability. Numerical studies show that the proposed adaptively constrained stochastic MPC for MG optimal operation is much less conservative compared with the scenario optimization based robust MPC, and also presents a better convergence performance to the desired constraint violation level than other online update strategies.
Robust and fast nonlinear optimization of diffusion MRI microstructure models.
Harms, R L; Fritz, F J; Tobisch, A; Goebel, R; Roebroeck, A
2017-07-15
Advances in biophysical multi-compartment modeling for diffusion MRI (dMRI) have gained popularity because of greater specificity than DTI in relating the dMRI signal to underlying cellular microstructure. A large range of these diffusion microstructure models have been developed and each of the popular models comes with its own, often different, optimization algorithm, noise model and initialization strategy to estimate its parameter maps. Since data fit, accuracy and precision is hard to verify, this creates additional challenges to comparability and generalization of results from diffusion microstructure models. In addition, non-linear optimization is computationally expensive leading to very long run times, which can be prohibitive in large group or population studies. In this technical note we investigate the performance of several optimization algorithms and initialization strategies over a few of the most popular diffusion microstructure models, including NODDI and CHARMED. We evaluate whether a single well performing optimization approach exists that could be applied to many models and would equate both run time and fit aspects. All models, algorithms and strategies were implemented on the Graphics Processing Unit (GPU) to remove run time constraints, with which we achieve whole brain dataset fits in seconds to minutes. We then evaluated fit, accuracy, precision and run time for different models of differing complexity against three common optimization algorithms and three parameter initialization strategies. Variability of the achieved quality of fit in actual data was evaluated on ten subjects of each of two population studies with a different acquisition protocol. We find that optimization algorithms and multi-step optimization approaches have a considerable influence on performance and stability over subjects and over acquisition protocols. The gradient-free Powell conjugate-direction algorithm was found to outperform other common algorithms in terms of
Directory of Open Access Journals (Sweden)
Olav Slupphaug
1999-07-01
Full Text Available In this paper a method for nonlinear robust stabilization based on solving a bilinear matrix inequality (BMI feasibility problem is developed. Robustness against model uncertainty is handled. In different non-overlapping regions of the state-space called clusters the plant is assumed to be an element in a polytope which vertices (local models are affine systems. In the clusters containing the origin in their closure, the local models are restricted to be linear systems. The clusters cover the region of interest in the state-space. An affine state-feedback is associated with each cluster. By utilizing the affinity of the local models and the state-feedback, a set of linear matrix inequalities (LMIs combined with a single nonconvex BMI are obtained which, if feasible, guarantee quadratic stability of the origin of the closed-loop. The feasibility problem is attacked by a branch-and-bound based global approach. If the feasibility check is successful, the Liapunov matrix and the piecewise affine state-feedback are given directly by the feasible solution. Control constraints are shown to be representable by LMIs or BMIs, and an application of the control design method to robustify constrained nonlinear model predictive control is presented. Also, the control design method is applied to a simple example.
Optimal perturbations for nonlinear systems using graph-based optimal transport
Grover, Piyush; Elamvazhuthi, Karthik
2018-06-01
We formulate and solve a class of finite-time transport and mixing problems in the set-oriented framework. The aim is to obtain optimal discrete-time perturbations in nonlinear dynamical systems to transport a specified initial measure on the phase space to a final measure in finite time. The measure is propagated under system dynamics in between the perturbations via the associated transfer operator. Each perturbation is described by a deterministic map in the measure space that implements a version of Monge-Kantorovich optimal transport with quadratic cost. Hence, the optimal solution minimizes a sum of quadratic costs on phase space transport due to the perturbations applied at specified times. The action of the transport map is approximated by a continuous pseudo-time flow on a graph, resulting in a tractable convex optimization problem. This problem is solved via state-of-the-art solvers to global optimality. We apply this algorithm to a problem of transport between measures supported on two disjoint almost-invariant sets in a chaotic fluid system, and to a finite-time optimal mixing problem by choosing the final measure to be uniform. In both cases, the optimal perturbations are found to exploit the phase space structures, such as lobe dynamics, leading to efficient global transport. As the time-horizon of the problem is increased, the optimal perturbations become increasingly localized. Hence, by combining the transfer operator approach with ideas from the theory of optimal mass transportation, we obtain a discrete-time graph-based algorithm for optimal transport and mixing in nonlinear systems.
International Nuclear Information System (INIS)
Beretta, Gian Paolo
2006-01-01
We discuss a nonlinear model for relaxation by energy redistribution within an isolated, closed system composed of noninteracting identical particles with energy levels e i with i=1,2,...,N. The time-dependent occupation probabilities p i (t) are assumed to obey the nonlinear rate equations τ dp i /dt=-p i ln p i -α(t)p i -β(t)e i p i where α(t) and β(t) are functionals of the p i (t)'s that maintain invariant the mean energy E=Σ i=1 N e i p i (t) and the normalization condition 1=Σ i=1 N p i (t). The entropy S(t)=-k B Σ i=1 N p i (t)ln p i (t) is a nondecreasing function of time until the initially nonzero occupation probabilities reach a Boltzmann-like canonical distribution over the occupied energy eigenstates. Initially zero occupation probabilities, instead, remain zero at all times. The solutions p i (t) of the rate equations are unique and well defined for arbitrary initial conditions p i (0) and for all times. The existence and uniqueness both forward and backward in time allows the reconstruction of the ancestral or primordial lowest entropy state. By casting the rate equations in terms not of the p i 's but of their positive square roots √(p i ), they unfold from the assumption that time evolution is at all times along the local direction of steepest entropy ascent or, equivalently, of maximal entropy generation. These rate equations have the same mathematical structure and basic features as the nonlinear dynamical equation proposed in a series of papers ending with G. P. Beretta, Found. Phys. 17, 365 (1987) and recently rediscovered by S. Gheorghiu-Svirschevski [Phys. Rev. A 63, 022105 (2001);63, 054102 (2001)]. Numerical results illustrate the features of the dynamics and the differences from the rate equations recently considered for the same problem by M. Lemanska and Z. Jaeger [Physica D 170, 72 (2002)]. We also interpret the functionals k B α(t) and k B β(t) as nonequilibrium generalizations of the thermodynamic-equilibrium Massieu
Nonlinear Burn Control and Operating Point Optimization in ITER
Boyer, Mark; Schuster, Eugenio
2013-10-01
Control of the fusion power through regulation of the plasma density and temperature will be essential for achieving and maintaining desired operating points in fusion reactors and burning plasma experiments like ITER. In this work, a volume averaged model for the evolution of the density of energy, deuterium and tritium fuel ions, alpha-particles, and impurity ions is used to synthesize a multi-input multi-output nonlinear feedback controller for stabilizing and modulating the burn condition. Adaptive control techniques are used to account for uncertainty in model parameters, including particle confinement times and recycling rates. The control approach makes use of the different possible methods for altering the fusion power, including adjusting the temperature through auxiliary heating, modulating the density and isotopic mix through fueling, and altering the impurity density through impurity injection. Furthermore, a model-based optimization scheme is proposed to drive the system as close as possible to desired fusion power and temperature references. Constraints are considered in the optimization scheme to ensure that, for example, density and beta limits are avoided, and that optimal operation is achieved even when actuators reach saturation. Supported by the NSF CAREER award program (ECCS-0645086).
Directory of Open Access Journals (Sweden)
Qin Zou
2015-01-01
Full Text Available The control problem of a flexible hypersonic vehicle is presented, where input saturation and aerodynamic uncertainty are considered. A control-oriented model including aerodynamic uncertainty is derived for simple controller design due to the nonlinearity and complexity of hypersonic vehicle model. Then it is separated into velocity subsystem and altitude subsystem. On the basis of the integration of robust adaptive control and backstepping technique, respective controller is designed for each subsystem, where an auxiliary signal provided by an additional dynamic system is used to compensate for the control saturation effect. Then to deal with the “explosion of terms” problem inherent in backstepping control, a novel first-order filter is proposed. Simulation results are included to demonstrate the effectiveness of the adaptive backstepping control scheme.
Preventive Security-Constrained Optimal Power Flow Considering UPFC Control Modes
Directory of Open Access Journals (Sweden)
Xi Wu
2017-08-01
Full Text Available The successful application of the unified power flow controller (UPFC provides a new control method for the secure and economic operation of power system. In order to make the full use of UPFC and improve the economic efficiency and static security of a power system, a preventive security-constrained power flow optimization method considering UPFC control modes is proposed in this paper. Firstly, an iterative method considering UPFC control modes is deduced for power flow calculation. Taking into account the influence of different UPFC control modes on the distribution of power flow after N-1 contingency, the optimization model is then constructed by setting a minimal system operation cost and a maximum static security margin as the objective. Based on this model, the particle swarm optimization (PSO algorithm is utilized to optimize power system operating parameters and UPFC control modes simultaneously. Finally, a standard IEEE 30-bus system is utilized to demonstrate that the proposed method fully exploits the potential of static control of UPFC and significantly increases the economic efficiency and static security of the power system.
ARSTEC, Nonlinear Optimization Program Using Random Search Method
International Nuclear Information System (INIS)
Rasmuson, D. M.; Marshall, N. H.
1979-01-01
1 - Description of problem or function: The ARSTEC program was written to solve nonlinear, mixed integer, optimization problems. An example of such a problem in the nuclear industry is the allocation of redundant parts in the design of a nuclear power plant to minimize plant unavailability. 2 - Method of solution: The technique used in ARSTEC is the adaptive random search method. The search is started from an arbitrary point in the search region and every time a point that improves the objective function is found, the search region is centered at that new point. 3 - Restrictions on the complexity of the problem: Presently, the maximum number of independent variables allowed is 10. This can be changed by increasing the dimension of the arrays
Robust Homography Estimation Based on Nonlinear Least Squares Optimization
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Wei Mou
2014-01-01
Full Text Available The homography between image pairs is normally estimated by minimizing a suitable cost function given 2D keypoint correspondences. The correspondences are typically established using descriptor distance of keypoints. However, the correspondences are often incorrect due to ambiguous descriptors which can introduce errors into following homography computing step. There have been numerous attempts to filter out these erroneous correspondences, but it is unlikely to always achieve perfect matching. To deal with this problem, we propose a nonlinear least squares optimization approach to compute homography such that false matches have no or little effect on computed homography. Unlike normal homography computation algorithms, our method formulates not only the keypoints’ geometric relationship but also their descriptor similarity into cost function. Moreover, the cost function is parametrized in such a way that incorrect correspondences can be simultaneously identified while the homography is computed. Experiments show that the proposed approach can perform well even with the presence of a large number of outliers.
A Variant of the Topkis-Veinott Method for Solving Inequality Constrained Optimization Problems
International Nuclear Information System (INIS)
Birge, J. R.; Qi, L.; Wei, Z.
2000-01-01
In this paper we give a variant of the Topkis-Veinott method for solving inequality constrained optimization problems. This method uses a linearly constrained positive semidefinite quadratic problem to generate a feasible descent direction at each iteration. Under mild assumptions, the algorithm is shown to be globally convergent in the sense that every accumulation point of the sequence generated by the algorithm is a Fritz-John point of the problem. We introduce a Fritz-John (FJ) function, an FJ1 strong second-order sufficiency condition (FJ1-SSOSC), and an FJ2 strong second-order sufficiency condition (FJ2-SSOSC), and then show, without any constraint qualification (CQ), that (i) if an FJ point z satisfies the FJ1-SSOSC, then there exists a neighborhood N(z) of z such that, for any FJ point y element of N(z) {z } , f 0 (y) ≠ f 0 (z) , where f 0 is the objective function of the problem; (ii) if an FJ point z satisfies the FJ2-SSOSC, then z is a strict local minimum of the problem. The result (i) implies that the entire iteration point sequence generated by the method converges to an FJ point. We also show that if the parameters are chosen large enough, a unit step length can be accepted by the proposed algorithm
A policy iteration approach to online optimal control of continuous-time constrained-input systems.
Modares, Hamidreza; Naghibi Sistani, Mohammad-Bagher; Lewis, Frank L
2013-09-01
This paper is an effort towards developing an online learning algorithm to find the optimal control solution for continuous-time (CT) systems subject to input constraints. The proposed method is based on the policy iteration (PI) technique which has recently evolved as a major technique for solving optimal control problems. Although a number of online PI algorithms have been developed for CT systems, none of them take into account the input constraints caused by actuator saturation. In practice, however, ignoring these constraints leads to performance degradation or even system instability. In this paper, to deal with the input constraints, a suitable nonquadratic functional is employed to encode the constraints into the optimization formulation. Then, the proposed PI algorithm is implemented on an actor-critic structure to solve the Hamilton-Jacobi-Bellman (HJB) equation associated with this nonquadratic cost functional in an online fashion. That is, two coupled neural network (NN) approximators, namely an actor and a critic are tuned online and simultaneously for approximating the associated HJB solution and computing the optimal control policy. The critic is used to evaluate the cost associated with the current policy, while the actor is used to find an improved policy based on information provided by the critic. Convergence to a close approximation of the HJB solution as well as stability of the proposed feedback control law are shown. Simulation results of the proposed method on a nonlinear CT system illustrate the effectiveness of the proposed approach. Copyright © 2013 ISA. All rights reserved.
Massioni, Paolo; Massari, Mauro
2018-05-01
This paper describes an interesting and powerful approach to the constrained fuel-optimal control of spacecraft in close relative motion. The proposed approach is well suited for problems under linear dynamic equations, therefore perfectly fitting to the case of spacecraft flying in close relative motion. If the solution of the optimisation is approximated as a polynomial with respect to the time variable, then the problem can be approached with a technique developed in the control engineering community, known as "Sum Of Squares" (SOS), and the constraints can be reduced to bounds on the polynomials. Such a technique allows rewriting polynomial bounding problems in the form of convex optimisation problems, at the cost of a certain amount of conservatism. The principles of the techniques are explained and some application related to spacecraft flying in close relative motion are shown.
A Constrained Least Squares Approach to Mobile Positioning: Algorithms and Optimality
Cheung, KW; So, HC; Ma, W.-K.; Chan, YT
2006-12-01
The problem of locating a mobile terminal has received significant attention in the field of wireless communications. Time-of-arrival (TOA), received signal strength (RSS), time-difference-of-arrival (TDOA), and angle-of-arrival (AOA) are commonly used measurements for estimating the position of the mobile station. In this paper, we present a constrained weighted least squares (CWLS) mobile positioning approach that encompasses all the above described measurement cases. The advantages of CWLS include performance optimality and capability of extension to hybrid measurement cases (e.g., mobile positioning using TDOA and AOA measurements jointly). Assuming zero-mean uncorrelated measurement errors, we show by mean and variance analysis that all the developed CWLS location estimators achieve zero bias and the Cramér-Rao lower bound approximately when measurement error variances are small. The asymptotic optimum performance is also confirmed by simulation results.
Optimal Financing Decisions of Two Cash-Constrained Supply Chains with Complementary Products
Directory of Open Access Journals (Sweden)
Yuting Li
2016-04-01
Full Text Available In recent years; financing difficulties have been obsessed small and medium enterprises (SMEs; especially emerging SMEs. Inter-members’ joint financing within a supply chain is one of solutions for SMEs. How about members’ joint financing of inter-supply chains? In order to answer the question, we firstly employ the Stackelberg game to propose three kinds of financing decision models of two cash-constrained supply chains with complementary products. Secondly, we analyze qualitatively these models and find the joint financing decision of the two supply chains is the most optimal one. Lastly, we conduct some numerical simulations not only to illustrate above results but also to find that the larger are cross-price sensitivity coefficients; the higher is the motivation for participants to make joint financing decisions; and the more are profits for them to gain.
Sarghini, Fabrizio; De Vivo, Angela; Marra, Francesco
2017-10-01
Computational science and engineering methods have allowed a major change in the way products and processes are designed, as validated virtual models - capable to simulate physical, chemical and bio changes occurring during production processes - can be realized and used in place of real prototypes and performing experiments, often time and money consuming. Among such techniques, Optimal Shape Design (OSD) (Mohammadi & Pironneau, 2004) represents an interesting approach. While most classical numerical simulations consider fixed geometrical configurations, in OSD a certain number of geometrical degrees of freedom is considered as a part of the unknowns: this implies that the geometry is not completely defined, but part of it is allowed to move dynamically in order to minimize or maximize the objective function. The applications of optimal shape design (OSD) are uncountable. For systems governed by partial differential equations, they range from structure mechanics to electromagnetism and fluid mechanics or to a combination of the three. This paper presents one of possible applications of OSD, particularly how extrusion bell shape, for past production, can be designed by applying a multivariate constrained shape optimization.
Ma, Jun; Chen, Si-Lu; Kamaldin, Nazir; Teo, Chek Sing; Tay, Arthur; Mamun, Abdullah Al; Tan, Kok Kiong
2017-11-01
The biaxial gantry is widely used in many industrial processes that require high precision Cartesian motion. The conventional rigid-link version suffers from breaking down of joints if any de-synchronization between the two carriages occurs. To prevent above potential risk, a flexure-linked biaxial gantry is designed to allow a small rotation angle of the cross-arm. Nevertheless, the chattering of control signals and inappropriate design of the flexure joint will possibly induce resonant modes of the end-effector. Thus, in this work, the design requirements in terms of tracking accuracy, biaxial synchronization, and resonant mode suppression are achieved by integrated optimization of the stiffness of flexures and PID controller parameters for a class of point-to-point reference trajectories with same dynamics but different steps. From here, an H 2 optimization problem with defined constraints is formulated, and an efficient iterative solver is proposed by hybridizing direct computation of constrained projection gradient and line search of optimal step. Comparative experimental results obtained on the testbed are presented to verify the effectiveness of the proposed method. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.
International Nuclear Information System (INIS)
Park, T. K.; Joo, H. G.; Kim, C. H.
2010-01-01
In order to find the most economical loading pattern (LP) considering multi-cycle fuel loading, multi-objective fuel LP optimization problems are examined by employing an adaptively constrained discontinuous penalty function (ACDPF) method. This is an improved method to simplify the complicated acceptance logic of the original DPF method in that the stochastic effects caused by the different random number sequence can be reduced. The effectiveness of the multi-objective simulated annealing (SA) algorithm employing ACDPF is examined for the reload core LP of Cycle 4 of Yonggwang Nuclear Unit 4. Several optimization runs are performed with different numbers of objectives consisting of cycle length and average burnup of fuels to be discharged or reloaded. The candidate LPs obtained from the multi-objective optimization runs turn out to be better than the reference LP in the aspects of cycle length and utilization of given fuels. It is note that the proposed ACDPF based MOSA algorithm can be a practical method to obtain an economical LP considering multi-cycle fuel loading. (authors)
Stochastic Averaging for Constrained Optimization With Application to Online Resource Allocation
Chen, Tianyi; Mokhtari, Aryan; Wang, Xin; Ribeiro, Alejandro; Giannakis, Georgios B.
2017-06-01
Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource allocation tasks. By recognizing the central role of Lagrange multipliers, the underlying constrained optimization problem is formulated as a machine learning task involving both training and operational modes, with the goal of learning the sought multipliers in a fast and efficient manner. To this end, an order-optimal offline learning approach is developed first for batch training, and it is then generalized to the online setting with a procedure termed learn-and-adapt. The novel resource allocation protocol permeates benefits of stochastic approximation and statistical learning to obtain low-complexity online updates with learning errors close to the statistical accuracy limits, while still preserving adaptation performance, which in the stochastic network optimization context guarantees queue stability. Analysis and simulated tests demonstrate that the proposed data-driven approach improves the delay and convergence performance of existing resource allocation schemes.
Modares, Hamidreza; Lewis, Frank L; Naghibi-Sistani, Mohammad-Bagher
2013-10-01
This paper presents an online policy iteration (PI) algorithm to learn the continuous-time optimal control solution for unknown constrained-input systems. The proposed PI algorithm is implemented on an actor-critic structure where two neural networks (NNs) are tuned online and simultaneously to generate the optimal bounded control policy. The requirement of complete knowledge of the system dynamics is obviated by employing a novel NN identifier in conjunction with the actor and critic NNs. It is shown how the identifier weights estimation error affects the convergence of the critic NN. A novel learning rule is developed to guarantee that the identifier weights converge to small neighborhoods of their ideal values exponentially fast. To provide an easy-to-check persistence of excitation condition, the experience replay technique is used. That is, recorded past experiences are used simultaneously with current data for the adaptation of the identifier weights. Stability of the whole system consisting of the actor, critic, system state, and system identifier is guaranteed while all three networks undergo adaptation. Convergence to a near-optimal control law is also shown. The effectiveness of the proposed method is illustrated with a simulation example.
International Nuclear Information System (INIS)
Hinze, J F; Klein, S A; Nellis, G F
2015-01-01
Mixed refrigerant (MR) working fluids can significantly increase the cooling capacity of a Joule-Thomson (JT) cycle. The optimization of MRJT systems has been the subject of substantial research. However, most optimization techniques do not model the recuperator in sufficient detail. For example, the recuperator is usually assumed to have a heat transfer coefficient that does not vary with the mixture. Ongoing work at the University of Wisconsin-Madison has shown that the heat transfer coefficients for two-phase flow are approximately three times greater than for a single phase mixture when the mixture quality is between 15% and 85%. As a result, a system that optimizes a MR without also requiring that the flow be in this quality range may require an extremely large recuperator or not achieve the performance predicted by the model. To ensure optimal performance of the JT cycle, the MR should be selected such that it is entirely two-phase within the recuperator. To determine the optimal MR composition, a parametric study was conducted assuming a thermodynamically ideal cycle. The results of the parametric study are graphically presented on a contour plot in the parameter space consisting of the extremes of the qualities that exist within the recuperator. The contours show constant values of the normalized refrigeration power. This ‘map’ shows the effect of MR composition on the cycle performance and it can be used to select the MR that provides a high cooling load while also constraining the recuperator to be two phase. The predicted best MR composition can be used as a starting point for experimentally determining the best MR. (paper)
Geodynamic inversion to constrain the non-linear rheology of the lithosphere
Baumann, T. S.; Kaus, Boris J. P.
2015-08-01
One of the main methods to determine the strength of the lithosphere is by estimating it's effective elastic thickness. This method assumes that the lithosphere is a thin elastic plate that floats on the mantle and uses both topography and gravity anomalies to estimate the plate thickness. Whereas this seems to work well for oceanic plates, it has given controversial results in continental collision zones. For most of these locations, additional geophysical data sets such as receiver functions and seismic tomography exist that constrain the geometry of the lithosphere and often show that it is rather complex. Yet, lithospheric geometry by itself is insufficient to understand the dynamics of the lithosphere as this also requires knowledge of the rheology of the lithosphere. Laboratory experiments suggest that rocks deform in a viscous manner if temperatures are high and stresses low, or in a plastic/brittle manner if the yield stress is exceeded. Yet, the experimental results show significant variability between various rock types and there are large uncertainties in extrapolating laboratory values to nature, which leaves room for speculation. An independent method is thus required to better understand the rheology and dynamics of the lithosphere in collision zones. The goal of this paper is to discuss such an approach. Our method relies on performing numerical thermomechanical forward models of the present-day lithosphere with an initial geometry that is constructed from geophysical data sets. We employ experimentally determined creep-laws for the various parts of the lithosphere, but assume that the parameters of these creep-laws as well as the temperature structure of the lithosphere are uncertain. This is used as a priori information to formulate a Bayesian inverse problem that employs topography, gravity, horizontal and vertical surface velocities to invert for the unknown material parameters and temperature structure. In order to test the general methodology
Design and optimization of carbon-nanotube-material/dielectric hybrid nonlinear optical waveguides
International Nuclear Information System (INIS)
Zhao, Xin; Zheng, Zheng; Lu, Zhiting; Zhu, Jinsong; Zhou, Tao
2011-01-01
The nonlinear optical characteristics of highly nonlinear waveguides utilizing carbon nanotube composite materials are investigated theoretically. The extremely high nonlinearity and relatively high loss of the carbon nanotube materials are shown to greatly affect the performance of such waveguides for nonlinear optical applications, in contrast to waveguides using conventional nonlinear materials. Different configurations based on applying the carbon nanotube materials to the popular ridge and buried waveguides are thoroughly studied, and the optimal geometries are derived through simulations. It is shown that, though the nonlinear coefficient is often huge for these waveguides, the loss characteristics can significantly limit the maximum achievable accumulated nonlinearity, e.g. the maximum nonlinear phase shift. Our results suggest that SOI-based high-index-contrast, carbon nanotube cladding waveguides, rather than the currently demonstrated low-contrast waveguides, could hold the promise of achieving significantly higher accumulated nonlinearity
Mini-batch optimized full waveform inversion with geological constrained gradient filtering
Yang, Hui; Jia, Junxiong; Wu, Bangyu; Gao, Jinghuai
2018-05-01
High computation cost and generating solutions without geological sense have hindered the wide application of Full Waveform Inversion (FWI). Source encoding technique is a way to dramatically reduce the cost of FWI but subject to fix-spread acquisition setup requirement and slow convergence for the suppression of cross-talk. Traditionally, gradient regularization or preconditioning is applied to mitigate the ill-posedness. An isotropic smoothing filter applied on gradients generally gives non-geological inversion results, and could also introduce artifacts. In this work, we propose to address both the efficiency and ill-posedness of FWI by a geological constrained mini-batch gradient optimization method. The mini-batch gradient descent optimization is adopted to reduce the computation time by choosing a subset of entire shots for each iteration. By jointly applying the structure-oriented smoothing to the mini-batch gradient, the inversion converges faster and gives results with more geological meaning. Stylized Marmousi model is used to show the performance of the proposed method on realistic synthetic model.
Liu, Qiang; Chattopadhyay, Aditi
2000-06-01
Aeromechanical stability plays a critical role in helicopter design and lead-lag damping is crucial to this design. In this paper, the use of segmented constrained damping layer (SCL) treatment and composite tailoring is investigated for improved rotor aeromechanical stability using formal optimization technique. The principal load-carrying member in the rotor blade is represented by a composite box beam, of arbitrary thickness, with surface bonded SCLs. A comprehensive theory is used to model the smart box beam. A ground resonance analysis model and an air resonance analysis model are implemented in the rotor blade built around the composite box beam with SCLs. The Pitt-Peters dynamic inflow model is used in air resonance analysis under hover condition. A hybrid optimization technique is used to investigate the optimum design of the composite box beam with surface bonded SCLs for improved damping characteristics. Parameters such as stacking sequence of the composite laminates and placement of SCLs are used as design variables. Detailed numerical studies are presented for aeromechanical stability analysis. It is shown that optimum blade design yields significant increase in rotor lead-lag regressive modal damping compared to the initial system.
Directory of Open Access Journals (Sweden)
Longfei He
2014-01-01
Full Text Available We focus on the joint production planning of complex supply chains facing stochastic demands and being constrained by carbon emission reduction policies. We pick two typical carbon emission reduction policies to research how emission regulation influences the profit and carbon footprint of a typical supply chain. We use the input-output model to capture the interrelated demand link between an arbitrary pair of two nodes in scenarios without or with carbon emission constraints. We design optimization algorithm to obtain joint optimal production quantities combination for maximizing overall profit under regulatory policies, respectively. Furthermore, numerical studies by featuring exponentially distributed demand compare systemwide performances in various scenarios. We build the “carbon emission elasticity of profit (CEEP” index as a metric to evaluate the impact of regulatory policies on both chainwide emissions and profit. Our results manifest that by facilitating the mandatory emission cap in proper installation within the network one can balance well effective emission reduction and associated acceptable profit loss. The outcome that CEEP index when implementing Carbon emission tax is elastic implies that the scale of profit loss is greater than that of emission reduction, which shows that this policy is less effective than mandatory cap from industry standpoint at least.
A Study on the Analysis and Optimal Control of Nonlinear Systems via Walsh Function
Energy Technology Data Exchange (ETDEWEB)
Kim, Jin Tae; Kim, Tai Hoon; Ahn, Doo Soo [Sungkyunkwan University (Korea); Lee, Myung Kyu [Kyungsung University (Korea)
2000-07-01
This paper presents the new adaptive optimal scheme for the nonlinear systems, which is based on the Picard's iterative approximation and fast Walsh transform. It is well known that the Walsh function approach method is very difficult to apply for the analysis and optimal control of nonlinear systems. However, these problems can be easily solved by the improvement of the previous adaptive optimal scheme. The proposes method is easily applicable to the analysis and optimal control of nonlinear systems. (author). 15 refs., 6 figs., 1 tab.
Ichii, K.; Kondo, M.; Wang, W.; Hashimoto, H.; Nemani, R. R.
2012-12-01
Various satellite-based spatial products such as evapotranspiration (ET) and gross primary productivity (GPP) are now produced by integration of ground and satellite observations. Effective use of these multiple satellite-based products in terrestrial biosphere models is an important step toward better understanding of terrestrial carbon and water cycles. However, due to the complexity of terrestrial biosphere models with large number of model parameters, the application of these spatial data sets in terrestrial biosphere models is difficult. In this study, we established an effective but simple framework to refine a terrestrial biosphere model, Biome-BGC, using multiple satellite-based products as constraints. We tested the framework in the monsoon Asia region covered by AsiaFlux observations. The framework is based on the hierarchical analysis (Wang et al. 2009) with model parameter optimization constrained by satellite-based spatial data. The Biome-BGC model is separated into several tiers to minimize the freedom of model parameter selections and maximize the independency from the whole model. For example, the snow sub-model is first optimized using MODIS snow cover product, followed by soil water sub-model optimized by satellite-based ET (estimated by an empirical upscaling method; Support Vector Regression (SVR) method; Yang et al. 2007), photosynthesis model optimized by satellite-based GPP (based on SVR method), and respiration and residual carbon cycle models optimized by biomass data. As a result of initial assessment, we found that most of default sub-models (e.g. snow, water cycle and carbon cycle) showed large deviations from remote sensing observations. However, these biases were removed by applying the proposed framework. For example, gross primary productivities were initially underestimated in boreal and temperate forest and overestimated in tropical forests. However, the parameter optimization scheme successfully reduced these biases. Our analysis
A nonlinear optimal control approach for chaotic finance dynamics
Rigatos, G.; Siano, P.; Loia, V.; Tommasetti, A.; Troisi, O.
2017-11-01
A new nonlinear optimal control approach is proposed for stabilization of the dynamics of a chaotic finance model. The dynamic model of the financial system, which expresses interaction between the interest rate, the investment demand, the price exponent and the profit margin, undergoes approximate linearization round local operating points. These local equilibria are defined at each iteration of the control algorithm and consist of the present value of the systems state vector and the last value of the control inputs vector that was exerted on it. The approximate linearization makes use of Taylor series expansion and of the computation of the associated Jacobian matrices. The truncation of higher order terms in the Taylor series expansion is considered to be a modelling error that is compensated by the robustness of the control loop. As the control algorithm runs, the temporary equilibrium is shifted towards the reference trajectory and finally converges to it. The control method needs to compute an H-infinity feedback control law at each iteration, and requires the repetitive solution of an algebraic Riccati equation. Through Lyapunov stability analysis it is shown that an H-infinity tracking performance criterion holds for the control loop. This implies elevated robustness against model approximations and external perturbations. Moreover, under moderate conditions the global asymptotic stability of the control loop is proven.
Moreenthaler, George W.; Khatib, Nader; Kim, Byoungsoo
2003-08-01
For two decades now, the use of Remote Sensing/Precision Agriculture to improve farm yields while reducing the use of polluting chemicals and the limited water supply has been a major goal. With world population growing exponentially, arable land being consumed by urbanization, and an unfavorable farm economy, farm efficiency must increase to meet future food requirements and to make farming a sustainable, profitable occupation. "Precision Agriculture" refers to a farming methodology that applies nutrients and moisture only where and when they are needed in the field. The real goal is to increase farm profitability by identifying the additional treatments of chemicals and water that increase revenues more than they increase costs and do no exceed pollution standards (constrained optimization). Even though the economic and environmental benefits appear to be great, Remote Sensing/Precision Agriculture has not grown as rapidly as early advocates envisioned. Technology for a successful Remote Sensing/Precision Agriculture system is now in place, but other needed factors have been missing. Commercial satellite systems can now image the Earth (multi-spectrally) with a resolution as fine as 2.5 m. Precision variable dispensing systems using GPS are now available and affordable. Crop models that predict yield as a function of soil, chemical, and irrigation parameter levels have been developed. Personal computers and internet access are now in place in most farm homes and can provide a mechanism for periodically disseminating advice on what quantities of water and chemicals are needed in specific regions of each field. Several processes have been selected that fuse the disparate sources of information on the current and historic states of the crop and soil, and the remaining resource levels available, with the critical decisions that farmers are required to make. These are done in a way that is easy for the farmer to understand and profitable to implement. A "Constrained
NonLinear Parallel OPtimization Tool, Phase I
National Aeronautics and Space Administration — CU Aerospace, in partnership with the University of Illinois propose the further development of a new sparse nonlinear programming architecture that exploits...
On the optimal identification of tag sets in time-constrained RFID configurations.
Vales-Alonso, Javier; Bueno-Delgado, María Victoria; Egea-López, Esteban; Alcaraz, Juan José; Pérez-Mañogil, Juan Manuel
2011-01-01
In Radio Frequency Identification facilities the identification delay of a set of tags is mainly caused by the random access nature of the reading protocol, yielding a random identification time of the set of tags. In this paper, the cumulative distribution function of the identification time is evaluated using a discrete time Markov chain for single-set time-constrained passive RFID systems, namely those ones where a single group of tags is assumed to be in the reading area and only for a bounded time (sojourn time) before leaving. In these scenarios some tags in a set may leave the reader coverage area unidentified. The probability of this event is obtained from the cumulative distribution function of the identification time as a function of the sojourn time. This result provides a suitable criterion to minimize the probability of losing tags. Besides, an identification strategy based on splitting the set of tags in smaller subsets is also considered. Results demonstrate that there are optimal splitting configurations that reduce the overall identification time while keeping the same probability of losing tags.
SmartFix: Indoor Locating Optimization Algorithm for Energy-Constrained Wearable Devices
Directory of Open Access Journals (Sweden)
Xiaoliang Wang
2017-01-01
Full Text Available Indoor localization technology based on Wi-Fi has long been a hot research topic in the past decade. Despite numerous solutions, new challenges have arisen along with the trend of smart home and wearable computing. For example, power efficiency needs to be significantly improved for resource-constrained wearable devices, such as smart watch and wristband. For a Wi-Fi-based locating system, most of the energy consumption can be attributed to real-time radio scan; however, simply reducing radio data collection will cause a serious loss of locating accuracy because of unstable Wi-Fi signals. In this paper, we present SmartFix, an optimization algorithm for indoor locating based on Wi-Fi RSS. SmartFix utilizes user motion features, extracts characteristic value from history trajectory, and corrects deviation caused by unstable Wi-Fi signals. We implemented a prototype of SmartFix both on Moto 360 2nd-generation Smartwatch and on HTC One Smartphone. We conducted experiments both in a large open area and in an office hall. Experiment results demonstrate that average locating error is less than 2 meters for more than 80% cases, and energy consumption is only 30% of Wi-Fi fingerprinting method under the same experiment circumstances.
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.
Roselyn, J. Preetha; Devaraj, D.; Dash, Subhransu Sekhar
2013-11-01
Voltage stability is an important issue in the planning and operation of deregulated power systems. The voltage stability problems is a most challenging one for the system operators in deregulated power systems because of the intense use of transmission line capabilities and poor regulation in market environment. This article addresses the congestion management problem avoiding offline transmission capacity limits related to voltage stability by considering Voltage Security Constrained Optimal Power Flow (VSCOPF) problem in deregulated environment. This article presents the application of Multi Objective Differential Evolution (MODE) algorithm to solve the VSCOPF problem in new competitive power systems. The maximum of L-index of the load buses is taken as the indicator of voltage stability and is incorporated in the Optimal Power Flow (OPF) problem. The proposed method in hybrid power market which also gives solutions to voltage stability problems by considering the generation rescheduling cost and load shedding cost which relieves the congestion problem in deregulated environment. The buses for load shedding are selected based on the minimum eigen value of Jacobian with respect to the load shed. In the proposed approach, real power settings of generators in base case and contingency cases, generator bus voltage magnitudes, real and reactive power demands of selected load buses using sensitivity analysis are taken as the control variables and are represented as the combination of floating point numbers and integers. DE/randSF/1/bin strategy scheme of differential evolution with self-tuned parameter which employs binomial crossover and difference vector based mutation is used for the VSCOPF problem. A fuzzy based mechanism is employed to get the best compromise solution from the pareto front to aid the decision maker. The proposed VSCOPF planning model is implemented on IEEE 30-bus system, IEEE 57 bus practical system and IEEE 118 bus system. The pareto optimal
Nonlinear dynamic simulation of optimal depletion of crude oil in the lower 48 United States
International Nuclear Information System (INIS)
Ruth, M.; Cleveland, C.J.
1993-01-01
This study combines the economic theory of optimal resource use with econometric estimates of demand and supply parameters to develop a nonlinear dynamic model of crude oil exploration, development, and production in the lower 48 United States. The model is simulated with the graphical programming language STELLA, for the years 1985 to 2020. The procedure encourages use of economic theory and econometrics in combination with nonlinear dynamic simulation to enhance our understanding of complex interactions present in models of optimal resource use. (author)
Optimization of lift gas allocation in a gas lifted oil field as non-linear optimization problem
Directory of Open Access Journals (Sweden)
Roshan Sharma
2012-01-01
Full Text Available Proper allocation and distribution of lift gas is necessary for maximizing total oil production from a field with gas lifted oil wells. When the supply of the lift gas is limited, the total available gas should be optimally distributed among the oil wells of the field such that the total production of oil from the field is maximized. This paper describes a non-linear optimization problem with constraints associated with the optimal distribution of the lift gas. A non-linear objective function is developed using a simple dynamic model of the oil field where the decision variables represent the lift gas flow rate set points of each oil well of the field. The lift gas optimization problem is solved using the emph'fmincon' solver found in MATLAB. As an alternative and for verification, hill climbing method is utilized for solving the optimization problem. Using both of these methods, it has been shown that after optimization, the total oil production is increased by about 4. For multiple oil wells sharing lift gas from a common source, a cascade control strategy along with a nonlinear steady state optimizer behaves as a self-optimizing control structure when the total supply of lift gas is assumed to be the only input disturbance present in the process. Simulation results show that repeated optimization performed after the first time optimization under the presence of the input disturbance has no effect in the total oil production.
Distributed Optimization for a Class of Nonlinear Multiagent Systems With Disturbance Rejection.
Wang, Xinghu; Hong, Yiguang; Ji, Haibo
2016-07-01
The paper studies the distributed optimization problem for a class of nonlinear multiagent systems in the presence of external disturbances. To solve the problem, we need to achieve the optimal multiagent consensus based on local cost function information and neighboring information and meanwhile to reject local disturbance signals modeled by an exogenous system. With convex analysis and the internal model approach, we propose a distributed optimization controller for heterogeneous and nonlinear agents in the form of continuous-time minimum-phase systems with unity relative degree. We prove that the proposed design can solve the exact optimization problem with rejecting disturbances.
Bassen, David M; Vilkhovoy, Michael; Minot, Mason; Butcher, Jonathan T; Varner, Jeffrey D
2017-01-25
Ensemble modeling is a promising approach for obtaining robust predictions and coarse grained population behavior in deterministic mathematical models. Ensemble approaches address model uncertainty by using parameter or model families instead of single best-fit parameters or fixed model structures. Parameter ensembles can be selected based upon simulation error, along with other criteria such as diversity or steady-state performance. Simulations using parameter ensembles can estimate confidence intervals on model variables, and robustly constrain model predictions, despite having many poorly constrained parameters. In this software note, we present a multiobjective based technique to estimate parameter or models ensembles, the Pareto Optimal Ensemble Technique in the Julia programming language (JuPOETs). JuPOETs integrates simulated annealing with Pareto optimality to estimate ensembles on or near the optimal tradeoff surface between competing training objectives. We demonstrate JuPOETs on a suite of multiobjective problems, including test functions with parameter bounds and system constraints as well as for the identification of a proof-of-concept biochemical model with four conflicting training objectives. JuPOETs identified optimal or near optimal solutions approximately six-fold faster than a corresponding implementation in Octave for the suite of test functions. For the proof-of-concept biochemical model, JuPOETs produced an ensemble of parameters that gave both the mean of the training data for conflicting data sets, while simultaneously estimating parameter sets that performed well on each of the individual objective functions. JuPOETs is a promising approach for the estimation of parameter and model ensembles using multiobjective optimization. JuPOETs can be adapted to solve many problem types, including mixed binary and continuous variable types, bilevel optimization problems and constrained problems without altering the base algorithm. JuPOETs is open
Czech Academy of Sciences Publication Activity Database
Axelsson, Owe; Farouq, S.; Neytcheva, M.
2016-01-01
Roč. 73, č. 3 (2016), s. 631-633 ISSN 1017-1398 R&D Projects: GA MŠk ED1.1.00/02.0070 Institutional support: RVO:68145535 Keywords : PDE-constrained optimization problems * finite elements * iterative solution methods Subject RIV: BA - General Mathematics Impact factor: 1.241, year: 2016 http://link.springer.com/article/10.1007%2Fs11075-016-0111-1
Estimation of dynamic reactivity using an H∞ optimal filter with a nonlinear term
International Nuclear Information System (INIS)
Suzuki, Katsuo; Watanabe, Koiti
1996-01-01
A method of nonlinear filtering is applied to the problem of estimating the dynamic reactivity of a nonlinear reactor system. The nonlinear filtering algorithm developed is a simple modification of a linear H ∞ optimal filter with a nonlinear feedback loop added. The linear filter is designed on the basis of a linearized dynamical system model that consists of linearized point reactor kinetic equations and a reactivity state equation driven by a fictitious signal. The latter is artificially introduced to deal with the reactivity as a state variable. The results of the computer simulation show that the nonlinear filtering algorithm can be applied to estimate the dynamic reactivity of the nonlinear reactor system, even under relatively large reactivity disturbances
Optimal Control Problems for Nonlinear Variational Evolution Inequalities
Directory of Open Access Journals (Sweden)
Eun-Young Ju
2013-01-01
Full Text Available We deal with optimal control problems governed by semilinear parabolic type equations and in particular described by variational inequalities. We will also characterize the optimal controls by giving necessary conditions for optimality by proving the Gâteaux differentiability of solution mapping on control variables.
Directory of Open Access Journals (Sweden)
R. Venkata Rao
2016-01-01
Full Text Available The teaching-learning-based optimization (TLBO algorithm is finding a large number of applications in different fields of engineering and science since its introduction in 2011. The major applications are found in electrical engineering, mechanical design, thermal engineering, manufacturing engineering, civil engineering, structural engineering, computer engineering, electronics engineering, physics, chemistry, biotechnology and economics. This paper presents a review of applications of TLBO algorithm and a tutorial for solving the unconstrained and constrained optimization problems. The tutorial is expected to be useful to the beginners.
Directory of Open Access Journals (Sweden)
Arnaut Dierck
2015-01-01
Full Text Available Designing textile antennas for real-life applications requires a design strategy that is able to produce antennas that are optimized over a wide bandwidth for often conflicting characteristics, such as impedance matching, axial ratio, efficiency, and gain, and, moreover, that is able to account for the variations that apply for the characteristics of the unconventional materials used in smart textile systems. In this paper, such a strategy, incorporating a multiobjective constrained Pareto optimization, is presented and applied to the design of a Galileo E6-band antenna with optimal return loss and wide-band axial ratio characteristics. Subsequently, different prototypes of the optimized antenna are fabricated and measured to validate the proposed design strategy.
NonLinear Parallel OPtimization Tool, Phase II
National Aeronautics and Space Administration — The technological advancement proposed is a novel large-scale Noninear Parallel OPtimization Tool (NLPAROPT). This software package will eliminate the computational...
Wavefront optimized nonlinear microscopy of ex vivo human retinas
Gualda, Emilio J.; Bueno, Juan M.; Artal, Pablo
2010-03-01
A multiphoton microscope incorporating a Hartmann-Shack (HS) wavefront sensor to control the ultrafast laser beam's wavefront aberrations has been developed. This instrument allowed us to investigate the impact of the laser beam aberrations on two-photon autofluorescence imaging of human retinal tissues. We demonstrated that nonlinear microscopy images are improved when laser beam aberrations are minimized by realigning the laser system cavity while wavefront controlling. Nonlinear signals from several human retinal anatomical features have been detected for the first time, without the need of fixation or staining procedures. Beyond the improved image quality, this approach reduces the required excitation power levels, minimizing the side effects of phototoxicity within the imaged sample. In particular, this may be important to study the physiology and function of the healthy and diseased retina.
Self-optimizing robust nonlinear model predictive control
Lazar, M.; Heemels, W.P.M.H.; Jokic, A.; Thoma, M.; Allgöwer, F.; Morari, M.
2009-01-01
This paper presents a novel method for designing robust MPC schemes that are self-optimizing in terms of disturbance attenuation. The method employs convex control Lyapunov functions and disturbance bounds to optimize robustness of the closed-loop system on-line, at each sampling instant - a unique
DEFF Research Database (Denmark)
Liu, Zhaoxi; Wu, Qiuwei; Oren, Shmuel S.
2017-01-01
This paper presents a distribution locational marginal pricing (DLMP) method through chance constrained mixed-integer programming designed to alleviate the possible congestion in the future distribution network with high penetration of electric vehicles (EVs). In order to represent the stochastic...
Zhang, Chenglong; Guo, Ping
2017-10-01
The vague and fuzzy parametric information is a challenging issue in irrigation water management problems. In response to this problem, a generalized fuzzy credibility-constrained linear fractional programming (GFCCFP) model is developed for optimal irrigation water allocation under uncertainty. The model can be derived from integrating generalized fuzzy credibility-constrained programming (GFCCP) into a linear fractional programming (LFP) optimization framework. Therefore, it can solve ratio optimization problems associated with fuzzy parameters, and examine the variation of results under different credibility levels and weight coefficients of possibility and necessary. It has advantages in: (1) balancing the economic and resources objectives directly; (2) analyzing system efficiency; (3) generating more flexible decision solutions by giving different credibility levels and weight coefficients of possibility and (4) supporting in-depth analysis of the interrelationships among system efficiency, credibility level and weight coefficient. The model is applied to a case study of irrigation water allocation in the middle reaches of Heihe River Basin, northwest China. Therefore, optimal irrigation water allocation solutions from the GFCCFP model can be obtained. Moreover, factorial analysis on the two parameters (i.e. λ and γ) indicates that the weight coefficient is a main factor compared with credibility level for system efficiency. These results can be effective for support reasonable irrigation water resources management and agricultural production.
Non-Linear Transaction Costs Inclusion in Mean-Variance Optimization
Directory of Open Access Journals (Sweden)
Christian Johannes Zimmer
2005-12-01
Full Text Available In this article we propose a new way to include transaction costs into a mean-variance portfolio optimization. We consider brokerage fees, bid/ask spread and the market impact of the trade. A pragmatic algorithm is proposed, which approximates the optimal portfolio, and we can show that is converges in the absence of restrictions. Using Brazilian financial market data we compare our approximation algorithm with the results of a non-linear optimizer.
Directory of Open Access Journals (Sweden)
Xing Liu
2014-12-01
Full Text Available Memory and energy optimization strategies are essential for the resource-constrained wireless sensor network (WSN nodes. In this article, a new memory-optimized and energy-optimized multithreaded WSN operating system (OS LiveOS is designed and implemented. Memory cost of LiveOS is optimized by using the stack-shifting hybrid scheduling approach. Different from the traditional multithreaded OS in which thread stacks are allocated statically by the pre-reservation, thread stacks in LiveOS are allocated dynamically by using the stack-shifting technique. As a result, memory waste problems caused by the static pre-reservation can be avoided. In addition to the stack-shifting dynamic allocation approach, the hybrid scheduling mechanism which can decrease both the thread scheduling overhead and the thread stack number is also implemented in LiveOS. With these mechanisms, the stack memory cost of LiveOS can be reduced more than 50% if compared to that of a traditional multithreaded OS. Not is memory cost optimized, but also the energy cost is optimized in LiveOS, and this is achieved by using the multi-core “context aware” and multi-core “power-off/wakeup” energy conservation approaches. By using these approaches, energy cost of LiveOS can be reduced more than 30% when compared to the single-core WSN system. Memory and energy optimization strategies in LiveOS not only prolong the lifetime of WSN nodes, but also make the multithreaded OS feasible to run on the memory-constrained WSN nodes.
Optimization of hardening/softening behavior of plane frame structures using nonlinear normal modes
DEFF Research Database (Denmark)
Dou, Suguang; Jensen, Jakob Søndergaard
2016-01-01
Devices that exploit essential nonlinear behavior such as hardening/softening and inter-modal coupling effects are increasingly used in engineering and fundamental studies. Based on nonlinear normal modes, we present a gradient-based structural optimization method for tailoring the hardening...... involving plane frame structures where the hardening/softening behavior is qualitatively and quantitatively tuned by simple changes in the geometry of the structures....
A Nonlinear GMRES Optimization Algorithm for Canonical Tensor Decomposition
De Sterck, Hans
2011-01-01
A new algorithm is presented for computing a canonical rank-R tensor approximation that has minimal distance to a given tensor in the Frobenius norm, where the canonical rank-R tensor consists of the sum of R rank-one components. Each iteration of the method consists of three steps. In the first step, a tentative new iterate is generated by a stand-alone one-step process, for which we use alternating least squares (ALS). In the second step, an accelerated iterate is generated by a nonlinear g...
Simulation-based optimal Bayesian experimental design for nonlinear systems
Huan, Xun; Marzouk, Youssef M.
2013-01-01
The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general mathematical
Nonlinear Multidimensional Assignment Problems Efficient Conic Optimization Methods and Applications
2015-06-24
WORK UNIT NUMBER 7. PERFORMING ORGANIZATION NAME(S) AND ADDRESS(ES) Arizona State University School of Mathematical & Statistical Sciences 901 S...SUPPLEMENTARY NOTES 14. ABSTRACT The major goals of this project were completed: the exact solution of previously unsolved challenging combinatorial optimization... combinatorial optimization problem, the Directional Sensor Problem, was solved in two ways. First, heuristically in an engineering fashion and second, exactly
Directory of Open Access Journals (Sweden)
Chocat Rudy
2015-01-01
Full Text Available The design of complex systems often induces a constrained optimization problem under uncertainty. An adaptation of CMA-ES(λ, μ optimization algorithm is proposed in order to efficiently handle the constraints in the presence of noise. The update mechanisms of the parametrized distribution used to generate the candidate solutions are modified. The constraint handling method allows to reduce the semi-principal axes of the probable research ellipsoid in the directions violating the constraints. The proposed approach is compared to existing approaches on three analytic optimization problems to highlight the efficiency and the robustness of the algorithm. The proposed method is used to design a two stage solid propulsion launch vehicle.
Preconditioners for state-constrained optimal control problems with Moreau-Yosida penalty function
Pearson, John W.; Stoll, Martin; Wathen, Andrew J.
2012-01-01
Optimal control problems with partial differential equations as constraints play an important role in many applications. The inclusion of bound constraints for the state variable poses a significant challenge for optimization methods. Our focus here
Directory of Open Access Journals (Sweden)
Shaolong Chen
2016-01-01
Full Text Available Parameter estimation is an important problem in nonlinear system modeling and control. Through constructing an appropriate fitness function, parameter estimation of system could be converted to a multidimensional parameter optimization problem. As a novel swarm intelligence algorithm, chicken swarm optimization (CSO has attracted much attention owing to its good global convergence and robustness. In this paper, a method based on improved boundary chicken swarm optimization (IBCSO is proposed for parameter estimation of nonlinear systems, demonstrated and tested by Lorenz system and a coupling motor system. Furthermore, we have analyzed the influence of time series on the estimation accuracy. Computer simulation results show it is feasible and with desirable performance for parameter estimation of nonlinear systems.
Optimization Formulations for the Maximum Nonlinear Buckling Load of Composite Structures
DEFF Research Database (Denmark)
Lindgaard, Esben; Lund, Erik
2011-01-01
This paper focuses on criterion functions for gradient based optimization of the buckling load of laminated composite structures considering different types of buckling behaviour. A local criterion is developed, and is, together with a range of local and global criterion functions from literature......, benchmarked on a number of numerical examples of laminated composite structures for the maximization of the buckling load considering fiber angle design variables. The optimization formulations are based on either linear or geometrically nonlinear analysis and formulated as mathematical programming problems...... solved using gradient based techniques. The developed local criterion is formulated such it captures nonlinear effects upon loading and proves useful for both analysis purposes and as a criterion for use in nonlinear buckling optimization. © 2010 Springer-Verlag....
Lan, C. Edward; Ge, Fuying
1989-01-01
Control system design for general nonlinear flight dynamic models is considered through numerical simulation. The design is accomplished through a numerical optimizer coupled with analysis of flight dynamic equations. The general flight dynamic equations are numerically integrated and dynamic characteristics are then identified from the dynamic response. The design variables are determined iteratively by the optimizer to optimize a prescribed objective function which is related to desired dynamic characteristics. Generality of the method allows nonlinear effects to aerodynamics and dynamic coupling to be considered in the design process. To demonstrate the method, nonlinear simulation models for an F-5A and an F-16 configurations are used to design dampers to satisfy specifications on flying qualities and control systems to prevent departure. The results indicate that the present method is simple in formulation and effective in satisfying the design objectives.
Directory of Open Access Journals (Sweden)
Zunaira Nadeem
2018-04-01
Full Text Available In this paper, we design a controller for home energy management based on following meta-heuristic algorithms: teaching learning-based optimization (TLBO, genetic algorithm (GA, firefly algorithm (FA and optimal stopping rule (OSR theory. The principal goal of designing this controller is to reduce the energy consumption of residential sectors while reducing consumer’s electricity bill and maximizing user comfort. Additionally, we propose three hybrid schemes OSR-GA, OSR-TLBO and OSR-FA, by combining the best features of existing algorithms. We have also optimized the desired parameters: peak to average ratio, energy consumption, cost, and user comfort (appliance waiting time for 20, 50, 100 and 200 heterogeneous homes in two steps. In the first step, we obtain the optimal scheduling of home appliances implementing our aforementioned hybrid schemes for single and multiple homes while considering user preferences and threshold base policy. In the second step, we formulate our problem through chance constrained optimization. Simulation results show that proposed hybrid scheduling schemes outperformed for single and multiple homes and they shift the consumer load demand exceeding a predefined threshold to the hours where the electricity price is low thus following the threshold base policy. This helps to reduce electricity cost while considering the comfort of a user by minimizing delay and peak to average ratio. In addition, chance-constrained optimization is used to ensure the scheduling of appliances while considering the uncertainties of a load hence smoothing the load curtailment. The major focus is to keep the appliances power consumption within the power constraint, while keeping power consumption below a pre-defined acceptable level. Moreover, the feasible regions of appliances electricity consumption are calculated which show the relationship between cost and energy consumption and cost and waiting time.
Complex fluid network optimization and control integrative design based on nonlinear dynamic model
International Nuclear Information System (INIS)
Sui, Jinxue; Yang, Li; Hu, Yunan
2016-01-01
In view of distribution according to complex fluid network’s needs, this paper proposed one optimization computation method of the nonlinear programming mathematical model based on genetic algorithm. The simulation result shows that the overall energy consumption of the optimized fluid network has a decrease obviously. The control model of the fluid network is established based on nonlinear dynamics. We design the control law based on feedback linearization, take the optimal value by genetic algorithm as the simulation data, can also solve the branch resistance under the optimal value. These resistances can provide technical support and reference for fluid network design and construction, so can realize complex fluid network optimization and control integration design.
Stupishin, L. U.; Nikitin, K. E.; Kolesnikov, A. G.
2018-02-01
The article is concerned with a methodology of optimal design of geometrically nonlinear (flexible) shells of revolution of minimum weight with strength, stability and strain constraints. The problem of optimal design with constraints is reduced to the problem of unconstrained minimization using the penalty functions method. Stress-strain state of shell is determined within the geometrically nonlinear deformation theory. A special feature of the methodology is the use of a mixed finite-element formulation based on the Galerkin method. Test problems for determining the optimal form and thickness distribution of a shell of minimum weight are considered. The validity of the results obtained using the developed methodology is analyzed, and the efficiency of various optimization algorithms is compared to solve the set problem. The developed methodology has demonstrated the possibility and accuracy of finding the optimal solution.
Directory of Open Access Journals (Sweden)
Nebojsa Bacanin
2014-01-01
portfolio model with entropy constraint. Firefly algorithm is one of the latest, very successful swarm intelligence algorithm; however, it exhibits some deficiencies when applied to constrained problems. To overcome lack of exploration power during early iterations, we modified the algorithm and tested it on standard portfolio benchmark data sets used in the literature. Our proposed modified firefly algorithm proved to be better than other state-of-the-art algorithms, while introduction of entropy diversity constraint further improved results.
Galerkin v. discrete-optimal projection in nonlinear model reduction
Energy Technology Data Exchange (ETDEWEB)
Carlberg, Kevin Thomas [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Barone, Matthew Franklin [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Antil, Harbir [George Mason Univ., Fairfax, VA (United States)
2015-04-01
Discrete-optimal model-reduction techniques such as the Gauss{Newton with Approximated Tensors (GNAT) method have shown promise, as they have generated stable, accurate solutions for large-scale turbulent, compressible ow problems where standard Galerkin techniques have failed. However, there has been limited comparative analysis of the two approaches. This is due in part to difficulties arising from the fact that Galerkin techniques perform projection at the time-continuous level, while discrete-optimal techniques do so at the time-discrete level. This work provides a detailed theoretical and experimental comparison of the two techniques for two common classes of time integrators: linear multistep schemes and Runge{Kutta schemes. We present a number of new ndings, including conditions under which the discrete-optimal ROM has a time-continuous representation, conditions under which the two techniques are equivalent, and time-discrete error bounds for the two approaches. Perhaps most surprisingly, we demonstrate both theoretically and experimentally that decreasing the time step does not necessarily decrease the error for the discrete-optimal ROM; instead, the time step should be `matched' to the spectral content of the reduced basis. In numerical experiments carried out on a turbulent compressible- ow problem with over one million unknowns, we show that increasing the time step to an intermediate value decreases both the error and the simulation time of the discrete-optimal reduced-order model by an order of magnitude.
Nonlinear Shaping Architecture Designed with Using Evolutionary Structural Optimization Tools
Januszkiewicz, Krystyna; Banachowicz, Marta
2017-10-01
The paper explores the possibilities of using Structural Optimization Tools (ESO) digital tools in an integrated structural and architectural design in response to the current needs geared towards sustainability, combining ecological and economic efficiency. The first part of the paper defines the Evolutionary Structural Optimization tools, which were developed specifically for engineering purposes using finite element analysis as a framework. The development of ESO has led to several incarnations, which are all briefly discussed (Additive ESO, Bi-directional ESO, Extended ESO). The second part presents result of using these tools in structural and architectural design. Actual building projects which involve optimization as a part of the original design process will be presented (Crematorium in Kakamigahara Gifu, Japan, 2006 SANAA“s Learning Centre, EPFL in Lausanne, Switzerland 2008 among others). The conclusion emphasizes that the structural engineering and architectural design mean directing attention to the solutions which are used by Nature, designing works optimally shaped and forming their own environments. Architectural forms never constitute the optimum shape derived through a form-finding process driven only by structural optimization, but rather embody and integrate a multitude of parameters. It might be assumed that there is a similarity between these processes in nature and the presented design methods. Contemporary digital methods make the simulation of such processes possible, and thus enable us to refer back to the empirical methods of previous generations.
Optimal control of nonlinear continuous-time systems in strict-feedback form.
Zargarzadeh, Hassan; Dierks, Travis; Jagannathan, Sarangapani
2015-10-01
This paper proposes a novel optimal tracking control scheme for nonlinear continuous-time systems in strict-feedback form with uncertain dynamics. The optimal tracking problem is transformed into an equivalent optimal regulation problem through a feedforward adaptive control input that is generated by modifying the standard backstepping technique. Subsequently, a neural network-based optimal control scheme is introduced to estimate the cost, or value function, over an infinite horizon for the resulting nonlinear continuous-time systems in affine form when the internal dynamics are unknown. The estimated cost function is then used to obtain the optimal feedback control input; therefore, the overall optimal control input for the nonlinear continuous-time system in strict-feedback form includes the feedforward plus the optimal feedback terms. It is shown that the estimated cost function minimizes the Hamilton-Jacobi-Bellman estimation error in a forward-in-time manner without using any value or policy iterations. Finally, optimal output feedback control is introduced through the design of a suitable observer. Lyapunov theory is utilized to show the overall stability of the proposed schemes without requiring an initial admissible controller. Simulation examples are provided to validate the theoretical results.
Luo, Jianjun; Wei, Caisheng; Dai, Honghua; Yuan, Jianping
2018-03-01
This paper focuses on robust adaptive control for a class of uncertain nonlinear systems subject to input saturation and external disturbance with guaranteed predefined tracking performance. To reduce the limitations of classical predefined performance control method in the presence of unknown initial tracking errors, a novel predefined performance function with time-varying design parameters is first proposed. Then, aiming at reducing the complexity of nonlinear approximations, only two least-square-support-vector-machine-based (LS-SVM-based) approximators with two design parameters are required through norm form transformation of the original system. Further, a novel LS-SVM-based adaptive constrained control scheme is developed under the time-vary predefined performance using backstepping technique. Wherein, to avoid the tedious analysis and repeated differentiations of virtual control laws in the backstepping technique, a simple and robust finite-time-convergent differentiator is devised to only extract its first-order derivative at each step in the presence of external disturbance. In this sense, the inherent demerit of backstepping technique-;explosion of terms; brought by the recursive virtual controller design is conquered. Moreover, an auxiliary system is designed to compensate the control saturation. Finally, three groups of numerical simulations are employed to validate the effectiveness of the newly developed differentiator and the proposed adaptive constrained control scheme.
Nonlinear Non-convex Optimization of Hydraulic Networks
DEFF Research Database (Denmark)
Tahavori, Maryamsadat; Kallesøe, Carsten; Leth, John-Josef
2013-01-01
Pressure management in water supply systems is an effective way to reduce the leakage in a system. In this paper, the pressure management and the reduction of power consumption of a water supply system is formulated as an optimization problem. The problem is to minimize the power consumption in p....... They can be used for a general hydraulic networks to optimize the leakage and energy consumption and to satisfy the demands at the end-users. The results in this paper show that the power consumption of the pumps is reduced.......Pressure management in water supply systems is an effective way to reduce the leakage in a system. In this paper, the pressure management and the reduction of power consumption of a water supply system is formulated as an optimization problem. The problem is to minimize the power consumption...
Energy Technology Data Exchange (ETDEWEB)
Wei, J [City College of New York, New York, NY (United States); Chao, M [The Mount Sinai Medical Center, New York, NY (United States)
2016-06-15
Purpose: To develop a novel strategy to extract the respiratory motion of the thoracic diaphragm from kilovoltage cone beam computed tomography (CBCT) projections by a constrained linear regression optimization technique. Methods: A parabolic function was identified as the geometric model and was employed to fit the shape of the diaphragm on the CBCT projections. The search was initialized by five manually placed seeds on a pre-selected projection image. Temporal redundancies, the enabling phenomenology in video compression and encoding techniques, inherent in the dynamic properties of the diaphragm motion together with the geometrical shape of the diaphragm boundary and the associated algebraic constraint that significantly reduced the searching space of viable parabolic parameters was integrated, which can be effectively optimized by a constrained linear regression approach on the subsequent projections. The innovative algebraic constraints stipulating the kinetic range of the motion and the spatial constraint preventing any unphysical deviations was able to obtain the optimal contour of the diaphragm with minimal initialization. The algorithm was assessed by a fluoroscopic movie acquired at anteriorposterior fixed direction and kilovoltage CBCT projection image sets from four lung and two liver patients. The automatic tracing by the proposed algorithm and manual tracking by a human operator were compared in both space and frequency domains. Results: The error between the estimated and manual detections for the fluoroscopic movie was 0.54mm with standard deviation (SD) of 0.45mm, while the average error for the CBCT projections was 0.79mm with SD of 0.64mm for all enrolled patients. The submillimeter accuracy outcome exhibits the promise of the proposed constrained linear regression approach to track the diaphragm motion on rotational projection images. Conclusion: The new algorithm will provide a potential solution to rendering diaphragm motion and ultimately
International Nuclear Information System (INIS)
Wei, J; Chao, M
2016-01-01
Purpose: To develop a novel strategy to extract the respiratory motion of the thoracic diaphragm from kilovoltage cone beam computed tomography (CBCT) projections by a constrained linear regression optimization technique. Methods: A parabolic function was identified as the geometric model and was employed to fit the shape of the diaphragm on the CBCT projections. The search was initialized by five manually placed seeds on a pre-selected projection image. Temporal redundancies, the enabling phenomenology in video compression and encoding techniques, inherent in the dynamic properties of the diaphragm motion together with the geometrical shape of the diaphragm boundary and the associated algebraic constraint that significantly reduced the searching space of viable parabolic parameters was integrated, which can be effectively optimized by a constrained linear regression approach on the subsequent projections. The innovative algebraic constraints stipulating the kinetic range of the motion and the spatial constraint preventing any unphysical deviations was able to obtain the optimal contour of the diaphragm with minimal initialization. The algorithm was assessed by a fluoroscopic movie acquired at anteriorposterior fixed direction and kilovoltage CBCT projection image sets from four lung and two liver patients. The automatic tracing by the proposed algorithm and manual tracking by a human operator were compared in both space and frequency domains. Results: The error between the estimated and manual detections for the fluoroscopic movie was 0.54mm with standard deviation (SD) of 0.45mm, while the average error for the CBCT projections was 0.79mm with SD of 0.64mm for all enrolled patients. The submillimeter accuracy outcome exhibits the promise of the proposed constrained linear regression approach to track the diaphragm motion on rotational projection images. Conclusion: The new algorithm will provide a potential solution to rendering diaphragm motion and ultimately
Optimal Control Of Nonlinear Wave Energy Point Converters
DEFF Research Database (Denmark)
Nielsen, Søren R.K.; Zhou, Qiang; Kramer, Morten
2013-01-01
idea behind the control strategy is to enforce the stationary velocity response of the absorber into phase with the wave excitation force at any time. The controller is optimal under monochromatic wave excitation. It is demonstrated that the devised causal controller, in plane irregular sea states...
Nonlinear Dynamic Analysis and Optimization of Closed-Form Planetary Gear System
Directory of Open Access Journals (Sweden)
Qilin Huang
2013-01-01
Full Text Available A nonlinear purely rotational dynamic model of a multistage closed-form planetary gear set formed by two simple planetary stages is proposed in this study. The model includes time-varying mesh stiffness, excitation fluctuation and gear backlash nonlinearities. The nonlinear differential equations of motion are solved numerically using variable step-size Runge-Kutta. In order to obtain function expression of optimization objective, the nonlinear differential equations of motion are solved analytically using harmonic balance method (HBM. Based on the analytical solution of dynamic equations, the optimization mathematical model which aims at minimizing the vibration displacement of the low-speed carrier and the total mass of the gear transmission system is established. The optimization toolbox in MATLAB program is adopted to obtain the optimal solution. A case is studied to demonstrate the effectiveness of the dynamic model and the optimization method. The results show that the dynamic properties of the closed-form planetary gear transmission system have been improved and the total mass of the gear set has been decreased significantly.
Optimal control of dissipative nonlinear dynamical systems with triggers of coupled singularities
International Nuclear Information System (INIS)
Hedrih, K
2008-01-01
This paper analyses the controllability of motion of nonconservative nonlinear dynamical systems in which triggers of coupled singularities exist or appear. It is shown that the phase plane method is useful for the analysis of nonlinear dynamics of nonconservative systems with one degree of freedom of control strategies and also shows the way it can be used for controlling the relative motion in rheonomic systems having equivalent scleronomic conservative or nonconservative system For the system with one generalized coordinate described by nonlinear differential equation of nonlinear dynamics with trigger of coupled singularities, the functions of system potential energy and conservative force must satisfy some conditions defined by a Theorem on the existence of a trigger of coupled singularities and the separatrix in the form of 'an open a spiral form' of number eight. Task of the defined dynamical nonconservative system optimal control is: by using controlling force acting to the system, transfer initial state of the nonlinear dynamics of the system into the final state of the nonlinear dynamics in the minimal time for that optimal control task
Optimal control of dissipative nonlinear dynamical systems with triggers of coupled singularities
Stevanović Hedrih, K.
2008-02-01
This paper analyses the controllability of motion of nonconservative nonlinear dynamical systems in which triggers of coupled singularities exist or appear. It is shown that the phase plane method is useful for the analysis of nonlinear dynamics of nonconservative systems with one degree of freedom of control strategies and also shows the way it can be used for controlling the relative motion in rheonomic systems having equivalent scleronomic conservative or nonconservative system For the system with one generalized coordinate described by nonlinear differential equation of nonlinear dynamics with trigger of coupled singularities, the functions of system potential energy and conservative force must satisfy some conditions defined by a Theorem on the existence of a trigger of coupled singularities and the separatrix in the form of "an open a spiral form" of number eight. Task of the defined dynamical nonconservative system optimal control is: by using controlling force acting to the system, transfer initial state of the nonlinear dynamics of the system into the final state of the nonlinear dynamics in the minimal time for that optimal control task
International Nuclear Information System (INIS)
Elsays, Mostafa A.; Naguib Aly, M; Badawi, Alya A.
2010-01-01
The Particle Swarm Optimization (PSO) algorithm is used to optimize the design of shell-and-tube heat exchangers and determine the optimal feasible solutions so as to eliminate trial-and-error during the design process. The design formulation takes into account the area and the total annual cost of heat exchangers as two objective functions together with operating as well as geometrical constraints. The Nonlinear Constrained Single Objective Particle Swarm Optimization (NCSOPSO) algorithm is used to minimize and find the optimal feasible solution for each of the nonlinear constrained objective functions alone, respectively. Then, a novel Nonlinear Constrained Mult-objective Particle Swarm Optimization (NCMOPSO) algorithm is used to minimize and find the Pareto optimal solutions for both of the nonlinear constrained objective functions together. The experimental results show that the two algorithms are very efficient, fast and can find the accurate optimal feasible solutions of the shell and tube heat exchangers design optimization problem. (orig.)
Optimization of CW Fiber Lasers With Strong Nonlinear Cavity Dynamics
Shtyrina, O. V.; Efremov, S. A.; Yarutkina, I. A.; Skidin, A. S.; Fedoruk, M. P.
2018-04-01
In present work the equation for the saturated gain is derived from one-level gain equations describing the energy evolution inside the laser cavity. It is shown how to derive the parameters of the mathematical model from the experimental results. The numerically-estimated energy and spectrum of the signal are in good agreement with the experiment. Also, the optimization of the output energy is performed for a given set of model parameters.
Robust optimization methods for chance constrained, simulation-based, and bilevel problems
Yanikoglu, I.
2014-01-01
The objective of robust optimization is to find solutions that are immune to the uncertainty of the parameters in a mathematical optimization problem. It requires that the constraints of a given problem should be satisfied for all realizations of the uncertain parameters in a so-called uncertainty
Trade-offs and efficiencies in optimal budget-constrained multispecies corridor networks
Bistra Dilkina; Rachel Houtman; Carla P. Gomes; Claire A. Montgomery; Kevin S. McKelvey; Katherine Kendall; Tabitha A. Graves; Richard Bernstein; Michael K. Schwartz
2016-01-01
Conservation biologists recognize that a system of isolated protected areas will be necessary but insufficient to meet biodiversity objectives. Current approaches to connecting core conservation areas through corridors consider optimal corridor placement based on a single optimization goal: commonly, maximizing the movement for a target species across a...
Kim, Seongho; Li, Lang
2014-02-01
The statistical identifiability of nonlinear pharmacokinetic (PK) models with the Michaelis-Menten (MM) kinetic equation is considered using a global optimization approach, which is particle swarm optimization (PSO). If a model is statistically non-identifiable, the conventional derivative-based estimation approach is often terminated earlier without converging, due to the singularity. To circumvent this difficulty, we develop a derivative-free global optimization algorithm by combining PSO with a derivative-free local optimization algorithm to improve the rate of convergence of PSO. We further propose an efficient approach to not only checking the convergence of estimation but also detecting the identifiability of nonlinear PK models. PK simulation studies demonstrate that the convergence and identifiability of the PK model can be detected efficiently through the proposed approach. The proposed approach is then applied to clinical PK data along with a two-compartmental model. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.
Learning-Based Adaptive Optimal Tracking Control of Strict-Feedback Nonlinear Systems.
Gao, Weinan; Jiang, Zhong-Ping; Weinan Gao; Zhong-Ping Jiang; Gao, Weinan; Jiang, Zhong-Ping
2018-06-01
This paper proposes a novel data-driven control approach to address the problem of adaptive optimal tracking for a class of nonlinear systems taking the strict-feedback form. Adaptive dynamic programming (ADP) and nonlinear output regulation theories are integrated for the first time to compute an adaptive near-optimal tracker without any a priori knowledge of the system dynamics. Fundamentally different from adaptive optimal stabilization problems, the solution to a Hamilton-Jacobi-Bellman (HJB) equation, not necessarily a positive definite function, cannot be approximated through the existing iterative methods. This paper proposes a novel policy iteration technique for solving positive semidefinite HJB equations with rigorous convergence analysis. A two-phase data-driven learning method is developed and implemented online by ADP. The efficacy of the proposed adaptive optimal tracking control methodology is demonstrated via a Van der Pol oscillator with time-varying exogenous signals.
RCLED Optimization and Nonlinearity Compensation in a Polymer Optical Fiber DMT System
Directory of Open Access Journals (Sweden)
Pu Miao
2016-09-01
Full Text Available In polymer optical fiber (POF systems, the nonlinear transfer function of the resonant cavity light emitting diode (RCLED drastically degrades the communication performance. After investigating the characteristics of the RCLED nonlinear behavior, an improved digital look-up-table (LUT pre-distorter, based on an adaptive iterative algorithm, is proposed. Additionally, the system parameters, including the bias current, the average electrical power, the LUT size and the step factor are also jointly optimized to achieve a trade-off between the system linearity, reliability and the computational complexity. With the proposed methodology, both the operating point and efficiency of RCLED are enhanced. Moreover, in the practical 50 m POF communication system with the discrete multi-tone (DMT modulation, the bit error rate performance is improved by over 12 dB when RCLED is operating in the nonlinear region. Therefore, the proposed pre-distorter can both resist the nonlinearity and improve the operating point of RCLED.
Crown, William; Buyukkaramikli, Nasuh; Thokala, Praveen; Morton, Alec; Sir, Mustafa Y; Marshall, Deborah A; Tosh, Jon; Padula, William V; Ijzerman, Maarten J; Wong, Peter K; Pasupathy, Kalyan S
2017-03-01
Providing health services with the greatest possible value to patients and society given the constraints imposed by patient characteristics, health care system characteristics, budgets, and so forth relies heavily on the design of structures and processes. Such problems are complex and require a rigorous and systematic approach to identify the best solution. Constrained optimization is a set of methods designed to identify efficiently and systematically the best solution (the optimal solution) to a problem characterized by a number of potential solutions in the presence of identified constraints. This report identifies 1) key concepts and the main steps in building an optimization model; 2) the types of problems for which optimal solutions can be determined in real-world health applications; and 3) the appropriate optimization methods for these problems. We first present a simple graphical model based on the treatment of "regular" and "severe" patients, which maximizes the overall health benefit subject to time and budget constraints. We then relate it back to how optimization is relevant in health services research for addressing present day challenges. We also explain how these mathematical optimization methods relate to simulation methods, to standard health economic analysis techniques, and to the emergent fields of analytics and machine learning. Copyright © 2017 International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc. All rights reserved.
Directory of Open Access Journals (Sweden)
B. Shank
2014-11-01
Full Text Available We present a detailed thermal and electrical model of superconducting transition edge sensors (TESs connected to quasiparticle (qp traps, such as the W TESs connected to Al qp traps used for CDMS (Cryogenic Dark Matter Search Ge and Si detectors. We show that this improved model, together with a straightforward time-domain optimal filter, can be used to analyze pulses well into the nonlinear saturation region and reconstruct absorbed energies with optimal energy resolution.
Directory of Open Access Journals (Sweden)
Sie Long Kek
2015-01-01
Full Text Available A computational approach is proposed for solving the discrete time nonlinear stochastic optimal control problem. Our aim is to obtain the optimal output solution of the original optimal control problem through solving the simplified model-based optimal control problem iteratively. In our approach, the adjusted parameters are introduced into the model used such that the differences between the real system and the model used can be computed. Particularly, system optimization and parameter estimation are integrated interactively. On the other hand, the output is measured from the real plant and is fed back into the parameter estimation problem to establish a matching scheme. During the calculation procedure, the iterative solution is updated in order to approximate the true optimal solution of the original optimal control problem despite model-reality differences. For illustration, a wastewater treatment problem is studied and the results show the efficiency of the approach proposed.
Optimization of piezoelectric cantilever energy harvesters including non-linear effects
International Nuclear Information System (INIS)
Patel, R; McWilliam, S; Popov, A A
2014-01-01
This paper proposes a versatile non-linear model for predicting piezoelectric energy harvester performance. The presented model includes (i) material non-linearity, for both substrate and piezoelectric layers, and (ii) geometric non-linearity incorporated by assuming inextensibility and accurately representing beam curvature. The addition of a sub-model, which utilizes the transfer matrix method to predict eigenfrequencies and eigenvectors for segmented beams, allows for accurate optimization of piezoelectric layer coverage. A validation of the overall theoretical model is performed through experimental testing on both uniform and non-uniform samples manufactured in-house. For the harvester composition used in this work, the magnitude of material non-linearity exhibited by the piezoelectric layer is 35 times greater than that of the substrate layer. It is also observed that material non-linearity, responsible for reductions in resonant frequency with increases in base acceleration, is dominant over geometric non-linearity for standard piezoelectric harvesting devices. Finally, over the tested range, energy loss due to damping is found to increase in a quasi-linear fashion with base acceleration. During an optimization study on piezoelectric layer coverage, results from the developed model were compared with those from a linear model. Unbiased comparisons between harvesters were realized by using devices with identical natural frequencies—created by adjusting the device substrate thickness. Results from three studies, each with a different assumption on mechanical damping variations, are presented. Findings showed that, depending on damping variation, a non-linear model is essential for such optimization studies with each model predicting vastly differing optimum configurations. (paper)
Optimized Wavelength-Tuned Nonlinear Frequency Conversion Using a Liquid Crystal Clad Waveguide
Stephen, Mark A. (Inventor)
2018-01-01
An optimized wavelength-tuned nonlinear frequency conversion process using a liquid crystal clad waveguide. The process includes implanting ions on a top surface of a lithium niobate crystal to form an ion implanted lithium niobate layer. The process also includes utilizing a tunable refractive index of a liquid crystal to rapidly change an effective index of the lithium niobate crystal.
Multi-Objective Design Optimization of an Over-Constrained Flexure-Based Amplifier
Directory of Open Access Journals (Sweden)
Yuan Ni
2015-07-01
Full Text Available The optimizing design for enhancement of the micro performance of manipulator based on analytical models is investigated in this paper. By utilizing the established uncanonical linear homogeneous equations, the quasi-static analytical model of the micro-manipulator is built, and the theoretical calculation results are tested by FEA simulations. To provide a theoretical basis for a micro-manipulator being used in high-precision engineering applications, this paper investigates the modal property based on the analytical model. Based on the finite element method, with multipoint constraint equations, the model is built and the results have a good match with the simulation. The following parametric influences studied show that the influences of other objectives on one objective are complicated. Consequently, the multi-objective optimization by the derived analytical models is carried out to find out the optimal solutions of the manipulator. Besides the inner relationships among these design objectives during the optimization process are discussed.
Orito, Yukiko; Yamamoto, Hisashi; Tsujimura, Yasuhiro; Kambayashi, Yasushi
The portfolio optimizations are to determine the proportion-weighted combination in the portfolio in order to achieve investment targets. This optimization is one of the multi-dimensional combinatorial optimizations and it is difficult for the portfolio constructed in the past period to keep its performance in the future period. In order to keep the good performances of portfolios, we propose the extended information ratio as an objective function, using the information ratio, beta, prime beta, or correlation coefficient in this paper. We apply the simulated annealing (SA) to optimize the portfolio employing the proposed ratio. For the SA, we make the neighbor by the operation that changes the structure of the weights in the portfolio. In the numerical experiments, we show that our portfolios keep the good performances when the market trend of the future period becomes different from that of the past period.
Automatic analog IC sizing and optimization constrained with PVT corners and layout effects
Lourenço, Nuno; Horta, Nuno
2017-01-01
This book introduces readers to a variety of tools for automatic analog integrated circuit (IC) sizing and optimization. The authors provide a historical perspective on the early methods proposed to tackle automatic analog circuit sizing, with emphasis on the methodologies to size and optimize the circuit, and on the methodologies to estimate the circuit’s performance. The discussion also includes robust circuit design and optimization and the most recent advances in layout-aware analog sizing approaches. The authors describe a methodology for an automatic flow for analog IC design, including details of the inputs and interfaces, multi-objective optimization techniques, and the enhancements made in the base implementation by using machine leaning techniques. The Gradient model is discussed in detail, along with the methods to include layout effects in the circuit sizing. The concepts and algorithms of all the modules are thoroughly described, enabling readers to reproduce the methodologies, improve the qual...
A one-layer recurrent neural network for constrained nonsmooth optimization.
Liu, Qingshan; Wang, Jun
2011-10-01
This paper presents a novel one-layer recurrent neural network modeled by means of a differential inclusion for solving nonsmooth optimization problems, in which the number of neurons in the proposed neural network is the same as the number of decision variables of optimization problems. Compared with existing neural networks for nonsmooth optimization problems, the global convexity condition on the objective functions and constraints is relaxed, which allows the objective functions and constraints to be nonconvex. It is proven that the state variables of the proposed neural network are convergent to optimal solutions if a single design parameter in the model is larger than a derived lower bound. Numerical examples with simulation results substantiate the effectiveness and illustrate the characteristics of the proposed neural network.
A non-penalty recurrent neural network for solving a class of constrained optimization problems.
Hosseini, Alireza
2016-01-01
In this paper, we explain a methodology to analyze convergence of some differential inclusion-based neural networks for solving nonsmooth optimization problems. For a general differential inclusion, we show that if its right hand-side set valued map satisfies some conditions, then solution trajectory of the differential inclusion converges to optimal solution set of its corresponding in optimization problem. Based on the obtained methodology, we introduce a new recurrent neural network for solving nonsmooth optimization problems. Objective function does not need to be convex on R(n) nor does the new neural network model require any penalty parameter. We compare our new method with some penalty-based and non-penalty based models. Moreover for differentiable cases, we implement circuit diagram of the new neural network. Copyright © 2015 Elsevier Ltd. All rights reserved.
A one-layer recurrent neural network for constrained nonconvex optimization.
Li, Guocheng; Yan, Zheng; Wang, Jun
2015-01-01
In this paper, a one-layer recurrent neural network is proposed for solving nonconvex optimization problems subject to general inequality constraints, designed based on an exact penalty function method. It is proved herein that any neuron state of the proposed neural network is convergent to the feasible region in finite time and stays there thereafter, provided that the penalty parameter is sufficiently large. The lower bounds of the penalty parameter and convergence time are also estimated. In addition, any neural state of the proposed neural network is convergent to its equilibrium point set which satisfies the Karush-Kuhn-Tucker conditions of the optimization problem. Moreover, the equilibrium point set is equivalent to the optimal solution to the nonconvex optimization problem if the objective function and constraints satisfy given conditions. Four numerical examples are provided to illustrate the performances of the proposed neural network.
Optimization of the box-girder of overhead crane with constrained ...
African Journals Online (AJOL)
haroun
Keywords: Overhead crane - Box-girder - New bat algorithm - level of ... much more efficiency and robustness compared to the genetic algorithm (GA) and PSO ...... optimization: developments, applications and resources," in Evolutionary.
Wang, Lingfeng; Singh, Chanan
2007-01-01
Source: Swarm Intelligence: Focus on Ant and Particle Swarm Optimization, Book edited by: Felix T. S. Chan and Manoj Kumar Tiwari, ISBN 978-3-902613-09-7, pp. 532, December 2007, Itech Education and Publishing, Vienna, Austria
Direct Speed Control of PMSM Drive Using SDRE and Convex Constrained Optimization
Czech Academy of Sciences Publication Activity Database
Šmídl, V.; Janouš, Š.; Adam, Lukáš; Peroutka, Z.
2018-01-01
Roč. 65, č. 1 (2018), s. 532-542 ISSN 1932-4529 Grant - others:GA MŠk(CZ) LO1607 Institutional support: RVO:67985556 Keywords : Velocity control * Optimization * Stators * Voltage control * Predictive control * Optimal control * Rotors Subject RIV: BD - Theory of Information Impact factor: 10.710, year: 2016 http://library.utia.cas.cz/separaty/2017/AS/smidl-0481225.pdf
DEFF Research Database (Denmark)
Sadegh, Payman
1997-01-01
This paper deals with a projection algorithm for stochastic approximation using simultaneous perturbation gradient approximation for optimization under inequality constraints where no direct gradient of the loss function is available and the inequality constraints are given as explicit functions...... of the optimization parameters. It is shown that, under application of the projection algorithm, the parameter iterate converges almost surely to a Kuhn-Tucker point, The procedure is illustrated by a numerical example, (C) 1997 Elsevier Science Ltd....
Optimal Coordinated EV Charging with Reactive Power Support in Constrained Distribution Grids
Energy Technology Data Exchange (ETDEWEB)
Paudyal, Sumit; Ceylan, Oğuzhan; Bhattarai, Bishnu P.; Myers, Kurt S.
2017-07-01
Electric vehicle (EV) charging/discharging can take place in any P-Q quadrants, which means EVs could support reactive power to the grid while charging the battery. In controlled charging schemes, distribution system operator (DSO) coordinates with the charging of EV fleets to ensure grid’s operating constraints are not violated. In fact, this refers to DSO setting upper bounds on power limits for EV charging. In this work, we demonstrate that if EVs inject reactive power into the grid while charging, DSO could issue higher upper bounds on the active power limits for the EVs for the same set of grid constraints. We demonstrate the concept in an 33-node test feeder with 1,500 EVs. Case studies show that in constrained distribution grids in coordinated charging, average costs of EV charging could be reduced if the charging takes place in the fourth P-Q quadrant compared to charging with unity power factor.
Directory of Open Access Journals (Sweden)
Kiran Teeparthi
2017-04-01
Full Text Available In this paper, a new low level with teamwork heterogeneous hybrid particle swarm optimization and artificial physics optimization (HPSO-APO algorithm is proposed to solve the multi-objective security constrained optimal power flow (MO-SCOPF problem. Being engaged with the environmental and total production cost concerns, wind energy is highly penetrating to the main grid. The total production cost, active power losses and security index are considered as the objective functions. These are simultaneously optimized using the proposed algorithm for base case and contingency cases. Though PSO algorithm exhibits good convergence characteristic, fails to give near optimal solution. On the other hand, the APO algorithm shows the capability of improving diversity in search space and also to reach a near global optimum point, whereas, APO is prone to premature convergence. The proposed hybrid HPSO-APO algorithm combines both individual algorithm strengths, to get balance between global and local search capability. The APO algorithm is improving diversity in the search space of the PSO algorithm. The hybrid optimization algorithm is employed to alleviate the line overloads by generator rescheduling during contingencies. The standard IEEE 30-bus and Indian 75-bus practical test systems are considered to evaluate the robustness of the proposed method. The simulation results reveal that the proposed HPSO-APO method is more efficient and robust than the standard PSO and APO methods in terms of getting diverse Pareto optimal solutions. Hence, the proposed hybrid method can be used for the large interconnected power system to solve MO-SCOPF problem with integration of wind and thermal generators.
Optimized nonlinear inversion of surface-wave dispersion data
International Nuclear Information System (INIS)
Raykova, Reneta B.
2014-01-01
A new code for inversion of surface wave dispersion data is developed to obtain Earth’s crustal and upper mantle velocity structure. The author developed Optimized Non–Linear Inversion ( ONLI ) software, based on Monte-Carlo search. The values of S–wave velocity VS and thickness h for a number of horizontal homogeneous layers are parameterized. Velocity of P–wave VP and density ρ of relevant layers are calculated by empirical or theoretical relations. ONLI explores parameters space in two modes, selective and full search, and the main innovation of software is evaluation of tested models. Theoretical dispersion curves are calculated if tested model satisfied specific conditions only, reducing considerably the computation time. A number of tests explored impact of parameterization and proved the ability of ONLI approach to deal successfully with non–uniqueness of inversion problem. Key words: Earth’s structure, surface–wave dispersion, non–linear inversion, software
Nonlinear Thermodynamic Analysis and Optimization of a Carnot Engine Cycle
Directory of Open Access Journals (Sweden)
Michel Feidt
2016-06-01
Full Text Available As part of the efforts to unify the various branches of Irreversible Thermodynamics, the proposed work reconsiders the approach of the Carnot engine taking into account the finite physical dimensions (heat transfer conductances and the finite speed of the piston. The models introduce the irreversibility of the engine by two methods involving different constraints. The first method introduces the irreversibility by a so-called irreversibility ratio in the entropy balance applied to the cycle, while in the second method it is emphasized by the entropy generation rate. Various forms of heat transfer laws are analyzed, but most of the results are given for the case of the linear law. Also, individual cases are studied and reported in order to provide a simple analytical form of the results. The engine model developed allowed a formal optimization using the calculus of variations.
Khan, M. M. A.; Romoli, L.; Fiaschi, M.; Dini, G.; Sarri, F.
2011-02-01
This paper presents an experimental design approach to process parameter optimization for the laser welding of martensitic AISI 416 and AISI 440FSe stainless steels in a constrained overlap configuration in which outer shell was 0.55 mm thick. To determine the optimal laser-welding parameters, a set of mathematical models were developed relating welding parameters to each of the weld characteristics. These were validated both statistically and experimentally. The quality criteria set for the weld to determine optimal parameters were the minimization of weld width and the maximization of weld penetration depth, resistance length and shearing force. Laser power and welding speed in the range 855-930 W and 4.50-4.65 m/min, respectively, with a fiber diameter of 300 μm were identified as the optimal set of process parameters. However, the laser power and welding speed can be reduced to 800-840 W and increased to 4.75-5.37 m/min, respectively, to obtain stronger and better welds.
Directory of Open Access Journals (Sweden)
Yakai Xu
2017-01-01
Full Text Available Dynamic stiffness and damping of the headstock, which is a critical component of precision horizontal machining center, are two main factors that influence machining accuracy and surface finish quality. Constrained Layer Damping (CLD structure is proved to be effective in raising damping capacity for the thin plate and shell structures. In this paper, one kind of high damping material is utilized on the headstock to improve damping capacity. The dynamic characteristic of the hybrid headstock is investigated analytically and experimentally. The results demonstrate that the resonant response amplitudes of the headstock with damping material can decrease significantly compared to original cast structure. To obtain the optimal configuration of damping material, a topology optimization method based on the Evolutionary Structural Optimization (ESO is implemented. Modal Strain Energy (MSE method is employed to analyze the damping and to derive the sensitivity of the modal loss factor. The optimization results indicate that the added weight of damping material decreases by 50%; meanwhile the first two orders of modal loss factor decrease by less than 23.5% compared to the original structure.
Optimal control landscape for the generation of unitary transformations with constrained dynamics
International Nuclear Information System (INIS)
Hsieh, Michael; Wu, Rebing; Rabitz, Herschel; Lidar, Daniel
2010-01-01
The reliable and precise generation of quantum unitary transformations is essential for the realization of a number of fundamental objectives, such as quantum control and quantum information processing. Prior work has explored the optimal control problem of generating such unitary transformations as a surface-optimization problem over the quantum control landscape, defined as a metric for realizing a desired unitary transformation as a function of the control variables. It was found that under the assumption of nondissipative and controllable dynamics, the landscape topology is trap free, which implies that any reasonable optimization heuristic should be able to identify globally optimal solutions. The present work is a control landscape analysis, which incorporates specific constraints in the Hamiltonian that correspond to certain dynamical symmetries in the underlying physical system. It is found that the presence of such symmetries does not destroy the trap-free topology. These findings expand the class of quantum dynamical systems on which control problems are intrinsically amenable to a solution by optimal control.
International Nuclear Information System (INIS)
Sankaran, Sethuraman; Audet, Charles; Marsden, Alison L.
2010-01-01
Recent advances in coupling novel optimization methods to large-scale computing problems have opened the door to tackling a diverse set of physically realistic engineering design problems. A large computational overhead is associated with computing the cost function for most practical problems involving complex physical phenomena. Such problems are also plagued with uncertainties in a diverse set of parameters. We present a novel stochastic derivative-free optimization approach for tackling such problems. Our method extends the previously developed surrogate management framework (SMF) to allow for uncertainties in both simulation parameters and design variables. The stochastic collocation scheme is employed for stochastic variables whereas Kriging based surrogate functions are employed for the cost function. This approach is tested on four numerical optimization problems and is shown to have significant improvement in efficiency over traditional Monte-Carlo schemes. Problems with multiple probabilistic constraints are also discussed.
Liu, Derong; Huang, Yuzhu; Wang, Ding; Wei, Qinglai
2013-09-01
In this paper, an observer-based optimal control scheme is developed for unknown nonlinear systems using adaptive dynamic programming (ADP) algorithm. First, a neural-network (NN) observer is designed to estimate system states. Then, based on the observed states, a neuro-controller is constructed via ADP method to obtain the optimal control. In this design, two NN structures are used: a three-layer NN is used to construct the observer which can be applied to systems with higher degrees of nonlinearity and without a priori knowledge of system dynamics, and a critic NN is employed to approximate the value function. The optimal control law is computed using the critic NN and the observer NN. Uniform ultimate boundedness of the closed-loop system is guaranteed. The actor, critic, and observer structures are all implemented in real-time, continuously and simultaneously. Finally, simulation results are presented to demonstrate the effectiveness of the proposed control scheme.
Design Optimization of Time- and Cost-Constrained Fault-Tolerant Distributed Embedded Systems
DEFF Research Database (Denmark)
Izosimov, Viacheslav; Pop, Paul; Eles, Petru
2005-01-01
In this paper we present an approach to the design optimization of fault-tolerant embedded systems for safety-critical applications. Processes are statically scheduled and communications are performed using the time-triggered protocol. We use process re-execution and replication for tolerating...... transient faults. Our design optimization approach decides the mapping of processes to processors and the assignment of fault-tolerant policies to processes such that transient faults are tolerated and the timing constraints of the application are satisfied. We present several heuristics which are able...
Preconditioners for state-constrained optimal control problems with Moreau-Yosida penalty function
Pearson, John W.
2012-11-21
Optimal control problems with partial differential equations as constraints play an important role in many applications. The inclusion of bound constraints for the state variable poses a significant challenge for optimization methods. Our focus here is on the incorporation of the constraints via the Moreau-Yosida regularization technique. This method has been studied recently and has proven to be advantageous compared with other approaches. In this paper, we develop robust preconditioners for the efficient solution of the Newton steps associated with the fast solution of the Moreau-Yosida regularized problem. Numerical results illustrate the efficiency of our approach. © 2012 John Wiley & Sons, Ltd.
International Nuclear Information System (INIS)
Huang, Xiaobiao; Safranek, James
2014-01-01
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
Energy Technology Data Exchange (ETDEWEB)
Huang, Xiaobiao, E-mail: xiahuang@slac.stanford.edu; 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.
Directory of Open Access Journals (Sweden)
Xiao-Fang Zhong
2017-12-01
Full Text Available The irregular wave disturbance attenuation problem for jacket-type offshore platforms involving the nonlinear characteristics is studied. The main contribution is that a digital-control-based approximation of optimal wave disturbances attenuation controller (AOWDAC is proposed based on iteration control theory, which consists of a feedback item of offshore state, a feedforward item of wave force and a nonlinear compensated component with iterative sequences. More specifically, by discussing the discrete model of nonlinear offshore platform subject to wave forces generated from the Joint North Sea Wave Project (JONSWAP wave spectrum and linearized wave theory, the original wave disturbances attenuation problem is formulated as the nonlinear two-point-boundary-value (TPBV problem. By introducing two vector sequences of system states and nonlinear compensated item, the solution of introduced nonlinear TPBV problem is obtained. Then, a numerical algorithm is designed to realize the feasibility of AOWDAC based on the deviation of performance index between the adjacent iteration processes. Finally, applied the proposed AOWDAC to a jacket-type offshore platform in Bohai Bay, the vibration amplitudes of the displacement and the velocity, and the required energy consumption can be reduced significantly.
An ensemble-based method for constrained reservoir life-cycle optimization
Leeuwenburgh, O.; Egberts, P.J.P.; Chitu, A.G.
2015-01-01
We consider the problem of finding optimal long-term (life-cycle) recovery strategies for hydrocarbon reservoirs by use of simulation models. In such problems the presence of operating constraints, such as for example a maximum rate limit for a group of wells, may strongly influence the range of
Constrained Optimization Problems in Cost and Managerial Accounting--Spreadsheet Tools
Amlie, Thomas T.
2009-01-01
A common problem addressed in Managerial and Cost Accounting classes is that of selecting an optimal production mix given scarce resources. That is, if a firm produces a number of different products, and is faced with scarce resources (e.g., limitations on labor, materials, or machine time), what combination of products yields the greatest profit…
International Nuclear Information System (INIS)
Frolov, A.M.
1986-01-01
The problem of exact variational calculations of few-particle systems in the exponential basis of the relative coordinates using nonlinear parameters is studied. The techniques of stepwise optimization and global chaos of nonlinear parameters are used to calculate the S and P states of homonuclear muonic molecules with an error of no more than +0.001 eV. The global-chaos technique also has proved to be successful in the case of the nuclear systems 3 H and 3 He
Blind Channel Equalization with Colored Source Based on Constrained Optimization Methods
Directory of Open Access Journals (Sweden)
Dayong Zhou
2008-12-01
Full Text Available Tsatsanis and Xu have applied the constrained minimum output variance (CMOV principle to directly blind equalize a linear channelÃ¢Â€Â”a technique that has proven effective with white inputs. It is generally assumed in the literature that their CMOV method can also effectively equalize a linear channel with a colored source. In this paper, we prove that colored inputs will cause the equalizer to incorrectly converge due to inadequate constraints. We also introduce a new blind channel equalizer algorithm that is based on the CMOV principle, but with a different constraint that will correctly handle colored sources. Our proposed algorithm works for channels with either white or colored inputs and performs equivalently to the trained minimum mean-square error (MMSE equalizer under high SNR. Thus, our proposed algorithm may be regarded as an extension of the CMOV algorithm proposed by Tsatsanis and Xu. We also introduce several methods to improve the performance of our introduced algorithm in the low SNR condition. Simulation results show the superior performance of our proposed methods.
Narayanan, Vignesh; Jagannathan, Sarangapani
2017-06-08
This paper presents an approximate optimal distributed control scheme for a known interconnected system composed of input affine nonlinear subsystems using event-triggered state and output feedback via a novel hybrid learning scheme. First, the cost function for the overall system is redefined as the sum of cost functions of individual subsystems. A distributed optimal control policy for the interconnected system is developed using the optimal value function of each subsystem. To generate the optimal control policy, forward-in-time, neural networks are employed to reconstruct the unknown optimal value function at each subsystem online. In order to retain the advantages of event-triggered feedback for an adaptive optimal controller, a novel hybrid learning scheme is proposed to reduce the convergence time for the learning algorithm. The development is based on the observation that, in the event-triggered feedback, the sampling instants are dynamic and results in variable interevent time. To relax the requirement of entire state measurements, an extended nonlinear observer is designed at each subsystem to recover the system internal states from the measurable feedback. Using a Lyapunov-based analysis, it is demonstrated that the system states and the observer errors remain locally uniformly ultimately bounded and the control policy converges to a neighborhood of the optimal policy. Simulation results are presented to demonstrate the performance of the developed controller.
Directory of Open Access Journals (Sweden)
Charles Tatkeu
2008-12-01
Full Text Available We propose a global convergence baud-spaced blind equalization method in this paper. This method is based on the application of both generalized pattern optimization and channel surfing reinitialization. The potentially used unimodal cost function relies on higher- order statistics, and its optimization is achieved using a pattern search algorithm. Since the convergence to the global minimum is not unconditionally warranted, we make use of channel surfing reinitialization (CSR strategy to find the right global minimum. The proposed algorithm is analyzed, and simulation results using a severe frequency selective propagation channel are given. Detailed comparisons with constant modulus algorithm (CMA are highlighted. The proposed algorithm performances are evaluated in terms of intersymbol interference, normalized received signal constellations, and root mean square error vector magnitude. In case of nonconstant modulus input signals, our algorithm outperforms significantly CMA algorithm with full channel surfing reinitialization strategy. However, comparable performances are obtained for constant modulus signals.
Zaouche, Abdelouahib; Dayoub, Iyad; Rouvaen, Jean Michel; Tatkeu, Charles
2008-12-01
We propose a global convergence baud-spaced blind equalization method in this paper. This method is based on the application of both generalized pattern optimization and channel surfing reinitialization. The potentially used unimodal cost function relies on higher- order statistics, and its optimization is achieved using a pattern search algorithm. Since the convergence to the global minimum is not unconditionally warranted, we make use of channel surfing reinitialization (CSR) strategy to find the right global minimum. The proposed algorithm is analyzed, and simulation results using a severe frequency selective propagation channel are given. Detailed comparisons with constant modulus algorithm (CMA) are highlighted. The proposed algorithm performances are evaluated in terms of intersymbol interference, normalized received signal constellations, and root mean square error vector magnitude. In case of nonconstant modulus input signals, our algorithm outperforms significantly CMA algorithm with full channel surfing reinitialization strategy. However, comparable performances are obtained for constant modulus signals.
How does network design constrain optimal operation of intermittent water supply?
Lieb, Anna; Wilkening, Jon; Rycroft, Chris
2015-11-01
Urban water distribution systems do not always supply water continuously or reliably. As pipes fill and empty, pressure transients may contribute to degraded infrastructure and poor water quality. To help understand and manage this undesirable side effect of intermittent water supply--a phenomenon affecting hundreds of millions of people in cities around the world--we study the relative contributions of fixed versus dynamic properties of the network. Using a dynamical model of unsteady transition pipe flow, we study how different elements of network design, such as network geometry, pipe material, and pipe slope, contribute to undesirable pressure transients. Using an optimization framework, we then investigate to what extent network operation decisions such as supply timing and inflow rate may mitigate these effects. We characterize some aspects of network design that make them more or less amenable to operational optimization.
Czech Academy of Sciences Publication Activity Database
Axelsson, Owe; Farouq, S.; Neytcheva, M.
2017-01-01
Roč. 310, January 2017 (2017), s. 5-18 ISSN 0377-0427 R&D Projects: GA MŠk ED1.1.00/02.0070 Institutional support: RVO:68145535 Keywords : optimal control * time-harmonic Stokes problem * preconditioning Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 1.357, year: 2016 http://www. science direct.com/ science /article/pii/S0377042716302631?via%3Dihub
Czech Academy of Sciences Publication Activity Database
Axelsson, Owe; Farouq, S.; Neytcheva, M.
2017-01-01
Roč. 310, January 2017 (2017), s. 5-18 ISSN 0377-0427 R&D Projects: GA MŠk ED1.1.00/02.0070 Institutional support: RVO:68145535 Keywords : optimal control * time-harmonic Stokes problem * preconditioning Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 1.357, year: 2016 http://www.sciencedirect.com/science/article/pii/S0377042716302631?via%3Dihub
Agosta, John Mark
2013-01-01
This paper works through the optimization of a real world planning problem, with a combination of a generative planning tool and an influence diagram solver. The problem is taken from an existing application in the domain of oil spill emergency response. The planning agent manages constraints that order sets of feasible equipment employment actions. This is mapped at an intermediate level of abstraction onto an influence diagram. In addition, the planner can apply a surveillance operator that...
Stress-constrained truss topology optimization problems that can be solved by linear programming
DEFF Research Database (Denmark)
Stolpe, Mathias; Svanberg, Krister
2004-01-01
We consider the problem of simultaneously selecting the material and determining the area of each bar in a truss structure in such a way that the cost of the structure is minimized subject to stress constraints under a single load condition. We show that such problems can be solved by linear...... programming to give the global optimum, and that two different materials are always sufficient in an optimal structure....
Guo, Weian; Li, Wuzhao; Zhang, Qun; Wang, Lei; Wu, Qidi; Ren, Hongliang
2014-11-01
In evolutionary algorithms, elites are crucial to maintain good features in solutions. However, too many elites can make the evolutionary process stagnate and cannot enhance the performance. This article employs particle swarm optimization (PSO) and biogeography-based optimization (BBO) to propose a hybrid algorithm termed biogeography-based particle swarm optimization (BPSO) which could make a large number of elites effective in searching optima. In this algorithm, the whole population is split into several subgroups; BBO is employed to search within each subgroup and PSO for the global search. Since not all the population is used in PSO, this structure overcomes the premature convergence in the original PSO. Time complexity analysis shows that the novel algorithm does not increase the time consumption. Fourteen numerical benchmarks and four engineering problems with constraints are used to test the BPSO. To better deal with constraints, a fuzzy strategy for the number of elites is investigated. The simulation results validate the feasibility and effectiveness of the proposed algorithm.
Yang, Xiong; He, Haibo
2018-05-26
In this paper, we develop a novel optimal control strategy for a class of uncertain nonlinear systems with unmatched interconnections. To begin with, we present a stabilizing feedback controller for the interconnected nonlinear systems by modifying an array of optimal control laws of auxiliary subsystems. We also prove that this feedback controller ensures a specified cost function to achieve optimality. Then, under the framework of adaptive critic designs, we use critic networks to solve the Hamilton-Jacobi-Bellman equations associated with auxiliary subsystem optimal control laws. The critic network weights are tuned through the gradient descent method combined with an additional stabilizing term. By using the newly established weight tuning rules, we no longer need the initial admissible control condition. In addition, we demonstrate that all signals in the closed-loop auxiliary subsystems are stable in the sense of uniform ultimate boundedness by using classic Lyapunov techniques. Finally, we provide an interconnected nonlinear plant to validate the present control scheme. Copyright © 2018 Elsevier Ltd. All rights reserved.
International Nuclear Information System (INIS)
Huang, C.-H.; Li, J.-X.
2006-01-01
A non-linear optimal control algorithm is examined in this study for the diffusion process of semiconductor materials. The purpose of this algorithm is to estimate an optimal control function such that the homogeneity of the concentration can be controlled during the diffusion process and the diffusion-induced stresses for the semiconductor materials can thus be reduced. The validation of this optimal control analysis utilizing the conjugate gradient method of minimization is analysed by using numerical experiments. Three different diffusion processing times are given and the corresponding optimal control functions are to be determined. Results show that the diffusion time can be shortened significantly by applying the optimal control function at the boundary and the homogeneity of the concentration is also guaranteed. This control function can be obtained within a very short CPU time on a Pentium III 600 MHz PC
Optimization of Thermal Object Nonlinear Control Systems by Energy Efficiency Criterion.
Velichkin, Vladimir A.; Zavyalov, Vladimir A.
2018-03-01
This article presents the results of thermal object functioning control analysis (heat exchanger, dryer, heat treatment chamber, etc.). The results were used to determine a mathematical model of the generalized thermal control object. The appropriate optimality criterion was chosen to make the control more energy-efficient. The mathematical programming task was formulated based on the chosen optimality criterion, control object mathematical model and technological constraints. The “maximum energy efficiency” criterion helped avoid solving a system of nonlinear differential equations and solve the formulated problem of mathematical programming in an analytical way. It should be noted that in the case under review the search for optimal control and optimal trajectory reduces to solving an algebraic system of equations. In addition, it is shown that the optimal trajectory does not depend on the dynamic characteristics of the control object.
Simplex sliding mode control for nonlinear uncertain systems via chaos optimization
International Nuclear Information System (INIS)
Lu, Zhao; Shieh, Leang-San; Chen, Guanrong; Coleman, Norman P.
2005-01-01
As an emerging effective approach to nonlinear robust control, simplex sliding mode control demonstrates some attractive features not possessed by the conventional sliding mode control method, from both theoretical and practical points of view. However, no systematic approach is currently available for computing the simplex control vectors in nonlinear sliding mode control. In this paper, chaos-based optimization is exploited so as to develop a systematic approach to seeking the simplex control vectors; particularly, the flexibility of simplex control is enhanced by making the simplex control vectors dependent on the Euclidean norm of the sliding vector rather than being constant, which result in both reduction of the chattering and speedup of the convergence. Computer simulation on a nonlinear uncertain system is given to illustrate the effectiveness of the proposed control method
State and parameter estimation in nonlinear systems as an optimal tracking problem
International Nuclear Information System (INIS)
Creveling, Daniel R.; Gill, Philip E.; Abarbanel, Henry D.I.
2008-01-01
In verifying and validating models of nonlinear processes it is important to incorporate information from observations in an efficient manner. Using the idea of synchronization of nonlinear dynamical systems, we present a framework for connecting a data signal with a model in a way that minimizes the required coupling yet allows the estimation of unknown parameters in the model. The need to evaluate unknown parameters in models of nonlinear physical, biophysical, and engineering systems occurs throughout the development of phenomenological or reduced models of dynamics. Our approach builds on existing work that uses synchronization as a tool for parameter estimation. We address some of the critical issues in that work and provide a practical framework for finding an accurate solution. In particular, we show the equivalence of this problem to that of tracking within an optimal control framework. This equivalence allows the application of powerful numerical methods that provide robust practical tools for model development and validation
Sorzano, Carlos Oscars S; Pérez-De-La-Cruz Moreno, Maria Angeles; Burguet-Castell, Jordi; Montejo, Consuelo; Ros, Antonio Aguilar
2015-06-01
Pharmacokinetics (PK) applications can be seen as a special case of nonlinear, causal systems with memory. There are cases in which prior knowledge exists about the distribution of the system parameters in a population. However, for a specific patient in a clinical setting, we need to determine her system parameters so that the therapy can be personalized. This system identification is performed many times by measuring drug concentrations in plasma. The objective of this work is to provide an irregular sampling strategy that minimizes the uncertainty about the system parameters with a fixed amount of samples (cost constrained). We use Monte Carlo simulations to estimate the average Fisher's information matrix associated to the PK problem, and then estimate the sampling points that minimize the maximum uncertainty associated to system parameters (a minimax criterion). The minimization is performed employing a genetic algorithm. We show that such a sampling scheme can be designed in a way that is adapted to a particular patient and that it can accommodate any dosing regimen as well as it allows flexible therapeutic strategies. © 2015 Wiley Periodicals, Inc. and the American Pharmacists Association.
International Nuclear Information System (INIS)
Saviz, M R
2015-01-01
In this paper a nonlinear approach to studying the vibration characteristic of laminated composite plate with surface-bonded piezoelectric layer/patch is formulated, based on the Green Lagrange type of strain–displacements relations, by incorporating higher-order terms arising from nonlinear relations of kinematics into mathematical formulations. The equations of motion are obtained through the energy method, based on Lagrange equations and by using higher-order shear deformation theories with von Karman–type nonlinearities, so that transverse shear strains vanish at the top and bottom surfaces of the plate. An isoparametric finite element model is provided to model the nonlinear dynamics of the smart plate with piezoelectric layer/ patch. Different boundary conditions are investigated. Optimal locations of piezoelectric patches are found using a genetic algorithm to maximize spatial controllability/observability and considering the effect of residual modes to reduce spillover effect. Active attenuation of vibration of laminated composite plate is achieved through an optimal control law with inequality constraint, which is related to the maximum and minimum values of allowable voltage in the piezoelectric elements. To keep the voltages of actuator pairs in an allowable limit, the Pontryagin’s minimum principle is implemented in a system with multi-inequality constraint of control inputs. The results are compared with similar ones, proving the accuracy of the model especially for the structures undergoing large deformations. The convergence is studied and nonlinear frequencies are obtained for different thickness ratios. The structural coupling between plate and piezoelectric actuators is analyzed. Some examples with new features are presented, indicating that the piezo-patches significantly improve the damping characteristics of the plate for suppressing the geometrically nonlinear transient vibrations. (paper)
Energy Technology Data Exchange (ETDEWEB)
Watkins, W.T.; Siebers, J.V. [University of Virginia, Charlottesville, VA (United States)
2016-06-15
Purpose: To introduce quasi-constrained Multi-Criteria Optimization (qcMCO) for unsupervised radiation therapy optimization which generates alternative patient-specific plans emphasizing dosimetric tradeoffs and conformance to clinical constraints for multiple delivery techniques. Methods: For N Organs At Risk (OARs) and M delivery techniques, qcMCO generates M(N+1) alternative treatment plans per patient. Objective weight variations for OARs and targets are used to generate alternative qcMCO plans. For 30 locally advanced lung cancer patients, qcMCO plans were generated for dosimetric tradeoffs to four OARs: each lung, heart, and esophagus (N=4) and 4 delivery techniques (simple 4-field arrangements, 9-field coplanar IMRT, 27-field non-coplanar IMRT, and non-coplanar Arc IMRT). Quasi-constrained objectives included target prescription isodose to 95% (PTV-D95), maximum PTV dose (PTV-Dmax)< 110% of prescription, and spinal cord Dmax<45 Gy. The algorithm’s ability to meet these constraints while simultaneously revealing dosimetric tradeoffs was investigated. Statistically significant dosimetric tradeoffs were defined such that the coefficient of determination between dosimetric indices which varied by at least 5 Gy between different plans was >0.8. Results: The qcMCO plans varied mean dose by >5 Gy to ipsilateral lung for 24/30 patients, contralateral lung for 29/30 patients, esophagus for 29/30 patients, and heart for 19/30 patients. In the 600 plans computed without human interaction, average PTV-D95=67.4±3.3 Gy, PTV-Dmax=79.2±5.3 Gy, and spinal cord Dmax was >45 Gy in 93 plans (>50 Gy in 2/600 plans). Statistically significant dosimetric tradeoffs were evident in 19/30 plans, including multiple tradeoffs of at least 5 Gy between multiple OARs in 7/30 cases. The most common statistically significant tradeoff was increasing PTV-Dmax to reduce OAR dose (15/30 patients). Conclusion: The qcMCO method can conform to quasi-constrained objectives while revealing
International Nuclear Information System (INIS)
Watkins, W.T.; Siebers, J.V.
2016-01-01
Purpose: To introduce quasi-constrained Multi-Criteria Optimization (qcMCO) for unsupervised radiation therapy optimization which generates alternative patient-specific plans emphasizing dosimetric tradeoffs and conformance to clinical constraints for multiple delivery techniques. Methods: For N Organs At Risk (OARs) and M delivery techniques, qcMCO generates M(N+1) alternative treatment plans per patient. Objective weight variations for OARs and targets are used to generate alternative qcMCO plans. For 30 locally advanced lung cancer patients, qcMCO plans were generated for dosimetric tradeoffs to four OARs: each lung, heart, and esophagus (N=4) and 4 delivery techniques (simple 4-field arrangements, 9-field coplanar IMRT, 27-field non-coplanar IMRT, and non-coplanar Arc IMRT). Quasi-constrained objectives included target prescription isodose to 95% (PTV-D95), maximum PTV dose (PTV-Dmax)< 110% of prescription, and spinal cord Dmax<45 Gy. The algorithm’s ability to meet these constraints while simultaneously revealing dosimetric tradeoffs was investigated. Statistically significant dosimetric tradeoffs were defined such that the coefficient of determination between dosimetric indices which varied by at least 5 Gy between different plans was >0.8. Results: The qcMCO plans varied mean dose by >5 Gy to ipsilateral lung for 24/30 patients, contralateral lung for 29/30 patients, esophagus for 29/30 patients, and heart for 19/30 patients. In the 600 plans computed without human interaction, average PTV-D95=67.4±3.3 Gy, PTV-Dmax=79.2±5.3 Gy, and spinal cord Dmax was >45 Gy in 93 plans (>50 Gy in 2/600 plans). Statistically significant dosimetric tradeoffs were evident in 19/30 plans, including multiple tradeoffs of at least 5 Gy between multiple OARs in 7/30 cases. The most common statistically significant tradeoff was increasing PTV-Dmax to reduce OAR dose (15/30 patients). Conclusion: The qcMCO method can conform to quasi-constrained objectives while revealing
Optimization of a constrained linear monochromator design for neutral atom beams
International Nuclear Information System (INIS)
Kaltenbacher, Thomas
2016-01-01
A focused ground state, neutral atom beam, exploiting its de Broglie wavelength by means of atom optics, is used for neutral atom microscopy imaging. Employing Fresnel zone plates as a lens for these beams is a well established microscopy technique. To date, even for favorable beam source conditions a minimal focus spot size of slightly below 1 μm was reached. This limitation is essentially given by the intrinsic spectral purity of the beam in combination with the chromatic aberration of the diffraction based zone plate. Therefore, it is important to enhance the monochromaticity of the beam, enabling a higher spatial resolution, preferably below 100 nm. We propose to increase the monochromaticity of a neutral atom beam by means of a so-called linear monochromator set-up – a Fresnel zone plate in combination with a pinhole aperture – in order to gain more than one order of magnitude in spatial resolution. This configuration is known in X-ray microscopy and has proven to be useful, but has not been applied to neutral atom beams. The main result of this work is optimal design parameters based on models for this linear monochromator set-up followed by a second zone plate for focusing. The optimization was performed for minimizing the focal spot size and maximizing the centre line intensity at the detector position for an atom beam simultaneously. The results presented in this work are for, but not limited to, a neutral helium atom beam. - Highlights: • The presented results are essential for optimal operation conditions of a neutral atom microscope set-up. • The key parameters for the experimental arrangement of a neutral microscopy set-up are identified and their interplay is quantified. • Insights in the multidimensional problem provide deep and crucial understanding for pushing beyond the apparent focus limitations. • This work points out the trade-offs for high intensity and high spatial resolution indicating several use cases.
Optimization of a constrained linear monochromator design for neutral atom beams
Energy Technology Data Exchange (ETDEWEB)
Kaltenbacher, Thomas
2016-04-15
A focused ground state, neutral atom beam, exploiting its de Broglie wavelength by means of atom optics, is used for neutral atom microscopy imaging. Employing Fresnel zone plates as a lens for these beams is a well established microscopy technique. To date, even for favorable beam source conditions a minimal focus spot size of slightly below 1 μm was reached. This limitation is essentially given by the intrinsic spectral purity of the beam in combination with the chromatic aberration of the diffraction based zone plate. Therefore, it is important to enhance the monochromaticity of the beam, enabling a higher spatial resolution, preferably below 100 nm. We propose to increase the monochromaticity of a neutral atom beam by means of a so-called linear monochromator set-up – a Fresnel zone plate in combination with a pinhole aperture – in order to gain more than one order of magnitude in spatial resolution. This configuration is known in X-ray microscopy and has proven to be useful, but has not been applied to neutral atom beams. The main result of this work is optimal design parameters based on models for this linear monochromator set-up followed by a second zone plate for focusing. The optimization was performed for minimizing the focal spot size and maximizing the centre line intensity at the detector position for an atom beam simultaneously. The results presented in this work are for, but not limited to, a neutral helium atom beam. - Highlights: • The presented results are essential for optimal operation conditions of a neutral atom microscope set-up. • The key parameters for the experimental arrangement of a neutral microscopy set-up are identified and their interplay is quantified. • Insights in the multidimensional problem provide deep and crucial understanding for pushing beyond the apparent focus limitations. • This work points out the trade-offs for high intensity and high spatial resolution indicating several use cases.
Energy Technology Data Exchange (ETDEWEB)
Tupek, Michael R. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2016-06-30
In recent years there has been a proliferation of modeling techniques for forward predictions of crack propagation in brittle materials, including: phase-field/gradient damage models, peridynamics, cohesive-zone models, and G/XFEM enrichment techniques. However, progress on the corresponding inverse problems has been relatively lacking. Taking advantage of key features of existing modeling approaches, we propose a parabolic regularization of Barenblatt cohesive models which borrows extensively from previous phase-field and gradient damage formulations. An efficient explicit time integration strategy for this type of nonlocal fracture model is then proposed and justified. In addition, we present a C++ computational framework for computing in- put parameter sensitivities efficiently for explicit dynamic problems using the adjoint method. This capability allows for solving inverse problems involving crack propagation to answer interesting engineering questions such as: 1) what is the optimal design topology and material placement for a heterogeneous structure to maximize fracture resistance, 2) what loads must have been applied to a structure for it to have failed in an observed way, 3) what are the existing cracks in a structure given various experimental observations, etc. In this work, we focus on the first of these engineering questions and demonstrate a capability to automatically and efficiently compute optimal designs intended to minimize crack propagation in structures.
International Nuclear Information System (INIS)
Xu Ruirui; Chen Tianlun; Gao Chengfeng
2006-01-01
Nonlinear time series prediction is studied by using an improved least squares support vector machine (LS-SVM) 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.
Stabilization of Hypersonic Boundary Layers by Linear and Nonlinear Optimal Perturbations
Paredes, Pedro; Choudhari, Meelan M.; Li, Fei
2017-01-01
The effect of stationary, finite-amplitude, linear and nonlinear optimal perturbations on the modal disturbance growth in a Mach 6 axisymmetric flow over a 7 deg. half-angle cone with 0:126 mm nose radius and 0:305 m length is investigated. The freestream parameters (M = 6, Re(exp 1) = 18 x 10(exp. 6) /m) are selected to match the flow conditions of a previous experiment in the VKI H3 hypersonic tunnel. Plane-marching parabolized stability equations are used in conjunction with a partial-differential equation based planar eigenvalue analysis to characterize the boundary layer instability in the presence of azimuthally periodic streaks. The streaks are observed to stabilize nominally planar Mack mode instabilities, although oblique Mack mode and first-mode disturbances are destabilized. Experimentally measured transition onset in the absence of any streaks correlates with an amplification factor of N = 6 for the planar Mack modes. For high enough streak amplitudes, the transition threshold of N = 6 is not reached by the Mack mode instabilities within the length of the cone; however, subharmonic first-mode instabilities, which are destabilized by the presence of the streaks, do reach N = 6 near the end of the cone. The highest stabilization is observed at streak amplitudes of approximately 20 percent of the freestream velocity. Because the use of initial disturbance profiles based on linear optimal growth theory may yield suboptimal control in the context of nonlinear streaks, the computational predictions are extended to nonlinear optimal growth theory. Results show that by using nonlinearly optimal perturbation leads to slightly enhanced stabilization of plane Mack mode disturbances as well as reduced destabilization of subharmonic first-mode disturbances.
Study on Rail Profile Optimization Based on the Nonlinear Relationship between Profile and Wear Rate
Directory of Open Access Journals (Sweden)
Jianxi Wang
2017-01-01
Full Text Available This paper proposes a rail profile optimization method that takes account of wear rate within design cycle so as to minimize rail wear at the curve in heavy haul railway and extend the service life of rail. Taking rail wear rate as the object function, the vertical coordinate of rail profile at range optimization as independent variable, and the geometric characteristics and grinding depth of rail profile as constraint conditions, the support vector machine regression theory was used to fit the nonlinear relationship between rail profile and its wear rate. Then, the profile optimization model was built. Based on the optimization principle of genetic algorithm, the profile optimization model was solved to achieve the optimal rail profile. A multibody dynamics model was used to check the dynamic performance of carriage running on optimal rail profile. The result showed that the average relative error of support vector machine regression model remained less than 10% after a number of training processes. The dynamic performance of carriage running on optimized rail profile met the requirements on safety index and stability. The wear rate of optimized profile was lower than that of standard profile by 5.8%; the allowable carrying gross weight increased by 12.7%.
A multi-fidelity analysis selection method using a constrained discrete optimization formulation
Stults, Ian C.
The purpose of this research is to develop a method for selecting the fidelity of contributing analyses in computer simulations. Model uncertainty is a significant component of result validity, yet it is neglected in most conceptual design studies. When it is considered, it is done so in only a limited fashion, and therefore brings the validity of selections made based on these results into question. Neglecting model uncertainty can potentially cause costly redesigns of concepts later in the design process or can even cause program cancellation. Rather than neglecting it, if one were to instead not only realize the model uncertainty in tools being used but also use this information to select the tools for a contributing analysis, studies could be conducted more efficiently and trust in results could be quantified. Methods for performing this are generally not rigorous or traceable, and in many cases the improvement and additional time spent performing enhanced calculations are washed out by less accurate calculations performed downstream. The intent of this research is to resolve this issue by providing a method which will minimize the amount of time spent conducting computer simulations while meeting accuracy and concept resolution requirements for results. In many conceptual design programs, only limited data is available for quantifying model uncertainty. Because of this data sparsity, traditional probabilistic means for quantifying uncertainty should be reconsidered. This research proposes to instead quantify model uncertainty using an evidence theory formulation (also referred to as Dempster-Shafer theory) in lieu of the traditional probabilistic approach. Specific weaknesses in using evidence theory for quantifying model uncertainty are identified and addressed for the purposes of the Fidelity Selection Problem. A series of experiments was conducted to address these weaknesses using n-dimensional optimization test functions. These experiments found that model
International Nuclear Information System (INIS)
Li Kaile; Ma Lijun
2005-01-01
We developed a source blocking optimization algorithm for Gamma Knife radiosurgery, which is based on tracking individual source contributions to arbitrarily shaped target and critical structure volumes. A scalar objective function and a direct search algorithm were used to produce near real-time calculation results. The algorithm allows the user to set and vary the total number of plugs for each shot to limit the total beam-on time. We implemented and tested the algorithm for several multiple-isocenter Gamma Knife cases. It was found that the use of limited number of plugs significantly lowered the integral dose to the critical structures such as an optical chiasm in pituitary adenoma cases. The main effect of the source blocking is the faster dose falloff in the junction area between the target and the critical structure. In summary, we demonstrated a useful source-plugging algorithm for improving complex multi-isocenter Gamma Knife treatment planning cases
DEFF Research Database (Denmark)
Tamas-Selicean, Domitian; Pop, Paul
2011-01-01
In this paper we are interested to implement mixed-criticality hard real-time applications on a given heterogeneous distributed architecture. Applications have different criticality levels, captured by their Safety-Integrity Level (SIL), and are scheduled using static-cyclic scheduling. Mixed......-criticality tasks can be integrated onto the same architecture only if there is enough spatial and temporal separation among them. We consider that the separation is provided by partitioning, such that applications run in separate partitions, and each partition is allocated several time slots on a processor. Tasks...... slots on each processor and (iv) the schedule tables, such that all the applications are schedulable and the development costs are minimized. We have proposed a Tabu Search-based approach to solve this optimization problem. The proposed algorithm has been evaluated using several synthetic and real...
Optimization of a constrained linear monochromator design for neutral atom beams.
Kaltenbacher, Thomas
2016-04-01
A focused ground state, neutral atom beam, exploiting its de Broglie wavelength by means of atom optics, is used for neutral atom microscopy imaging. Employing Fresnel zone plates as a lens for these beams is a well established microscopy technique. To date, even for favorable beam source conditions a minimal focus spot size of slightly below 1μm was reached. This limitation is essentially given by the intrinsic spectral purity of the beam in combination with the chromatic aberration of the diffraction based zone plate. Therefore, it is important to enhance the monochromaticity of the beam, enabling a higher spatial resolution, preferably below 100nm. We propose to increase the monochromaticity of a neutral atom beam by means of a so-called linear monochromator set-up - a Fresnel zone plate in combination with a pinhole aperture - in order to gain more than one order of magnitude in spatial resolution. This configuration is known in X-ray microscopy and has proven to be useful, but has not been applied to neutral atom beams. The main result of this work is optimal design parameters based on models for this linear monochromator set-up followed by a second zone plate for focusing. The optimization was performed for minimizing the focal spot size and maximizing the centre line intensity at the detector position for an atom beam simultaneously. The results presented in this work are for, but not limited to, a neutral helium atom beam. Copyright © 2016 Elsevier B.V. All rights reserved.
Liu, Qingshan; Wang, Jun
2011-04-01
This paper presents a one-layer recurrent neural network for solving a class of constrained nonsmooth optimization problems with piecewise-linear objective functions. The proposed neural network is guaranteed to be globally convergent in finite time to the optimal solutions under a mild condition on a derived lower bound of a single gain parameter in the model. The number of neurons in the neural network is the same as the number of decision variables of the optimization problem. Compared with existing neural networks for optimization, the proposed neural network has a couple of salient features such as finite-time convergence and a low model complexity. Specific models for two important special cases, namely, linear programming and nonsmooth optimization, are also presented. In addition, applications to the shortest path problem and constrained least absolute deviation problem are discussed with simulation results to demonstrate the effectiveness and characteristics of the proposed neural network.
Application of the optimal homotopy asymptotic method to nonlinear Bingham fluid dampers
Directory of Open Access Journals (Sweden)
Marinca Vasile
2017-10-01
Full Text Available Dynamic response time is an important feature for determining the performance of magnetorheological (MR dampers in practical civil engineering applications. The objective of this paper is to show how to use the Optimal Homotopy Asymptotic Method (OHAM to give approximate analytical solutions of the nonlinear differential equation of a modified Bingham model with non-viscous exponential damping. Our procedure does not depend upon small parameters and provides us with a convenient way to optimally control the convergence of the approximate solutions. OHAM is very efficient in practice for ensuring very rapid convergence of the solution after only one iteration and with a small number of steps.
Application of the optimal homotopy asymptotic method to nonlinear Bingham fluid dampers
Marinca, Vasile; Ene, Remus-Daniel; Bereteu, Liviu
2017-10-01
Dynamic response time is an important feature for determining the performance of magnetorheological (MR) dampers in practical civil engineering applications. The objective of this paper is to show how to use the Optimal Homotopy Asymptotic Method (OHAM) to give approximate analytical solutions of the nonlinear differential equation of a modified Bingham model with non-viscous exponential damping. Our procedure does not depend upon small parameters and provides us with a convenient way to optimally control the convergence of the approximate solutions. OHAM is very efficient in practice for ensuring very rapid convergence of the solution after only one iteration and with a small number of steps.
The optimization of the nonlinear parameters in the transcorrelated method: the hydrogen molecule
International Nuclear Information System (INIS)
Huggett, J.P.; Armour, E.A.G.
1976-01-01
The nonlinear parameters in a transcorrelated calculation of the groundstate energy and wavefunction of the hydrogen molecule are optimized using the method of Boys and Handy (Proc. R. Soc. A.; 309:195 and 209, 310:43 and 63, 311:309 (1969)). The method gives quite accurate results in all cases and in some cases the results are highly accurate. This is the first time the method has been applied to the optimization of a term in the correlation function which depends linearly on the interelectronic distance. (author)
Optimal Control of Nonlinear Hydraulic Networks in the Presence of Disturbance
DEFF Research Database (Denmark)
Tahavori, Maryamsadat; Leth, John-Josef; Kallesøe, Carsten
2014-01-01
Water leakage is an important component of water loss. Many methods have emerged from urban water supply systems for leakage control, but it still remains a challenge in many countries. Pressure management is an effective way to reduce the leakage in a system. It can also reduce the power...... consumption. To this end, an optimal control strategy is proposed in this paper. In the water supply system model, the hydraulic resistance of the valve is estimated by the real data from a water supply system and it is considered to be a disturbance. The method which is used to solve the nonlinear optimal...
Canonical Duality Theory for Topology Optimization
Gao, David Yang
2016-01-01
This paper presents a canonical duality approach for solving a general topology optimization problem of nonlinear elastic structures. By using finite element method, this most challenging problem can be formulated as a mixed integer nonlinear programming problem (MINLP), i.e. for a given deformation, the first-level optimization is a typical linear constrained 0-1 programming problem, while for a given structure, the second-level optimization is a general nonlinear continuous minimization pro...
Directory of Open Access Journals (Sweden)
Jiekun Song
2016-01-01
Full Text Available Harmonious development of 3Es (economy-energy-environment system is the key to realize regional sustainable development. The structure and components of 3Es system are analyzed. Based on the analysis of causality diagram, GDP and industrial structure are selected as the target parameters of economy subsystem, energy consumption intensity is selected as the target parameter of energy subsystem, and the emissions of COD, ammonia nitrogen, SO2, and NOX and CO2 emission intensity are selected as the target parameters of environment system. Fixed assets investment of three industries, total energy consumption, and investment in environmental pollution control are selected as the decision variables. By regarding the parameters of 3Es system optimization as fuzzy numbers, a fuzzy chance-constrained goal programming (FCCGP model is constructed, and a hybrid intelligent algorithm including fuzzy simulation and genetic algorithm is proposed for solving it. The results of empirical analysis on Shandong province of China show that the FCCGP model can reflect the inherent relationship and evolution law of 3Es system and provide the effective decision-making support for 3Es system optimization.
Scheduling Multilevel Deadline-Constrained Scientific Workflows on Clouds Based on Cost Optimization
Directory of Open Access Journals (Sweden)
Maciej Malawski
2015-01-01
Full Text Available This paper presents a cost optimization model for scheduling scientific workflows on IaaS clouds such as Amazon EC2 or RackSpace. We assume multiple IaaS clouds with heterogeneous virtual machine instances, with limited number of instances per cloud and hourly billing. Input and output data are stored on a cloud object store such as Amazon S3. Applications are scientific workflows modeled as DAGs as in the Pegasus Workflow Management System. We assume that tasks in the workflows are grouped into levels of identical tasks. Our model is specified using mathematical programming languages (AMPL and CMPL and allows us to minimize the cost of workflow execution under deadline constraints. We present results obtained using our model and the benchmark workflows representing real scientific applications in a variety of domains. The data used for evaluation come from the synthetic workflows and from general purpose cloud benchmarks, as well as from the data measured in our own experiments with Montage, an astronomical application, executed on Amazon EC2 cloud. We indicate how this model can be used for scenarios that require resource planning for scientific workflows and their ensembles.
Effective Alternating Direction Optimization Methods for Sparsity-Constrained Blind Image Deblurring
Directory of Open Access Journals (Sweden)
Naixue Xiong
2017-01-01
Full Text Available Single-image blind deblurring for imaging sensors in the Internet of Things (IoT is a challenging ill-conditioned inverse problem, which requires regularization techniques to stabilize the image restoration process. The purpose is to recover the underlying blur kernel and latent sharp image from only one blurred image. Under many degraded imaging conditions, the blur kernel could be considered not only spatially sparse, but also piecewise smooth with the support of a continuous curve. By taking advantage of the hybrid sparse properties of the blur kernel, a hybrid regularization method is proposed in this paper to robustly and accurately estimate the blur kernel. The effectiveness of the proposed blur kernel estimation method is enhanced by incorporating both the L 1 -norm of kernel intensity and the squared L 2 -norm of the intensity derivative. Once the accurate estimation of the blur kernel is obtained, the original blind deblurring can be simplified to the direct deconvolution of blurred images. To guarantee robust non-blind deconvolution, a variational image restoration model is presented based on the L 1 -norm data-fidelity term and the total generalized variation (TGV regularizer of second-order. All non-smooth optimization problems related to blur kernel estimation and non-blind deconvolution are effectively handled by using the alternating direction method of multipliers (ADMM-based numerical methods. Comprehensive experiments on both synthetic and realistic datasets have been implemented to compare the proposed method with several state-of-the-art methods. The experimental comparisons have illustrated the satisfactory imaging performance of the proposed method in terms of quantitative and qualitative evaluations.
Chen, Jie; Li, Jiahong; Yang, Shuanghua; Deng, Fang
2017-11-01
The identification of the nonlinearity and coupling is crucial in nonlinear target tracking problem in collaborative sensor networks. According to the adaptive Kalman filtering (KF) method, the nonlinearity and coupling can be regarded as the model noise covariance, and estimated by minimizing the innovation or residual errors of the states. However, the method requires large time window of data to achieve reliable covariance measurement, making it impractical for nonlinear systems which are rapidly changing. To deal with the problem, a weighted optimization-based distributed KF algorithm (WODKF) is proposed in this paper. The algorithm enlarges the data size of each sensor by the received measurements and state estimates from its connected sensors instead of the time window. A new cost function is set as the weighted sum of the bias and oscillation of the state to estimate the "best" estimate of the model noise covariance. The bias and oscillation of the state of each sensor are estimated by polynomial fitting a time window of state estimates and measurements of the sensor and its neighbors weighted by the measurement noise covariance. The best estimate of the model noise covariance is computed by minimizing the weighted cost function using the exhaustive method. The sensor selection method is in addition to the algorithm to decrease the computation load of the filter and increase the scalability of the sensor network. The existence, suboptimality and stability analysis of the algorithm are given. The local probability data association method is used in the proposed algorithm for the multitarget tracking case. The algorithm is demonstrated in simulations on tracking examples for a random signal, one nonlinear target, and four nonlinear targets. Results show the feasibility and superiority of WODKF against other filtering algorithms for a large class of systems.
Gottlieb, Sigal
2015-04-10
High order spatial discretizations with monotonicity properties are often desirable for the solution of hyperbolic PDEs. These methods can advantageously be coupled with high order strong stability preserving time discretizations. The search for high order strong stability time-stepping methods with large allowable strong stability coefficient has been an active area of research over the last two decades. This research has shown that explicit SSP Runge-Kutta methods exist only up to fourth order. However, if we restrict ourselves to solving only linear autonomous problems, the order conditions simplify and this order barrier is lifted: explicit SSP Runge-Kutta methods of any linear order exist. These methods reduce to second order when applied to nonlinear problems. In the current work we aim to find explicit SSP Runge-Kutta methods with large allowable time-step, that feature high linear order and simultaneously have the optimal fourth order nonlinear order. These methods have strong stability coefficients that approach those of the linear methods as the number of stages and the linear order is increased. This work shows that when a high linear order method is desired, it may still be worthwhile to use methods with higher nonlinear order.
Actor-critic-based optimal tracking for partially unknown nonlinear discrete-time systems.
Kiumarsi, Bahare; Lewis, Frank L
2015-01-01
This paper presents a partially model-free adaptive optimal control solution to the deterministic nonlinear discrete-time (DT) tracking control problem in the presence of input constraints. The tracking error dynamics and reference trajectory dynamics are first combined to form an augmented system. Then, a new discounted performance function based on the augmented system is presented for the optimal nonlinear tracking problem. In contrast to the standard solution, which finds the feedforward and feedback terms of the control input separately, the minimization of the proposed discounted performance function gives both feedback and feedforward parts of the control input simultaneously. This enables us to encode the input constraints into the optimization problem using a nonquadratic performance function. The DT tracking Bellman equation and tracking Hamilton-Jacobi-Bellman (HJB) are derived. An actor-critic-based reinforcement learning algorithm is used to learn the solution to the tracking HJB equation online without requiring knowledge of the system drift dynamics. That is, two neural networks (NNs), namely, actor NN and critic NN, are tuned online and simultaneously to generate the optimal bounded control policy. A simulation example is given to show the effectiveness of the proposed method.
International Nuclear Information System (INIS)
Maldonado, G.I.; Turinsky, P.J.
1995-01-01
The determination of the family of optimum core loading patterns for pressurized water reactors (PWRs) involves the assessment of the core attributes for thousands of candidate loading patterns. For this reason, the computational capability to efficiently and accurately evaluate a reactor core's eigenvalue and power distribution versus burnup using a nodal diffusion generalized perturbation theory (GPT) model is developed. The GPT model is derived from the forward nonlinear iterative nodal expansion method (NEM) to explicitly enable the preservation of the finite difference matrix structure. This key feature considerably simplifies the mathematical formulation of NEM GPT and results in reduced memory storage and CPU time requirements versus the traditional response-matrix approach to NEM. In addition, a treatment within NEM GPT can account for localized nonlinear feedbacks, such as that due to fission product buildup and thermal-hydraulic effects. When compared with a standard nonlinear iterative NEM forward flux solve with feedbacks, the NEM GPT model can execute between 8 and 12 times faster. These developments are implemented within the PWR in-core nuclear fuel management optimization code FORMOSA-P, combining the robustness of its adaptive simulated annealing stochastic optimization algorithm with an NEM GPT neutronics model that efficiently and accurately evaluates core attributes associated with objective functions and constraints of candidate loading patterns
Palacios, S.G.
2015-01-01
In health facilities in resource-constrained settings, a lack of access to sustainable and reliable electricity can result on a sub-optimal delivery of healthcare services, as they do not have lighting for medical procedures and power to run essential equipment and devices to treat their patients.
Robust Optimization Using Supremum of the Objective Function for Nonlinear Programming Problems
International Nuclear Information System (INIS)
Lee, Se Jung; Park, Gyung Jin
2014-01-01
In the robust optimization field, the robustness of the objective function emphasizes an insensitive design. In general, the robustness of the objective function can be achieved by reducing the change of the objective function with respect to the variation of the design variables and parameters. However, in conventional methods, when an insensitive design is emphasized, the performance of the objective function can be deteriorated. Besides, if the numbers of the design variables are increased, the numerical cost is quite high in robust optimization for nonlinear programming problems. In this research, the robustness index for the objective function and a process of robust optimization are proposed. Moreover, a method using the supremum of linearized functions is also proposed to reduce the computational cost. Mathematical examples are solved for the verification of the proposed method and the results are compared with those from the conventional methods. The proposed approach improves the performance of the objective function and its efficiency
Controller Parameter Optimization for Nonlinear Systems Using Enhanced Bacteria Foraging Algorithm
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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.
International Nuclear Information System (INIS)
Tian Shunqiang; Liu Guimin; Hou Jie; Chen Guangling; Wan Chenglan; Li Haohu
2009-01-01
In this paper, we present a rule to improve the nonlinear solution with frequency map analysis (FMA), and without frequently revisiting the optimization algorithm. Two aspects of FMA are emphasized. The first one is the tune shift with amplitude, which can be used to improve the solution of harmonic sextupoles, and thus obtain a large dynamic aperture. The second one is the tune diffusion rate, which can be used to select a quiet tune. Application of these ideas is carried out in the storage ring of the Shanghai Synchrotron Radiation Facility (SSRF), and the detailed processes, as well as better solutions, are presented in this paper. Discussions about the nonlinear behaviors of off-momentum particles are also presented. (authors)
Regis, Rommel G.
2014-02-01
This article develops two new algorithms for constrained expensive black-box optimization that use radial basis function surrogates for the objective and constraint functions. These algorithms are called COBRA and Extended ConstrLMSRBF and, unlike previous surrogate-based approaches, they can be used for high-dimensional problems where all initial points are infeasible. They both follow a two-phase approach where the first phase finds a feasible point while the second phase improves this feasible point. COBRA and Extended ConstrLMSRBF are compared with alternative methods on 20 test problems and on the MOPTA08 benchmark automotive problem (D.R. Jones, Presented at MOPTA 2008), which has 124 decision variables and 68 black-box inequality constraints. The alternatives include a sequential penalty derivative-free algorithm, a direct search method with kriging surrogates, and two multistart methods. Numerical results show that COBRA algorithms are competitive with Extended ConstrLMSRBF and they generally outperform the alternatives on the MOPTA08 problem and most of the test problems.
Directory of Open Access Journals (Sweden)
Kyungsung An
2017-05-01
Full Text Available This research aims to improve the operational efficiency and security of electric power systems at high renewable penetration by exploiting the envisioned controllability or flexibility of electric vehicles (EVs; EVs interact with the grid through grid-to-vehicle (G2V and vehicle-to-grid (V2G services to ensure reliable and cost-effective grid operation. This research provides a computational framework for this decision-making process. Charging and discharging strategies of EV aggregators are incorporated into a security-constrained optimal power flow (SCOPF problem such that overall energy cost is minimized and operation within acceptable reliability criteria is ensured. Particularly, this SCOPF problem has been formulated for Jeju Island in South Korea, in order to lower carbon emissions toward a zero-carbon island by, for example, integrating large-scale renewable energy and EVs. On top of conventional constraints on the generators and line flows, a unique constraint on the system inertia constant, interpreted as the minimum synchronous generation, is considered to ensure grid security at high renewable penetration. The available energy constraint of the participating EV associated with the state-of-charge (SOC of the battery and market price-responsive behavior of the EV aggregators are also explored. Case studies for the Jeju electric power system in 2030 under various operational scenarios demonstrate the effectiveness of the proposed method and improved operational flexibility via controllable EVs.
Pasekov, V P
2013-03-01
The paper considers the problems in the adaptive evolution of life-history traits for individuals in the nonlinear Leslie model of age-structured population. The possibility to predict adaptation results as the values of organism's traits (properties) that provide for the maximum of a certain function of traits (optimization criterion) is studied. An ideal criterion of this type is Darwinian fitness as a characteristic of success of an individual's life history. Criticism of the optimization approach is associated with the fact that it does not take into account the changes in the environmental conditions (in a broad sense) caused by evolution, thereby leading to losses in the adequacy of the criterion. In addition, the justification for this criterion under stationary conditions is not usually rigorous. It has been suggested to overcome these objections in terms of the adaptive dynamics theory using the concept of invasive fitness. The reasons are given that favor the application of the average number of offspring for an individual, R(L), as an optimization criterion in the nonlinear Leslie model. According to the theory of quantitative genetics, the selection for fertility (that is, for a set of correlated quantitative traits determined by both multiple loci and the environment) leads to an increase in R(L). In terms of adaptive dynamics, the maximum R(L) corresponds to the evolutionary stability and, in certain cases, convergent stability of the values for traits. The search for evolutionarily stable values on the background of limited resources for reproduction is a problem of linear programming.
An Optimal Homotopy Asymptotic Approach Applied to Nonlinear MHD Jeffery-Hamel Flow
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Vasile Marinca
2011-01-01
Full Text Available A simple and effective procedure is employed to propose a new analytic approximate solution for nonlinear MHD Jeffery-Hamel flow. This technique called the Optimal Homotopy Asymptotic Method (OHAM does not depend upon any small/large parameters and provides us with a convenient way to control the convergence of the solution. The examples given in this paper lead to the conclusion that the accuracy of the obtained results is growing along with increasing the number of constants in the auxiliary function, which are determined using a computer technique. The results obtained through the proposed method are in very good agreement with the numerical results.
Global stability, periodic solutions, and optimal control in a nonlinear differential delay model
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Anatoli F. Ivanov
2010-09-01
Full Text Available A nonlinear differential equation with delay serving as a mathematical model of several applied problems is considered. Sufficient conditions for the global asymptotic stability and for the existence of periodic solutions are given. Two particular applications are treated in detail. The first one is a blood cell production model by Mackey, for which new periodicity criteria are derived. The second application is a modified economic model with delay due to Ramsey. An optimization problem for a maximal consumption is stated and solved for the latter.
DEFF Research Database (Denmark)
Petersen, Lars Norbert; Poulsen, Niels Kjølstad; Niemann, Hans Henrik
2015-01-01
In this paper, we compare the performance of an economically optimizing Nonlinear Model Predictive Controller (E-NMPC) to a linear tracking Model Predictive Controller (MPC) for a spray drying plant. We find in this simulation study, that the economic performance of the two controllers are almost...... equal. We evaluate the economic performance with an industrially recorded disturbance scenario, where unmeasured disturbances and model mismatch are present. The state of the spray dryer, used in the E-NMPC and MPC, is estimated using Kalman Filters with noise covariances estimated by a maximum...
Afifi, Ahmed; Nakaguchi, Toshiya; Tsumura, Norimichi
2010-03-01
In many medical applications, the automatic segmentation of deformable organs from medical images is indispensable and its accuracy is of a special interest. However, the automatic segmentation of these organs is a challenging task according to its complex shape. Moreover, the medical images usually have noise, clutter, or occlusion and considering the image information only often leads to meager image segmentation. In this paper, we propose a fully automated technique for the segmentation of deformable organs from medical images. In this technique, the segmentation is performed by fitting a nonlinear shape model with pre-segmented images. The kernel principle component analysis (KPCA) is utilized to capture the complex organs deformation and to construct the nonlinear shape model. The presegmentation is carried out by labeling each pixel according to its high level texture features extracted using the overcomplete wavelet packet decomposition. Furthermore, to guarantee an accurate fitting between the nonlinear model and the pre-segmented images, the particle swarm optimization (PSO) algorithm is employed to adapt the model parameters for the novel images. In this paper, we demonstrate the competence of proposed technique by implementing it to the liver segmentation from computed tomography (CT) scans of different patients.
Linear and nonlinear market correlations: Characterizing financial crises and portfolio optimization
Haluszczynski, Alexander; Laut, Ingo; Modest, Heike; Räth, Christoph
2017-12-01
Pearson correlation and mutual information-based complex networks of the day-to-day returns of U.S. S&P500 stocks between 1985 and 2015 have been constructed to investigate the mutual dependencies of the stocks and their nature. We show that both networks detect qualitative differences especially during (recent) turbulent market periods, thus indicating strongly fluctuating interconnections between the stocks of different companies in changing economic environments. A measure for the strength of nonlinear dependencies is derived using surrogate data and leads to interesting observations during periods of financial market crises. In contrast to the expectation that dependencies reduce mainly to linear correlations during crises, we show that (at least in the 2008 crisis) nonlinear effects are significantly increasing. It turns out that the concept of centrality within a network could potentially be used as some kind of an early warning indicator for abnormal market behavior as we demonstrate with the example of the 2008 subprime mortgage crisis. Finally, we apply a Markowitz mean variance portfolio optimization and integrate the measure of nonlinear dependencies to scale the investment exposure. This leads to significant outperformance as compared to a fully invested portfolio.
Optimizing optical nonlinearities in GaInAs/AlInAs quantum cascade lasers
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Gajić Aleksandra D.
2014-01-01
Full Text Available Regardless of the huge advances made in the design and fabrication of mid-infrared and terahertz quantum cascade lasers, success in accessing the ~3-4 mm region of the electromagnetic spectrum has remained limited. This fact has brought about the need to exploit resonant intersubband transitions as powerful nonlinear oscillators, consequently enabling the occurrence of large nonlinear optical susceptibilities as a means of reaching desired wavelengths. In this work, we present a computational model developed for the optimization of second-order optical nonlinearities in In0.53Ga0.47As/Al0.48In0.52As quantum cascade laser structures based on the implementation of the Genetic algorithm. The carrier transport and the power output of the structure were calculated by self-consistent solutions to the system of rate equations for carriers and photons. Both stimulated and simultaneous double-photon absorption processes occurring between the second harmonic generation-relevant levels are incorporated into rate equations and the material-dependent effective mass and band non-parabolicity are taken into account, as well. The developed method is quite general and can be applied to any higher order effect which requires the inclusion of the photon density equation. [Projekat Ministarstva nauke Republike Srbije, br. III 45010
Economic Optimization of Spray Dryer Operation using Nonlinear Model Predictive Control
DEFF Research Database (Denmark)
Petersen, Lars Norbert; Poulsen, Niels Kjølstad; Niemann, Hans Henrik
2014-01-01
In this paper we investigate an economically optimizing Nonlinear Model Predictive Control (E-NMPC) for a spray drying process. By simulation we evaluate the economic potential of this E-NMPC compared to a conventional PID based control strategy. Spray drying is the preferred process to reduce...... the water content for many liquid foodstuffs and produces a free flowing powder. The main challenge in controlling the spray drying process is to meet the residual moisture specifications and avoid that the powder sticks to the chamber walls of the spray dryer. We present a model for a spray dryer that has...... been validated on experimental data from a pilot plant. We use this model for simulation as well as for prediction in the E-NMPC. The E-NMPC is designed with hard input constraints and soft output constraints. The open-loop optimal control problem in the E-NMPC is solved using the single...
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Bingyong Yan
2015-01-01
Full Text Available A robust fault detection scheme for a class of nonlinear systems with uncertainty is proposed. The proposed approach utilizes robust control theory and parameter optimization algorithm to design the gain matrix of fault tracking approximator (FTA for fault detection. The gain matrix of FTA is designed to minimize the effects of system uncertainty on residual signals while maximizing the effects of system faults on residual signals. The design of the gain matrix of FTA takes into account the robustness of residual signals to system uncertainty and sensitivity of residual signals to system faults simultaneously, which leads to a multiobjective optimization problem. Then, the detectability of system faults is rigorously analyzed by investigating the threshold of residual signals. Finally, simulation results are provided to show the validity and applicability of the proposed approach.
DEFF Research Database (Denmark)
Petersen, Lars Norbert; Jørgensen, John Bagterp; Rawlings, James B.
2015-01-01
In this paper, we develop an economically optimizing Nonlinear Model Predictive Controller (E-NMPC) for a complete spray drying plant with multiple stages. In the E-NMPC the initial state is estimated by an extended Kalman Filter (EKF) with noise covariances estimated by an autocovariance least...... squares method (ALS). We present a model for the spray drying plant and use this model for simulation as well as for prediction in the E-NMPC. The open-loop optimal control problem in the E-NMPC is solved using the single-shooting method combined with a quasi-Newton Sequential Quadratic programming (SQP......) algorithm and the adjoint method for computation of gradients. We evaluate the economic performance when unmeasured disturbances are present. By simulation, we demonstrate that the E-NMPC improves the profit of spray drying by 17% compared to conventional PI control....
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Yutong Liu
2012-01-01
Full Text Available Purpose. To develop a technique to automate landmark selection for point-based interpolating transformations for nonlinear medical image registration. Materials and Methods. Interpolating transformations were calculated from homologous point landmarks on the source (image to be transformed and target (reference image. Point landmarks are placed at regular intervals on contours of anatomical features, and their positions are optimized along the contour surface by a function composed of curvature similarity and displacements of the homologous landmarks. The method was evaluated in two cases (=5 each. In one, MRI was registered to histological sections; in the second, geometric distortions in EPI MRI were corrected. Normalized mutual information and target registration error were calculated to compare the registration accuracy of the automatically and manually generated landmarks. Results. Statistical analyses demonstrated significant improvement (<0.05 in registration accuracy by landmark optimization in most data sets and trends towards improvement (<0.1 in others as compared to manual landmark selection.
Thrust generation by a heaving flexible foil: Resonance, nonlinearities, and optimality
Paraz, Florine; Schouveiler, Lionel; Eloy, Christophe
2016-01-01
Flexibility of marine animal fins has been thought to enhance swimming performance. However, despite numerous experimental and numerical studies on flapping flexible foils, there is still no clear understanding of the effect of flexibility and flapping amplitude on thrust generation and swimming efficiency. Here, to address this question, we combine experiments on a model system and a weakly nonlinear analysis. Experiments consist in immersing a flexible rectangular plate in a uniform flow and forcing this plate into a heaving motion at its leading edge. A complementary theoretical model is developed assuming a two-dimensional inviscid problem. In this model, nonlinear effects are taken into account by considering a transverse resistive drag. Under these hypotheses, a modal decomposition of the system motion allows us to predict the plate response amplitude and the generated thrust, as a function of the forcing amplitude and frequency. We show that this model can correctly predict the experimental data on plate kinematic response and thrust generation, as well as other data found in the literature. We also discuss the question of efficiency in the context of bio-inspired propulsion. Using the proposed model, we show that the optimal propeller for a given thrust and a given swimming speed is achieved when the actuating frequency is tuned to a resonance of the system, and when the optimal forcing amplitude scales as the square root of the required thrust.
Mathematical modeling of zika virus disease with nonlinear incidence and optimal control
Goswami, Naba Kumar; Srivastav, Akhil Kumar; Ghosh, Mini; Shanmukha, B.
2018-04-01
The Zika virus was first discovered in a rhesus monkey in the Zika Forest of Uganda in 1947, and it was isolated from humans in Nigeria in 1952. Zika virus disease is primarily a mosquito-borne disease, which is transmitted to human primarily through the bite of an infected Aedes species mosquito. However, there is documented evidence of sexual transmission of this disease too. In this paper, a nonlinear mathematical model for Zika virus by considering nonlinear incidence is formulated and analyzed. The equilibria and the basic reproduction number (R0) of the model are found. The stability of the different equilibria of the model is discussed in detail. When the basic reproduction number R0 1, we have endemic equilibrium which is locally stable under some restriction on parameters. Further this model is extended to optimal control model and is analyzed by using Pontryagin’s Maximum Principle. It has been observed that optimal control plays a significant role in reducing the number of zika infectives. Finally, numerical simulation is performed to illustrate the analytical findings.
Nonlinear Optimization-Based Device-Free Localization with Outlier Link Rejection
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Wendong Xiao
2015-04-01
Full Text Available Device-free localization (DFL is an emerging wireless technique for estimating the location of target that does not have any attached electronic device. It has found extensive use in Smart City applications such as healthcare at home and hospitals, location-based services at smart spaces, city emergency response and infrastructure security. In DFL, wireless devices are used as sensors that can sense the target by transmitting and receiving wireless signals collaboratively. Many DFL systems are implemented based on received signal strength (RSS measurements and the location of the target is estimated by detecting the changes of the RSS measurements of the wireless links. Due to the uncertainty of the wireless channel, certain links may be seriously polluted and result in erroneous detection. In this paper, we propose a novel nonlinear optimization approach with outlier link rejection (NOOLR for RSS-based DFL. It consists of three key strategies, including: (1 affected link identification by differential RSS detection; (2 outlier link rejection via geometrical positional relationship among links; (3 target location estimation by formulating and solving a nonlinear optimization problem. Experimental results demonstrate that NOOLR is robust to the fluctuation of the wireless signals with superior localization accuracy compared with the existing Radio Tomographic Imaging (RTI approach.
Nonlinear Multiuser Receiver for Optimized Chaos-Based DS-CDMA Systems
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S. Shaerbaf
2011-09-01
Full Text Available Chaos based communications have drawn increasing attention over the past years. Chaotic signals are derived from non-linear dynamic systems. They are aperiodic, broadband and deterministic signals that appear random in the time domain. Because of these properties, chaotic signals have been proposed to generate spreading sequences for wide-band secure communication recently. Like conventional DS-CDMA systems, chaos-based CDMA systems suffer from multi-user interference (MUI due to other users transmitting in the cell. In this paper, we propose a novel method based on radial basis function (RBF for both blind and non-blind multiuser detection in chaos-based DS-CDMA systems. We also propose a new method for optimizing generation of binary chaotic sequences using Genetic Algorithm. Simulation results show that our proposed nonlinear receiver with optimized chaotic sequences outperforms in comparison to other conventional detectors such as a single-user detector, decorrelating detector and minimum mean square error detector, particularly for under-loaded CDMA condition, which the number of active users is less than processing gain.
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. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.
Lv, Yongfeng; Na, Jing; Yang, Qinmin; Wu, Xing; Guo, Yu
2016-01-01
An online adaptive optimal control is proposed for continuous-time nonlinear systems with completely unknown dynamics, which is achieved by developing a novel identifier-critic-based approximate dynamic programming algorithm with a dual neural network (NN) approximation structure. First, an adaptive NN identifier is designed to obviate the requirement of complete knowledge of system dynamics, and a critic NN is employed to approximate the optimal value function. Then, the optimal control law is computed based on the information from the identifier NN and the critic NN, so that the actor NN is not needed. In particular, a novel adaptive law design method with the parameter estimation error is proposed to online update the weights of both identifier NN and critic NN simultaneously, which converge to small neighbourhoods around their ideal values. The closed-loop system stability and the convergence to small vicinity around the optimal solution are all proved by means of the Lyapunov theory. The proposed adaptation algorithm is also improved to achieve finite-time convergence of the NN weights. Finally, simulation results are provided to exemplify the efficacy of the proposed methods.
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.
φq-field theory for portfolio optimization: “fat tails” and nonlinear correlations
Sornette, D.; Simonetti, P.; Andersen, J. V.
2000-08-01
Physics and finance are both fundamentally based on the theory of random walks (and their generalizations to higher dimensions) and on the collective behavior of large numbers of correlated variables. The archetype examplifying this situation in finance is the portfolio optimization problem in which one desires to diversify on a set of possibly dependent assets to optimize the return and minimize the risks. The standard mean-variance solution introduced by Markovitz and its subsequent developments is basically a mean-field Gaussian solution. It has severe limitations for practical applications due to the strongly non-Gaussian structure of distributions and the nonlinear dependence between assets. Here, we present in details a general analytical characterization of the distribution of returns for a portfolio constituted of assets whose returns are described by an arbitrary joint multivariate distribution. In this goal, we introduce a non-linear transformation that maps the returns onto Gaussian variables whose covariance matrix provides a new measure of dependence between the non-normal returns, generalizing the covariance matrix into a nonlinear covariance matrix. This nonlinear covariance matrix is chiseled to the specific fat tail structure of the underlying marginal distributions, thus ensuring stability and good conditioning. The portfolio distribution is then obtained as the solution of a mapping to a so-called φq field theory in particle physics, of which we offer an extensive treatment using Feynman diagrammatic techniques and large deviation theory, that we illustrate in details for multivariate Weibull distributions. The interaction (non-mean field) structure in this field theory is a direct consequence of the non-Gaussian nature of the distribution of asset price returns. We find that minimizing the portfolio variance (i.e. the relatively “small” risks) may often increase the large risks, as measured by higher normalized cumulants. Extensive
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Carlos Pozo
Full Text Available Optimization models in metabolic engineering and systems biology focus typically on optimizing a unique criterion, usually the synthesis rate of a metabolite of interest or the rate of growth. Connectivity and non-linear regulatory effects, however, make it necessary to consider multiple objectives in order to identify useful strategies that balance out different metabolic issues. This is a fundamental aspect, as optimization of maximum yield in a given condition may involve unrealistic values in other key processes. Due to the difficulties associated with detailed non-linear models, analysis using stoichiometric descriptions and linear optimization methods have become rather popular in systems biology. However, despite being useful, these approaches fail in capturing the intrinsic nonlinear nature of the underlying metabolic systems and the regulatory signals involved. Targeting more complex biological systems requires the application of global optimization methods to non-linear representations. In this work we address the multi-objective global optimization of metabolic networks that are described by a special class of models based on the power-law formalism: the generalized mass action (GMA representation. Our goal is to develop global optimization methods capable of efficiently dealing with several biological criteria simultaneously. In order to overcome the numerical difficulties of dealing with multiple criteria in the optimization, we propose a heuristic approach based on the epsilon constraint method that reduces the computational burden of generating a set of Pareto optimal alternatives, each achieving a unique combination of objectives values. To facilitate the post-optimal analysis of these solutions and narrow down their number prior to being tested in the laboratory, we explore the use of Pareto filters that identify the preferred subset of enzymatic profiles. We demonstrate the usefulness of our approach by means of a case study
Pozo, Carlos; Guillén-Gosálbez, Gonzalo; Sorribas, Albert; Jiménez, Laureano
2012-01-01
Optimization models in metabolic engineering and systems biology focus typically on optimizing a unique criterion, usually the synthesis rate of a metabolite of interest or the rate of growth. Connectivity and non-linear regulatory effects, however, make it necessary to consider multiple objectives in order to identify useful strategies that balance out different metabolic issues. This is a fundamental aspect, as optimization of maximum yield in a given condition may involve unrealistic values in other key processes. Due to the difficulties associated with detailed non-linear models, analysis using stoichiometric descriptions and linear optimization methods have become rather popular in systems biology. However, despite being useful, these approaches fail in capturing the intrinsic nonlinear nature of the underlying metabolic systems and the regulatory signals involved. Targeting more complex biological systems requires the application of global optimization methods to non-linear representations. In this work we address the multi-objective global optimization of metabolic networks that are described by a special class of models based on the power-law formalism: the generalized mass action (GMA) representation. Our goal is to develop global optimization methods capable of efficiently dealing with several biological criteria simultaneously. In order to overcome the numerical difficulties of dealing with multiple criteria in the optimization, we propose a heuristic approach based on the epsilon constraint method that reduces the computational burden of generating a set of Pareto optimal alternatives, each achieving a unique combination of objectives values. To facilitate the post-optimal analysis of these solutions and narrow down their number prior to being tested in the laboratory, we explore the use of Pareto filters that identify the preferred subset of enzymatic profiles. We demonstrate the usefulness of our approach by means of a case study that optimizes the
Minimal constrained supergravity
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Cribiori, N. [Dipartimento di Fisica e Astronomia “Galileo Galilei”, Università di Padova, Via Marzolo 8, 35131 Padova (Italy); INFN, Sezione di Padova, Via Marzolo 8, 35131 Padova (Italy); Dall' Agata, G., E-mail: dallagat@pd.infn.it [Dipartimento di Fisica e Astronomia “Galileo Galilei”, Università di Padova, Via Marzolo 8, 35131 Padova (Italy); INFN, Sezione di Padova, Via Marzolo 8, 35131 Padova (Italy); Farakos, F. [Dipartimento di Fisica e Astronomia “Galileo Galilei”, Università di Padova, Via Marzolo 8, 35131 Padova (Italy); INFN, Sezione di Padova, Via Marzolo 8, 35131 Padova (Italy); Porrati, M. [Center for Cosmology and Particle Physics, Department of Physics, New York University, 4 Washington Place, New York, NY 10003 (United States)
2017-01-10
We describe minimal supergravity models where supersymmetry is non-linearly realized via constrained superfields. We show that the resulting actions differ from the so called “de Sitter” supergravities because we consider constraints eliminating directly the auxiliary fields of the gravity multiplet.
Minimal constrained supergravity
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N. Cribiori
2017-01-01
Full Text Available We describe minimal supergravity models where supersymmetry is non-linearly realized via constrained superfields. We show that the resulting actions differ from the so called “de Sitter” supergravities because we consider constraints eliminating directly the auxiliary fields of the gravity multiplet.
Minimal constrained supergravity
International Nuclear Information System (INIS)
Cribiori, N.; Dall'Agata, G.; Farakos, F.; Porrati, M.
2017-01-01
We describe minimal supergravity models where supersymmetry is non-linearly realized via constrained superfields. We show that the resulting actions differ from the so called “de Sitter” supergravities because we consider constraints eliminating directly the auxiliary fields of the gravity multiplet.
Taylor, Ellen Meredith
Weighted essentially non-oscillatory (WENO) methods have been developed to simultaneously provide robust shock-capturing in compressible fluid flow and avoid excessive damping of fine-scale flow features such as turbulence. This is accomplished by constructing multiple candidate numerical stencils that adaptively combine so as to provide high order of accuracy and high bandwidth-resolving efficiency in continuous flow regions while averting instability-provoking interpolation across discontinuities. Under certain conditions in compressible turbulence, however, numerical dissipation remains unacceptably high even after optimization of the linear optimal stencil combination that dominates in smooth regions. The remaining nonlinear error arises from two primary sources: (i) the smoothness measurement that governs the application of adaptation away from the optimal stencil and (ii) the numerical properties of individual candidate stencils that govern numerical accuracy when adaptation engages. In this work, both of these sources are investigated, and corrective modifications to the WENO methodology are proposed and evaluated. Excessive nonlinear error due to the first source is alleviated through two separately considered procedures appended to the standard smoothness measurement technique that are designated the "relative smoothness limiter" and the "relative total variation limiter." In theory, appropriate values of their associated parameters should be insensitive to flow configuration, thereby sidestepping the prospect of costly parameter tuning; and this expectation of broad effectiveness is assessed in direct numerical simulations (DNS) of one-dimensional inviscid test problems, three-dimensional compressible isotropic turbulence of varying Reynolds and turbulent Mach numbers, and shock/isotropic-turbulence interaction (SITI). In the process, tools for efficiently comparing WENO adaptation behavior in smooth versus shock-containing regions are developed. The
Directory of Open Access Journals (Sweden)
Zhen Chen
2016-01-01
Full Text Available Accelerated degradation test (ADT has been widely used to assess highly reliable products’ lifetime. To conduct an ADT, an appropriate degradation model and test plan should be determined in advance. Although many historical studies have proposed quite a few models, there is still room for improvement. Hence we propose a Nonlinear Generalized Wiener Process (NGWP model with consideration of the effects of stress level, product-to-product variability, and measurement errors for a higher estimation accuracy and a wider range of use. Then under the constraints of sample size, test duration, and test cost, the plans of constant-stress ADT (CSADT with multiple stress levels based on the NGWP are designed by minimizing the asymptotic variance of the reliability estimation of the products under normal operation conditions. An optimization algorithm is developed to determine the optimal stress levels, the number of units allocated to each level, inspection frequency, and measurement times simultaneously. In addition, a comparison based on degradation data of LEDs is made to show better goodness-of-fit of the NGWP than that of other models. Finally, optimal two-level and three-level CSADT plans under various constraints and a detailed sensitivity analysis are demonstrated through examples in this paper.
Distributed Optimal Consensus Control for Nonlinear Multiagent System With Unknown Dynamic.
Zhang, Jilie; Zhang, Huaguang; Feng, Tao
2017-08-01
This paper focuses on the distributed optimal cooperative control for continuous-time nonlinear multiagent systems (MASs) with completely unknown dynamics via adaptive dynamic programming (ADP) technology. By introducing predesigned extra compensators, the augmented neighborhood error systems are derived, which successfully circumvents the system knowledge requirement for ADP. It is revealed that the optimal consensus protocols actually work as the solutions of the MAS differential game. Policy iteration algorithm is adopted, and it is theoretically proved that the iterative value function sequence strictly converges to the solution of the coupled Hamilton-Jacobi-Bellman equation. Based on this point, a novel online iterative scheme is proposed, which runs based on the data sampled from the augmented system and the gradient of the value function. Neural networks are employed to implement the algorithm and the weights are updated, in the least-square sense, to the ideal value, which yields approximated optimal consensus protocols. Finally, a numerical example is given to illustrate the effectiveness of the proposed scheme.
Sambo, Francesco; de Oca, Marco A Montes; Di Camillo, Barbara; Toffolo, Gianna; Stützle, Thomas
2012-01-01
Reverse engineering is the problem of inferring the structure of a network of interactions between biological variables from a set of observations. In this paper, we propose an optimization algorithm, called MORE, for the reverse engineering of biological networks from time series data. The model inferred by MORE is a sparse system of nonlinear differential equations, complex enough to realistically describe the dynamics of a biological system. MORE tackles separately the discrete component of the problem, the determination of the biological network topology, and the continuous component of the problem, the strength of the interactions. This approach allows us both to enforce system sparsity, by globally constraining the number of edges, and to integrate a priori information about the structure of the underlying interaction network. Experimental results on simulated and real-world networks show that the mixed discrete/continuous optimization approach of MORE significantly outperforms standard continuous optimization and that MORE is competitive with the state of the art in terms of accuracy of the inferred networks.
Stabilization of business cycles of finance agents using nonlinear optimal control
Rigatos, G.; Siano, P.; Ghosh, T.; Sarno, D.
2017-11-01
Stabilization of the business cycles of interconnected finance agents is performed with the use of a new nonlinear optimal control method. First, the dynamics of the interacting finance agents and of the associated business cycles is described by a modeled of coupled nonlinear oscillators. Next, this dynamic model undergoes approximate linearization round a temporary operating point which is defined by the present value of the system's state vector and the last value of the control inputs vector that was exerted on it. The linearization procedure is based on Taylor series expansion of the dynamic model and on the computation of Jacobian matrices. The modelling error, which is due to the truncation of higher-order terms in the Taylor series expansion is considered as a disturbance which is compensated by the robustness of the control loop. Next, for the linearized model of the interacting finance agents, an H-infinity feedback controller is designed. The computation of the feedback control gain requires the solution of an algebraic Riccati equation at each iteration of the control algorithm. Through Lyapunov stability analysis it is proven that the control scheme satisfies an H-infinity tracking performance criterion, which signifies elevated robustness against modelling uncertainty and external perturbations. Moreover, under moderate conditions the global asymptotic stability features of the control loop are proven.
Liolios, A
2003-01-01
The paper presents a new numerical approach for a non-linear optimal control problem arising in earthquake civil engineering. This problem concerns the elastoplastic softening-fracturing unilateral contact between neighbouring buildings during earthquakes when Coulomb friction is taken into account under second-order instabilizing effects. So, the earthquake response of the adjacent structures can appear instabilities and chaotic behaviour. The problem formulation presented here leads to a set of equations and inequalities, which is equivalent to a dynamic hemivariational inequality in the way introduced by Panagiotopoulos [Hemivariational Inequalities. Applications in Mechanics and Engineering, Springer-Verlag, Berlin, 1993]. The numerical procedure is based on an incremental problem formulation and on a double discretization, in space by the finite element method and in time by the Wilson-theta method. The generally non-convex constitutive contact laws are piecewise linearized, and in each time-step a non-c...
Gunnels, John; Lee, Jon; Margulies, Susan
2010-01-01
We provide a first demonstration of the idea that matrix-based algorithms for nonlinear combinatorial optimization problems can be efficiently implemented. Such algorithms were mainly conceived by theoretical computer scientists for proving efficiency. We are able to demonstrate the practicality of our approach by developing an implementation on a massively parallel architecture, and exploiting scalable and efficient parallel implementations of algorithms for ultra high-precision linear algebra. Additionally, we have delineated and implemented the necessary algorithmic and coding changes required in order to address problems several orders of magnitude larger, dealing with the limits of scalability from memory footprint, computational efficiency, reliability, and interconnect perspectives. © Springer and Mathematical Programming Society 2010.
Gunnels, John
2010-06-01
We provide a first demonstration of the idea that matrix-based algorithms for nonlinear combinatorial optimization problems can be efficiently implemented. Such algorithms were mainly conceived by theoretical computer scientists for proving efficiency. We are able to demonstrate the practicality of our approach by developing an implementation on a massively parallel architecture, and exploiting scalable and efficient parallel implementations of algorithms for ultra high-precision linear algebra. Additionally, we have delineated and implemented the necessary algorithmic and coding changes required in order to address problems several orders of magnitude larger, dealing with the limits of scalability from memory footprint, computational efficiency, reliability, and interconnect perspectives. © Springer and Mathematical Programming Society 2010.
Dynamics and optimal control of a non-linear epidemic model with relapse and cure
Lahrouz, A.; El Mahjour, H.; Settati, A.; Bernoussi, A.
2018-04-01
In this work, we introduce the basic reproduction number R0 for a general epidemic model with graded cure, relapse and nonlinear incidence rate in a non-constant population size. We established that the disease free-equilibrium state Ef is globally asymptotically exponentially stable if R0 1, we proved that the system model has at least one endemic state Ee. Then, by means of an appropriate Lyapunov function, we showed that Ee is unique and globally asymptotically stable under some acceptable biological conditions. On the other hand, we use two types of control to reduce the number of infectious individuals. The optimality system is formulated and solved numerically using a Gauss-Seidel-like implicit finite-difference method.
Nonlinear optimization method of ship floating condition calculation in wave based on vector
Ding, Ning; Yu, Jian-xing
2014-08-01
Ship floating condition in regular waves is calculated. New equations controlling any ship's floating condition are proposed by use of the vector operation. This form is a nonlinear optimization problem which can be solved using the penalty function method with constant coefficients. And the solving process is accelerated by dichotomy. During the solving process, the ship's displacement and buoyant centre have been calculated by the integration of the ship surface according to the waterline. The ship surface is described using an accumulative chord length theory in order to determine the displacement, the buoyancy center and the waterline. The draught forming the waterline at each station can be found out by calculating the intersection of the ship surface and the wave surface. The results of an example indicate that this method is exact and efficient. It can calculate the ship floating condition in regular waves as well as simplify the calculation and improve the computational efficiency and the precision of results.
Optimized parallel convolutions for non-linear fluid models of tokamak ηi turbulence
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Milovich, J.L.; Tomaschke, G.; Kerbel, G.D.
1993-01-01
Non-linear computational fluid models of plasma turbulence based on spectral methods typically spend a large fraction of the total computing time evaluating convolutions. Usually these convolutions arise from an explicit or semi implicit treatment of the convective non-linearities in the problem. Often the principal convective velocity is perpendicular to magnetic field lines allowing a reduction of the convolution to two dimensions in an appropriate geometry, but beyond this, different models vary widely in the particulars of which mode amplitudes are selectively evolved to get the most efficient representation of the turbulence. As the number of modes in the problem, N, increases, the amount of computation required for this part of the evolution algorithm then scales as N 2 /timestep for a direct or analytic method and N ln N/timestep for a pseudospectral method. The constants of proportionality depend on the particulars of mode selection and determine the size problem for which the method will perform equally. For large enough N, the pseudospectral method performance is always superior, though some problems do not require correspondingly high resolution. Further, the Courant condition for numerical stability requires that the timestep size must decrease proportionately as N increases, thus accentuating the need to have fast methods for larger N problems. The authors have developed a package for the Cray system which performs these convolutions for a rather arbitrary mode selection scheme using either method. The package is highly optimized using a combination of macro and microtasking techniques, as well as vectorization and in some cases assembly coded routines. Parts of the package have also been developed and optimized for the CM200 and CM5 system. Performance comparisons with respect to problem size, parallelization, selection schemes and architecture are presented
Pozo, Carlos; Marín-Sanguino, Alberto; Alves, Rui; Guillén-Gosálbez, Gonzalo; Jiménez, Laureano; Sorribas, Albert
2011-08-25
Design of newly engineered microbial strains for biotechnological purposes would greatly benefit from the development of realistic mathematical models for the processes to be optimized. Such models can then be analyzed and, with the development and application of appropriate optimization techniques, one could identify the modifications that need to be made to the organism in order to achieve the desired biotechnological goal. As appropriate models to perform such an analysis are necessarily non-linear and typically non-convex, finding their global optimum is a challenging task. Canonical modeling techniques, such as Generalized Mass Action (GMA) models based on the power-law formalism, offer a possible solution to this problem because they have a mathematical structure that enables the development of specific algorithms for global optimization. Based on the GMA canonical representation, we have developed in previous works a highly efficient optimization algorithm and a set of related strategies for understanding the evolution of adaptive responses in cellular metabolism. Here, we explore the possibility of recasting kinetic non-linear models into an equivalent GMA model, so that global optimization on the recast GMA model can be performed. With this technique, optimization is greatly facilitated and the results are transposable to the original non-linear problem. This procedure is straightforward for a particular class of non-linear models known as Saturable and Cooperative (SC) models that extend the power-law formalism to deal with saturation and cooperativity. Our results show that recasting non-linear kinetic models into GMA models is indeed an appropriate strategy that helps overcoming some of the numerical difficulties that arise during the global optimization task.
Directory of Open Access Journals (Sweden)
Sorribas Albert
2011-08-01
Full Text Available Abstract Background Design of newly engineered microbial strains for biotechnological purposes would greatly benefit from the development of realistic mathematical models for the processes to be optimized. Such models can then be analyzed and, with the development and application of appropriate optimization techniques, one could identify the modifications that need to be made to the organism in order to achieve the desired biotechnological goal. As appropriate models to perform such an analysis are necessarily non-linear and typically non-convex, finding their global optimum is a challenging task. Canonical modeling techniques, such as Generalized Mass Action (GMA models based on the power-law formalism, offer a possible solution to this problem because they have a mathematical structure that enables the development of specific algorithms for global optimization. Results Based on the GMA canonical representation, we have developed in previous works a highly efficient optimization algorithm and a set of related strategies for understanding the evolution of adaptive responses in cellular metabolism. Here, we explore the possibility of recasting kinetic non-linear models into an equivalent GMA model, so that global optimization on the recast GMA model can be performed. With this technique, optimization is greatly facilitated and the results are transposable to the original non-linear problem. This procedure is straightforward for a particular class of non-linear models known as Saturable and Cooperative (SC models that extend the power-law formalism to deal with saturation and cooperativity. Conclusions Our results show that recasting non-linear kinetic models into GMA models is indeed an appropriate strategy that helps overcoming some of the numerical difficulties that arise during the global optimization task.
Zhang, Liping; Zheng, Yanling; Wang, Kai; Zhang, Xueliang; Zheng, Yujian
2014-06-01
In this paper, by using a particle swarm optimization algorithm to solve the optimal parameter estimation problem, an improved Nash nonlinear grey Bernoulli model termed PSO-NNGBM(1,1) is proposed. To test the forecasting performance, the optimized model is applied for forecasting the incidence of hepatitis B in Xinjiang, China. Four models, traditional GM(1,1), grey Verhulst model (GVM), original nonlinear grey Bernoulli model (NGBM(1,1)) and Holt-Winters exponential smoothing method, are also established for comparison with the proposed model under the criteria of mean absolute percentage error and root mean square percent error. The prediction results show that the optimized NNGBM(1,1) model is more accurate and performs better than the traditional GM(1,1), GVM, NGBM(1,1) and Holt-Winters exponential smoothing method. Copyright © 2014. Published by Elsevier Ltd.
Flutter analysis of an airfoil with multiple nonlinearities and uncertainties
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Haitao Liao
2013-09-01
Full Text Available An original method for calculating the limit cycle oscillations of nonlinear aero-elastic system is presented. The problem of determining the maximum vibration amplitude of limit cycle is transformed into a nonlinear optimization problem. The harmonic balance method and the Floquet theory are selected to construct the general nonlinear equality and inequality constraints. The resulting constrained maximization problem is then solved by using the MultiStart algorithm. Finally, the proposed approach is validated and used to analyse the limit cycle oscillations of an airfoil with multiple nonlinearities and uncertainties. Numerical examples show that the coexistence of multiple nonlinearities may lead to low amplitude limit cycle oscillation.
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Qiuyu Wang
2014-01-01
descent method at first finite number of steps and then by conjugate gradient method subsequently. Under some appropriate conditions, we show that the algorithm converges globally. Numerical experiments and comparisons by using some box-constrained problems from CUTEr library are reported. Numerical comparisons illustrate that the proposed method is promising and competitive with the well-known method—L-BFGS-B.
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Alrijadjis .
2014-12-01
Full Text Available The proportional integral derivative (PID controllers have been widely used in most process control systems for a long time. However, it is a very important problem how to choose PID parameters, because these parameters give a great influence on the control performance. Especially, it is difficult to tune these parameters for nonlinear systems. In this paper, a new modified particle swarm optimization (PSO is presented to search for optimal PID parameters for such system. The proposed algorithm is to modify constriction coefficient which is nonlinearly decreased time-varying for improving the final accuracy and the convergence speed of PSO. To validate the control performance of the proposed method, a typical nonlinear system control, a continuous stirred tank reactor (CSTR process, is illustrated. The results testify that a new modified PSO algorithm can perform well in the nonlinear PID control system design in term of lesser overshoot, rise-time, settling-time, IAE and ISE. Keywords: PID controller, Particle Swarm Optimization (PSO,constriction factor, nonlinear system.
Zhang, Ridong; Tao, Jili; Lu, Renquan; Jin, Qibing
2018-02-01
Modeling of distributed parameter systems is difficult because of their nonlinearity and infinite-dimensional characteristics. Based on principal component analysis (PCA), a hybrid modeling strategy that consists of a decoupled linear autoregressive exogenous (ARX) model and a nonlinear radial basis function (RBF) neural network model are proposed. The spatial-temporal output is first divided into a few dominant spatial basis functions and finite-dimensional temporal series by PCA. Then, a decoupled ARX model is designed to model the linear dynamics of the dominant modes of the time series. The nonlinear residual part is subsequently parameterized by RBFs, where genetic algorithm is utilized to optimize their hidden layer structure and the parameters. Finally, the nonlinear spatial-temporal dynamic system is obtained after the time/space reconstruction. Simulation results of a catalytic rod and a heat conduction equation demonstrate the effectiveness of the proposed strategy compared to several other methods.
International Nuclear Information System (INIS)
Walrand, Stephan; Jamar, François; Pauwels, Stanislas
2009-01-01
Ill-posed linear systems occur in many different fields. A class of regularization methods, called constrained optimization, aims to determine the extremum of a penalty function whilst constraining an objective function to a likely value. We propose here a novel heuristic way to screen the local extrema satisfying the discrepancy principle. A modified version of the Landweber algorithm is used for the iteration process. After finding a local extremum, a bound is performed to the 'farthest' estimate in the data space still satisfying the discrepancy principle. Afterwards, the modified Landweber algorithm is again applied to find a new local extremum. This bound-iteration process is repeated until a satisfying solution is reached. For evaluation in nuclear medicine tomography, a novel penalty function that preserves the edge steps in the reconstructed solution was evaluated on Monte Carlo simulations and using real SPECT acquisitions as well. Surprisingly, the first bound always provided a significantly better solution in a wide range of statistics
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.
Calibration of Mine Ventilation Network Models Using the Non-Linear Optimization Algorithm
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Guang Xu
2017-12-01
Full Text Available Effective ventilation planning is vital to underground mining. To ensure stable operation of the ventilation system and to avoid airflow disorder, mine ventilation network (MVN models have been widely used in simulating and optimizing the mine ventilation system. However, one of the challenges for MVN model simulation is that the simulated airflow distribution results do not match the measured data. To solve this problem, a simple and effective calibration method is proposed based on the non-linear optimization algorithm. The calibrated model not only makes simulated airflow distribution results in accordance with the on-site measured data, but also controls the errors of other parameters within a minimum range. The proposed method was then applied to calibrate an MVN model in a real case, which is built based on ventilation survey results and Ventsim software. Finally, airflow simulation experiments are carried out respectively using data before and after calibration, whose results were compared and analyzed. This showed that the simulated airflows in the calibrated model agreed much better to the ventilation survey data, which verifies the effectiveness of calibrating method.
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Horacio Hideki Yanasse
2013-01-01
Full Text Available Neste trabalho revemos alguns modelos lineares e não lineares inteiros para gerar padrões de corte bidimensionais guilhotinados de 2 estágios, incluindo os casos exato e não exato e restrito e irrestrito. Esses problemas são casos particulares do problema da mochila bidimensional. Apresentamos também novos modelos para gerar esses padrões de corte, baseados em adaptações ou extensões de modelos para gerar padrões de corte bidimensionais restritos 1-grupo. Padrões 2 estágios aparecem em diferentes processos de corte, como, por exemplo, em indústrias de móveis e de chapas de madeira. Os modelos são úteis para a pesquisa e o desenvolvimento de métodos de solução mais eficientes, explorando estruturas particulares, a decomposição do modelo, relaxações do modelo etc. Eles também são úteis para a avaliação do desempenho de heurísticas, já que permitem (pelo menos para problemas de tamanho moderado uma estimativa do gap de otimalidade de soluções obtidas por heurísticas. Para ilustrar a aplicação dos modelos, analisamos os resultados de alguns experimentos computacionais com exemplos da literatura e outros gerados aleatoriamente. Os resultados foram produzidos usando um software comercial conhecido e mostram que o esforço computacional necessário para resolver os modelos pode ser bastante diferente.In this work we review some linear and nonlinear integer models to generate two stage two-dimensional guillotine cutting patterns, including the constrained, non constrained, exact and non exact cases. These problems are particular cases of the two dimensional knapsack problems. We also present new models to generate these cutting patterns, based on adaptations and extensions of models that generate one-group constrained two dimensional cutting patterns. Two stage patterns arise in different cutting processes like, for instance, in the furniture industry and wooden hardboards. The models are useful for the research and
Rosenberg, D. E.; Alafifi, A.
2016-12-01
Water resources systems analysis often focuses on finding optimal solutions. Yet an optimal solution is optimal only for the modelled issues and managers often seek near-optimal alternatives that address un-modelled objectives, preferences, limits, uncertainties, and other issues. Early on, Modelling to Generate Alternatives (MGA) formalized near-optimal as the region comprising the original problem constraints plus a new constraint that allowed performance within a specified tolerance of the optimal objective function value. MGA identified a few maximally-different alternatives from the near-optimal region. Subsequent work applied Markov Chain Monte Carlo (MCMC) sampling to generate a larger number of alternatives that span the near-optimal region of linear problems or select portions for non-linear problems. We extend the MCMC Hit-And-Run method to generate alternatives that span the full extent of the near-optimal region for non-linear, non-convex problems. First, start at a feasible hit point within the near-optimal region, then run a random distance in a random direction to a new hit point. Next, repeat until generating the desired number of alternatives. The key step at each iterate is to run a random distance along the line in the specified direction to a new hit point. If linear equity constraints exist, we construct an orthogonal basis and use a null space transformation to confine hits and runs to a lower-dimensional space. Linear inequity constraints define the convex bounds on the line that runs through the current hit point in the specified direction. We then use slice sampling to identify a new hit point along the line within bounds defined by the non-linear inequity constraints. This technique is computationally efficient compared to prior near-optimal alternative generation techniques such MGA, MCMC Metropolis-Hastings, evolutionary, or firefly algorithms because search at each iteration is confined to the hit line, the algorithm can move in one
Kerschke, Pascal
2017-01-01
Choosing the best-performing optimizer(s) out of a portfolio of optimization algorithms is usually a difficult and complex task. It gets even worse, if the underlying functions are unknown, i.e., so-called Black-Box problems, and function evaluations are considered to be expensive. In the case of continuous single-objective optimization problems, Exploratory Landscape Analysis (ELA) - a sophisticated and effective approach for characterizing the landscapes of such problems by means of numeric...
International Nuclear Information System (INIS)
Casas, E.; Troeltzsch, F.
1999-01-01
In this paper we are concerned with some optimal control problems governed by semilinear elliptic equations. The case of a boundary control is studied. We consider pointwise constraints on the control and a finite number of equality and inequality constraints on the state. The goal is to derive first- and second-order optimality conditions satisfied by locally optimal solutions of the problem
A nonlinear optimal control approach to stabilization of a macroeconomic development model
Rigatos, G.; Siano, P.; Ghosh, T.; Sarno, D.
2017-11-01
A nonlinear optimal (H-infinity) control approach is proposed for the problem of stabilization of the dynamics of a macroeconomic development model that is known as the Grossman-Helpman model of endogenous product cycles. The dynamics of the macroeconomic development model is divided in two parts. The first one describes economic activities in a developed country and the second part describes variation of economic activities in a country under development which tries to modify its production so as to serve the needs of the developed country. The article shows that through control of the macroeconomic model of the developed country, one can finally control the dynamics of the economy in the country under development. The control method through which this is achieved is the nonlinear H-infinity control. The macroeconomic model for the country under development undergoes approximate linearization round a temporary operating point. This is defined at each time instant by the present value of the system's state vector and the last value of the control input vector that was exerted on it. The linearization is based on Taylor series expansion and the computation of the associated Jacobian matrices. For the linearized model an H-infinity feedback controller is computed. The controller's gain is calculated by solving an algebraic Riccati equation at each iteration of the control method. The asymptotic stability of the control approach is proven through Lyapunov analysis. This assures that the state variables of the macroeconomic model of the country under development will finally converge to the designated reference values.
Memetic Algorithms to Solve a Global Nonlinear Optimization Problem. A Review
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M. K. Sakharov
2015-01-01
Full Text Available In recent decades, evolutionary algorithms have proven themselves as the powerful optimization techniques of search engine. Their popularity is due to the fact that they are easy to implement and can be used in all areas, since they are based on the idea of universal evolution. For example, in the problems of a large number of local optima, the traditional optimization methods, usually, fail in finding the global optimum. To solve such problems using a variety of stochastic methods, in particular, the so-called population-based algorithms, which are a kind of evolutionary methods. The main disadvantage of this class of methods is their slow convergence to the exact solution in the neighborhood of the global optimum, as these methods incapable to use the local information about the landscape of the function. This often limits their use in largescale real-world problems where the computation time is a critical factor.One of the promising directions in the field of modern evolutionary computation are memetic algorithms, which can be regarded as a combination of population search of the global optimum and local procedures for verifying solutions, which gives a synergistic effect. In the context of memetic algorithms, the meme is an implementation of the local optimization method to refine solution in the search.The concept of memetic algorithms provides ample opportunities for the development of various modifications of these algorithms, which can vary the frequency of the local search, the conditions of its end, and so on. The practically significant memetic algorithm modifications involve the simultaneous use of different memes. Such algorithms are called multi-memetic.The paper gives statement of the global problem of nonlinear unconstrained optimization, describes the most promising areas of AI modifications, including hybridization and metaoptimization. The main content of the work is the classification and review of existing varieties of
Jones, Keith
2010-01-01
The Regularized Fast Hartley Transform provides the reader with the tools necessary to both understand the proposed new formulation and to implement simple design variations that offer clear implementational advantages, both practical and theoretical, over more conventional complex-data solutions to the problem. The highly-parallel formulation described is shown to lead to scalable and device-independent solutions to the latency-constrained version of the problem which are able to optimize the use of the available silicon resources, and thus to maximize the achievable computational density, th
DEFF Research Database (Denmark)
Stolpe, Mathias; Bendsøe, Martin P.
2007-01-01
This paper present some initial results pertaining to a search for globally optimal solutions to a challenging benchmark example proposed by Zhou and Rozvany. This means that we are dealing with global optimization of the classical single load minimum compliance topology design problem with a fixed...... finite element discretization and with discrete design variables. Global optimality is achieved by the implementation of some specially constructed convergent nonlinear branch and cut methods, based on the use of natural relaxations and by applying strengthening constraints (linear valid inequalities...
DEFF Research Database (Denmark)
Stolpe, Mathias; Bendsøe, Martin P.
2007-01-01
This paper present some initial results pertaining to a search for globally optimal solutions to a challenging benchmark example proposed by Zhou and Rozvany. This means that we are dealing with global optimization of the classical single load minimum compliance topology design problem with a fixed...... finite element discretization and with discrete design variables. Global optimality is achieved by the implementation of some specially constructed convergent nonlinear branch and cut methods, based on the use of natural relaxations and by applying strengthening constraints (linear valid inequalities......) and cuts....
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 fast nonlinear conjugate gradient based method for 3D frictional contact problems
Zhao, J.; Vollebregt, E.A.H.; Oosterlee, C.W.
2014-01-01
This paper presents a fast numerical solver for a nonlinear constrained optimization problem, arising from a 3D frictional contact problem. It incorporates an active set strategy with a nonlinear conjugate gradient method. One novelty is to consider the tractions of each slip element in a polar
A fast nonlinear conjugate gradient based method for 3D concentrated frictional contact problems
J. Zhao (Jing); E.A.H. Vollebregt (Edwin); C.W. Oosterlee (Cornelis)
2015-01-01
htmlabstractThis paper presents a fast numerical solver for a nonlinear constrained optimization problem, arising from 3D concentrated frictional shift and rolling contact problems with dry Coulomb friction. The solver combines an active set strategy with a nonlinear conjugate gradient method. One
International Nuclear Information System (INIS)
An, Y; Liang, J; Liu, W
2015-01-01
Purpose: We propose to apply a probabilistic framework, namely chanceconstrained optimization, in the intensity-modulated proton therapy (IMPT) planning subject to range and patient setup uncertainties. The purpose is to hedge against the influence of uncertainties and improve robustness of treatment plans. Methods: IMPT plans were generated for a typical prostate patient. Nine dose distributions are computed — the nominal one and one each for ±5mm setup uncertainties along three cardinal axes and for ±3.5% range uncertainty. These nine dose distributions are supplied to the solver CPLEX as chance constraints to explicitly control plan robustness under these representative uncertainty scenarios with certain probability. This probability is determined by the tolerance level. We make the chance-constrained model tractable by converting it to a mixed integer optimization problem. The quality of plans derived from this method is evaluated using dose-volume histogram (DVH) indices such as tumor dose homogeneity (D5% – D95%) and coverage (D95%) and normal tissue sparing like V70 of rectum, V65, and V40 of bladder. We also compare the results from this novel method with the conventional PTV-based method to further demonstrate its effectiveness Results: Our model can yield clinically acceptable plans within 50 seconds. The chance-constrained optimization produces IMPT plans with comparable target coverage, better target dose homogeneity, and better normal tissue sparing compared to the PTV-based optimization [D95% CTV: 67.9 vs 68.7 (Gy), D5% – D95% CTV: 11.9 vs 18 (Gy), V70 rectum: 0.0 % vs 0.33%, V65 bladder: 2.17% vs 9.33%, V40 bladder: 8.83% vs 21.83%]. It also simultaneously makes the plan more robust [Width of DVH band at D50%: 2.0 vs 10.0 (Gy)]. The tolerance level may be varied to control the tradeoff between plan robustness and quality. Conclusion: The chance-constrained optimization generates superior IMPT plan compared to the PTV-based optimization with
International Nuclear Information System (INIS)
Frolov, A.M.
1986-01-01
Exact variational calculations are treated for few-particle systems in the exponential basis of relative coordinates using nonlinear parameters. The methods of step-by-step optimization and global chaos of nonlinear parameters are applied to calculate the S and P states of ppμ, ddμ, ttμ homonuclear mesomolecules within the error ≤±0.001 eV. The global chaos method turned out to be well applicable to nuclear 3 H and 3 He systems
Energy Technology Data Exchange (ETDEWEB)
Frolov, A M
1986-09-01
Exact variational calculations are treated for few-particle systems in the exponential basis of relative coordinates using nonlinear parameters. The methods of step-by-step optimization and global chaos of nonlinear parameters are applied to calculate the S and P states of pp..mu.., dd..mu.., tt..mu.. homonuclear mesomolecules within the error less than or equal to+-0.001 eV. The global chaos method turned out to be well applicable to nuclear /sup 3/H and /sup 3/He systems.
Tutcuoglu, A.; Majidi, C.
2014-12-01
Using principles of damped harmonic oscillation with continuous media, we examine electrostatic energy harvesting with a "soft-matter" array of dielectric elastomer (DE) transducers. The array is composed of infinitely thin and deformable electrodes separated by layers of insulating elastomer. During vibration, it deforms longitudinally, resulting in a change in the capacitance and electrical enthalpy of the charged electrodes. Depending on the phase of electrostatic loading, the DE array can function as either an actuator that amplifies small vibrations or a generator that converts these external excitations into electrical power. Both cases are addressed with a comprehensive theory that accounts for the influence of viscoelasticity, dielectric breakdown, and electromechanical coupling induced by Maxwell stress. In the case of a linearized Kelvin-Voigt model of the dielectric, we obtain a closed-form estimate for the electrical power output and a scaling law for DE generator design. For the complete nonlinear model, we obtain the optimal electrostatic voltage input for maximum electrical power output.
Kong, Liang; Gu, Zexu; Li, Tao; Wu, Junjie; Hu, Kaijin; Liu, Yanpu; Zhou, Hongzhi; Liu, Baolin
2009-01-01
A nonlinear finite element method was applied to examine the effects of implant diameter and length on the maximum von Mises stresses in the jaw, and to evaluate the maximum displacement of the implant-abutment complex in immediate-loading models. The implant diameter (D) ranged from 3.0 to 5.0 mm and implant length (L) ranged from 6.0 to 16.0 mm. The results showed that the maximum von Mises stress in cortical bone was decreased by 65.8% under a buccolingual load with an increase in D. In cancellous bone, it was decreased by 71.5% under an axial load with an increase in L. The maximum displacement in the implant-abutment complex decreased by 64.8% under a buccolingual load with an increase in D. The implant was found to be more sensitive to L than to D under axial loads, while D played a more important role in enhancing its stability under buccolingual loads. When D exceeded 4.0 mm and L exceeded 11.0 mm, both minimum stress and displacement were obtained. Therefore, these dimensions were the optimal biomechanical selections for immediate-loading implants in type B/2 bone.
The nurse scheduling problem: a goal programming and nonlinear optimization approaches
Hakim, L.; Bakhtiar, T.; Jaharuddin
2017-01-01
Nurses scheduling is an activity of allocating nurses to conduct a set of tasks at certain room at a hospital or health centre within a certain period. One of obstacles in the nurse scheduling is the lack of resources in order to fulfil the needs of the hospital. Nurse scheduling which is undertaken manually will be at risk of not fulfilling some nursing rules set by the hospital. Therefore, this study aimed to perform scheduling models that satisfy all the specific rules set by the management of Bogor State Hospital. We have developed three models to overcome the scheduling needs. Model 1 is designed to schedule nurses who are solely assigned to a certain inpatient unit and Model 2 is constructed to manage nurses who are assigned to an inpatient room as well as at Polyclinic room as conjunct nurses. As the assignment of nurses on each shift is uneven, then we propose Model 3 to minimize the variance of the workload in order to achieve equitable assignment on every shift. The first two models are formulated in goal programming framework, while the last model is in nonlinear optimization form.
International Nuclear Information System (INIS)
Liolios, A.A.; Boglou, A.K.
2003-01-01
The paper presents a new numerical approach for a non-linear optimal control problem arising in earthquake civil engineering. This problem concerns the elastoplastic softening-fracturing unilateral contact between neighbouring buildings during earthquakes when Coulomb friction is taken into account under second-order instabilizing effects. So, the earthquake response of the adjacent structures can appear instabilities and chaotic behaviour. The problem formulation presented here leads to a set of equations and inequalities, which is equivalent to a dynamic hemivariational inequality in the way introduced by Panagiotopoulos [Hemivariational Inequalities. Applications in Mechanics and Engineering, Springer-Verlag, Berlin, 1993]. The numerical procedure is based on an incremental problem formulation and on a double discretization, in space by the finite element method and in time by the Wilson-θ method. The generally non-convex constitutive contact laws are piecewise linearized, and in each time-step a non-convex linear complementarity problem is solved with a reduced number of unknowns
Directory of Open Access Journals (Sweden)
Baofeng Cai
2017-08-01
Full Text Available The Interconnected River System Network Project (IRSNP is a significant water supply engineering project, which is capable of effectively utilizing flood resources to generate ecological value, by connecting 198 lakes and ponds in western Jilin, northeast China. In this article, an optimization research approach has been proposed to maximize the incremental value of IRSNP ecosystem services. A double-sided chance-constrained integer linear program (DCCILP method has been proposed to support the optimization, which can deal with uncertainties presented as integers or random parameters that appear on both sides of the decision variable at the same time. The optimal scheme indicates that after rational optimization, the total incremental value of ecosystem services from the interconnected river system network project increased 22.25%, providing an increase in benefits of 3.26 × 109 ¥ compared to the original scheme. Most of the functional area is swamp wetland, which provides the greatest ecological benefits. Adjustment services increased obviously, implying that the optimization scheme prioritizes ecological benefits rather than supply and production services.
International Nuclear Information System (INIS)
Chang, Ying-Pin
2010-01-01
A particle-swarm optimization method with nonlinear time-varying evolution (PSO-NTVE) is employed in determining the tilt angle of photovoltaic (PV) modules in Taiwan. The objective is to maximize the output electrical energy of the modules. In this study, seven Taiwanese cities were selected for analysis. First, the sun's position at any time and location was predicted by the mathematical procedure of Julian dating, and then the solar irradiation was obtained at each site under a clear sky. By combining the temperature effect, the PSO-NTVE method is adopted to calculate the optimal tilt angles for fixed south-facing PV modules. In this method, the parameters are determined by using matrix experiments with an orthogonal array, in which a minimal number of experiments have an effect that approximates the full factorial experiments. Statistical error analysis was performed to compare the results between the four PSO methods and experimental results. Hengchun city in which the minimum total error value of 6.12% the reasons for the weather more stability and less building shade. A comparison of the measurement results in electrical energy between the four PSO methods and the PV modules set a six tilt angles. Obviously four types of PSO methods simulation of electrical energy value from 231.12 kWh/m 2 for Taipei to 233.81 kWh/m 2 for Hengchun greater than the measurement values from 224.71 kWh/m 2 for Taichung to 228.47 kWh/m 2 for Hengchun by PV module which is due to instability caused by climate change. Finally, the results show that the annual optimal angle for the Taipei area is 18.16 o ; for Taichung, 17.3 o ; for Tainan, 16.15 o ; for Kaosiung, 15.79 o ; for Hengchung, 15.17 o ; for Hualian, 17.16 o ; and for Taitung, 15.94 o . It is evident that the authorized Industrial Technology Research Institute (ITRI) recommends that tilt angle of 23.5 o was not an appropriate use of Taiwan's seven cities. PV modules with the installation of the tilt angle should be
International Nuclear Information System (INIS)
Maraver, Daniel; Royo, Javier; Lemort, Vincent; Quoilin, Sylvain
2014-01-01
Highlights: • ORC optimization for different target applications. • Model developed to allow computation in subcritical and transcritical operation. • Regenerative and non-regenerative cycles evaluated through second law efficiency. • Common working fluids: R134a, R245fa, Solkatherm, n-Pentane, MDM, Toluene. • Thermodynamic and technological approaches lead to optimal design guidelines. - Abstract: The present work is focused on the thermodynamic optimization of organic Rankine cycles (ORCs) for power generation and CHP from different average heat source profiles (waste heat recovery, thermal oil for cogeneration and geothermal). The general goal is to provide optimization guidelines for a wide range of operating conditions, for subcritical and transcritical, regenerative and non-regenerative cycles. A parameter assessment of the main equipment in the cycle (expander, heat exchangers and feed pump) was also carried out. An optimization model of the ORC (available as an electronic annex) is proposed to predict the best cycle performance (subcritical or transcritical), in terms of its exergy efficiency, with different working fluids. The working fluids considered are those most commonly used in commercial ORC units (R134a, R245fa, Solkatherm, n-Pentane, Octamethyltrisiloxane and Toluene). The optimal working fluid and operating conditions from a purely thermodynamic approach are limited by the technological constraints of the expander, the heat exchangers and the feed pump. Hence, a complementary assessment of both approaches is more adequate to obtain some preliminary design guidelines for ORC units
Lesmana, E.; Chaerani, D.; Khansa, H. N.
2018-03-01
Energy-Saving Generation Dispatch (ESGD) is a scheme made by Chinese Government in attempt to minimize CO2 emission produced by power plant. This scheme is made related to global warming which is primarily caused by too much CO2 in earth’s atmosphere, and while the need of electricity is something absolute, the power plants producing it are mostly thermal-power plant which produced many CO2. Many approach to fulfill this scheme has been made, one of them came through Minimum Cost Flow in which resulted in a Quadratically Constrained Quadratic Programming (QCQP) form. In this paper, ESGD problem with Minimum Cost Flow in QCQP form will be solved using Lagrange’s Multiplier Method
Liu, Tao; Djordjevic, Ivan B
2014-12-29
In this paper, we first describe an optimal signal constellation design algorithm suitable for the coherent optical channels dominated by the linear phase noise. Then, we modify this algorithm to be suitable for the nonlinear phase noise dominated channels. In optimization procedure, the proposed algorithm uses the cumulative log-likelihood function instead of the Euclidian distance. Further, an LDPC coded modulation scheme is proposed to be used in combination with signal constellations obtained by proposed algorithm. Monte Carlo simulations indicate that the LDPC-coded modulation schemes employing the new constellation sets, obtained by our new signal constellation design algorithm, outperform corresponding QAM constellations significantly in terms of transmission distance and have better nonlinearity tolerance.
Yang, Qin; Zou, Hong-Yan; Zhang, Yan; Tang, Li-Juan; Shen, Guo-Li; Jiang, Jian-Hui; Yu, Ru-Qin
2016-01-15
Most of the proteins locate more than one organelle in a cell. Unmixing the localization patterns of proteins is critical for understanding the protein functions and other vital cellular processes. Herein, non-linear machine learning technique is proposed for the first time upon protein pattern unmixing. Variable-weighted support vector machine (VW-SVM) is a demonstrated robust modeling technique with flexible and rational variable selection. As optimized by a global stochastic optimization technique, particle swarm optimization (PSO) algorithm, it makes VW-SVM to be an adaptive parameter-free method for automated unmixing of protein subcellular patterns. Results obtained by pattern unmixing of a set of fluorescence microscope images of cells indicate VW-SVM as optimized by PSO is able to extract useful pattern features by optimally rescaling each variable for non-linear SVM modeling, consequently leading to improved performances in multiplex protein pattern unmixing compared with conventional SVM and other exiting pattern unmixing methods. Copyright © 2015 Elsevier B.V. All rights reserved.
Miró, Anton; Pozo, Carlos; Guillén-Gosálbez, Gonzalo; Egea, Jose A; Jiménez, Laureano
2012-05-10
The estimation of parameter values for mathematical models of biological systems is an optimization problem that is particularly challenging due to the nonlinearities involved. One major difficulty is the existence of multiple minima in which standard optimization methods may fall during the search. Deterministic global optimization methods overcome this limitation, ensuring convergence to the global optimum within a desired tolerance. Global optimization techniques are usually classified into stochastic and deterministic. The former typically lead to lower CPU times but offer no guarantee of convergence to the global minimum in a finite number of iterations. In contrast, deterministic methods provide solutions of a given quality (i.e., optimality gap), but tend to lead to large computational burdens. This work presents a deterministic outer approximation-based algorithm for the global optimization of dynamic problems arising in the parameter estimation of models of biological systems. Our approach, which offers a theoretical guarantee of convergence to global minimum, is based on reformulating the set of ordinary differential equations into an equivalent set of algebraic equations through the use of orthogonal collocation methods, giving rise to a nonconvex nonlinear programming (NLP) problem. This nonconvex NLP is decomposed into two hierarchical levels: a master mixed-integer linear programming problem (MILP) that provides a rigorous lower bound on the optimal solution, and a reduced-space slave NLP that yields an upper bound. The algorithm iterates between these two levels until a termination criterion is satisfied. The capabilities of our approach were tested in two benchmark problems, in which the performance of our algorithm was compared with that of the commercial global optimization package BARON. The proposed strategy produced near optimal solutions (i.e., within a desired tolerance) in a fraction of the CPU time required by BARON.
Directory of Open Access Journals (Sweden)
Adriana Salinas
2016-02-01
Full Text Available This article addresses the joint position control of torque-driven robot manipulators under actuators subject to torque saturation. Robots having viscous friction, but without gravity vector, are considered. By assuming a static model for the torque actuator (specifically, a model of nonlinear and non-differentiable hard saturation function, a family of nonlinear proportional–integral–derivative-like controllers is proposed. Lyapunov stability theory is used to establish conditions for local asymptotic stability of the closed-loop system. A notable feature of the proposed controller is that stability conditions do not depend on the saturation levels of the actuators. In addition, an experimental study complements the proposed theory.
International Nuclear Information System (INIS)
Khan, Mohd Shariq; Lee, Moonyong
2013-01-01
The particle swarm paradigm is employed to optimize single mixed refrigerant natural gas liquefaction process. Liquefaction design involves multivariable problem solving and non-optimal execution of these variables can waste energy and contribute to process irreversibilities. Design optimization requires these variables to be optimized simultaneously; minimizing the compression energy requirement is selected as the optimization objective. Liquefaction is modeled using Honeywell UniSim Design ™ and the resulting rigorous model is connected with the particle swarm paradigm coded in MATLAB. Design constraints are folded into the objective function using the penalty function method. Optimization successfully improved efficiency by reducing the compression energy requirement by ca. 10% compared with the base case. -- Highlights: ► The particle swarm paradigm (PSP) is employed for design optimization of SMR NG liquefaction process. ► Rigorous SMR process model based on UniSim is connected with PSP coded in MATLAB. ► Stochastic features of PSP give more confidence in the optimality of complex nonlinear problems. ► Optimization with PSP notably improves energy efficiency of the SMR process.
Optimization of Nonlinear Figure-of-Merits of Integrated Power MOSFETs in Partial SOI Process
DEFF Research Database (Denmark)
Fan, Lin; Jørgensen, Ivan Harald Holger; Knott, Arnold
2016-01-01
State-of-the-art power semiconductor industry uses figure-of-merits (FOMs) for technology-to-technology and/or device-to-device comparisons. However, the existing FOMs are fundamentally nonlinear due to the nonlinearities of the parameters such as the gate charge and the output charge versus...
Adaptive Optimizing Nonlinear Control Design for an Over-actuated Aircraft Model
Van Oort, E.R.; Sonneveldt, L.; Chu, Q.P.; Mulder, J.A.
2011-01-01
In this paper nonlinear adaptive flight control laws based on the backstepping approach are proposed which are applicable to over-actuated nonlinear systems. Instead of solving the control allocation exactly, update laws for the desired control effector signals are defined such that they converge to
Directory of Open Access Journals (Sweden)
Jing Lei
2013-01-01
Full Text Available The paper considers the problem of variable structure control for nonlinear systems with uncertainty and time delays under persistent disturbance by using the optimal sliding mode surface approach. Through functional transformation, the original time-delay system is transformed into a delay-free one. The approximating sequence method is applied to solve the nonlinear optimal sliding mode surface problem which is reduced to a linear two-point boundary value problem of approximating sequences. The optimal sliding mode surface is obtained from the convergent solutions by solving a Riccati equation, a Sylvester equation, and the state and adjoint vector differential equations of approximating sequences. Then, the variable structure disturbance rejection control is presented by adopting an exponential trending law, where the state and control memory terms are designed to compensate the state and control delays, a feedforward control term is designed to reject the disturbance, and an adjoint compensator is designed to compensate the effects generated by the nonlinearity and the uncertainty. Furthermore, an observer is constructed to make the feedforward term physically realizable, and thus the dynamical observer-based dynamical variable structure disturbance rejection control law is produced. Finally, simulations are demonstrated to verify the effectiveness of the presented controller and the simplicity of the proposed approach.
El-Khoury, O.; Kim, C.; Shafieezadeh, A.; Hur, J. E.; Heo, G. H.
2015-06-01
This study performs a series of numerical simulations and shake-table experiments to design and assess the performance of a nonlinear clipped feedback control algorithm based on optimal polynomial control (OPC) to mitigate the response of a two-span bridge equipped with a magnetorheological (MR) damper. As an extended conventional linear quadratic regulator, OPC provides more flexibility in the control design and further enhances system performance. The challenges encountered in this case are (1) the linearization of the nonlinear behavior of various components and (2) the selection of the weighting matrices in the objective function of OPC. The first challenge is addressed by using stochastic linearization which replaces the nonlinear portion of the system behavior with an equivalent linear time-invariant model considering the stochasticity in the excitation. Furthermore, a genetic algorithm is employed to find optimal weighting matrices for the control design. The input current to the MR damper installed between adjacent spans is determined using a clipped stochastic optimal polynomial control algorithm. The performance of the controlled system is assessed through a set of shake-table experiments for far-field and near-field ground motions. The proposed method showed considerable improvements over passive cases especially for the far-field ground motion.
International Nuclear Information System (INIS)
El-Khoury, O; Shafieezadeh, A; Hur, J E; Kim, C; Heo, G H
2015-01-01
This study performs a series of numerical simulations and shake-table experiments to design and assess the performance of a nonlinear clipped feedback control algorithm based on optimal polynomial control (OPC) to mitigate the response of a two-span bridge equipped with a magnetorheological (MR) damper. As an extended conventional linear quadratic regulator, OPC provides more flexibility in the control design and further enhances system performance. The challenges encountered in this case are (1) the linearization of the nonlinear behavior of various components and (2) the selection of the weighting matrices in the objective function of OPC. The first challenge is addressed by using stochastic linearization which replaces the nonlinear portion of the system behavior with an equivalent linear time-invariant model considering the stochasticity in the excitation. Furthermore, a genetic algorithm is employed to find optimal weighting matrices for the control design. The input current to the MR damper installed between adjacent spans is determined using a clipped stochastic optimal polynomial control algorithm. The performance of the controlled system is assessed through a set of shake-table experiments for far-field and near-field ground motions. The proposed method showed considerable improvements over passive cases especially for the far-field ground motion. (paper)
Ramezanpour, H R; Setayeshi, S; Akbari, M E
2011-01-01
Determining the optimal and effective scheme for administrating the chemotherapy agents in breast cancer is the main goal of this scientific research. The most important issue here is the amount of drug or radiation administrated in chemotherapy and radiotherapy for increasing patient's survival. This is because in these cases, the therapy not only kills the tumor cells, but also kills some of the healthy tissues and causes serious damages. In this paper we investigate optimal drug scheduling effect for breast cancer model which consist of nonlinear ordinary differential time-delay equations. In this paper, a mathematical model of breast cancer tumors is discussed and then optimal control theory is applied to find out the optimal drug adjustment as an input control of system. Finally we use Sensitivity Approach (SA) to solve the optimal control problem. The goal of this paper is to determine optimal and effective scheme for administering the chemotherapy agent, so that the tumor is eradicated, while the immune systems remains above a suitable level. Simulation results confirm the effectiveness of our proposed procedure. In this paper a new scheme is proposed to design a therapy protocol for chemotherapy in Breast Cancer. In contrast to traditional pulse drug delivery, a continuous process is offered and optimized, according to the optimal control theory for time-delay systems.
Performance of a Nonlinear Real-Time Optimal Control System for HEVs/PHEVs during Car Following
Directory of Open Access Journals (Sweden)
Kaijiang Yu
2014-01-01
Full Text Available This paper presents a real-time optimal control approach for the energy management problem of hybrid electric vehicles (HEVs and plug-in hybrid electric vehicles (PHEVs with slope information during car following. The new features of this study are as follows. First, the proposed method can optimize the engine operating points and the driving profile simultaneously. Second, the proposed method gives the freedom of vehicle spacing between the preceding vehicle and the host vehicle. Third, using the HEV/PHEV property, the desired battery state of charge is designed according to the road slopes for better recuperation of free braking energy. Fourth, all of the vehicle operating modes engine charge, electric vehicle, motor assist and electric continuously variable transmission, and regenerative braking, can be realized using the proposed real-time optimal control approach. Computer simulation results are shown among the nonlinear real-time optimal control approach and the ADVISOR rule-based approach. The conclusion is that the nonlinear real-time optimal control approach is effective for the energy management problem of the HEV/PHEV system during car following.
International Nuclear Information System (INIS)
Zhang, Jianyun; Liu, Pei; Zhou, Zhe; Ma, Linwei; Li, Zheng; Ni, Weidou
2014-01-01
Highlights: • Integration of heat streams with HRSG in a polygeneration system is studied. • A mixed-integer nonlinear programming model is proposed to optimize heat network. • Operating parameters and heat network configuration are optimized simultaneously. • The optimized heat network highly depends on the HRSG type and model specification. - Abstract: A large number of heat flows at various temperature and pressure levels exist in a polygeneration plant which co-produces electricity and chemical products. Integration of these external heat flows in a heat recovery steam generator (HRSG) has great potential to further enhance energy efficiency of such a plant; however, it is a challenging problem arising from the large design space of heat exchanger network. In this paper, a mixed-integer nonlinear programming model is developed for the design optimization of a HRSG with consideration of all alternative matches between the HRSG and external heat flows. This model is applied to four polygeneration cases with different HRSG types, and results indicate that the optimized heat network mainly depends on the HRSG type and the model specification
International Nuclear Information System (INIS)
Jaafar, Hazriq Izzuan; Ali, Nursabillilah Mohd; Selamat, Nur Asmiza; Kassim, Anuar Mohamed; Mohamed, Z; Abidin, Amar Faiz Zainal; Jamian, J J
2013-01-01
This paper presents development of an optimal PID and PD controllers for controlling the nonlinear gantry crane system. The proposed Binary Particle Swarm Optimization (BPSO) algorithm that uses Priority-based Fitness Scheme is adopted in obtaining five optimal controller gains. The optimal gains are tested on a control structure that combines PID and PD controllers to examine system responses including trolley displacement and payload oscillation. The dynamic model of gantry crane system is derived using Lagrange equation. Simulation is conducted within Matlab environment to verify the performance of system in terms of settling time (Ts), steady state error (SSE) and overshoot (OS). This proposed technique demonstrates that implementation of Priority-based Fitness Scheme in BPSO is effective and able to move the trolley as fast as possible to the various desired position
Directory of Open Access Journals (Sweden)
Ray Richard Paul
2015-09-01
Full Text Available Geotechnical and structural engineers are faced with a difficult task when their designs interact with each other. For complex projects, this is more the norm than the exception. In order to help bridge that gap, a method for modeling the behavior of a foundation using a simple elasto-plastic subgrade reaction was developed. The method uses an optimization technique to position 4-6 springs along a pile foundation to produce similar load deflection characteristics that were modeled by more sophisticated geotechnical finite element software. The methodology uses an Excel spreadsheet for accepting user input and delivering an optimized subgrade spring stiffness, yield, and position along the pile. In this way, the behavior developed from the geotechnical software can be transferred to the structural analysis software. The optimization is achieved through the solver add-in within Excel. Additionally, a beam on a nonlinear elastic foundation model is used to compute deflections of the optimized subgrade reaction configuration.
DEFF Research Database (Denmark)
Jing, Lishuai; Pedersen, Troels; Fleury, Bernard Henri
2013-01-01
for which we propose a genetic algorithm that computes close-to-optimal solutions. Simulation results demonstrate that the proposed algorithm can efficiently find pilot signals that outperform the state-of-the-art pilot signals in both single-path and multipath propagation scenarios. In addition, we...
Energy Technology Data Exchange (ETDEWEB)
Colle, C; Van den Berge, D; De Wagter, C; Fortan, L; Van Duyse, B; De Neve, W
1995-12-01
The design of 3D-conformal dose distributions for targets with concave outlines is a technical challenge in conformal radiotherapy. For these targets, it is impossible to find beam incidences for which the target volume can be isolated from the tissues at risk. Commonly occurring examples are most thyroid cancers and the targets located at the lower neck and upper mediastinal levels related to some head and neck. A solution to this problem was developed, using beam intensity modulation executed with a multileaf collimator by applying a static beam-segmentation technique. The method includes the definition of beam incidences and beam segments of specific shape as well as the calculation of segment weights. Tests on Sherouse`s GRATISTM planning system allowed to escalate the dose to these targets to 65-70 Gy without exceeding spinal cord tolerance. Further optimization by constrained matrix inversion was investigated to explore the possibility of further dose escalation.
Ouyang, Qi; Lu, Wenxi; Hou, Zeyu; Zhang, Yu; Li, Shuai; Luo, Jiannan
2017-05-01
In this paper, a multi-algorithm genetically adaptive multi-objective (AMALGAM) method is proposed as a multi-objective optimization solver. It was implemented in the multi-objective optimization of a groundwater remediation design at sites contaminated by dense non-aqueous phase liquids. In this study, there were two objectives: minimization of the total remediation cost, and minimization of the remediation time. A non-dominated sorting genetic algorithm II (NSGA-II) was adopted to compare with the proposed method. For efficiency, the time-consuming surfactant-enhanced aquifer remediation simulation model was replaced by a surrogate model constructed by a multi-gene genetic programming (MGGP) technique. Similarly, two other surrogate modeling methods-support vector regression (SVR) and Kriging (KRG)-were employed to make comparisons with MGGP. In addition, the surrogate-modeling uncertainty was incorporated in the optimization model by chance-constrained programming (CCP). The results showed that, for the problem considered in this study, (1) the solutions obtained by AMALGAM incurred less remediation cost and required less time than those of NSGA-II, indicating that AMALGAM outperformed NSGA-II. It was additionally shown that (2) the MGGP surrogate model was more accurate than SVR and KRG; and (3) the remediation cost and time increased with the confidence level, which can enable decision makers to make a suitable choice by considering the given budget, remediation time, and reliability. Copyright © 2017 Elsevier B.V. All rights reserved.
Ouyang, Qi; Lu, Wenxi; Hou, Zeyu; Zhang, Yu; Li, Shuai; Luo, Jiannan
2017-05-01
In this paper, a multi-algorithm genetically adaptive multi-objective (AMALGAM) method is proposed as a multi-objective optimization solver. It was implemented in the multi-objective optimization of a groundwater remediation design at sites contaminated by dense non-aqueous phase liquids. In this study, there were two objectives: minimization of the total remediation cost, and minimization of the remediation time. A non-dominated sorting genetic algorithm II (NSGA-II) was adopted to compare with the proposed method. For efficiency, the time-consuming surfactant-enhanced aquifer remediation simulation model was replaced by a surrogate model constructed by a multi-gene genetic programming (MGGP) technique. Similarly, two other surrogate modeling methods-support vector regression (SVR) and Kriging (KRG)-were employed to make comparisons with MGGP. In addition, the surrogate-modeling uncertainty was incorporated in the optimization model by chance-constrained programming (CCP). The results showed that, for the problem considered in this study, (1) the solutions obtained by AMALGAM incurred less remediation cost and required less time than those of NSGA-II, indicating that AMALGAM outperformed NSGA-II. It was additionally shown that (2) the MGGP surrogate model was more accurate than SVR and KRG; and (3) the remediation cost and time increased with the confidence level, which can enable decision makers to make a suitable choice by considering the given budget, remediation time, and reliability.
Bonnet, V; Dumas, R; Cappozzo, A; Joukov, V; Daune, G; Kulić, D; Fraisse, P; Andary, S; Venture, G
2017-09-06
This paper presents a method for real-time estimation of the kinematics and kinetics of a human body performing a sagittal symmetric motor task, which would minimize the impact of the stereophotogrammetric soft tissue artefacts (STA). The method is based on a bi-dimensional mechanical model of the locomotor apparatus the state variables of which (joint angles, velocities and accelerations, and the segments lengths and inertial parameters) are estimated by a constrained extended Kalman filter (CEKF) that fuses input information made of both stereophotogrammetric and dynamometric measurement data. Filter gains are made to saturate in order to obtain plausible state variables and the measurement covariance matrix of the filter accounts for the expected STA maximal amplitudes. We hypothesised that the ensemble of constraints and input redundant information would allow the method to attenuate the STA propagation to the end results. The method was evaluated in ten human subjects performing a squat exercise. The CEKF estimated and measured skin marker trajectories exhibited a RMS difference lower than 4mm, thus in the range of STAs. The RMS differences between the measured ground reaction force and moment and those estimated using the proposed method (9N and 10Nm) were much lower than obtained using a classical inverse dynamics approach (22N and 30Nm). From the latter results it may be inferred that the presented method allows for a significant improvement of the accuracy with which kinematic variables and relevant time derivatives, model parameters and, therefore, intersegmental moments are estimated. Copyright © 2016 Elsevier Ltd. All rights reserved.
Czech Academy of Sciences Publication Activity Database
Branda, Martin; Bucher, M.; Červinka, Michal; Schwartz, A.
2018-01-01
Roč. 70, č. 2 (2018), s. 503-530 ISSN 0926-6003 R&D Projects: GA ČR GA15-00735S Institutional support: RVO:67985556 Keywords : Cardinality constraints * Regularization method * Scholtes regularization * Strong stationarity * Sparse portfolio optimization * Robust portfolio optimization Subject RIV: BB - Applied Statistics, Operational Research OBOR OECD: Statistics and probability Impact factor: 1.520, year: 2016 http://library.utia.cas.cz/separaty/2018/MTR/branda-0489264.pdf
A less-constrained (2,0) super-Yang-Mills model: the coupling to non-linear σ-models
International Nuclear Information System (INIS)
Almeida, C.A.S.; Doria, R.M.
1990-01-01
Considering a class of (2,0) super-Yang-Mills multiplets characterised by the appearance of a pair of independent gauge potentials, we present here their coupling to non-linear σ-models in (2,0)-superspace. Contrary to the case of the coupling to (2,0) matter superfields, the extra gauge potential present in the Yang-Mills sector does not decouple from the theory in the case one gauges isometry groups of σ-models. (author)
International Nuclear Information System (INIS)
Gao Fei; Gao Hongrui; Li Zhuoqiu; Tong Hengqing; Lee, Ju-Jang
2009-01-01
It is well known that set of unstable periodic orbits (UPOs) can be thought of as the skeleton for the dynamics. However, detecting UPOs of nonlinear map is one of the most challenging problems of nonlinear science in both numerical computations and experimental measures. In this paper, a new method is proposed to detect the UPOs in a non-Lyapunov way. Firstly three special techniques are added to quantum-behaved particle swarm optimization (QPSO), a novel mbest particle, contracting the searching space self-adaptively and boundaries restriction (NCB), then the new method NCB-QPSO is proposed. It can maintain an effective search mechanism with fine equilibrium between exploitation and exploration. Secondly, the problems of detecting the UPOs are converted into a non-negative functions' minimization through a proper translation in a non-Lyapunov way. Thirdly the simulations to 6 benchmark optimization problems and different high order UPOs of 5 classic nonlinear maps are done by the proposed method. And the results show that NCB-QPSO is a successful method in detecting the UPOs, and it has the advantages of fast convergence, high precision and robustness.
Directory of Open Access Journals (Sweden)
Rica Gonen
2013-11-01
Full Text Available We analyze the space of deterministic, dominant-strategy incentive compatible, individually rational and Pareto optimal combinatorial auctions. We examine a model with multidimensional types, nonidentical items, private values and quasilinear preferences for the players with one relaxation; the players are subject to publicly-known budget constraints. We show that the space includes dictatorial mechanisms and that if dictatorial mechanisms are ruled out by a natural anonymity property, then an impossibility of design is revealed. The same impossibility naturally extends to other abstract mechanisms with an arbitrary outcome set if one maintains the original assumptions of players with quasilinear utilities, public budgets and nonnegative prices.
Yahi, Nouara; Aulas, Anaïs; Fantini, Jacques
2010-02-05
Membrane lipids play a pivotal role in the pathogenesis of Alzheimer's disease, which is associated with conformational changes, oligomerization and/or aggregation of Alzheimer's beta-amyloid (Abeta) peptides. Yet conflicting data have been reported on the respective effect of cholesterol and glycosphingolipids (GSLs) on the supramolecular assembly of Abeta peptides. The aim of the present study was to unravel the molecular mechanisms by which cholesterol modulates the interaction between Abeta(1-40) and chemically defined GSLs (GalCer, LacCer, GM1, GM3). Using the Langmuir monolayer technique, we show that Abeta(1-40) selectively binds to GSLs containing a 2-OH group in the acyl chain of the ceramide backbone (HFA-GSLs). In contrast, Abeta(1-40) did not interact with GSLs containing a nonhydroxylated fatty acid (NFA-GSLs). Cholesterol inhibited the interaction of Abeta(1-40) with HFA-GSLs, through dilution of the GSL in the monolayer, but rendered the initially inactive NFA-GSLs competent for Abeta(1-40) binding. Both crystallographic data and molecular dynamics simulations suggested that the active conformation of HFA-GSL involves a H-bond network that restricts the orientation of the sugar group of GSLs in a parallel orientation with respect to the membrane. This particular conformation is stabilized by the 2-OH group of the GSL. Correspondingly, the interaction of Abeta(1-40) with HFA-GSLs is strongly inhibited by NaF, an efficient competitor of H-bond formation. For NFA-GSLs, this is the OH group of cholesterol that constrains the glycolipid to adopt the active L-shape conformation compatible with sugar-aromatic CH-pi stacking interactions involving residue Y10 of Abeta(1-40). We conclude that cholesterol can either inhibit or facilitate membrane-Abeta interactions through fine tuning of glycosphingolipid conformation. These data shed some light on the complex molecular interplay between cell surface GSLs, cholesterol and Abeta peptides, and on the influence
Directory of Open Access Journals (Sweden)
Nouara Yahi
Full Text Available Membrane lipids play a pivotal role in the pathogenesis of Alzheimer's disease, which is associated with conformational changes, oligomerization and/or aggregation of Alzheimer's beta-amyloid (Abeta peptides. Yet conflicting data have been reported on the respective effect of cholesterol and glycosphingolipids (GSLs on the supramolecular assembly of Abeta peptides. The aim of the present study was to unravel the molecular mechanisms by which cholesterol modulates the interaction between Abeta(1-40 and chemically defined GSLs (GalCer, LacCer, GM1, GM3. Using the Langmuir monolayer technique, we show that Abeta(1-40 selectively binds to GSLs containing a 2-OH group in the acyl chain of the ceramide backbone (HFA-GSLs. In contrast, Abeta(1-40 did not interact with GSLs containing a nonhydroxylated fatty acid (NFA-GSLs. Cholesterol inhibited the interaction of Abeta(1-40 with HFA-GSLs, through dilution of the GSL in the monolayer, but rendered the initially inactive NFA-GSLs competent for Abeta(1-40 binding. Both crystallographic data and molecular dynamics simulations suggested that the active conformation of HFA-GSL involves a H-bond network that restricts the orientation of the sugar group of GSLs in a parallel orientation with respect to the membrane. This particular conformation is stabilized by the 2-OH group of the GSL. Correspondingly, the interaction of Abeta(1-40 with HFA-GSLs is strongly inhibited by NaF, an efficient competitor of H-bond formation. For NFA-GSLs, this is the OH group of cholesterol that constrains the glycolipid to adopt the active L-shape conformation compatible with sugar-aromatic CH-pi stacking interactions involving residue Y10 of Abeta(1-40. We conclude that cholesterol can either inhibit or facilitate membrane-Abeta interactions through fine tuning of glycosphingolipid conformation. These data shed some light on the complex molecular interplay between cell surface GSLs, cholesterol and Abeta peptides, and on the
Directory of Open Access Journals (Sweden)
Joaquin Aranda
2013-08-01
Full Text Available In this paper, we address the problem of determining the optimal geometric configuration of an acoustic sensor network that will maximize the angle-related information available for underwater target positioning. In the set-up adopted, a set of autonomous vehicles carries a network of acoustic units that measure the elevation and azimuth angles between a target and each of the receivers on board the vehicles. It is assumed that the angle measurements are corrupted by white Gaussian noise, the variance of which is distance-dependent. Using tools from estimation theory, the problem is converted into that of minimizing, by proper choice of the sensor positions, the trace of the inverse of the Fisher Information Matrix (also called the Cramer-Rao Bound matrix to determine the sensor configuration that yields the minimum possible covariance of any unbiased target estimator. It is shown that the optimal configuration of the sensors depends explicitly on the intensity of the measurement noise, the constraints imposed on the sensor configuration, the target depth and the probabilistic distribution that defines the prior uncertainty in the target position. Simulation examples illustrate the key results derived.
Moreno-Salinas, David; Pascoal, Antonio; Aranda, Joaquin
2013-08-12
In this paper, we address the problem of determining the optimal geometric configuration of an acoustic sensor network that will maximize the angle-related information available for underwater target positioning. In the set-up adopted, a set of autonomous vehicles carries a network of acoustic units that measure the elevation and azimuth angles between a target and each of the receivers on board the vehicles. It is assumed that the angle measurements are corrupted by white Gaussian noise, the variance of which is distance-dependent. Using tools from estimation theory, the problem is converted into that of minimizing, by proper choice of the sensor positions, the trace of the inverse of the Fisher Information Matrix (also called the Cramer-Rao Bound matrix) to determine the sensor configuration that yields the minimum possible covariance of any unbiased target estimator. It is shown that the optimal configuration of the sensors depends explicitly on the intensity of the measurement noise, the constraints imposed on the sensor configuration, the target depth and the probabilistic distribution that defines the prior uncertainty in the target position. Simulation examples illustrate the key results derived.
Raffensperger, Jeff P.; Baker, Anna C.; Blomquist, Joel D.; Hopple, Jessica A.
2017-06-26
Quantitative estimates of base flow are necessary to address questions concerning the vulnerability and response of the Nation’s water supply to natural and human-induced change in environmental conditions. An objective of the U.S. Geological Survey National Water-Quality Assessment Project is to determine how hydrologic systems are affected by watershed characteristics, including land use, land cover, water use, climate, and natural characteristics (geology, soil type, and topography). An important component of any hydrologic system is base flow, generally described as the part of streamflow that is sustained between precipitation events, fed to stream channels by delayed (usually subsurface) pathways, and more specifically as the volumetric discharge of water, estimated at a measurement site or gage at the watershed scale, which represents groundwater that discharges directly or indirectly to stream reaches and is then routed to the measurement point.Hydrograph separation using a recursive digital filter was applied to 225 sites in the Chesapeake Bay watershed. The recursive digital filter was chosen for the following reasons: it is based in part on the assumption that groundwater acts as a linear reservoir, and so has a physical basis; it has only two adjustable parameters (alpha, obtained directly from recession analysis, and beta, the maximum value of the base-flow index that can be modeled by the filter), which can be determined objectively and with the same physical basis of groundwater reservoir linearity, or that can be optimized by applying a chemical-mass-balance constraint. Base-flow estimates from the recursive digital filter were compared with those from five other hydrograph-separation methods with respect to two metrics: the long-term average fraction of streamflow that is base flow, or base-flow index, and the fraction of days where streamflow is entirely base flow. There was generally good correlation between the methods, with some biased
DEFF Research Database (Denmark)
Mirzaei, Mahmood; Tibaldi, Carlo; Hansen, Morten Hartvig
2016-01-01
to automatically tune the wind turbine controller subject to robustness constraints. The properties of the system such as the maximum sensitivity and complementary sensitivity functions (Ms and Mt), along with some of the responses of the system, are used to investigate the controller performance and formulate...... the optimization problem. The cost function is the integral absolute error (IAE) of the rotational speed from a disturbance modeled as a step in wind speed. Linearized model of the DTU 10-MW reference wind turbine is obtained using HAWCStab2. Thereafter, the model is reduced with model order reduction. The trade......PI/PID controllers are the most common wind turbine controllers. Normally a first tuning is obtained using methods such as pole-placement or Ziegler-Nichols and then extensive aeroelastic simulations are used to obtain the best tuning in terms of regulation of the outputs and reduction of the loads...
Nonlinear H∞ Optimal Control Scheme for an Underwater Vehicle with Regional Function Formulation
Directory of Open Access Journals (Sweden)
Zool H. Ismail
2013-01-01
Full Text Available A conventional region control technique cannot meet the demands for an accurate tracking performance in view of its inability to accommodate highly nonlinear system dynamics, imprecise hydrodynamic coefficients, and external disturbances. In this paper, a robust technique is presented for an Autonomous Underwater Vehicle (AUV with region tracking function. Within this control scheme, nonlinear H∞ and region based control schemes are used. A Lyapunov-like function is presented for stability analysis of the proposed control law. Numerical simulations are presented to demonstrate the performance of the proposed tracking control of the AUV. It is shown that the proposed control law is robust against parameter uncertainties, external disturbances, and nonlinearities and it leads to uniform ultimate boundedness of the region tracking error.
Li, Guang
2017-01-01
This paper presents a fast constrained optimization approach, which is tailored for nonlinear model predictive control of wave energy converters (WEC). The advantage of this approach relies on its exploitation of the differential flatness of the WEC model. This can reduce the dimension of the resulting nonlinear programming problem (NLP) derived from the continuous constrained optimal control of WEC using pseudospectral method. The alleviation of computational burden using this approach helps to promote an economic implementation of nonlinear model predictive control strategy for WEC control problems. The method is applicable to nonlinear WEC models, nonconvex objective functions and nonlinear constraints, which are commonly encountered in WEC control problems. Numerical simulations demonstrate the efficacy of this approach.
Non-Linear Multi-Physics Analysis and Multi-Objective Optimization in Electroheating Applications
Czech Academy of Sciences Publication Activity Database
di Barba, P.; Doležel, Ivo; Mognaschi, M. E.; Savini, A.; Karban, P.
2014-01-01
Roč. 50, č. 2 (2014), s. 7016604-7016604 ISSN 0018-9464 Institutional support: RVO:61388998 Keywords : coupled multi-physics problems * finite element method * non-linear equations Subject RIV: JA - Electronics ; Optoelectronics, Electrical Engineering Impact factor: 1.386, year: 2014
Zou, Rui; Riverson, John; Liu, Yong; Murphy, Ryan; Sim, Youn
2015-03-01
Integrated continuous simulation-optimization models can be effective predictors of a process-based responses for cost-benefit optimization of best management practices (BMPs) selection and placement. However, practical application of simulation-optimization model is computationally prohibitive for large-scale systems. This study proposes an enhanced Nonlinearity Interval Mapping Scheme (NIMS) to solve large-scale watershed simulation-optimization problems several orders of magnitude faster than other commonly used algorithms. An efficient interval response coefficient (IRC) derivation method was incorporated into the NIMS framework to overcome a computational bottleneck. The proposed algorithm was evaluated using a case study watershed in the Los Angeles County Flood Control District. Using a continuous simulation watershed/stream-transport model, Loading Simulation Program in C++ (LSPC), three nested in-stream compliance points (CP)—each with multiple Total Maximum Daily Loads (TMDL) targets—were selected to derive optimal treatment levels for each of the 28 subwatersheds, so that the TMDL targets at all the CP were met with the lowest possible BMP implementation cost. Genetic Algorithm (GA) and NIMS were both applied and compared. The results showed that the NIMS took 11 iterations (about 11 min) to complete with the resulting optimal solution having a total cost of 67.2 million, while each of the multiple GA executions took 21-38 days to reach near optimal solutions. The best solution obtained among all the GA executions compared had a minimized cost of 67.7 million—marginally higher, but approximately equal to that of the NIMS solution. The results highlight the utility for decision making in large-scale watershed simulation-optimization formulations.
Directory of Open Access Journals (Sweden)
R. Kotteeswaran
2014-01-01
Full Text Available A Multiobjective Particle Swarm Optimization (MOPSO algorithm is proposed to fine-tune the baseline PI controller parameters of Alstom gasifier. The existing baseline PI controller is not able to meet the performance requirements of Alstom gasifier for sinusoidal pressure disturbance at 0% load. This is considered the major drawback of controller design. A best optimal solution for Alstom gasifier is obtained from a set of nondominated solutions using MOPSO algorithm. Performance of gasifier is investigated at all load conditions. The controller with optimized controller parameters meets all the performance requirements at 0%, 50%, and 100% load conditions. The investigations are also extended for variations in coal quality, which shows an improved stability of the gasifier over a wide range of coal quality variations.
International Nuclear Information System (INIS)
Maldonado, G.I.; Turinsky, P.J.; Kropaczek, D.J.
1993-01-01
The computational capability of efficiently and accurately evaluate reactor core attributes (i.e., k eff and power distributions as a function of cycle burnup) utilizing a second-order accurate advanced nodal Generalized Perturbation Theory (GPT) model has been developed. The GPT model is derived from the forward non-linear iterative Nodal Expansion Method (NEM) strategy, thereby extending its inherent savings in memory storage and high computational efficiency to also encompass GPT via the preservation of the finite-difference matrix structure. The above development was easily implemented into the existing coarse-mesh finite-difference GPT-based in-core fuel management optimization code FORMOSA-P, thus combining the proven robustness of its adaptive Simulated Annealing (SA) multiple-objective optimization algorithm with a high-fidelity NEM GPT neutronics model to produce a powerful computational tool used to generate families of near-optimum loading patterns for PWRs. (orig.)
Optimal interpolation schemes to constrain pmPM2.5 in regional modeling over the United States
Sousan, Sinan Dhia Jameel
This thesis presents the use of data assimilation with optimal interpolation (OI) to develop atmospheric aerosol concentration estimates for the United States at high spatial and temporal resolutions. Concentration estimates are highly desirable for a wide range of applications, including visibility, climate, and human health. OI is a viable data assimilation method that can be used to improve Community Multiscale Air Quality (CMAQ) model fine particulate matter (PM2.5) estimates. PM2.5 is the mass of solid and liquid particles with diameters less than or equal to 2.5 µm suspended in the gas phase. OI was employed by combining model estimates with satellite and surface measurements. The satellite data assimilation combined 36 x 36 km aerosol concentrations from CMAQ with aerosol optical depth (AOD) measured by MODIS and AERONET over the continental United States for 2002. Posterior model concentrations generated by the OI algorithm were compared with surface PM2.5 measurements to evaluate a number of possible data assimilation parameters, including model error, observation error, and temporal averaging assumptions. Evaluation was conducted separately for six geographic U.S. regions in 2002. Variability in model error and MODIS biases limited the effectiveness of a single data assimilation system for the entire continental domain. The best combinations of four settings and three averaging schemes led to a domain-averaged improvement in fractional error from 1.2 to 0.97 and from 0.99 to 0.89 at respective IMPROVE and STN monitoring sites. For 38% of OI results, MODIS OI degraded the forward model skill due to biases and outliers in MODIS AOD. Surface data assimilation combined 36 × 36 km aerosol concentrations from the CMAQ model with surface PM2.5 measurements over the continental United States for 2002. The model error covariance matrix was constructed by using the observational method. The observation error covariance matrix included site representation that
Directory of Open Access Journals (Sweden)
Irwin Yousept
2010-07-01
Full Text Available An optimal control problem arising in the context of 3D electromagnetic induction heating is investigated. The state equation is given by a quasilinear stationary heat equation coupled with a semilinear time harmonic eddy current equation. The temperature-dependent electrical conductivity and the presence of pointwise inequality state-constraints represent the main challenge of the paper. In the first part of the paper, the existence and regularity of the state are addressed. The second part of the paper deals with the analysis of the corresponding linearized equation. Some suffcient conditions are presented which guarantee thesolvability of the linearized system. The final part of the paper is concerned with the optimal control. The aim of the optimization is to find the optimal voltage such that a desired temperature can be achieved optimally. The corresponding first-order necessary optimality condition is presented.
Mixed-integer nonlinear approach for the optimal scheduling of a head-dependent hydro chain
Energy Technology Data Exchange (ETDEWEB)
Catalao, J.P.S.; Pousinho, H.M.I. [Department of Electromechanical Engineering, University of Beira Interior, R. Fonte do Lameiro, 6201-001 Covilha (Portugal); Mendes, V.M.F. [Department of Electrical Engineering and Automation, Instituto Superior de Engenharia de Lisboa, R. Conselheiro Emidio Navarro, 1950-062 Lisbon (Portugal)
2010-08-15
This paper is on the problem of short-term hydro scheduling (STHS), particularly concerning a head-dependent hydro chain. We propose a novel mixed-integer nonlinear programming (MINLP) approach, considering hydroelectric power generation as a nonlinear function of water discharge and of the head. As a new contribution to earlier studies, we model the on-off behavior of the hydro plants using integer variables, in order to avoid water discharges at forbidden areas. Thus, an enhanced STHS is provided due to the more realistic modeling presented in this paper. Our approach has been applied successfully to solve a test case based on one of the Portuguese cascaded hydro systems with a negligible computational time requirement. (author)
Interior-Point Method for Non-Linear Non-Convex Optimization
Czech Academy of Sciences Publication Activity Database
Lukšan, Ladislav; Matonoha, Ctirad; Vlček, Jan
2004-01-01
Roč. 11, č. 5-6 (2004), s. 431-453 ISSN 1070-5325 R&D Projects: GA AV ČR IAA1030103 Institutional research plan: CEZ:AV0Z1030915 Keywords : non-linear programming * interior point methods * indefinite systems * indefinite preconditioners * preconditioned conjugate gradient method * merit functions * algorithms * computational experiments Subject RIV: BA - General Mathematics Impact factor: 0.727, year: 2004
Non-linear optimization of track layouts in loop-sorting-systems
DEFF Research Database (Denmark)
Sørensen, Søren Emil; Hansen, Michael R.; Ebbesen, Morten K.
2013-01-01
Optimization used for enhancing geometric structures iswell known. Applying obstacles to the shape optimization problemis on the other hand not very common. It requires a fast contact search algorithmand an exact continuous formulation to solve the problem robustly. This paper focuses on combining...
CSIR Research Space (South Africa)
Britz, K
2011-09-01
Full Text Available their basic properties and relationship. In Section 3 we present a modal instance of these constructions which also illustrates with an example how to reason abductively with constrained entailment in a causal or action oriented context. In Section 4 we... of models with the former approach, whereas in Section 3.3 we give an example illustrating ways in which C can be de ned with both. Here we employ the following versions of local consequence: De nition 3.4. Given a model M = hW;R;Vi and formulas...
Explicit Nonlinear Model Predictive Control Theory and Applications
Grancharova, Alexandra
2012-01-01
Nonlinear Model Predictive Control (NMPC) has become the accepted methodology to solve complex control problems related to process industries. The main motivation behind explicit NMPC is that an explicit state feedback law avoids the need for executing a numerical optimization algorithm in real time. The benefits of an explicit solution, in addition to the efficient on-line computations, include also verifiability of the implementation and the possibility to design embedded control systems with low software and hardware complexity. This book considers the multi-parametric Nonlinear Programming (mp-NLP) approaches to explicit approximate NMPC of constrained nonlinear systems, developed by the authors, as well as their applications to various NMPC problem formulations and several case studies. The following types of nonlinear systems are considered, resulting in different NMPC problem formulations: Ø Nonlinear systems described by first-principles models and nonlinear systems described by black-box models; �...
Optimal Control of Evolution Mixed Variational Inclusions
Energy Technology Data Exchange (ETDEWEB)
Alduncin, Gonzalo, E-mail: alduncin@geofisica.unam.mx [Universidad Nacional Autónoma de México, Departamento de Recursos Naturales, Instituto de Geofísica (Mexico)
2013-12-15
Optimal control problems of primal and dual evolution mixed variational inclusions, in reflexive Banach spaces, are studied. The solvability analysis of the mixed state systems is established via duality principles. The optimality analysis is performed in terms of perturbation conjugate duality methods, and proximation penalty-duality algorithms to mixed optimality conditions are further presented. Applications to nonlinear diffusion constrained problems as well as quasistatic elastoviscoplastic bilateral contact problems exemplify the theory.
Optimal Control of Evolution Mixed Variational Inclusions
International Nuclear Information System (INIS)
Alduncin, Gonzalo
2013-01-01
Optimal control problems of primal and dual evolution mixed variational inclusions, in reflexive Banach spaces, are studied. The solvability analysis of the mixed state systems is established via duality principles. The optimality analysis is performed in terms of perturbation conjugate duality methods, and proximation penalty-duality algorithms to mixed optimality conditions are further presented. Applications to nonlinear diffusion constrained problems as well as quasistatic elastoviscoplastic bilateral contact problems exemplify the theory
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.
Klein, E.; Masson, F.; Duputel, Z.; Yavasoglu, H.; Agram, P. S.
2016-12-01
Over the last two decades, the densification of GPS networks and the development of new radar satellites offered an unprecedented opportunity to study crustal deformation due to faulting. Yet, submarine strike slip fault segments remain a major issue, especially when the landscape appears unfavorable to the use of SAR measurements. It is the case of the North Anatolian fault segments located in the Main Marmara Sea, that remain unbroken ever since the Mw7.4 earthquake of Izmit in 1999, which ended a eastward migrating seismic sequence of Mw > 7 earthquakes. Located directly offshore Istanbul, evaluation of seismic hazard appears capital. But a strong controversy remains over whether these segments are accumulating strain and are likely to experience a major earthquake, or are creeping, resulting both from the simplicity of current geodetic models and the scarcity of geodetic data. We indeed show that 2D infinite fault models cannot account for the complexity of the Marmara fault segments. But current geodetic data in the western region of Istanbul are also insufficient to invert for the coupling using a 3D geometry of the fault. Therefore, we implement a global optimization procedure aiming at identifying the most favorable distribution of GPS stations to explore the strain accumulation. We present here the results of this procedure that allows to determine both the optimal number and location of the new stations. We show that a denser terrestrial survey network can indeed locally improve the resolution on the shallower part of the fault, even more efficiently with permanent stations. But data closer from the fault, only possible by submarine measurements, remain necessary to properly constrain the fault behavior and its potential along strike coupling variations.
Energy Technology Data Exchange (ETDEWEB)
Almeida Bezerra, Marcos, E-mail: mbezerra47@yahoo.com.br [Universidade Estadual do Sudoeste da Bahia, Laboratorio de Quimica Analitica, 45200-190, Jequie, Bahia (Brazil); Teixeira Castro, Jacira [Universidade Federal do Reconcavo da Bahia, Centro de Ciencias Exatas e Tecnologicas, 44380-000, Cruz das Almas, Bahia (Brazil); Coelho Macedo, Reinaldo; Goncalves da Silva, Douglas [Universidade Estadual do Sudoeste da Bahia, Laboratorio de Quimica Analitica, 45200-190, Jequie, Bahia (Brazil)
2010-06-18
A slurry suspension sampling technique has been developed for manganese and zinc determination in tea leaves by using flame atomic absorption spectrometry. The proportions of liquid-phase of the slurries composed by HCl, HNO{sub 3} and Triton X-100 solutions have been optimized applying a constrained mixture design. The optimized conditions were 200 mg of sample ground in a tungsten carbide balls mill (particle size < 100 {mu}m), dilution in a liquid-phase composed by 2.0 mol L{sup -1} nitric, 2.0 mol L{sup -1} hydrochloric acid and 2.5% Triton X-100 solutions (in the proportions of 50%, 12% and 38% respectively), sonication time of 10 min and final slurry volume of 50.0 mL. This method allowed the determination of manganese and zinc by FAAS, with detection limits of 0.46 and 0.66 {mu}g g{sup -1}, respectively. The precisions, expressed as relative standard deviation (RSD), are 6.9 and 5.5% (n = 10), for concentrations of manganese and zinc of 20 and 40 {mu}g g{sup -1}, respectively. The accuracy of the method was confirmed by analysis of the certified apple leaves (NIST 1515) and spinach leaves (NIST 1570a). The proposed method was applied for the determination of manganese and zinc in tea leaves used for the preparation of infusions. The obtained concentrations varied between 42 and 118 {mu}g g{sup -1} and 18.6 and 90 {mu}g g{sup -1}, respectively, for manganese and zinc. The results were compared with those obtained by an acid digestion procedure and determination of the elements by FAAS. There was no significant difference between the results obtained by the two methods based on a paired t-test (at 95% confidence level).
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
Optimal Operation of Industrial Batch Crystallizers : A Nonlinear Model-based Control Approach
Mesbah, A.
2010-01-01
Batch crystallization is extensively employed in the chemical, pharmaceutical, and food industries to separate and purify high value-added chemical substances. Despite their widespread application, optimal operation of batch crystallizers is particularly challenging. The difficulties primarily
DEFF Research Database (Denmark)
Yoon, Gil Ho; Joung, Young Soo; Kim, Yoon Young
2005-01-01
The topology design optimization of “three-dimensional geometrically-nonlinear” continuum structures is still a difficult problem not only because of its problem size but also the occurrence of unstable continuum finite elements during the design optimization. To overcome this difficulty, the ele......) stiffness matrix of continuum finite elements. Therefore, any finite element code, including commercial codes, can be readily used for the ECP implementation. The key ideas and characteristics of these methods will be presented in this paper....
Optimizing BAO measurements with non-linear transformations of the Lyman-α forest
Energy Technology Data Exchange (ETDEWEB)
Wang, Xinkang; Font-Ribera, Andreu; Seljak, Uroš, E-mail: xinkang.wang@berkeley.edu, E-mail: afont@lbl.gov, E-mail: useljak@berkeley.edu [Department of Physics, University of California, South Hall Rd, Berkeley (United States)
2015-04-01
We explore the effect of applying a non-linear transformation to the Lyman-α forest transmitted flux F=e{sup −τ} and the ability of analytic models to predict the resulting clustering amplitude. Both the large-scale bias of the transformed field (signal) and the amplitude of small scale fluctuations (noise) can be arbitrarily modified, but we were unable to find a transformation that increases significantly the signal-to-noise ratio on large scales using Taylor expansion up to the third order. In particular, however, we achieve a 33% improvement in signal to noise for Gaussianized field in transverse direction. On the other hand, we explore an analytic model for the large-scale biasing of the Lyα forest, and present an extension of this model to describe the biasing of the transformed fields. Using hydrodynamic simulations we show that the model works best to describe the biasing with respect to velocity gradients, but is less successful in predicting the biasing with respect to large-scale density fluctuations, especially for very nonlinear transformations.
Patnaik, Surya N.; Pai, Shantaram S.; Coroneos, Rula M.
2010-01-01
Structural design generated by traditional method, optimization method and the stochastic design concept are compared. In the traditional method, the constraints are manipulated to obtain the design and weight is back calculated. In design optimization, the weight of a structure becomes the merit function with constraints imposed on failure modes and an optimization algorithm is used to generate the solution. Stochastic design concept accounts for uncertainties in loads, material properties, and other parameters and solution is obtained by solving a design optimization problem for a specified reliability. Acceptable solutions were produced by all the three methods. The variation in the weight calculated by the methods was modest. Some variation was noticed in designs calculated by the methods. The variation may be attributed to structural indeterminacy. It is prudent to develop design by all three methods prior to its fabrication. The traditional design method can be improved when the simplified sensitivities of the behavior constraint is used. Such sensitivity can reduce design calculations and may have a potential to unify the traditional and optimization methods. Weight versus reliabilitytraced out an inverted-S-shaped graph. The center of the graph corresponded to mean valued design. A heavy design with weight approaching infinity could be produced for a near-zero rate of failure. Weight can be reduced to a small value for a most failure-prone design. Probabilistic modeling of load and material properties remained a challenge.
Minimum Time Trajectory Optimization of CNC Machining with Tracking Error Constraints
Directory of Open Access Journals (Sweden)
Qiang Zhang
2014-01-01
Full Text Available An off-line optimization approach of high precision minimum time feedrate for CNC machining is proposed. Besides the ordinary considered velocity, acceleration, and jerk constraints, dynamic performance constraint of each servo drive is also considered in this optimization problem to improve the tracking precision along the optimized feedrate trajectory. Tracking error is applied to indicate the servo dynamic performance of each axis. By using variable substitution, the tracking error constrained minimum time trajectory planning problem is formulated as a nonlinear path constrained optimal control problem. Bang-bang constraints structure of the optimal trajectory is proved in this paper; then a novel constraint handling method is proposed to realize a convex optimization based solution of the nonlinear constrained optimal control problem. A simple ellipse feedrate planning test is presented to demonstrate the effectiveness of the approach. Then the practicability and robustness of the trajectory generated by the proposed approach are demonstrated by a butterfly contour machining example.
Padhi, Radhakant; Unnikrishnan, Nishant; Wang, Xiaohua; Balakrishnan, S N
2006-12-01
Even though dynamic programming offers an optimal control solution in a state feedback form, the method is overwhelmed by computational and storage requirements. Approximate dynamic programming implemented with an Adaptive Critic (AC) neural network structure has evolved as a powerful alternative technique that obviates the need for excessive computations and storage requirements in solving optimal control problems. In this paper, an improvement to the AC architecture, called the "Single Network Adaptive Critic (SNAC)" is presented. This approach is applicable to a wide class of nonlinear systems where the optimal control (stationary) equation can be explicitly expressed in terms of the state and costate variables. The selection of this terminology is guided by the fact that it eliminates the use of one neural network (namely the action network) that is part of a typical dual network AC setup. As a consequence, the SNAC architecture offers three potential advantages: a simpler architecture, lesser computational load and elimination of the approximation error associated with the eliminated network. In order to demonstrate these benefits and the control synthesis technique using SNAC, two problems have been solved with the AC and SNAC approaches and their computational performances are compared. One of these problems is a real-life Micro-Electro-Mechanical-system (MEMS) problem, which demonstrates that the SNAC technique is applicable to complex engineering systems.
Computational Modelling and Optimal Control of Ebola Virus Disease with non-Linear Incidence Rate
Takaidza, I.; Makinde, O. D.; Okosun, O. K.
2017-03-01
The 2014 Ebola outbreak in West Africa has exposed the need to connect modellers and those with relevant data as pivotal to better understanding of how the disease spreads and quantifying the effects of possible interventions. In this paper, we model and analyse the Ebola virus disease with non-linear incidence rate. The epidemic model created is used to describe how the Ebola virus could potentially evolve in a population. We perform an uncertainty analysis of the basic reproductive number R 0 to quantify its sensitivity to other disease-related parameters. We also analyse the sensitivity of the final epidemic size to the time control interventions (education, vaccination, quarantine and safe handling) and provide the cost effective combination of the interventions.
Flexible aluminum tubes and a least square multi-objective non-linear optimization scheme
International Nuclear Information System (INIS)
Endelt, Benny; Nielsen, Karl Brian; Olsen, Soeren
2004-01-01
The automotive industry currently uses rubber hoses as the media carrier between e.g. the radiator and the engine, and the basic idea is to replace the rubber hoses with flexible aluminum tubes.A good quality is defined through several quality measurements, i.e. in the current case the key objective is to produce a flexible convolution through optimization of the tool geometry, but the process should also be stable, and the process stability is evaluated through Forming Limit Diagrams. Typically the defined objectives are conflicting, i.e. the optimized configuration represents therefore a trade-off between the individual objectives, in this case flexibility versus process stability.The optimization problem is solved through iteratively minimizing the object function. A second-order least square scheme is used for the approximation of the quadratic model, and the change in the design parameters is evaluated through the trust region scheme and box constraints are introduced within the trust region framework. Furthermore, the object function is minimized by applying the non-monotone scheme, and the trust region subproblem is solved by applying the Cholesky factorization scheme.An optimal bell shaped geometry is identified and the design is verified experimentally
Wang, Danshi; Zhang, Min; Cai, Zhongle; Cui, Yue; Li, Ze; Han, Huanhuan; Fu, Meixia; Luo, Bin
2016-06-01
An effective machine learning algorithm, the support vector machine (SVM), is presented in the context of a coherent optical transmission system. As a classifier, the SVM can create nonlinear decision boundaries to mitigate the distortions caused by nonlinear phase noise (NLPN). Without any prior information or heuristic assumptions, the SVM can learn and capture the link properties from only a few training data. Compared with the maximum likelihood estimation (MLE) algorithm, a lower bit-error rate (BER) is achieved by the SVM for a given launch power; moreover, the launch power dynamic range (LPDR) is increased by 3.3 dBm for 8 phase-shift keying (8 PSK), 1.2 dBm for QPSK, and 0.3 dBm for BPSK. The maximum transmission distance corresponding to a BER of 1 ×10-3 is increased by 480 km for the case of 8 PSK. The larger launch power range and longer transmission distance improve the tolerance to amplitude and phase noise, which demonstrates the feasibility of the SVM in digital signal processing for M-PSK formats. Meanwhile, in order to apply the SVM method to 16 quadratic amplitude modulation (16 QAM) detection, we propose a parameter optimization scheme. By utilizing a cross-validation and grid-search techniques, the optimal parameters of SVM can be selected, thus leading to the LPDR improvement by 2.8 dBm. Additionally, we demonstrate that the SVM is also effective in combating the laser phase noise combined with the inphase and quadrature (I/Q) modulator imperfections, but the improvement is insignificant for the linear noise and separate I/Q imbalance. The computational complexity of SVM is also discussed. The relatively low complexity makes it possible for SVM to implement the real-time processing.
Optimal nonlinear information processing capacity in delay-based reservoir computers
Grigoryeva, Lyudmila; Henriques, Julie; Larger, Laurent; Ortega, Juan-Pablo
2015-09-01
Reservoir computing is a recently introduced brain-inspired machine learning paradigm capable of excellent performances in the processing of empirical data. We focus in a particular kind of time-delay based reservoir computers that have been physically implemented using optical and electronic systems and have shown unprecedented data processing rates. Reservoir computing is well-known for the ease of the associated training scheme but also for the problematic sensitivity of its performance to architecture parameters. This article addresses the reservoir design problem, which remains the biggest challenge in the applicability of this information processing scheme. More specifically, we use the information available regarding the optimal reservoir working regimes to construct a functional link between the reservoir parameters and its performance. This function is used to explore various properties of the device and to choose the optimal reservoir architecture, thus replacing the tedious and time consuming parameter scannings used so far in the literature.
Directory of Open Access Journals (Sweden)
Quan Zheng
2015-12-01
Full Text Available In this paper, a family of Steffensen-type methods of optimal order of convergence with two parameters is constructed by direct Newtonian interpolation. It satisfies the conjecture proposed by Kung and Traub (J. Assoc. Comput. Math. 1974, 21, 634–651 that an iterative method based on m evaluations per iteration without memory would arrive at the optimal convergence of order 2m-1 . Furthermore, the family of Steffensen-type methods of super convergence is suggested by using arithmetic expressions for the parameters with memory but no additional new evaluation of the function. Their error equations, asymptotic convergence constants and convergence orders are obtained. Finally, they are compared with related root-finding methods in the numerical examples.
Optimal bounds and extremal trajectories for time averages in nonlinear dynamical systems
Tobasco, Ian; Goluskin, David; Doering, Charles R.
2018-02-01
For any quantity of interest in a system governed by ordinary differential equations, it is natural to seek the largest (or smallest) long-time average among solution trajectories, as well as the extremal trajectories themselves. Upper bounds on time averages can be proved a priori using auxiliary functions, the optimal choice of which is a convex optimization problem. We prove that the problems of finding maximal trajectories and minimal auxiliary functions are strongly dual. Thus, auxiliary functions provide arbitrarily sharp upper bounds on time averages. Moreover, any nearly minimal auxiliary function provides phase space volumes in which all nearly maximal trajectories are guaranteed to lie. For polynomial equations, auxiliary functions can be constructed by semidefinite programming, which we illustrate using the Lorenz system.
Energy Technology Data Exchange (ETDEWEB)
Carlberg, Kevin Thomas [Sandia National Lab. (SNL-CA), Livermore, CA (United States). Quantitative Modeling and Analysis; Drohmann, Martin [Sandia National Lab. (SNL-CA), Livermore, CA (United States). Quantitative Modeling and Analysis; Tuminaro, Raymond S. [Sandia National Lab. (SNL-CA), Livermore, CA (United States). Computational Mathematics; Boggs, Paul T. [Sandia National Lab. (SNL-CA), Livermore, CA (United States). Quantitative Modeling and Analysis; Ray, Jaideep [Sandia National Lab. (SNL-CA), Livermore, CA (United States). Quantitative Modeling and Analysis; van Bloemen Waanders, Bart Gustaaf [Sandia National Lab. (SNL-CA), Livermore, CA (United States). Optimization and Uncertainty Estimation
2014-10-01
-model errors. This enables ROMs to be rigorously incorporated in uncertainty-quantification settings, as the error model can be treated as a source of epistemic uncertainty. This work was completed as part of a Truman Fellowship appointment. We note that much additional work was performed as part of the Fellowship. One salient project is the development of the Trilinos-based model-reduction software module Razor , which is currently bundled with the Albany PDE code and currently allows nonlinear reduced-order models to be constructed for any application supported in Albany. Other important projects include the following: 1. ROMES-equipped ROMs for Bayesian inference: K. Carlberg, M. Drohmann, F. Lu (Lawrence Berkeley National Laboratory), M. Morzfeld (Lawrence Berkeley National Laboratory). 2. ROM-enabled Krylov-subspace recycling: K. Carlberg, V. Forstall (University of Maryland), P. Tsuji, R. Tuminaro. 3. A pseudo balanced POD method using only dual snapshots: K. Carlberg, M. Sarovar. 4. An analysis of discrete v. continuous optimality in nonlinear model reduction: K. Carlberg, M. Barone, H. Antil (George Mason University). Journal articles for these projects are in progress at the time of this writing.
Nonlinear Dynamic in an Ecological System with Impulsive Effect and Optimal Foraging
Directory of Open Access Journals (Sweden)
Min Zhao
2014-01-01
Full Text Available The population dynamics of a three-species ecological system with impulsive effect are investigated. Using the theories of impulsive equations and small-amplitude perturbation scales, the conditions for the system to be permanent when the number of predators released is less than some critical value can be obtained. Furthermore, because the predator in the system follows the predictions of optimal foraging theory, it follows that optimal foraging promotes species coexistence. In particular, the less beneficial prey can support the predator alone when the more beneficial prey goes extinct. Moreover, the influences of the impulsive effect and optimal foraging on inherent oscillations are studied using simulation, which reveals rich dynamic behaviors such as period-halving bifurcations, a chaotic band, a periodic window, and chaotic crises. In addition, the largest Lyapunov exponent and the power spectra of the strange attractor, which can help analyze the chaotic dynamic behavior of the model, are investigated. This information will be useful for studying the dynamic complexity of ecosystems.
Evaluating optimal CNR as a preset criteria for nonlinear moidal blending of dual energy CT data
Holmes, D. R., III; Apel, A.; Fletcher, J. G.; Guimaraes, L. S.; Eusemann, C. E.; Robb, R. A.
2009-02-01
Nonlinear blending of dual-energy CT data is available on current scanners. Selection of the blending parameters can be time-consuming and challenging. The purpose of this study was to determine if the Contrast-To-Noise Ratio (CNR) may be used ti automatic select of blending parameters. A Bovine liver was built with six syringes filled with varying concentrations of CT contrast yielding six 140kV HU levels (15, 47, 64, 79, 116, and 145). The phantom was scanned using 95 mAs @ 140kV and 404mAs @ 80 kV. The 80 and 140 kV datasets were blended using a modified sigmoid (moidal) function which requires two parameters - level and width. Every combination of moidal level and width was applied to the data, and the CNR was calculated as (mean(syringe ROI) - mean(liver ROI)) / STD(water). The maximum CNR was determined for each of the 6 HU levels. Pairs of blended images were presented in a blind manner to observers. Nine comparisons for each of the 6 HU settings were made by a staff radiologist, a resident, and a physicist. For each comparison, the observer selected the more "visually appealing" image. Outcomes from the study were compared using the Fisher Sign Test statistic. Analysis by observer showed a statistical (penergy CT data may provide consistency across radiologists and facilitate the clinical review process.
Directory of Open Access Journals (Sweden)
Zhi-Ren Tsai
2013-01-01
Full Text Available A tracking problem, time-delay, uncertainty and stability analysis of a predictive control system are considered. The predictive control design is based on the input and output of neural plant model (NPM, and a recursive fuzzy predictive tracker has scaling factors which limit the value zone of measured data and cause the tuned parameters to converge to obtain a robust control performance. To improve the further control performance, the proposed random-local-optimization design (RLO for a model/controller uses offline initialization to obtain a near global optimal model/controller. Other issues are the considerations of modeling error, input-delay, sampling distortion, cost, greater flexibility, and highly reliable digital products of the model-based controller for the continuous-time (CT nonlinear system. They are solved by a recommended two-stage control design with the first-stage (offline RLO and second-stage (online adaptive steps. A theorizing method is then put forward to replace the sensitivity calculation, which reduces the calculation of Jacobin matrices of the back-propagation (BP method. Finally, the feedforward input of reference signals helps the digital fuzzy controller improve the control performance, and the technique works to control the CT systems precisely.
Directory of Open Access Journals (Sweden)
Farong Kou
2018-01-01
Full Text Available In order to coordinate the damping performance and energy regenerative performance of energy regenerative suspension, this paper proposes a structure of a vehicle semi-active energy regenerative suspension with an electro-hydraulic actuator (EHA. In light of the proposed concept, a specific energy regenerative scheme is designed and a mechanical properties test is carried out. Based on the test results, the parameter identification for the system model is conducted using a recursive least squares algorithm. On the basis of the system principle, the nonlinear model of the semi-active energy regenerative suspension with an EHA is built. Meanwhile, linear-quadratic-Gaussian control strategy of the system is designed. Then, the influence of the main parameters of the EHA on the damping performance and energy regenerative performance of the suspension is analyzed. Finally, the main parameters of the EHA are optimized via the genetic algorithm. The test results show that when a sinusoidal is input at the frequency of 2 Hz and the amplitude of 30 mm, the spring mass acceleration root meam square value of the optimized EHA semi-active energy regenerative suspension is reduced by 22.23% and the energy regenerative power RMS value is increased by 40.51%, which means that while meeting the requirements of vehicle ride comfort and driving safety, the energy regenerative performance is improved significantly.
Institute of Scientific and Technical Information of China (English)
葛恒武; 陈中文
2002-01-01
We present a class of nonmonotone trust region algorithms for linearly constrained optimization in this paper.The algorithm may adjust automatically the scope of the monotonicity by the degree that the quadratic model is "trusted".Under the suitable conditions,it is proved that any limit point of the infinite sequence generated by the algorithm is the Kuhn-Tucker point of the primal problem.Finally,some numerical results show that the new algorithm is very effective.
On marker-based parentage verification via non-linear optimization.
Boerner, Vinzent
2017-06-15
Parentage verification by molecular markers is mainly based on short tandem repeat markers. Single nucleotide polymorphisms (SNPs) as bi-allelic markers have become the markers of choice for genotyping projects. Thus, the subsequent step is to use SNP genotypes for parentage verification as well. Recent developments of algorithms such as evaluating opposing homozygous SNP genotypes have drawbacks, for example the inability of rejecting all animals of a sample of potential parents. This paper describes an algorithm for parentage verification by constrained regression which overcomes the latter limitation and proves to be very fast and accurate even when the number of SNPs is as low as 50. The algorithm was tested on a sample of 14,816 animals with 50, 100 and 500 SNP genotypes randomly selected from 40k genotypes. The samples of putative parents of these animals contained either five random animals, or four random animals and the true sire. Parentage assignment was performed by ranking of regression coefficients, or by setting a minimum threshold for regression coefficients. The assignment quality was evaluated by the power of assignment (P[Formula: see text]) and the power of exclusion (P[Formula: see text]). If the sample of putative parents contained the true sire and parentage was assigned by coefficient ranking, P[Formula: see text] and P[Formula: see text] were both higher than 0.99 for the 500 and 100 SNP genotypes, and higher than 0.98 for the 50 SNP genotypes. When parentage was assigned by a coefficient threshold, P[Formula: see text] was higher than 0.99 regardless of the number of SNPs, but P[Formula: see text] decreased from 0.99 (500 SNPs) to 0.97 (100 SNPs) and 0.92 (50 SNPs). If the sample of putative parents did not contain the true sire and parentage was rejected using a coefficient threshold, the algorithm achieved a P[Formula: see text] of 1 (500 SNPs), 0.99 (100 SNPs) and 0.97 (50 SNPs). The algorithm described here is easy to implement
Energy Technology Data Exchange (ETDEWEB)
Kudryashov, Nikolay A.; Shilnikov, Kirill E. [National Research Nuclear University MEPhI, Department of Applied Mathematics, Moscow (Russian Federation)
2016-06-08
Numerical computation of the three dimensional problem of the freezing interface propagation during the cryosurgery coupled with the multi-objective optimization methods is used in order to improve the efficiency and safety of the cryosurgery operations performing. Prostate cancer treatment and cutaneous cryosurgery are considered. The heat transfer in soft tissue during the thermal exposure to low temperature is described by the Pennes bioheat model and is coupled with an enthalpy method for blurred phase change computations. The finite volume method combined with the control volume approximation of the heat fluxes is applied for the cryosurgery numerical modeling on the tumor tissue of a quite arbitrary shape. The flux relaxation approach is used for the stability improvement of the explicit finite difference schemes. The method of the additional heating elements mounting is studied as an approach to control the cellular necrosis front propagation. Whereas the undestucted tumor tissue and destucted healthy tissue volumes are considered as objective functions, the locations of additional heating elements in cutaneous cryosurgery and cryotips in prostate cancer cryotreatment are considered as objective variables in multi-objective problem. The quasi-gradient method is proposed for the searching of the Pareto front segments as the multi-objective optimization problem solutions.
A Projected Non-linear Conjugate Gradient Method for Interactive Inverse Kinematics
DEFF Research Database (Denmark)
Engell-Nørregård, Morten; Erleben, Kenny
2009-01-01
Inverse kinematics is the problem of posing an articulated figure to obtain a wanted goal, without regarding inertia and forces. Joint limits are modeled as bounds on individual degrees of freedom, leading to a box-constrained optimization problem. We present A projected Non-linear Conjugate...... Gradient optimization method suitable for box-constrained optimization problems for inverse kinematics. We show application on inverse kinematics positioning of a human figure. Performance is measured and compared to a traditional Jacobian Transpose method. Visual quality of the developed method...