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Sample records for sequential approximate optimization

  1. Framework for sequential approximate optimization

    NARCIS (Netherlands)

    Jacobs, J.H.; Etman, L.F.P.; Keulen, van F.; Rooda, J.E.

    2004-01-01

    An object-oriented framework for Sequential Approximate Optimization (SAO) isproposed. The framework aims to provide an open environment for thespecification and implementation of SAO strategies. The framework is based onthe Python programming language and contains a toolbox of Python

  2. On the equivalence of optimality criterion and sequential approximate optimization methods in the classical layout problem

    NARCIS (Netherlands)

    Groenwold, A.A.; Etman, L.F.P.

    2008-01-01

    We study the classical topology optimization problem, in which minimum compliance is sought, subject to linear constraints. Using a dual statement, we propose two separable and strictly convex subproblems for use in sequential approximate optimization (SAO) algorithms.Respectively, the subproblems

  3. An accurate approximate solution of optimal sequential age replacement policy for a finite-time horizon

    International Nuclear Information System (INIS)

    Jiang, R.

    2009-01-01

    It is difficult to find the optimal solution of the sequential age replacement policy for a finite-time horizon. This paper presents an accurate approximation to find an approximate optimal solution of the sequential replacement policy. The proposed approximation is computationally simple and suitable for any failure distribution. Their accuracy is illustrated by two examples. Based on the approximate solution, an approximate estimate for the total cost is derived.

  4. Sequential optimization of approximate inhibitory rules relative to the length, coverage and number of misclassifications

    KAUST Repository

    Alsolami, Fawaz; Chikalov, Igor; Moshkov, Mikhail

    2013-01-01

    This paper is devoted to the study of algorithms for sequential optimization of approximate inhibitory rules relative to the length, coverage and number of misclassifications. Theses algorithms are based on extensions of dynamic programming approach

  5. Sequential optimization of approximate inhibitory rules relative to the length, coverage and number of misclassifications

    KAUST Repository

    Alsolami, Fawaz

    2013-01-01

    This paper is devoted to the study of algorithms for sequential optimization of approximate inhibitory rules relative to the length, coverage and number of misclassifications. Theses algorithms are based on extensions of dynamic programming approach. The results of experiments for decision tables from UCI Machine Learning Repository are discussed. © 2013 Springer-Verlag.

  6. Sequential stochastic optimization

    CERN Document Server

    Cairoli, Renzo

    1996-01-01

    Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet

  7. Applying the sequential neural-network approximation and orthogonal array algorithm to optimize the axial-flow cooling system for rapid thermal processes

    International Nuclear Information System (INIS)

    Hung, Shih-Yu; Shen, Ming-Ho; Chang, Ying-Pin

    2009-01-01

    The sequential neural-network approximation and orthogonal array (SNAOA) were used to shorten the cooling time for the rapid cooling process such that the normalized maximum resolved stress in silicon wafer was always below one in this study. An orthogonal array was first conducted to obtain the initial solution set. The initial solution set was treated as the initial training sample. Next, a back-propagation sequential neural network was trained to simulate the feasible domain to obtain the optimal parameter setting. The size of the training sample was greatly reduced due to the use of the orthogonal array. In addition, a restart strategy was also incorporated into the SNAOA so that the searching process may have a better opportunity to reach a near global optimum. In this work, we considered three different cooling control schemes during the rapid thermal process: (1) downward axial gas flow cooling scheme; (2) upward axial gas flow cooling scheme; (3) dual axial gas flow cooling scheme. Based on the maximum shear stress failure criterion, the other control factors such as flow rate, inlet diameter, outlet width, chamber height and chamber diameter were also examined with respect to cooling time. The results showed that the cooling time could be significantly reduced using the SNAOA approach

  8. Optimization and approximation

    CERN Document Server

    Pedregal, Pablo

    2017-01-01

    This book provides a basic, initial resource, introducing science and engineering students to the field of optimization. It covers three main areas: mathematical programming, calculus of variations and optimal control, highlighting the ideas and concepts and offering insights into the importance of optimality conditions in each area. It also systematically presents affordable approximation methods. Exercises at various levels have been included to support the learning process.

  9. Sequential function approximation on arbitrarily distributed point sets

    Science.gov (United States)

    Wu, Kailiang; Xiu, Dongbin

    2018-02-01

    We present a randomized iterative method for approximating unknown function sequentially on arbitrary point set. The method is based on a recently developed sequential approximation (SA) method, which approximates a target function using one data point at each step and avoids matrix operations. The focus of this paper is on data sets with highly irregular distribution of the points. We present a nearest neighbor replacement (NNR) algorithm, which allows one to sample the irregular data sets in a near optimal manner. We provide mathematical justification and error estimates for the NNR algorithm. Extensive numerical examples are also presented to demonstrate that the NNR algorithm can deliver satisfactory convergence for the SA method on data sets with high irregularity in their point distributions.

  10. A working-set framework for sequential convex approximation methods

    DEFF Research Database (Denmark)

    Stolpe, Mathias

    2008-01-01

    We present an active-set algorithmic framework intended as an extension to existing implementations of sequential convex approximation methods for solving nonlinear inequality constrained programs. The framework is independent of the choice of approximations and the stabilization technique used...... to guarantee global convergence of the method. The algorithm works directly on the nonlinear constraints in the convex sub-problems and solves a sequence of relaxations of the current sub-problem. The algorithm terminates with the optimal solution to the sub-problem after solving a finite number of relaxations....

  11. Dynamic programming approach to optimization of approximate decision rules

    KAUST Repository

    Amin, Talha M.; Chikalov, Igor; Moshkov, Mikhail; Zielosko, Beata

    2013-01-01

    This paper is devoted to the study of an extension of dynamic programming approach which allows sequential optimization of approximate decision rules relative to the length and coverage. We introduce an uncertainty measure R(T) which is the number

  12. Approximate Reanalysis in Topology Optimization

    DEFF Research Database (Denmark)

    Amir, Oded; Bendsøe, Martin P.; Sigmund, Ole

    2009-01-01

    In the nested approach to structural optimization, most of the computational effort is invested in the solution of the finite element analysis equations. In this study, the integration of an approximate reanalysis procedure into the framework of topology optimization of continuum structures...

  13. Shearlets and Optimally Sparse Approximations

    DEFF Research Database (Denmark)

    Kutyniok, Gitta; Lemvig, Jakob; Lim, Wang-Q

    2012-01-01

    Multivariate functions are typically governed by anisotropic features such as edges in images or shock fronts in solutions of transport-dominated equations. One major goal both for the purpose of compression as well as for an efficient analysis is the provision of optimally sparse approximations...... optimally sparse approximations of this model class in 2D as well as 3D. Even more, in contrast to all other directional representation systems, a theory for compactly supported shearlet frames was derived which moreover also satisfy this optimality benchmark. This chapter shall serve as an introduction...... to and a survey about sparse approximations of cartoon-like images by band-limited and also compactly supported shearlet frames as well as a reference for the state-of-the-art of this research field....

  14. Globally convergent optimization algorithm using conservative convex separable diagonal quadratic approximations

    NARCIS (Netherlands)

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

    2009-01-01

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

  15. Simultaneous optimization of sequential IMRT plans

    International Nuclear Information System (INIS)

    Popple, Richard A.; Prellop, Perri B.; Spencer, Sharon A.; Santos, Jennifer F. de los; Duan, Jun; Fiveash, John B.; Brezovich, Ivan A.

    2005-01-01

    Radiotherapy often comprises two phases, in which irradiation of a volume at risk for microscopic disease is followed by a sequential dose escalation to a smaller volume either at a higher risk for microscopic disease or containing only gross disease. This technique is difficult to implement with intensity modulated radiotherapy, as the tolerance doses of critical structures must be respected over the sum of the two plans. Techniques that include an integrated boost have been proposed to address this problem. However, clinical experience with such techniques is limited, and many clinicians are uncomfortable prescribing nonconventional fractionation schemes. To solve this problem, we developed an optimization technique that simultaneously generates sequential initial and boost IMRT plans. We have developed an optimization tool that uses a commercial treatment planning system (TPS) and a high level programming language for technical computing. The tool uses the TPS to calculate the dose deposition coefficients (DDCs) for optimization. The DDCs were imported into external software and the treatment ports duplicated to create the boost plan. The initial, boost, and tolerance doses were specified and used to construct cost functions. The initial and boost plans were optimized simultaneously using a gradient search technique. Following optimization, the fluence maps were exported to the TPS for dose calculation. Seven patients treated using sequential techniques were selected from our clinical database. The initial and boost plans used to treat these patients were developed independently of each other by dividing the tolerance doses proportionally between the initial and boost plans and then iteratively optimizing the plans until a summation that met the treatment goals was obtained. We used the simultaneous optimization technique to generate plans that met the original planning goals. The coverage of the initial and boost target volumes in the simultaneously optimized

  16. Sequential optimization and reliability assessment method for metal forming processes

    International Nuclear Information System (INIS)

    Sahai, Atul; Schramm, Uwe; Buranathiti, Thaweepat; Chen Wei; Cao Jian; Xia, Cedric Z.

    2004-01-01

    Uncertainty is inevitable in any design process. The uncertainty could be due to the variations in geometry of the part, material properties or due to the lack of knowledge about the phenomena being modeled itself. Deterministic design optimization does not take uncertainty into account and worst case scenario assumptions lead to vastly over conservative design. Probabilistic design, such as reliability-based design and robust design, offers tools for making robust and reliable decisions under the presence of uncertainty in the design process. Probabilistic design optimization often involves double-loop procedure for optimization and iterative probabilistic assessment. This results in high computational demand. The high computational demand can be reduced by replacing computationally intensive simulation models with less costly surrogate models and by employing Sequential Optimization and reliability assessment (SORA) method. The SORA method uses a single-loop strategy with a series of cycles of deterministic optimization and reliability assessment. The deterministic optimization and reliability assessment is decoupled in each cycle. This leads to quick improvement of design from one cycle to other and increase in computational efficiency. This paper demonstrates the effectiveness of Sequential Optimization and Reliability Assessment (SORA) method when applied to designing a sheet metal flanging process. Surrogate models are used as less costly approximations to the computationally expensive Finite Element simulations

  17. Approximative solutions of stochastic optimization problem

    Czech Academy of Sciences Publication Activity Database

    Lachout, Petr

    2010-01-01

    Roč. 46, č. 3 (2010), s. 513-523 ISSN 0023-5954 R&D Projects: GA ČR GA201/08/0539 Institutional research plan: CEZ:AV0Z10750506 Keywords : Stochastic optimization problem * sensitivity * approximative solution Subject RIV: BA - General Mathematics Impact factor: 0.461, year: 2010 http://library.utia.cas.cz/separaty/2010/SI/lachout-approximative solutions of stochastic optimization problem.pdf

  18. Optimal Sequential Rules for Computer-Based Instruction.

    Science.gov (United States)

    Vos, Hans J.

    1998-01-01

    Formulates sequential rules for adapting the appropriate amount of instruction to learning needs in the context of computer-based instruction. Topics include Bayesian decision theory, threshold and linear-utility structure, psychometric model, optimal sequential number of test questions, and an empirical example of sequential instructional…

  19. Sequential ensemble-based optimal design for parameter estimation: SEQUENTIAL ENSEMBLE-BASED OPTIMAL DESIGN

    Energy Technology Data Exchange (ETDEWEB)

    Man, Jun [Zhejiang Provincial Key Laboratory of Agricultural Resources and Environment, Institute of Soil and Water Resources and Environmental Science, College of Environmental and Resource Sciences, Zhejiang University, Hangzhou China; Zhang, Jiangjiang [Zhejiang Provincial Key Laboratory of Agricultural Resources and Environment, Institute of Soil and Water Resources and Environmental Science, College of Environmental and Resource Sciences, Zhejiang University, Hangzhou China; Li, Weixuan [Pacific Northwest National Laboratory, Richland Washington USA; Zeng, Lingzao [Zhejiang Provincial Key Laboratory of Agricultural Resources and Environment, Institute of Soil and Water Resources and Environmental Science, College of Environmental and Resource Sciences, Zhejiang University, Hangzhou China; Wu, Laosheng [Department of Environmental Sciences, University of California, Riverside California USA

    2016-10-01

    The ensemble Kalman filter (EnKF) has been widely used in parameter estimation for hydrological models. The focus of most previous studies was to develop more efficient analysis (estimation) algorithms. On the other hand, it is intuitively understandable that a well-designed sampling (data-collection) strategy should provide more informative measurements and subsequently improve the parameter estimation. In this work, a Sequential Ensemble-based Optimal Design (SEOD) method, coupled with EnKF, information theory and sequential optimal design, is proposed to improve the performance of parameter estimation. Based on the first-order and second-order statistics, different information metrics including the Shannon entropy difference (SD), degrees of freedom for signal (DFS) and relative entropy (RE) are used to design the optimal sampling strategy, respectively. The effectiveness of the proposed method is illustrated by synthetic one-dimensional and two-dimensional unsaturated flow case studies. It is shown that the designed sampling strategies can provide more accurate parameter estimation and state prediction compared with conventional sampling strategies. Optimal sampling designs based on various information metrics perform similarly in our cases. The effect of ensemble size on the optimal design is also investigated. Overall, larger ensemble size improves the parameter estimation and convergence of optimal sampling strategy. Although the proposed method is applied to unsaturated flow problems in this study, it can be equally applied in any other hydrological problems.

  20. Nonlinear analysis approximation theory, optimization and applications

    CERN Document Server

    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.

  1. Heuristic and optimal policy computations in the human brain during sequential decision-making.

    Science.gov (United States)

    Korn, Christoph W; Bach, Dominik R

    2018-01-23

    Optimal decisions across extended time horizons require value calculations over multiple probabilistic future states. Humans may circumvent such complex computations by resorting to easy-to-compute heuristics that approximate optimal solutions. To probe the potential interplay between heuristic and optimal computations, we develop a novel sequential decision-making task, framed as virtual foraging in which participants have to avoid virtual starvation. Rewards depend only on final outcomes over five-trial blocks, necessitating planning over five sequential decisions and probabilistic outcomes. Here, we report model comparisons demonstrating that participants primarily rely on the best available heuristic but also use the normatively optimal policy. FMRI signals in medial prefrontal cortex (MPFC) relate to heuristic and optimal policies and associated choice uncertainties. Crucially, reaction times and dorsal MPFC activity scale with discrepancies between heuristic and optimal policies. Thus, sequential decision-making in humans may emerge from integration between heuristic and optimal policies, implemented by controllers in MPFC.

  2. The optimal XFEM approximation for fracture analysis

    International Nuclear Information System (INIS)

    Jiang Shouyan; Du Chengbin; Ying Zongquan

    2010-01-01

    The extended finite element method (XFEM) provides an effective tool for analyzing fracture mechanics problems. A XFEM approximation consists of standard finite elements which are used in the major part of the domain and enriched elements in the enriched sub-domain for capturing special solution properties such as discontinuities and singularities. However, two issues in the standard XFEM should specially be concerned: efficient numerical integration methods and an appropriate construction of the blending elements. In the paper, an optimal XFEM approximation is proposed to overcome the disadvantage mentioned above in the standard XFEM. The modified enrichment functions are presented that can reproduced exactly everywhere in the domain. The corresponding FORTRAN program is developed for fracture analysis. A classic problem of fracture mechanics is used to benchmark the program. The results indicate that the optimal XFEM can alleviate the errors and improve numerical precision.

  3. Markdown Optimization via Approximate Dynamic Programming

    Directory of Open Access Journals (Sweden)

    Cos?gun

    2013-02-01

    Full Text Available We consider the markdown optimization problem faced by the leading apparel retail chain. Because of substitution among products the markdown policy of one product affects the sales of other products. Therefore, markdown policies for product groups having a significant crossprice elasticity among each other should be jointly determined. Since the state space of the problem is very huge, we use Approximate Dynamic Programming. Finally, we provide insights on the behavior of how each product price affects the markdown policy.

  4. Fast sequential Monte Carlo methods for counting and optimization

    CERN Document Server

    Rubinstein, Reuven Y; Vaisman, Radislav

    2013-01-01

    A comprehensive account of the theory and application of Monte Carlo methods Based on years of research in efficient Monte Carlo methods for estimation of rare-event probabilities, counting problems, and combinatorial optimization, Fast Sequential Monte Carlo Methods for Counting and Optimization is a complete illustration of fast sequential Monte Carlo techniques. The book provides an accessible overview of current work in the field of Monte Carlo methods, specifically sequential Monte Carlo techniques, for solving abstract counting and optimization problems. Written by authorities in the

  5. astroABC : An Approximate Bayesian Computation Sequential Monte Carlo sampler for cosmological parameter estimation

    Energy Technology Data Exchange (ETDEWEB)

    Jennings, E.; Madigan, M.

    2017-04-01

    Given the complexity of modern cosmological parameter inference where we arefaced with non-Gaussian data and noise, correlated systematics and multi-probecorrelated data sets, the Approximate Bayesian Computation (ABC) method is apromising alternative to traditional Markov Chain Monte Carlo approaches in thecase where the Likelihood is intractable or unknown. The ABC method is called"Likelihood free" as it avoids explicit evaluation of the Likelihood by using aforward model simulation of the data which can include systematics. Weintroduce astroABC, an open source ABC Sequential Monte Carlo (SMC) sampler forparameter estimation. A key challenge in astrophysics is the efficient use oflarge multi-probe datasets to constrain high dimensional, possibly correlatedparameter spaces. With this in mind astroABC allows for massive parallelizationusing MPI, a framework that handles spawning of jobs across multiple nodes. Akey new feature of astroABC is the ability to create MPI groups with differentcommunicators, one for the sampler and several others for the forward modelsimulation, which speeds up sampling time considerably. For smaller jobs thePython multiprocessing option is also available. Other key features include: aSequential Monte Carlo sampler, a method for iteratively adapting tolerancelevels, local covariance estimate using scikit-learn's KDTree, modules forspecifying optimal covariance matrix for a component-wise or multivariatenormal perturbation kernel, output and restart files are backed up everyiteration, user defined metric and simulation methods, a module for specifyingheterogeneous parameter priors including non-standard prior PDFs, a module forspecifying a constant, linear, log or exponential tolerance level,well-documented examples and sample scripts. This code is hosted online athttps://github.com/EliseJ/astroABC

  6. Reliability-based design optimization using a generalized subset simulation method and posterior approximation

    Science.gov (United States)

    Ma, Yuan-Zhuo; Li, Hong-Shuang; Yao, Wei-Xing

    2018-05-01

    The evaluation of the probabilistic constraints in reliability-based design optimization (RBDO) problems has always been significant and challenging work, which strongly affects the performance of RBDO methods. This article deals with RBDO problems using a recently developed generalized subset simulation (GSS) method and a posterior approximation approach. The posterior approximation approach is used to transform all the probabilistic constraints into ordinary constraints as in deterministic optimization. The assessment of multiple failure probabilities required by the posterior approximation approach is achieved by GSS in a single run at all supporting points, which are selected by a proper experimental design scheme combining Sobol' sequences and Bucher's design. Sequentially, the transformed deterministic design optimization problem can be solved by optimization algorithms, for example, the sequential quadratic programming method. Three optimization problems are used to demonstrate the efficiency and accuracy of the proposed method.

  7. Dynamic programming approach to optimization of approximate decision rules

    KAUST Repository

    Amin, Talha

    2013-02-01

    This paper is devoted to the study of an extension of dynamic programming approach which allows sequential optimization of approximate decision rules relative to the length and coverage. We introduce an uncertainty measure R(T) which is the number of unordered pairs of rows with different decisions in the decision table T. For a nonnegative real number β, we consider β-decision rules that localize rows in subtables of T with uncertainty at most β. Our algorithm constructs a directed acyclic graph Δβ(T) which nodes are subtables of the decision table T given by systems of equations of the kind "attribute = value". This algorithm finishes the partitioning of a subtable when its uncertainty is at most β. The graph Δβ(T) allows us to describe the whole set of so-called irredundant β-decision rules. We can describe all irredundant β-decision rules with minimum length, and after that among these rules describe all rules with maximum coverage. We can also change the order of optimization. The consideration of irredundant rules only does not change the results of optimization. This paper contains also results of experiments with decision tables from UCI Machine Learning Repository. © 2012 Elsevier Inc. All rights reserved.

  8. Sequential optimization of a polygeneration plant

    International Nuclear Information System (INIS)

    Rubio-Maya, Carlos; Uche, Javier; Martinez, Amaya

    2011-01-01

    Highlights: → A two-steps optimization procedure of a polygeneration unit was tested. → First step was the synthesis and design; the superstructure definition was used. → Second step optimized the operation with hourly data and energy storage systems. → Remarkable benefits for the analyzed case study (Spanish hotel) were found. - Abstract: This paper presents a two-steps optimization procedure of a polygeneration unit. The unit simultaneously provides power, heat, cooling and fresh water to a Spanish tourist resort (450 rooms). The first step consist on the synthesis and design of the polygeneration scheme: a 'superstructure' was constructed to allow the selection of the appropriate choice and size of the plant components, from both economic and environmental considerations. At that first step, only monthly averaged requirements are considered. The second step includes hourly data and analysis as well as energy storage systems. A detailed modelling of pre-selected devices is then required to also fulfil economic and environmental constraints. As a result, a better performance is obtained compared to the first step. Thus, the two-steps procedure explained here permits the complete design and operation of a decentralized plant producing simultaneously energy (power, heat and cooling) but also desalted water (that is, trigeneration + desalination). Remarkable benefits for the analyzed case study are found: a Net Present Value of almost 300,000 Euro , a primary energy saving ratio of about 18% and more than 850 ton per year of avoided CO 2 emissions.

  9. 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

  10. Fast regularizing sequential subspace optimization in Banach spaces

    International Nuclear Information System (INIS)

    Schöpfer, F; Schuster, T

    2009-01-01

    We are concerned with fast computations of regularized solutions of linear operator equations in Banach spaces in case only noisy data are available. To this end we modify recently developed sequential subspace optimization methods in such a way that the therein employed Bregman projections onto hyperplanes are replaced by Bregman projections onto stripes whose width is in the order of the noise level

  11. A Bayesian Optimal Design for Sequential Accelerated Degradation Testing

    Directory of Open Access Journals (Sweden)

    Xiaoyang Li

    2017-07-01

    Full Text Available When optimizing an accelerated degradation testing (ADT plan, the initial values of unknown model parameters must be pre-specified. However, it is usually difficult to obtain the exact values, since many uncertainties are embedded in these parameters. Bayesian ADT optimal design was presented to address this problem by using prior distributions to capture these uncertainties. Nevertheless, when the difference between a prior distribution and actual situation is large, the existing Bayesian optimal design might cause some over-testing or under-testing issues. For example, the implemented ADT following the optimal ADT plan consumes too much testing resources or few accelerated degradation data are obtained during the ADT. To overcome these obstacles, a Bayesian sequential step-down-stress ADT design is proposed in this article. During the sequential ADT, the test under the highest stress level is firstly conducted based on the initial prior information to quickly generate degradation data. Then, the data collected under higher stress levels are employed to construct the prior distributions for the test design under lower stress levels by using the Bayesian inference. In the process of optimization, the inverse Gaussian (IG process is assumed to describe the degradation paths, and the Bayesian D-optimality is selected as the optimal objective. A case study on an electrical connector’s ADT plan is provided to illustrate the application of the proposed Bayesian sequential ADT design method. Compared with the results from a typical static Bayesian ADT plan, the proposed design could guarantee more stable and precise estimations of different reliability measures.

  12. Sequential Change-Point Detection via Online Convex Optimization

    Directory of Open Access Journals (Sweden)

    Yang Cao

    2018-02-01

    Full Text Available Sequential change-point detection when the distribution parameters are unknown is a fundamental problem in statistics and machine learning. When the post-change parameters are unknown, we consider a set of detection procedures based on sequential likelihood ratios with non-anticipating estimators constructed using online convex optimization algorithms such as online mirror descent, which provides a more versatile approach to tackling complex situations where recursive maximum likelihood estimators cannot be found. When the underlying distributions belong to a exponential family and the estimators satisfy the logarithm regret property, we show that this approach is nearly second-order asymptotically optimal. This means that the upper bound for the false alarm rate of the algorithm (measured by the average-run-length meets the lower bound asymptotically up to a log-log factor when the threshold tends to infinity. Our proof is achieved by making a connection between sequential change-point and online convex optimization and leveraging the logarithmic regret bound property of online mirror descent algorithm. Numerical and real data examples validate our theory.

  13. Fifth International Conference on "Approximation and Optimization in the Caribbean"

    CERN Document Server

    Approximation, Optimization and Mathematical Economic

    2001-01-01

    The articles in this proceedings volume reflect the current trends in the theory of approximation, optimization and mathematical economics, and include numerous applications. The book will be of interest to researchers and graduate students involved in functional analysis, approximation theory, mathematical programming and optimization, game theory, mathematical finance and economics.

  14. Constrained Optimization via Stochastic approximation with a simultaneous perturbation gradient approximation

    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....

  15. Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation

    DEFF Research Database (Denmark)

    Sadegh, Payman; Spall, J. C.

    1998-01-01

    simultaneous perturbation approximation to the gradient based on loss function measurements. SPSA is based on picking a simultaneous perturbation (random) vector in a Monte Carlo fashion as part of generating the approximation to the gradient. This paper derives the optimal distribution for the Monte Carlo...

  16. On the effect of response transformations in sequential parameter optimization.

    Science.gov (United States)

    Wagner, Tobias; Wessing, Simon

    2012-01-01

    Parameter tuning of evolutionary algorithms (EAs) is attracting more and more interest. In particular, the sequential parameter optimization (SPO) framework for the model-assisted tuning of stochastic optimizers has resulted in established parameter tuning algorithms. In this paper, we enhance the SPO framework by introducing transformation steps before the response aggregation and before the actual modeling. Based on design-of-experiments techniques, we empirically analyze the effect of integrating different transformations. We show that in particular, a rank transformation of the responses provides significant improvements. A deeper analysis of the resulting models and additional experiments with adaptive procedures indicates that the rank and the Box-Cox transformation are able to improve the properties of the resultant distributions with respect to symmetry and normality of the residuals. Moreover, model-based effect plots document a higher discriminatory power obtained by the rank transformation.

  17. 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 $\\mathbb{S}^2$.

  18. Truss topology optimization with discrete design variables by outer approximation

    DEFF Research Database (Denmark)

    Stolpe, Mathias

    2015-01-01

    Several variants of an outer approximation method are proposed to solve truss topology optimization problems with discrete design variables to proven global optimality. The objective is to minimize the volume of the structure while satisfying constraints on the global stiffness of the structure...... for classical outer approximation approaches applied to optimal design problems. A set of two- and three-dimensional benchmark problems are solved and the numerical results suggest that the proposed approaches are competitive with other special-purpose global optimization methods for the considered class...... under the applied loads. We extend the natural problem formulation by adding redundant force variables and force equilibrium constraints. This guarantees that the designs suggested by the relaxed master problems are capable of carrying the applied loads, a property which is generally not satisfied...

  19. Efficient Approximation of Optimal Control for Markov Games

    DEFF Research Database (Denmark)

    Fearnley, John; Rabe, Markus; Schewe, Sven

    2011-01-01

    We study the time-bounded reachability problem for continuous-time Markov decision processes (CTMDPs) and games (CTMGs). Existing techniques for this problem use discretisation techniques to break time into discrete intervals, and optimal control is approximated for each interval separately...

  20. Optimal Control via Reinforcement Learning with Symbolic Policy Approximation

    NARCIS (Netherlands)

    Kubalìk, Jiřì; Alibekov, Eduard; Babuska, R.; Dochain, Denis; Henrion, Didier; Peaucelle, Dimitri

    2017-01-01

    Model-based reinforcement learning (RL) algorithms can be used to derive optimal control laws for nonlinear dynamic systems. With continuous-valued state and input variables, RL algorithms have to rely on function approximators to represent the value function and policy mappings. This paper

  1. Local Approximation and Hierarchical Methods for Stochastic Optimization

    Science.gov (United States)

    Cheng, Bolong

    In this thesis, we present local and hierarchical approximation methods for two classes of stochastic optimization problems: optimal learning and Markov decision processes. For the optimal learning problem class, we introduce a locally linear model with radial basis function for estimating the posterior mean of the unknown objective function. The method uses a compact representation of the function which avoids storing the entire history, as is typically required by nonparametric methods. We derive a knowledge gradient policy with the locally parametric model, which maximizes the expected value of information. We show the policy is asymptotically optimal in theory, and experimental works suggests that the method can reliably find the optimal solution on a range of test functions. For the Markov decision processes problem class, we are motivated by an application where we want to co-optimize a battery for multiple revenue, in particular energy arbitrage and frequency regulation. The nature of this problem requires the battery to make charging and discharging decisions at different time scales while accounting for the stochastic information such as load demand, electricity prices, and regulation signals. Computing the exact optimal policy becomes intractable due to the large state space and the number of time steps. We propose two methods to circumvent the computation bottleneck. First, we propose a nested MDP model that structure the co-optimization problem into smaller sub-problems with reduced state space. This new model allows us to understand how the battery behaves down to the two-second dynamics (that of the frequency regulation market). Second, we introduce a low-rank value function approximation for backward dynamic programming. This new method only requires computing the exact value function for a small subset of the state space and approximate the entire value function via low-rank matrix completion. We test these methods on historical price data from the

  2. Optimal Piecewise-Linear Approximation of the Quadratic Chaotic Dynamics

    Directory of Open Access Journals (Sweden)

    J. Petrzela

    2012-04-01

    Full Text Available This paper shows the influence of piecewise-linear approximation on the global dynamics associated with autonomous third-order dynamical systems with the quadratic vector fields. The novel method for optimal nonlinear function approximation preserving the system behavior is proposed and experimentally verified. This approach is based on the calculation of the state attractor metric dimension inside a stochastic optimization routine. The approximated systems are compared to the original by means of the numerical integration. Real electronic circuits representing individual dynamical systems are derived using classical as well as integrator-based synthesis and verified by time-domain analysis in Orcad Pspice simulator. The universality of the proposed method is briefly discussed, especially from the viewpoint of the higher-order dynamical systems. Future topics and perspectives are also provided

  3. Optimal approximation of linear systems by artificial immune response

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    This paper puts forward a novel artificial immune response algorithm for optimal approximation of linear systems. A quaternion model of artificial immune response is proposed for engineering computing. The model abstracts four elements, namely, antigen, antibody, reaction rules among antibodies, and driving algorithm describing how the rules are applied to antibodies, to simulate the process of immune response. Some reaction rules including clonal selection rules, immunological memory rules and immune regulation rules are introduced. Using the theorem of Markov chain, it is proofed that the new model is convergent. The experimental study on the optimal approximation of a stable linear system and an unstable one show that the approximate models searched by the new model have better performance indices than those obtained by some existing algorithms including the differential evolution algorithm and the multi-agent genetic algorithm.

  4. Optimal causal inference: estimating stored information and approximating causal architecture.

    Science.gov (United States)

    Still, Susanne; Crutchfield, James P; Ellison, Christopher J

    2010-09-01

    We introduce an approach to inferring the causal architecture of stochastic dynamical systems that extends rate-distortion theory to use causal shielding--a natural principle of learning. We study two distinct cases of causal inference: optimal causal filtering and optimal causal estimation. Filtering corresponds to the ideal case in which the probability distribution of measurement sequences is known, giving a principled method to approximate a system's causal structure at a desired level of representation. We show that in the limit in which a model-complexity constraint is relaxed, filtering finds the exact causal architecture of a stochastic dynamical system, known as the causal-state partition. From this, one can estimate the amount of historical information the process stores. More generally, causal filtering finds a graded model-complexity hierarchy of approximations to the causal architecture. Abrupt changes in the hierarchy, as a function of approximation, capture distinct scales of structural organization. For nonideal cases with finite data, we show how the correct number of the underlying causal states can be found by optimal causal estimation. A previously derived model-complexity control term allows us to correct for the effect of statistical fluctuations in probability estimates and thereby avoid overfitting.

  5. Sequential optimization of matrix chain multiplication relative to different cost functions

    KAUST Repository

    Chikalov, Igor; Hussain, Shahid; Moshkov, Mikhail

    2011-01-01

    In this paper, we present a methodology to optimize matrix chain multiplication sequentially relative to different cost functions such as total number of scalar multiplications, communication overhead in a multiprocessor environment, etc. For n matrices our optimization procedure requires O(n 3) arithmetic operations per one cost function. This work is done in the framework of a dynamic programming extension that allows sequential optimization relative to different criteria. © 2011 Springer-Verlag Berlin Heidelberg.

  6. Sequential Optimization of Paths in Directed Graphs Relative to Different Cost Functions

    KAUST Repository

    Abubeker, Jewahir Ali; Chikalov, Igor; Hussain, Shahid; Moshkov, Mikhail

    2011-01-01

    This paper is devoted to the consideration of an algorithm for sequential optimization of paths in directed graphs relative to di_erent cost functions. The considered algorithm is based on an extension of dynamic programming which allows

  7. Approximability of optimization problems through adiabatic quantum computation

    CERN Document Server

    Cruz-Santos, William

    2014-01-01

    The adiabatic quantum computation (AQC) is based on the adiabatic theorem to approximate solutions of the Schrödinger equation. The design of an AQC algorithm involves the construction of a Hamiltonian that describes the behavior of the quantum system. This Hamiltonian is expressed as a linear interpolation of an initial Hamiltonian whose ground state is easy to compute, and a final Hamiltonian whose ground state corresponds to the solution of a given combinatorial optimization problem. The adiabatic theorem asserts that if the time evolution of a quantum system described by a Hamiltonian is l

  8. Optimization in engineering sciences approximate and metaheuristic methods

    CERN Document Server

    Stefanoiu, Dan; Popescu, Dumitru; Filip, Florin Gheorghe; El Kamel, Abdelkader

    2014-01-01

    The purpose of this book is to present the main metaheuristics and approximate and stochastic methods for optimization of complex systems in Engineering Sciences. It has been written within the framework of the European Union project ERRIC (Empowering Romanian Research on Intelligent Information Technologies), which is funded by the EU's FP7 Research Potential program and has been developed in co-operation between French and Romanian teaching researchers. Through the principles of various proposed algorithms (with additional references) this book allows the reader to explore various methods o

  9. Optimization of approximate decision rules relative to number of misclassifications

    KAUST Repository

    Amin, Talha M.; Chikalov, Igor; Moshkov, Mikhail; Zielosko, Beata

    2012-01-01

    In the paper, we study an extension of dynamic programming approach which allows optimization of approximate decision rules relative to the number of misclassifications. We introduce an uncertainty measure J(T) which is a difference between the number of rows in a decision table T and the number of rows with the most common decision for T. For a nonnegative real number γ, we consider γ-decision rules that localize rows in subtables of T with uncertainty at most γ. The presented algorithm constructs a directed acyclic graph Δγ(T). Based on this graph we can describe the whole set of so-called irredundant γ-decision rules. We can optimize rules from this set according to the number of misclassifications. Results of experiments with decision tables from the UCI Machine Learning Repository are presented. © 2012 The authors and IOS Press. All rights reserved.

  10. Optimization of approximate decision rules relative to number of misclassifications

    KAUST Repository

    Amin, Talha

    2012-12-01

    In the paper, we study an extension of dynamic programming approach which allows optimization of approximate decision rules relative to the number of misclassifications. We introduce an uncertainty measure J(T) which is a difference between the number of rows in a decision table T and the number of rows with the most common decision for T. For a nonnegative real number γ, we consider γ-decision rules that localize rows in subtables of T with uncertainty at most γ. The presented algorithm constructs a directed acyclic graph Δγ(T). Based on this graph we can describe the whole set of so-called irredundant γ-decision rules. We can optimize rules from this set according to the number of misclassifications. Results of experiments with decision tables from the UCI Machine Learning Repository are presented. © 2012 The authors and IOS Press. All rights reserved.

  11. Robust approximate optimal guidance strategies for aeroassisted orbital transfer missions

    Science.gov (United States)

    Ilgen, Marc R.

    This thesis presents the application of game theoretic and regular perturbation methods to the problem of determining robust approximate optimal guidance laws for aeroassisted orbital transfer missions with atmospheric density and navigated state uncertainties. The optimal guidance problem is reformulated as a differential game problem with the guidance law designer and Nature as opposing players. The resulting equations comprise the necessary conditions for the optimal closed loop guidance strategy in the presence of worst case parameter variations. While these equations are nonlinear and cannot be solved analytically, the presence of a small parameter in the equations of motion allows the method of regular perturbations to be used to solve the equations approximately. This thesis is divided into five parts. The first part introduces the class of problems to be considered and presents results of previous research. The second part then presents explicit semianalytical guidance law techniques for the aerodynamically dominated region of flight. These guidance techniques are applied to unconstrained and control constrained aeroassisted plane change missions and Mars aerocapture missions, all subject to significant atmospheric density variations. The third part presents a guidance technique for aeroassisted orbital transfer problems in the gravitationally dominated region of flight. Regular perturbations are used to design an implicit guidance technique similar to the second variation technique but that removes the need for numerically computing an optimal trajectory prior to flight. This methodology is then applied to a set of aeroassisted inclination change missions. In the fourth part, the explicit regular perturbation solution technique is extended to include the class of guidance laws with partial state information. This methodology is then applied to an aeroassisted plane change mission using inertial measurements and subject to uncertainties in the initial value

  12. Optimal Sequential Resource Sharing and Exchange in Multi-Agent Systems

    OpenAIRE

    Xiao, Yuanzhang

    2014-01-01

    Central to the design of many engineering systems and social networks is to solve the underlying resource sharing and exchange problems, in which multiple decentralized agents make sequential decisions over time to optimize some long-term performance metrics. It is challenging for the decentralized agents to make optimal sequential decisions because of the complicated coupling among the agents and across time. In this dissertation, we mainly focus on three important classes of multi-agent seq...

  13. Strong approximations and sequential change-point analysis for diffusion processes

    DEFF Research Database (Denmark)

    Mihalache, Stefan-Radu

    2012-01-01

    In this paper ergodic diffusion processes depending on a parameter in the drift are considered under the assumption that the processes can be observed continuously. Strong approximations by Wiener processes for a stochastic integral and for the estimator process constructed by the one...

  14. Essays on variational approximation techniques for stochastic optimization problems

    Science.gov (United States)

    Deride Silva, Julio A.

    This dissertation presents five essays on approximation and modeling techniques, based on variational analysis, applied to stochastic optimization problems. It is divided into two parts, where the first is devoted to equilibrium problems and maxinf optimization, and the second corresponds to two essays in statistics and uncertainty modeling. Stochastic optimization lies at the core of this research as we were interested in relevant equilibrium applications that contain an uncertain component, and the design of a solution strategy. In addition, every stochastic optimization problem relies heavily on the underlying probability distribution that models the uncertainty. We studied these distributions, in particular, their design process and theoretical properties such as their convergence. Finally, the last aspect of stochastic optimization that we covered is the scenario creation problem, in which we described a procedure based on a probabilistic model to create scenarios for the applied problem of power estimation of renewable energies. In the first part, Equilibrium problems and maxinf optimization, we considered three Walrasian equilibrium problems: from economics, we studied a stochastic general equilibrium problem in a pure exchange economy, described in Chapter 3, and a stochastic general equilibrium with financial contracts, in Chapter 4; finally from engineering, we studied an infrastructure planning problem in Chapter 5. We stated these problems as belonging to the maxinf optimization class and, in each instance, we provided an approximation scheme based on the notion of lopsided convergence and non-concave duality. This strategy is the foundation of the augmented Walrasian algorithm, whose convergence is guaranteed by lopsided convergence, that was implemented computationally, obtaining numerical results for relevant examples. The second part, Essays about statistics and uncertainty modeling, contains two essays covering a convergence problem for a sequence

  15. Optimal Energy Management of Multi-Microgrids with Sequentially Coordinated Operations

    Directory of Open Access Journals (Sweden)

    Nah-Oak Song

    2015-08-01

    Full Text Available We propose an optimal electric energy management of a cooperative multi-microgrid community with sequentially coordinated operations. The sequentially coordinated operations are suggested to distribute computational burden and yet to make the optimal 24 energy management of multi-microgrids possible. The sequential operations are mathematically modeled to find the optimal operation conditions and illustrated with physical interpretation of how to achieve optimal energy management in the cooperative multi-microgrid community. This global electric energy optimization of the cooperative community is realized by the ancillary internal trading between the microgrids in the cooperative community which reduces the extra cost from unnecessary external trading by adjusting the electric energy production amounts of combined heat and power (CHP generators and amounts of both internal and external electric energy trading of the cooperative community. A simulation study is also conducted to validate the proposed mathematical energy management models.

  16. Crashworthiness design optimization using multipoint sequential linear programming

    NARCIS (Netherlands)

    Etman, L.F.P.; Adriaens, J.M.T.A.; Slagmaat, van M.T.P.; Schoofs, A.J.G.

    1996-01-01

    A design optimization tool has been developed for the crash victim simulation software MADYMO. The crash worthiness optimization problem is characterized by a noisy behaviour of objective function and constraints. Additionally, objective function and constraint values follow from a computationally

  17. Enhanced approximate cloaking by optimal change of variables

    International Nuclear Information System (INIS)

    Griesmaier, Roland; Vogelius, Michael S

    2014-01-01

    The aim of (passive) cloaking with respect to electromagnetic (or acoustic) sensing is to surround a region of space with a material layer—the cloak—that renders its contents and even the existence of the layer undetectable by such measurements. At least theoretically this can be achieved using the coordinate invariance of the underlying wave equation, through so-called cloaking by mapping. However, a practical realization of the cloaking by mapping schemes discussed in the literature frequently requires the design of highly anisotropic materials with extreme dielectric properties. In this work we consider, in the electrostatic case, a regularized, approximate cloaking by mapping scheme and discuss the problem of optimal choice of radial maps, that determine the conductivity distribution of the cloak. We consider two different optimality criteria: minimal maximal anisotropy and minimal mean anisotropy of this conductivity distribution. Using both criteria we show that it is possible to achieve significantly lower anisotropy (for a prescribed level of invisibility) or significantly lower visibility (for a prescribed level of anisotropy). For example, in two dimensions one may achieve exponentially small visibility with a cloak, that in terms of anisotropy (and lowest and highest conductivity) is no worse than the traditional affine map cloak, which only yields quadratically small visibility. (paper)

  18. Sequential Optimization of Paths in Directed Graphs Relative to Different Cost Functions

    KAUST Repository

    Abubeker, Jewahir Ali

    2011-05-14

    This paper is devoted to the consideration of an algorithm for sequential optimization of paths in directed graphs relative to di_erent cost functions. The considered algorithm is based on an extension of dynamic programming which allows to represent the initial set of paths and the set of optimal paths after each application of optimization procedure in the form of a directed acyclic graph.

  19. Sequential use of simulation and optimization in analysis and planning

    Science.gov (United States)

    Hans R. Zuuring; Jimmie D. Chew; J. Greg Jones

    2000-01-01

    Management activities are analyzed at landscape scales employing both simulation and optimization. SIMPPLLE, a stochastic simulation modeling system, is initially applied to assess the risks associated with a specific natural process occurring on the current landscape without management treatments, but with fire suppression. These simulation results are input into...

  20. Optimization of sequential decisions by least squares Monte Carlo method

    DEFF Research Database (Denmark)

    Nishijima, Kazuyoshi; Anders, Annett

    change adaptation measures, and evacuation of people and assets in the face of an emerging natural hazard event. Focusing on the last example, an efficient solution scheme is proposed by Anders and Nishijima (2011). The proposed solution scheme takes basis in the least squares Monte Carlo method, which...... is proposed by Longstaff and Schwartz (2001) for pricing of American options. The present paper formulates the decision problem in a more general manner and explains how the solution scheme proposed by Anders and Nishijima (2011) is implemented for the optimization of the formulated decision problem...

  1. Optimization of Approximate Inhibitory Rules Relative to Number of Misclassifications

    KAUST Repository

    Alsolami, Fawaz

    2013-10-04

    In this work, we consider so-called nonredundant inhibitory rules, containing an expression “attribute:F value” on the right- hand side, for which the number of misclassifications is at most a threshold γ. We study a dynamic programming approach for description of the considered set of rules. This approach allows also the optimization of nonredundant inhibitory rules relative to the length and coverage. The aim of this paper is to investigate an additional possibility of optimization relative to the number of misclassifications. The results of experiments with decision tables from the UCI Machine Learning Repository show this additional optimization achieves a fewer misclassifications. Thus, the proposed optimization procedure is promising.

  2. OPTIMIZATION OF AGGREGATION AND SEQUENTIAL-PARALLEL EXECUTION MODES OF INTERSECTING OPERATION SETS

    Directory of Open Access Journals (Sweden)

    G. М. Levin

    2016-01-01

    Full Text Available A mathematical model and a method for the problem of optimization of aggregation and of sequential- parallel execution modes of intersecting operation sets are proposed. The proposed method is based on the two-level decomposition scheme. At the top level the variant of aggregation for groups of operations is selected, and at the lower level the execution modes of operations are optimized for a fixed version of aggregation.

  3. A Sequential Convex Semidefinite Programming Algorithm for Multiple-Load Free Material Optimization

    Czech Academy of Sciences Publication Activity Database

    Stingl, M.; Kočvara, Michal; Leugering, G.

    2009-01-01

    Roč. 20, č. 1 (2009), s. 130-155 ISSN 1052-6234 R&D Projects: GA AV ČR IAA1075402 Grant - others:commision EU(XE) EU-FP6-30717 Institutional research plan: CEZ:AV0Z10750506 Keywords : structural optimization * material optimization * semidefinite programming * sequential convex programming Subject RIV: BA - General Mathematics Impact factor: 1.429, year: 2009

  4. Development of New Lipid-Based Paclitaxel Nanoparticles Using Sequential Simplex Optimization

    Science.gov (United States)

    Dong, Xiaowei; Mattingly, Cynthia A.; Tseng, Michael; Cho, Moo; Adams, Val R.; Mumper, Russell J.

    2008-01-01

    The objective of these studies was to develop Cremophor-free lipid-based paclitaxel (PX) nanoparticle formulations prepared from warm microemulsion precursors. To identify and optimize new nanoparticles, experimental design was performed combining Taguchi array and sequential simplex optimization. The combination of Taguchi array and sequential simplex optimization efficiently directed the design of paclitaxel nanoparticles. Two optimized paclitaxel nanoparticles (NPs) were obtained: G78 NPs composed of glyceryl tridodecanoate (GT) and polyoxyethylene 20-stearyl ether (Brij 78), and BTM NPs composed of Miglyol 812, Brij 78 and D-alpha-tocopheryl polyethylene glycol 1000 succinate (TPGS). Both nanoparticles successfully entrapped paclitaxel at a final concentration of 150 μg/ml (over 6% drug loading) with particle sizes less than 200 nm and over 85% of entrapment efficiency. These novel paclitaxel nanoparticles were stable at 4°C over three months and in PBS at 37°C over 102 hours as measured by physical stability. Release of paclitaxel was slow and sustained without initial burst release. Cytotoxicity studies in MDA-MB-231 cancer cells showed that both nanoparticles have similar anticancer activities compared to Taxol®. Interestingly, PX BTM nanocapsules could be lyophilized without cryoprotectants. The lyophilized powder comprised only of PX BTM NPs in water could be rapidly rehydrated with complete retention of original physicochemical properties, in-vitro release properties, and cytotoxicity profile. Sequential Simplex Optimization has been utilized to identify promising new lipid-based paclitaxel nanoparticles having useful attributes. PMID:19111929

  5. Choosing of optimal start approximation for laplace equation ...

    African Journals Online (AJOL)

    We investigate Dirichlet problem for a case of two-dimensional area with lime border, numerical scheme for solving this equation is widely knowns it finite difference method. One of the major stages in the algorithm for that numerical solution is choosing of start approximation, usually as the initial values of the unknown ...

  6. Approximate representation of optimal strategies from influence diagrams

    DEFF Research Database (Denmark)

    Jensen, Finn V.

    2008-01-01

    , and where the policy functions for the decisions have so large do- mains that they cannot be represented directly in a strategy tree. The approach is to have separate ID representations for each decision variable. In each representation the actual information is fully exploited, however the representation...... of policies for future decisions are approximations. We call the approximation information abstraction. It consists in introducing a dummy structure connecting the past with the decision. We study how to specify, implement and learn information abstraction.......There are three phases in the life of a decision problem, specification, solution, and rep- resentation of solution. The specification and solution phases are off-line, while the rep- resention of solution often shall serve an on-line situation with rather tough constraints on time and space. One...

  7. Optimal Sequential Diagnostic Strategy Generation Considering Test Placement Cost for Multimode Systems

    Directory of Open Access Journals (Sweden)

    Shigang Zhang

    2015-10-01

    Full Text Available Sequential fault diagnosis is an approach that realizes fault isolation by executing the optimal test step by step. The strategy used, i.e., the sequential diagnostic strategy, has great influence on diagnostic accuracy and cost. Optimal sequential diagnostic strategy generation is an important step in the process of diagnosis system construction, which has been studied extensively in the literature. However, previous algorithms either are designed for single mode systems or do not consider test placement cost. They are not suitable to solve the sequential diagnostic strategy generation problem considering test placement cost for multimode systems. Therefore, this problem is studied in this paper. A formulation is presented. Two algorithms are proposed, one of which is realized by system transformation and the other is newly designed. Extensive simulations are carried out to test the effectiveness of the algorithms. A real-world system is also presented. All the results show that both of them have the ability to solve the diagnostic strategy generation problem, and they have different characteristics.

  8. Optimal Sequential Diagnostic Strategy Generation Considering Test Placement Cost for Multimode Systems

    Science.gov (United States)

    Zhang, Shigang; Song, Lijun; Zhang, Wei; Hu, Zheng; Yang, Yongmin

    2015-01-01

    Sequential fault diagnosis is an approach that realizes fault isolation by executing the optimal test step by step. The strategy used, i.e., the sequential diagnostic strategy, has great influence on diagnostic accuracy and cost. Optimal sequential diagnostic strategy generation is an important step in the process of diagnosis system construction, which has been studied extensively in the literature. However, previous algorithms either are designed for single mode systems or do not consider test placement cost. They are not suitable to solve the sequential diagnostic strategy generation problem considering test placement cost for multimode systems. Therefore, this problem is studied in this paper. A formulation is presented. Two algorithms are proposed, one of which is realized by system transformation and the other is newly designed. Extensive simulations are carried out to test the effectiveness of the algorithms. A real-world system is also presented. All the results show that both of them have the ability to solve the diagnostic strategy generation problem, and they have different characteristics. PMID:26457709

  9. Optimal control of Navier-Stokes equations by Oseen approximation

    Czech Academy of Sciences Publication Activity Database

    Pošta, M.; Roubíček, Tomáš

    2007-01-01

    Roč. 53, 3/4 (2007), s. 569-581 ISSN 0898-1221 R&D Projects: GA AV ČR IAA1075402 Grant - others:GA MŠk(CZ) LC06052 Program:LC Institutional research plan: CEZ:AV0Z10750506 Keywords : optimal control * steady flow * incompressible fluids Subject RIV: BA - General Mathematics Impact factor: 0.720, year: 2007

  10. Portfolio Optimization under Local-Stochastic Volatility: Coefficient Taylor Series Approximations & Implied Sharpe Ratio

    OpenAIRE

    Lorig, Matthew; Sircar, Ronnie

    2015-01-01

    We study the finite horizon Merton portfolio optimization problem in a general local-stochastic volatility setting. Using model coefficient expansion techniques, we derive approximations for the both the value function and the optimal investment strategy. We also analyze the `implied Sharpe ratio' and derive a series approximation for this quantity. The zeroth-order approximation of the value function and optimal investment strategy correspond to those obtained by Merton (1969) when the risky...

  11. Annealing evolutionary stochastic approximation Monte Carlo for global optimization

    KAUST Repository

    Liang, Faming

    2010-01-01

    outperform simulated annealing, the genetic algorithm, annealing stochastic approximation Monte Carlo, and some other metaheuristics in function optimization. © 2010 Springer Science+Business Media, LLC.

  12. A Sequential Optimization Sampling Method for Metamodels with Radial Basis Functions

    Science.gov (United States)

    Pan, Guang; Ye, Pengcheng; Yang, Zhidong

    2014-01-01

    Metamodels have been widely used in engineering design to facilitate analysis and optimization of complex systems that involve computationally expensive simulation programs. The accuracy of metamodels is strongly affected by the sampling methods. In this paper, a new sequential optimization sampling method is proposed. Based on the new sampling method, metamodels can be constructed repeatedly through the addition of sampling points, namely, extrema points of metamodels and minimum points of density function. Afterwards, the more accurate metamodels would be constructed by the procedure above. The validity and effectiveness of proposed sampling method are examined by studying typical numerical examples. PMID:25133206

  13. An Approximate Method for Solving Optimal Control Problems for Discrete Systems Based on Local Approximation of an Attainability Set

    Directory of Open Access Journals (Sweden)

    V. A. Baturin

    2017-03-01

    Full Text Available An optimal control problem for discrete systems is considered. A method of successive improvements along with its modernization based on the expansion of the main structures of the core algorithm about the parameter is suggested. The idea of the method is based on local approximation of attainability set, which is described by the zeros of the Bellman function in the special problem of optimal control. The essence of the problem is as follows: from the end point of the phase is required to find a path that minimizes functional deviations of the norm from the initial state. If the initial point belongs to the attainability set of the original controlled system, the value of the Bellman function equal to zero, otherwise the value of the Bellman function is greater than zero. For this special task Bellman equation is considered. The support approximation and Bellman equation are selected. The Bellman function is approximated by quadratic terms. Along the allowable trajectory, this approximation gives nothing, because Bellman function and its expansion coefficients are zero. We used a special trick: an additional variable is introduced, which characterizes the degree of deviation of the system from the initial state, thus it is obtained expanded original chain. For the new variable initial nonzero conditions is selected, thus obtained trajectory is lying outside attainability set and relevant Bellman function is greater than zero, which allows it to hold a non-trivial approximation. As a result of these procedures algorithms of successive improvements is designed. Conditions for relaxation algorithms and conditions for the necessary conditions of optimality are also obtained.

  14. Legendre-tau approximation for functional differential equations. II - The linear quadratic optimal control problem

    Science.gov (United States)

    Ito, Kazufumi; Teglas, Russell

    1987-01-01

    The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.

  15. Legendre-tau approximation for functional differential equations. Part 2: The linear quadratic optimal control problem

    Science.gov (United States)

    Ito, K.; Teglas, R.

    1984-01-01

    The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.

  16. Approximating the Pareto set of multiobjective linear programs via robust optimization

    NARCIS (Netherlands)

    Gorissen, B.L.; den Hertog, D.

    2012-01-01

    We consider problems with multiple linear objectives and linear constraints and use adjustable robust optimization and polynomial optimization as tools to approximate the Pareto set with polynomials of arbitrarily large degree. The main difference with existing techniques is that we optimize a

  17. Sequential Optimization of Global Sequence Alignments Relative to Different Cost Functions

    KAUST Repository

    Odat, Enas M.

    2011-05-01

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

  18. Optimization, formulation, and characterization of multiflavonoids-loaded flavanosome by bulk or sequential technique.

    Science.gov (United States)

    Karthivashan, Govindarajan; Masarudin, Mas Jaffri; Kura, Aminu Umar; Abas, Faridah; Fakurazi, Sharida

    2016-01-01

    This study involves adaptation of bulk or sequential technique to load multiple flavonoids in a single phytosome, which can be termed as "flavonosome". Three widely established and therapeutically valuable flavonoids, such as quercetin (Q), kaempferol (K), and apigenin (A), were quantified in the ethyl acetate fraction of Moringa oleifera leaves extract and were commercially obtained and incorporated in a single flavonosome (QKA-phosphatidylcholine) through four different methods of synthesis - bulk (M1) and serialized (M2) co-sonication and bulk (M3) and sequential (M4) co-loading. The study also established an optimal formulation method based on screening the synthesized flavonosomes with respect to their size, charge, polydispersity index, morphology, drug-carrier interaction, antioxidant potential through in vitro 1,1-diphenyl-2-picrylhydrazyl kinetics, and cytotoxicity evaluation against human hepatoma cell line (HepaRG). Furthermore, entrapment and loading efficiency of flavonoids in the optimal flavonosome have been identified. Among the four synthesis methods, sequential loading technique has been optimized as the best method for the synthesis of QKA-phosphatidylcholine flavonosome, which revealed an average diameter of 375.93±33.61 nm, with a zeta potential of -39.07±3.55 mV, and the entrapment efficiency was >98% for all the flavonoids, whereas the drug-loading capacity of Q, K, and A was 31.63%±0.17%, 34.51%±2.07%, and 31.79%±0.01%, respectively. The in vitro 1,1-diphenyl-2-picrylhydrazyl kinetics of the flavonoids indirectly depicts the release kinetic behavior of the flavonoids from the carrier. The QKA-loaded flavonosome had no indication of toxicity toward human hepatoma cell line as shown by the 3-(4,5-dimethylthiazol-2-yl)-2,5-diphenyltetrazolium bromide result, wherein even at the higher concentration of 200 µg/mL, the flavonosomes exert >85% of cell viability. These results suggest that sequential loading technique may be a promising

  19. An A Posteriori Error Estimate for Symplectic Euler Approximation of Optimal Control Problems

    KAUST Repository

    Karlsson, Peer Jesper; Larsson, Stig; Sandberg, Mattias; Szepessy, Anders; Tempone, Raul

    2015-01-01

    This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian system

  20. Sequential Optimization of Paths in Directed Graphs Relative to Different Cost Functions

    KAUST Repository

    Mahayni, Malek A.

    2011-07-01

    Finding optimal paths in directed graphs is a wide area of research that has received much of attention in theoretical computer science due to its importance in many applications (e.g., computer networks and road maps). Many algorithms have been developed to solve the optimal paths problem with different kinds of graphs. An algorithm that solves the problem of paths’ optimization in directed graphs relative to different cost functions is described in [1]. It follows an approach extended from the dynamic programming approach as it solves the problem sequentially and works on directed graphs with positive weights and no loop edges. The aim of this thesis is to implement and evaluate that algorithm to find the optimal paths in directed graphs relative to two different cost functions ( , ). A possible interpretation of a directed graph is a network of roads so the weights for the function represent the length of roads, whereas the weights for the function represent a constraint of the width or weight of a vehicle. The optimization aim for those two functions is to minimize the cost relative to the function and maximize the constraint value associated with the function. This thesis also includes finding and proving the relation between the two different cost functions ( , ). When given a value of one function, we can find the best possible value for the other function. This relation is proven theoretically and also implemented and experimented using Matlab®[2].

  1. Optimization strategies based on sequential quadratic programming applied for a fermentation process for butanol production.

    Science.gov (United States)

    Pinto Mariano, Adriano; Bastos Borba Costa, Caliane; de Franceschi de Angelis, Dejanira; Maugeri Filho, Francisco; Pires Atala, Daniel Ibraim; Wolf Maciel, Maria Regina; Maciel Filho, Rubens

    2009-11-01

    In this work, the mathematical optimization of a continuous flash fermentation process for the production of biobutanol was studied. The process consists of three interconnected units, as follows: fermentor, cell-retention system (tangential microfiltration), and vacuum flash vessel (responsible for the continuous recovery of butanol from the broth). The objective of the optimization was to maximize butanol productivity for a desired substrate conversion. Two strategies were compared for the optimization of the process. In one of them, the process was represented by a deterministic model with kinetic parameters determined experimentally and, in the other, by a statistical model obtained using the factorial design technique combined with simulation. For both strategies, the problem was written as a nonlinear programming problem and was solved with the sequential quadratic programming technique. The results showed that despite the very similar solutions obtained with both strategies, the problems found with the strategy using the deterministic model, such as lack of convergence and high computational time, make the use of the optimization strategy with the statistical model, which showed to be robust and fast, more suitable for the flash fermentation process, being recommended for real-time applications coupling optimization and control.

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

    Science.gov (United States)

    Wei, Qinglai; Li, Benkai; Song, Ruizhuo

    2018-04-01

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

  3. Diversity comparison of Pareto front approximations in many-objective optimization.

    Science.gov (United States)

    Li, Miqing; Yang, Shengxiang; Liu, Xiaohui

    2014-12-01

    Diversity assessment of Pareto front approximations is an important issue in the stochastic multiobjective optimization community. Most of the diversity indicators in the literature were designed to work for any number of objectives of Pareto front approximations in principle, but in practice many of these indicators are infeasible or not workable when the number of objectives is large. In this paper, we propose a diversity comparison indicator (DCI) to assess the diversity of Pareto front approximations in many-objective optimization. DCI evaluates relative quality of different Pareto front approximations rather than provides an absolute measure of distribution for a single approximation. In DCI, all the concerned approximations are put into a grid environment so that there are some hyperboxes containing one or more solutions. The proposed indicator only considers the contribution of different approximations to nonempty hyperboxes. Therefore, the computational cost does not increase exponentially with the number of objectives. In fact, the implementation of DCI is of quadratic time complexity, which is fully independent of the number of divisions used in grid. Systematic experiments are conducted using three groups of artificial Pareto front approximations and seven groups of real Pareto front approximations with different numbers of objectives to verify the effectiveness of DCI. Moreover, a comparison with two diversity indicators used widely in many-objective optimization is made analytically and empirically. Finally, a parametric investigation reveals interesting insights of the division number in grid and also offers some suggested settings to the users with different preferences.

  4. Improved Genetic Algorithm with Two-Level Approximation for Truss Optimization by Using Discrete Shape Variables

    Directory of Open Access Journals (Sweden)

    Shen-yan Chen

    2015-01-01

    Full Text Available This paper presents an Improved Genetic Algorithm with Two-Level Approximation (IGATA to minimize truss weight by simultaneously optimizing size, shape, and topology variables. On the basis of a previously presented truss sizing/topology optimization method based on two-level approximation and genetic algorithm (GA, a new method for adding shape variables is presented, in which the nodal positions are corresponding to a set of coordinate lists. A uniform optimization model including size/shape/topology variables is established. First, a first-level approximate problem is constructed to transform the original implicit problem to an explicit problem. To solve this explicit problem which involves size/shape/topology variables, GA is used to optimize individuals which include discrete topology variables and shape variables. When calculating the fitness value of each member in the current generation, a second-level approximation method is used to optimize the continuous size variables. With the introduction of shape variables, the original optimization algorithm was improved in individual coding strategy as well as GA execution techniques. Meanwhile, the update strategy of the first-level approximation problem was also improved. The results of numerical examples show that the proposed method is effective in dealing with the three kinds of design variables simultaneously, and the required computational cost for structural analysis is quite small.

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

    Science.gov (United States)

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

    2017-01-01

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

  6. Spacecraft attitude control using neuro-fuzzy approximation of the optimal controllers

    Science.gov (United States)

    Kim, Sung-Woo; Park, Sang-Young; Park, Chandeok

    2016-01-01

    In this study, a neuro-fuzzy controller (NFC) was developed for spacecraft attitude control to mitigate large computational load of the state-dependent Riccati equation (SDRE) controller. The NFC was developed by training a neuro-fuzzy network to approximate the SDRE controller. The stability of the NFC was numerically verified using a Lyapunov-based method, and the performance of the controller was analyzed in terms of approximation ability, steady-state error, cost, and execution time. The simulations and test results indicate that the developed NFC efficiently approximates the SDRE controller, with asymptotic stability in a bounded region of angular velocity encompassing the operational range of rapid-attitude maneuvers. In addition, it was shown that an approximated optimal feedback controller can be designed successfully through neuro-fuzzy approximation of the optimal open-loop controller.

  7. A sequential fuzzy diagnosis method for rotating machinery using ant colony optimization and possibility theory

    Energy Technology Data Exchange (ETDEWEB)

    Sun, Hao; Ping, Xueliang; Cao, Yi; Lie, Ke [Jiangnan University, Wuxi (China); Chen, Peng [Mie University, Mie (Japan); Wang, Huaqing [Beijing University, Beijing (China)

    2014-04-15

    This study proposes a novel intelligent fault diagnosis method for rotating machinery using ant colony optimization (ACO) and possibility theory. The non-dimensional symptom parameters (NSPs) in the frequency domain are defined to reflect the features of the vibration signals measured in each state. A sensitive evaluation method for selecting good symptom parameters using principal component analysis (PCA) is proposed for detecting and distinguishing faults in rotating machinery. By using ACO clustering algorithm, the synthesizing symptom parameters (SSP) for condition diagnosis are obtained. A fuzzy diagnosis method using sequential inference and possibility theory is also proposed, by which the conditions of the machinery can be identified sequentially. Lastly, the proposed method is compared with a conventional neural networks (NN) method. Practical examples of diagnosis for a V-belt driving equipment used in a centrifugal fan are provided to verify the effectiveness of the proposed method. The results verify that the faults that often occur in V-belt driving equipment, such as a pulley defect state, a belt defect state and a belt looseness state, are effectively identified by the proposed method, while these faults are difficult to detect using conventional NN.

  8. A Randomized Exchange Algorithm for Computing Optimal Approximate Designs of Experiments

    KAUST Repository

    Harman, Radoslav

    2018-01-17

    We propose a class of subspace ascent methods for computing optimal approximate designs that covers both existing as well as new and more efficient algorithms. Within this class of methods, we construct a simple, randomized exchange algorithm (REX). Numerical comparisons suggest that the performance of REX is comparable or superior to the performance of state-of-the-art methods across a broad range of problem structures and sizes. We focus on the most commonly used criterion of D-optimality that also has applications beyond experimental design, such as the construction of the minimum volume ellipsoid containing a given set of data-points. For D-optimality, we prove that the proposed algorithm converges to the optimum. We also provide formulas for the optimal exchange of weights in the case of the criterion of A-optimality. These formulas enable one to use REX for computing A-optimal and I-optimal designs.

  9. A Randomized Exchange Algorithm for Computing Optimal Approximate Designs of Experiments

    KAUST Repository

    Harman, Radoslav; Filová , Lenka; Richtarik, Peter

    2018-01-01

    We propose a class of subspace ascent methods for computing optimal approximate designs that covers both existing as well as new and more efficient algorithms. Within this class of methods, we construct a simple, randomized exchange algorithm (REX). Numerical comparisons suggest that the performance of REX is comparable or superior to the performance of state-of-the-art methods across a broad range of problem structures and sizes. We focus on the most commonly used criterion of D-optimality that also has applications beyond experimental design, such as the construction of the minimum volume ellipsoid containing a given set of data-points. For D-optimality, we prove that the proposed algorithm converges to the optimum. We also provide formulas for the optimal exchange of weights in the case of the criterion of A-optimality. These formulas enable one to use REX for computing A-optimal and I-optimal designs.

  10. Optimization Strategies for Bruch's Membrane Opening Minimum Rim Area Calculation: Sequential versus Simultaneous Minimization.

    Science.gov (United States)

    Enders, Philip; Adler, Werner; Schaub, Friederike; Hermann, Manuel M; Diestelhorst, Michael; Dietlein, Thomas; Cursiefen, Claus; Heindl, Ludwig M

    2017-10-24

    To compare a simultaneously optimized continuous minimum rim surface parameter between Bruch's membrane opening (BMO) and the internal limiting membrane to the standard sequential minimization used for calculating the BMO minimum rim area in spectral domain optical coherence tomography (SD-OCT). In this case-control, cross-sectional study, 704 eyes of 445 participants underwent SD-OCT of the optic nerve head (ONH), visual field testing, and clinical examination. Globally and clock-hour sector-wise optimized BMO-based minimum rim area was calculated independently. Outcome parameters included BMO-globally optimized minimum rim area (BMO-gMRA) and sector-wise optimized BMO-minimum rim area (BMO-MRA). BMO area was 1.89 ± 0.05 mm 2 . Mean global BMO-MRA was 0.97 ± 0.34 mm 2 , mean global BMO-gMRA was 1.01 ± 0.36 mm 2 . Both parameters correlated with r = 0.995 (P < 0.001); mean difference was 0.04 mm 2 (P < 0.001). In all sectors, parameters differed by 3.0-4.2%. In receiver operating characteristics, the calculated area under the curve (AUC) to differentiate glaucoma was 0.873 for BMO-MRA, compared to 0.866 for BMO-gMRA (P = 0.004). Among ONH sectors, the temporal inferior location showed the highest AUC. Optimization strategies to calculate BMO-based minimum rim area led to significantly different results. Imposing an additional adjacency constraint within calculation of BMO-MRA does not improve diagnostic power. Global and temporal inferior BMO-MRA performed best in differentiating glaucoma patients.

  11. Optimization, formulation, and characterization of multiflavonoids-loaded flavanosome by bulk or sequential technique

    Directory of Open Access Journals (Sweden)

    Karthivashan G

    2016-07-01

    Full Text Available Govindarajan Karthivashan,1 Mas Jaffri Masarudin,2 Aminu Umar Kura,1 Faridah Abas,3,4 Sharida Fakurazi1,5 1Laboratory of Vaccines and Immunotherapeutics, Institute of Bioscience, 2Department of Cell and Molecular Biology, Faculty of Biotechnology and Biomolecular Sciences, 3Department of Food Science, Faculty of Food Science and Technology, 4Laboratory of Natural Products, Institute of Bioscience, 5Department of Human Anatomy, Faculty of Medicine and Health Sciences, Universiti Putra Malaysia, Serdang, Selangor, Malaysia Abstract: This study involves adaptation of bulk or sequential technique to load multiple flavonoids in a single phytosome, which can be termed as “flavonosome”. Three widely established and therapeutically valuable flavonoids, such as quercetin (Q, kaempferol (K, and apigenin (A, were quantified in the ethyl acetate fraction of Moringa oleifera leaves extract and were commercially obtained and incorporated in a single flavonosome (QKA–phosphatidylcholine through four different methods of synthesis – bulk (M1 and serialized (M2 co-sonication and bulk (M3 and sequential (M4 co-loading. The study also established an optimal formulation method based on screening the synthesized flavonosomes with respect to their size, charge, polydispersity index, morphology, drug–carrier interaction, antioxidant potential through in vitro 1,1-diphenyl-2-picrylhydrazyl kinetics, and cytotoxicity evaluation against human hepatoma cell line (HepaRG. Furthermore, entrapment and loading efficiency of flavonoids in the optimal flavonosome have been identified. Among the four synthesis methods, sequential loading technique has been optimized as the best method for the synthesis of QKA–phosphatidylcholine flavonosome, which revealed an average diameter of 375.93±33.61 nm, with a zeta potential of -39.07±3.55 mV, and the entrapment efficiency was >98% for all the flavonoids, whereas the drug-loading capacity of Q, K, and A was 31.63%±0

  12. Optimal base-stock policy for the inventory system with periodic review, backorders and sequential lead times

    DEFF Research Database (Denmark)

    Johansen, Søren Glud; Thorstenson, Anders

    2008-01-01

    We extend well-known formulae for the optimal base stock of the inventory system with continuous review and constant lead time to the case with periodic review and stochastic, sequential lead times. Our extension uses the notion of the 'extended lead time'. The derived performance measures...

  13. Note: Optimal base-stock policy for the inventory system with periodic review, backorders and sequential lead times

    DEFF Research Database (Denmark)

    Johansen, Søren Glud; Thorstenson, Anders

    We show that well-known textbook formulae for determining the optimal base stock of the inventory system with continuous review and constant lead time can easily be extended to the case with periodic review and stochastic, sequential lead times. The provided performance measures and conditions...

  14. Optimized random phase approximation for the structure of liquid alkali metals as electron-ion plasmas

    International Nuclear Information System (INIS)

    Senatore, G.; Tosi, M.P.; Trieste Univ.

    1981-08-01

    The purpose of this letter is to stress that the way towards an unconventional optimized-random-phase-approximation (ORPA) approach to the structure of liquid metals is indicated, and in fact already a good first-order solution for such an approach is provided

  15. A material optimization model to approximate energy bounds for cellular materials under multiload conditions

    DEFF Research Database (Denmark)

    Guedes, J.M.; Rodrigues, H.C.; Bendsøe, Martin P.

    2003-01-01

    This paper describes a computational model, based on inverse homogenization and topology design, for approximating energy bounds for two-phase composites under multiple load cases. The approach allows for the identification of possible single-scale cellular materials that give rise to the optimal...

  16. Approximate optimal tracking control for near-surface AUVs with wave disturbances

    Science.gov (United States)

    Yang, Qing; Su, Hao; Tang, Gongyou

    2016-10-01

    This paper considers the optimal trajectory tracking control problem for near-surface autonomous underwater vehicles (AUVs) in the presence of wave disturbances. An approximate optimal tracking control (AOTC) approach is proposed. Firstly, a six-degrees-of-freedom (six-DOF) AUV model with its body-fixed coordinate system is decoupled and simplified and then a nonlinear control model of AUVs in the vertical plane is given. Also, an exosystem model of wave disturbances is constructed based on Hirom approximation formula. Secondly, the time-parameterized desired trajectory which is tracked by the AUV's system is represented by the exosystem. Then, the coupled two-point boundary value (TPBV) problem of optimal tracking control for AUVs is derived from the theory of quadratic optimal control. By using a recently developed successive approximation approach to construct sequences, the coupled TPBV problem is transformed into a problem of solving two decoupled linear differential sequences of state vectors and adjoint vectors. By iteratively solving the two equation sequences, the AOTC law is obtained, which consists of a nonlinear optimal feedback item, an expected output tracking item, a feedforward disturbances rejection item, and a nonlinear compensatory term. Furthermore, a wave disturbances observer model is designed in order to solve the physically realizable problem. Simulation is carried out by using the Remote Environmental Unit (REMUS) AUV model to demonstrate the effectiveness of the proposed algorithm.

  17. Annealing evolutionary stochastic approximation Monte Carlo for global optimization

    KAUST Repository

    Liang, Faming

    2010-04-08

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

  18. Online Adaptive Optimal Control of Vehicle Active Suspension Systems Using Single-Network Approximate Dynamic Programming

    Directory of Open Access Journals (Sweden)

    Zhi-Jun Fu

    2017-01-01

    Full Text Available In view of the performance requirements (e.g., ride comfort, road holding, and suspension space limitation for vehicle suspension systems, this paper proposes an adaptive optimal control method for quarter-car active suspension system by using the approximate dynamic programming approach (ADP. Online optimal control law is obtained by using a single adaptive critic NN to approximate the solution of the Hamilton-Jacobi-Bellman (HJB equation. Stability of the closed-loop system is proved by Lyapunov theory. Compared with the classic linear quadratic regulator (LQR approach, the proposed ADP-based adaptive optimal control method demonstrates improved performance in the presence of parametric uncertainties (e.g., sprung mass and unknown road displacement. Numerical simulation results of a sedan suspension system are presented to verify the effectiveness of the proposed control strategy.

  19. Optimal periodic inspection of a deterioration process with sequential condition states

    International Nuclear Information System (INIS)

    Kallen, M.J.; Noortwijk, J.M. van

    2006-01-01

    The condition of components subject to visual inspections is often evaluated on a discrete scale. If at each inspection a decision is made to do nothing or to perform preventive or corrective maintenance, the proposed decision model allows us to determine the optimal time between periodic inspections, such that the expected average costs per unit of time are minimized. The model which describes the uncertain condition over time is based on a Markov process with sequential phases. The key quantities involved in the model are the probabilities of having to perform either preventive or corrective maintenance before or after an inspection. The costs functions for two scenarios are presented: a scenario in which failure is immediately detected without the need to perform an inspection and a scenario in which failure is only detected by inspection of the object. Analytical results for a special case and algorithmic results for a broad class of Markov processes are derived. The model is illustrated using an application to the periodic inspection of road bridges

  20. Hazardous Traffic Event Detection Using Markov Blanket and Sequential Minimal Optimization (MB-SMO

    Directory of Open Access Journals (Sweden)

    Lixin Yan

    2016-07-01

    Full Text Available The ability to identify hazardous traffic events is already considered as one of the most effective solutions for reducing the occurrence of crashes. Only certain particular hazardous traffic events have been studied in previous studies, which were mainly based on dedicated video stream data and GPS data. The objective of this study is twofold: (1 the Markov blanket (MB algorithm is employed to extract the main factors associated with hazardous traffic events; (2 a model is developed to identify hazardous traffic event using driving characteristics, vehicle trajectory, and vehicle position data. Twenty-two licensed drivers were recruited to carry out a natural driving experiment in Wuhan, China, and multi-sensor information data were collected for different types of traffic events. The results indicated that a vehicle’s speed, the standard deviation of speed, the standard deviation of skin conductance, the standard deviation of brake pressure, turn signal, the acceleration of steering, the standard deviation of acceleration, and the acceleration in Z (G have significant influences on hazardous traffic events. The sequential minimal optimization (SMO algorithm was adopted to build the identification model, and the accuracy of prediction was higher than 86%. Moreover, compared with other detection algorithms, the MB-SMO algorithm was ranked best in terms of the prediction accuracy. The conclusions can provide reference evidence for the development of dangerous situation warning products and the design of intelligent vehicles.

  1. Unit Stratified Sampling as a Tool for Approximation of Stochastic Optimization Problems

    Czech Academy of Sciences Publication Activity Database

    Šmíd, Martin

    2012-01-01

    Roč. 19, č. 30 (2012), s. 153-169 ISSN 1212-074X R&D Projects: GA ČR GAP402/11/0150; GA ČR GAP402/10/0956; GA ČR GA402/09/0965 Institutional research plan: CEZ:AV0Z10750506 Institutional support: RVO:67985556 Keywords : Stochastic programming * approximation * stratified sampling Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2013/E/smid-unit stratified sampling as a tool for approximation of stochastic optimization problems.pdf

  2. Approximate analytical solution of diffusion equation with fractional time derivative using optimal homotopy analysis method

    Directory of Open Access Journals (Sweden)

    S. Das

    2013-12-01

    Full Text Available In this article, optimal homotopy-analysis method is used to obtain approximate analytic solution of the time-fractional diffusion equation with a given initial condition. The fractional derivatives are considered in the Caputo sense. Unlike usual Homotopy analysis method, this method contains at the most three convergence control parameters which describe the faster convergence of the solution. Effects of parameters on the convergence of the approximate series solution by minimizing the averaged residual error with the proper choices of parameters are calculated numerically and presented through graphs and tables for different particular cases.

  3. Slow Growth and Optimal Approximation of Pseudoanalytic Functions on the Disk

    Directory of Open Access Journals (Sweden)

    Devendra Kumar

    2013-07-01

    Full Text Available Pseudoanalytic functions (PAF are constructed as complex combination of real-valued analytic solutions to the Stokes-Betrami System. These solutions include the generalized biaxisymmetric potentials. McCoy [10] considered the approximation of pseudoanalytic functions on the disk. Kumar et al. [9] studied the generalized order and generalized type of PAF in terms of the Fourier coefficients occurring in its local expansion and optimal approximation errors in Bernstein sense on the disk. The aim of this paper is to improve the results of McCoy [10] and Kumar et al. [9]. Our results apply satisfactorily for slow growth.

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

    Science.gov (United States)

    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.

  5. An A Posteriori Error Estimate for Symplectic Euler Approximation of Optimal Control Problems

    KAUST Repository

    Karlsson, Peer Jesper

    2015-01-07

    This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian system connected with the optimal control problem. The error representation has a leading order term consisting of an error density that is computable from Symplectic Euler solutions. Under an assumption of the pathwise convergence of the approximate dual function as the maximum time step goes to zero, we prove that the remainder is of higher order than the leading error density part in the error representation. With the error representation, it is possible to perform adaptive time stepping. We apply an adaptive algorithm originally developed for ordinary differential equations.

  6. An Error Estimate for Symplectic Euler Approximation of Optimal Control Problems

    KAUST Repository

    Karlsson, Jesper; Larsson, Stig; Sandberg, Mattias; Szepessy, Anders; Tempone, Raul

    2015-01-01

    This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns symplectic Euler solutions of the Hamiltonian system connected with the optimal control problem. The error representation has a leading-order term consisting of an error density that is computable from symplectic Euler solutions. Under an assumption of the pathwise convergence of the approximate dual function as the maximum time step goes to zero, we prove that the remainder is of higher order than the leading-error density part in the error representation. With the error representation, it is possible to perform adaptive time stepping. We apply an adaptive algorithm originally developed for ordinary differential equations. The performance is illustrated by numerical tests.

  7. Existence and discrete approximation for optimization problems governed by fractional differential equations

    Science.gov (United States)

    Bai, Yunru; Baleanu, Dumitru; Wu, Guo-Cheng

    2018-06-01

    We investigate a class of generalized differential optimization problems driven by the Caputo derivative. Existence of weak Carathe ´odory solution is proved by using Weierstrass existence theorem, fixed point theorem and Filippov implicit function lemma etc. Then a numerical approximation algorithm is introduced, and a convergence theorem is established. Finally, a nonlinear programming problem constrained by the fractional differential equation is illustrated and the results verify the validity of the algorithm.

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

    KAUST Repository

    Liang, Faming

    2014-04-03

    Simulated annealing has been widely used in the solution of optimization problems. As known by many researchers, the global optima cannot be guaranteed to be located by simulated annealing unless a logarithmic cooling schedule is used. However, the logarithmic cooling schedule is so slow that no one can afford to use this much CPU time. This article proposes a new stochastic optimization algorithm, the so-called simulated stochastic approximation annealing algorithm, which is a combination of simulated annealing and the stochastic approximation Monte Carlo algorithm. Under the framework of stochastic approximation, it is shown that the new algorithm can work with a cooling schedule in which the temperature can decrease much faster than in the logarithmic cooling schedule, for example, a square-root cooling schedule, while guaranteeing the global optima to be reached when the temperature tends to zero. The new algorithm has been tested on a few benchmark optimization problems, including feed-forward neural network training and protein-folding. The numerical results indicate that the new algorithm can significantly outperform simulated annealing and other competitors. Supplementary materials for this article are available online.

  9. The choice of optimal Discrete Interaction Approximation to the kinetic integral for ocean waves

    Directory of Open Access Journals (Sweden)

    V. G. Polnikov

    2003-01-01

    Full Text Available A lot of discrete configurations for the four-wave nonlinear interaction processes have been calculated and tested by the method proposed earlier in the frame of the concept of Fast Discrete Interaction Approximation to the Hasselmann's kinetic integral (Polnikov and Farina, 2002. It was found that there are several simple configurations, which are more efficient than the one proposed originally in Hasselmann et al. (1985. Finally, the optimal multiple Discrete Interaction Approximation (DIA to the kinetic integral for deep-water waves was found. Wave spectrum features have been intercompared for a number of different configurations of DIA, applied to a long-time solution of kinetic equation. On the basis of this intercomparison the better efficiency of the configurations proposed was confirmed. Certain recommendations were given for implementation of new approximations to the wave forecast practice.

  10. Structure of the optimized effective Kohn-Sham exchange potential and its gradient approximations

    International Nuclear Information System (INIS)

    Gritsenko, O.; Van Leeuwen, R.; Baerends, E.J.

    1996-01-01

    An analysis of the structure of the optimized effective Kohn-Sham exchange potential v, and its gradient approximations is presented. The potential is decomposed into the Slater potential v s and the response of v s to density variations, v resp . The latter exhibits peaks that reflect the atomic shell structure. Kohn-Sham exchange potentials derived from current gradient approaches for the exchange energy are shown to be quite reasonable for the Slater potential, but they fail to approximate the response part, which leads to poor overall potentials. Improved potentials are constructed by a direct fit of v x with a gradient-dependent Pade approximant form. The potentials obtained possess proper asymptotic and scaling properties and reproduce the shell structure of the exact v x . 44 refs., 7 figs., 4 tabs

  11. Multidisciplinary Inverse Reliability Analysis Based on Collaborative Optimization with Combination of Linear Approximations

    Directory of Open Access Journals (Sweden)

    Xin-Jia Meng

    2015-01-01

    Full Text Available Multidisciplinary reliability is an important part of the reliability-based multidisciplinary design optimization (RBMDO. However, it usually has a considerable amount of calculation. The purpose of this paper is to improve the computational efficiency of multidisciplinary inverse reliability analysis. A multidisciplinary inverse reliability analysis method based on collaborative optimization with combination of linear approximations (CLA-CO is proposed in this paper. In the proposed method, the multidisciplinary reliability assessment problem is first transformed into a problem of most probable failure point (MPP search of inverse reliability, and then the process of searching for MPP of multidisciplinary inverse reliability is performed based on the framework of CLA-CO. This method improves the MPP searching process through two elements. One is treating the discipline analyses as the equality constraints in the subsystem optimization, and the other is using linear approximations corresponding to subsystem responses as the replacement of the consistency equality constraint in system optimization. With these two elements, the proposed method realizes the parallel analysis of each discipline, and it also has a higher computational efficiency. Additionally, there are no difficulties in applying the proposed method to problems with nonnormal distribution variables. One mathematical test problem and an electronic packaging problem are used to demonstrate the effectiveness of the proposed method.

  12. Study on Feasibility of Applying Function Approximation Moment Method to Achieve Reliability-Based Design Optimization

    International Nuclear Information System (INIS)

    Huh, Jae Sung; Kwak, Byung Man

    2011-01-01

    Robust optimization or reliability-based design optimization are some of the methodologies that are employed to take into account the uncertainties of a system at the design stage. For applying such methodologies to solve industrial problems, accurate and efficient methods for estimating statistical moments and failure probability are required, and further, the results of sensitivity analysis, which is needed for searching direction during the optimization process, should also be accurate. The aim of this study is to employ the function approximation moment method into the sensitivity analysis formulation, which is expressed as an integral form, to verify the accuracy of the sensitivity results, and to solve a typical problem of reliability-based design optimization. These results are compared with those of other moment methods, and the feasibility of the function approximation moment method is verified. The sensitivity analysis formula with integral form is the efficient formulation for evaluating sensitivity because any additional function calculation is not needed provided the failure probability or statistical moments are calculated

  13. Quantum approximate optimization algorithm for MaxCut: A fermionic view

    Science.gov (United States)

    Wang, Zhihui; Hadfield, Stuart; Jiang, Zhang; Rieffel, Eleanor G.

    2018-02-01

    Farhi et al. recently proposed a class of quantum algorithms, the quantum approximate optimization algorithm (QAOA), for approximately solving combinatorial optimization problems (E. Farhi et al., arXiv:1411.4028; arXiv:1412.6062; arXiv:1602.07674). A level-p QAOA circuit consists of p steps; in each step a classical Hamiltonian, derived from the cost function, is applied followed by a mixing Hamiltonian. The 2 p times for which these two Hamiltonians are applied are the parameters of the algorithm, which are to be optimized classically for the best performance. As p increases, parameter optimization becomes inefficient due to the curse of dimensionality. The success of the QAOA approach will depend, in part, on finding effective parameter-setting strategies. Here we analytically and numerically study parameter setting for the QAOA applied to MaxCut. For the level-1 QAOA, we derive an analytical expression for a general graph. In principle, expressions for higher p could be derived, but the number of terms quickly becomes prohibitive. For a special case of MaxCut, the "ring of disagrees," or the one-dimensional antiferromagnetic ring, we provide an analysis for an arbitrarily high level. Using a fermionic representation, the evolution of the system under the QAOA translates into quantum control of an ensemble of independent spins. This treatment enables us to obtain analytical expressions for the performance of the QAOA for any p . It also greatly simplifies the numerical search for the optimal values of the parameters. By exploring symmetries, we identify a lower-dimensional submanifold of interest; the search effort can be accordingly reduced. This analysis also explains an observed symmetry in the optimal parameter values. Further, we numerically investigate the parameter landscape and show that it is a simple one in the sense of having no local optima.

  14. The metabolic network of Clostridium acetobutylicum: Comparison of the approximate Bayesian computation via sequential Monte Carlo (ABC-SMC) and profile likelihood estimation (PLE) methods for determinability analysis.

    Science.gov (United States)

    Thorn, Graeme J; King, John R

    2016-01-01

    The Gram-positive bacterium Clostridium acetobutylicum is an anaerobic endospore-forming species which produces acetone, butanol and ethanol via the acetone-butanol (AB) fermentation process, leading to biofuels including butanol. In previous work we looked to estimate the parameters in an ordinary differential equation model of the glucose metabolism network using data from pH-controlled continuous culture experiments. Here we combine two approaches, namely the approximate Bayesian computation via an existing sequential Monte Carlo (ABC-SMC) method (to compute credible intervals for the parameters), and the profile likelihood estimation (PLE) (to improve the calculation of confidence intervals for the same parameters), the parameters in both cases being derived from experimental data from forward shift experiments. We also apply the ABC-SMC method to investigate which of the models introduced previously (one non-sporulation and four sporulation models) have the greatest strength of evidence. We find that the joint approximate posterior distribution of the parameters determines the same parameters as previously, including all of the basal and increased enzyme production rates and enzyme reaction activity parameters, as well as the Michaelis-Menten kinetic parameters for glucose ingestion, while other parameters are not as well-determined, particularly those connected with the internal metabolites acetyl-CoA, acetoacetyl-CoA and butyryl-CoA. We also find that the approximate posterior is strongly non-Gaussian, indicating that our previous assumption of elliptical contours of the distribution is not valid, which has the effect of reducing the numbers of pairs of parameters that are (linearly) correlated with each other. Calculations of confidence intervals using the PLE method back this up. Finally, we find that all five of our models are equally likely, given the data available at present. Copyright © 2015 Elsevier Inc. All rights reserved.

  15. Optimized implementations of rational approximations for the Voigt and complex error function

    International Nuclear Information System (INIS)

    Schreier, Franz

    2011-01-01

    Rational functions are frequently used as efficient yet accurate numerical approximations for real and complex valued functions. For the complex error function w(x+iy), whose real part is the Voigt function K(x,y), code optimizations of rational approximations are investigated. An assessment of requirements for atmospheric radiative transfer modeling indicates a y range over many orders of magnitude and accuracy better than 10 -4 . Following a brief survey of complex error function algorithms in general and rational function approximations in particular the problems associated with subdivisions of the x, y plane (i.e., conditional branches in the code) are discussed and practical aspects of Fortran and Python implementations are considered. Benchmark tests of a variety of algorithms demonstrate that programming language, compiler choice, and implementation details influence computational speed and there is no unique ranking of algorithms. A new implementation, based on subdivision of the upper half-plane in only two regions, combining Weideman's rational approximation for small |x|+y<15 and Humlicek's rational approximation otherwise is shown to be efficient and accurate for all x, y.

  16. An intrinsic robust rank-one-approximation approach for currencyportfolio optimization

    Directory of Open Access Journals (Sweden)

    Hongxuan Huang

    2018-03-01

    Full Text Available A currency portfolio is a special kind of wealth whose value fluctuates with foreignexchange rates over time, which possesses 3Vs (volume, variety and velocity properties of big datain the currency market. In this paper, an intrinsic robust rank one approximation (ROA approachis proposed to maximize the value of currency portfolios over time. The main results of the paperinclude four parts: Firstly, under the assumptions about the currency market, the currency portfoliooptimization problem is formulated as the basic model, in which there are two types of variablesdescribing currency amounts in portfolios and the amount of each currency exchanged into another,respectively. Secondly, the rank one approximation problem and its variants are also formulated toapproximate a foreign exchange rate matrix, whose performance is measured by the Frobenius normor the 2-norm of a residual matrix. The intrinsic robustness of the rank one approximation is provedtogether with summarizing properties of the basic ROA problem and designing a modified powermethod to search for the virtual exchange rates hidden in a foreign exchange rate matrix. Thirdly,a technique for decision variables reduction is presented to attack the currency portfolio optimization.The reduced formulation is referred to as the ROA model, which keeps only variables describingcurrency amounts in portfolios. The optimal solution to the ROA model also induces a feasible solutionto the basic model of the currency portfolio problem by integrating forex operations from the ROAmodel with practical forex rates. Finally, numerical examples are presented to verify the feasibility ande ciency of the intrinsic robust rank one approximation approach. They also indicate that there existsan objective measure for evaluating and optimizing currency portfolios over time, which is related tothe virtual standard currency and independent of any real currency selected specially for measurement.

  17. Time optimization of 90Sr measurements: Sequential measurement of multiple samples during ingrowth of 90Y

    International Nuclear Information System (INIS)

    Holmgren, Stina; Tovedal, Annika; Björnham, Oscar; Ramebäck, Henrik

    2016-01-01

    The aim of this paper is to contribute to a more rapid determination of a series of samples containing 90 Sr by making the Cherenkov measurement of the daughter nuclide 90 Y more time efficient. There are many instances when an optimization of the measurement method might be favorable, such as; situations requiring rapid results in order to make urgent decisions or, on the other hand, to maximize the throughput of samples in a limited available time span. In order to minimize the total analysis time, a mathematical model was developed which calculates the time of ingrowth as well as individual measurement times for n samples in a series. This work is focused on the measurement of 90 Y during ingrowth, after an initial chemical separation of strontium, in which it is assumed that no other radioactive strontium isotopes are present. By using a fixed minimum detectable activity (MDA) and iterating the measurement time for each consecutive sample the total analysis time will be less, compared to using the same measurement time for all samples. It was found that by optimization, the total analysis time for 10 samples can be decreased greatly, from 21 h to 6.5 h, when assuming a MDA of 1 Bq/L and at a background count rate of approximately 0.8 cpm. - Highlights: • An approach roughly a factor of three more efficient than an un-optimized method. • The optimization gives a more efficient use of instrument time. • The efficiency increase ranges from a factor of three to 10, for 10 to 40 samples.

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

    Science.gov (United States)

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

    2017-01-01

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

  19. Cascade Optimization for Aircraft Engines With Regression and Neural Network Analysis - Approximators

    Science.gov (United States)

    Patnaik, Surya N.; Guptill, James D.; Hopkins, Dale A.; Lavelle, Thomas M.

    2000-01-01

    The NASA Engine Performance Program (NEPP) can configure and analyze almost any type of gas turbine engine that can be generated through the interconnection of a set of standard physical components. In addition, the code can optimize engine performance by changing adjustable variables under a set of constraints. However, for engine cycle problems at certain operating points, the NEPP code can encounter difficulties: nonconvergence in the currently implemented Powell's optimization algorithm and deficiencies in the Newton-Raphson solver during engine balancing. A project was undertaken to correct these deficiencies. Nonconvergence was avoided through a cascade optimization strategy, and deficiencies associated with engine balancing were eliminated through neural network and linear regression methods. An approximation-interspersed cascade strategy was used to optimize the engine's operation over its flight envelope. Replacement of Powell's algorithm by the cascade strategy improved the optimization segment of the NEPP code. The performance of the linear regression and neural network methods as alternative engine analyzers was found to be satisfactory. This report considers two examples-a supersonic mixed-flow turbofan engine and a subsonic waverotor-topped engine-to illustrate the results, and it discusses insights gained from the improved version of the NEPP code.

  20. Spline Approximation-Based Optimization of Multi-component Disperse Reinforced Composites

    Directory of Open Access Journals (Sweden)

    Yu. I. Dimitrienko

    2015-01-01

    Full Text Available The paper suggests an algorithm for solving the problems of optimal design of multicomponent disperse-reinforced composite materials, which properties are defined by filler concentrations and are independent of their shape. It formulates the problem of conditional optimization of a composite with restrictions on its effective parameters - the elasticity modulus, tension and compression strengths, and heat-conductivity coefficient with minimized composite density. The effective characteristics of a composite were computed by finite-element solving the auxiliary local problems of elasticity and heat-conductivity theories appearing when the asymptotic averaging method is applied.The algorithm suggested to solve the optimization problem includes the following main stages:1 finding a set of solutions for direct problem to calculate the effective characteristics;2 constructing the curves of effective characteristics versus filler concentrations by means of approximating functions, which are offered for use as a thin plate spline with smoothing;3 constructing a set of points to satisfy restrictions and a boundary of the point set to satisfy restrictions obtaining, as a result, a contour which can be parameterized;4 defining a global density minimum over the contour through psi-transformation.A numerical example of solving the optimization problem was given for a dispersereinforced composite with two types of fillers being hollow microspheres: glass and phenolic. It was shown that the suggested algorithm allows us to find optimal filler concentrations efficiently enough.

  1. Dependence of Computational Models on Input Dimension: Tractability of Approximation and Optimization Tasks

    Czech Academy of Sciences Publication Activity Database

    Kainen, P.C.; Kůrková, Věra; Sanguineti, M.

    2012-01-01

    Roč. 58, č. 2 (2012), s. 1203-1214 ISSN 0018-9448 R&D Projects: GA MŠk(CZ) ME10023; GA ČR GA201/08/1744; GA ČR GAP202/11/1368 Grant - others:CNR-AV ČR(CZ-IT) Project 2010–2012 Complexity of Neural -Network and Kernel Computational Models Institutional research plan: CEZ:AV0Z10300504 Keywords : dictionary-based computational models * high-dimensional approximation and optimization * model complexity * polynomial upper bounds Subject RIV: IN - Informatics, Computer Science Impact factor: 2.621, year: 2012

  2. Acoustical topology optimization of Zwicker's loudness with Padé approximation

    DEFF Research Database (Denmark)

    Kook, Junghwan; Jensen, Jakob Søndergaard; Wang, Semyung

    2013-01-01

    Zwicker's loudness is a conventional standard index for measuring human hearing annoyance and has been widely considered in many industrial fields for noise evaluations. The calculation of Zwicker's loudness, which is needed for a wide range of frequency responses with a fine frequency resolution......, this approach imposes prohibitively high computational costs. In this research, we propose a computationally-efficient approach to resolve the computational issue in the computation and optimization of Zwicker's loudness. We present an efficient approach which combines the finite element method (FEM......) with the Padé approximation (PA) procedure for obtaining Zwicker's loudness and for applying it in a gradient-based acoustical topology optimization procedure applied to the design of acoustic devices to minimize Zwicker's loudness. In this respect, the calculation of Zwicker's loudness is represented by the PA...

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-09-01

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

  4. [Optimization and Prognosis of Cell Radiosensitivity Enhancement in vitro and in vivo after Sequential Thermoradiactive Action].

    Science.gov (United States)

    Belkina, S V; Petin, V G

    2016-01-01

    Previously developed mathematical model of simultaneous action of two inactivating agents has been adapted and tested to describe the results of sequential action. The possibility of applying the mathematical model to the interpretation and prognosis of the increase in radio-sensitivity of tumor cells as well as mammalian cells after sequential action of two high temperatures or hyperthermia and ionizing radiation is analyzed. The model predicts the value of the thermal enhancement ratio depending on the duration of thermal exposure, its greatest value, and the condition under which it is achieved.

  5. Effects of simultaneous and optimized sequential cardiac resynchronization therapy on myocardial oxidative metabolism and efficiency.

    Science.gov (United States)

    Christenson, Stuart D; Chareonthaitawee, Panithaya; Burnes, John E; Hill, Michael R S; Kemp, Brad J; Khandheria, Bijoy K; Hayes, David L; Gibbons, Raymond J

    2008-02-01

    Cardiac resynchronization therapy (CRT) can improve left ventricular (LV) hemodynamics and function. Recent data suggest the energy cost of such improvement is favorable. The effects of sequential CRT on myocardial oxidative metabolism (MVO(2)) and efficiency have not been previously assessed. Eight patients with NYHA class III heart failure were studied 196 +/- 180 days after CRT implant. Dynamic [(11)C]acetate positron emission tomography (PET) and echocardiography were performed after 1 hour of: 1) AAI pacing, 2) simultaneous CRT, and 3) sequential CRT. MVO(2) was calculated using the monoexponential clearance rate of [(11)C]acetate (k(mono)). Myocardial efficiency was expressed in terms of the work metabolic index (WMI). P values represent overall significance from repeated measures analysis. Global LV and right ventricular (RV) MVO(2) were not significantly different between pacing modes, but the septal/lateral MVO(2) ratio differed significantly with the change in pacing mode (AAI pacing = 0.696 +/- 0.094 min(-1), simultaneous CRT = 0.975 +/- 0.143 min(-1), and sequential CRT = 0.938 +/- 0.189 min(-1); overall P = 0.001). Stroke volume index (SVI) (AAI pacing = 26.7 +/- 10.4 mL/m(2), simultaneous CRT = 30.6 +/- 11.2 mL/m(2), sequential CRT = 33.5 +/- 12.2 mL/m(2); overall P simultaneous CRT = 4.29 +/- 1.72 mmHg*mL/m(2)*10(6), sequential CRT = 4.79 +/- 1.92 mmHg*mL/m(2)*10(6); overall P = 0.002) also differed between pacing modes. Compared with simultaneous CRT, additional changes in septal/lateral MVO(2), SVI, and WMI with sequential CRT were not statistically significant on post hoc analysis. In this small selected population, CRT increases LV SVI without increasing MVO(2), resulting in improved myocardial efficiency. Additional improvements in LV work, oxidative metabolism, and efficiency from simultaneous to sequential CRT were not significant.

  6. Management of a stage-structured insect pest: an application of approximate optimization.

    Science.gov (United States)

    Hackett, Sean C; Bonsall, Michael B

    2018-06-01

    Ecological decision problems frequently require the optimization of a sequence of actions over time where actions may have both immediate and downstream effects. Dynamic programming can solve such problems only if the dimensionality is sufficiently low. Approximate dynamic programming (ADP) provides a suite of methods applicable to problems of arbitrary complexity at the expense of guaranteed optimality. The most easily generalized method is the look-ahead policy: a brute-force algorithm that identifies reasonable actions by constructing and solving a series of temporally truncated approximations of the full problem over a defined planning horizon. We develop and apply this approach to a pest management problem inspired by the Mediterranean fruit fly, Ceratitis capitata. The model aims to minimize the cumulative costs of management actions and medfly-induced losses over a single 16-week season. The medfly population is stage-structured and grows continuously while management decisions are made at discrete, weekly intervals. For each week, the model chooses between inaction, insecticide application, or one of six sterile insect release ratios. Look-ahead policy performance is evaluated over a range of planning horizons, two levels of crop susceptibility to medfly and three levels of pesticide persistence. In all cases, the actions proposed by the look-ahead policy are contrasted to those of a myopic policy that minimizes costs over only the current week. We find that look-ahead policies always out-performed a myopic policy and decision quality is sensitive to the temporal distribution of costs relative to the planning horizon: it is beneficial to extend the planning horizon when it excludes pertinent costs. However, longer planning horizons may reduce decision quality when major costs are resolved imminently. ADP methods such as the look-ahead-policy-based approach developed here render questions intractable to dynamic programming amenable to inference but should be

  7. Thermodynamics and structure of liquid metals from a consistent optimized random phase approximation

    International Nuclear Information System (INIS)

    Akinlade, O.; Badirkhan, Z.; Pastore, G.

    2000-05-01

    We study thermodynamics and structural properties of several liquid metals to assess the validity of the generalized non-local model potential (GNMP) of Li et. al. [J.Phys. F16,309 (1986)]. By using a new thermodynamically consistent version of the optimized random phase approximation (ORPA), especially adapted to continuous reference potentials, we improve our previous results obtained within the variational approach based on the Gibbs - Bogoliubov inequality. Hinging on the unified and very accurate evaluation of structure factors and thermodynamic quantities provided by the ORPA, we find that the GNMP yields satisfactory results for the alkali metals, however, those for the polyvalent metals point to a substantial inadequacy of the GNMP for high valence systems. (author)

  8. Obtaining Approximate Values of Exterior Orientation Elements of Multi-Intersection Images Using Particle Swarm Optimization

    Science.gov (United States)

    Li, X.; Li, S. W.

    2012-07-01

    In this paper, an efficient global optimization algorithm in the field of artificial intelligence, named Particle Swarm Optimization (PSO), is introduced into close range photogrammetric data processing. PSO can be applied to obtain the approximate values of exterior orientation elements under the condition that multi-intersection photography and a small portable plane control frame are used. PSO, put forward by an American social psychologist J. Kennedy and an electrical engineer R.C. Eberhart, is a stochastic global optimization method based on swarm intelligence, which was inspired by social behavior of bird flocking or fish schooling. The strategy of obtaining the approximate values of exterior orientation elements using PSO is as follows: in terms of image coordinate observed values and space coordinates of few control points, the equations of calculating the image coordinate residual errors can be given. The sum of absolute value of each image coordinate is minimized to be the objective function. The difference between image coordinate observed value and the image coordinate computed through collinear condition equation is defined as the image coordinate residual error. Firstly a gross area of exterior orientation elements is given, and then the adjustment of other parameters is made to get the particles fly in the gross area. After iterative computation for certain times, the satisfied approximate values of exterior orientation elements are obtained. By doing so, the procedures like positioning and measuring space control points in close range photogrammetry can be avoided. Obviously, this method can improve the surveying efficiency greatly and at the same time can decrease the surveying cost. And during such a process, only one small portable control frame with a couple of control points is employed, and there are no strict requirements for the space distribution of control points. In order to verify the effectiveness of this algorithm, two experiments are

  9. OBTAINING APPROXIMATE VALUES OF EXTERIOR ORIENTATION ELEMENTS OF MULTI-INTERSECTION IMAGES USING PARTICLE SWARM OPTIMIZATION

    Directory of Open Access Journals (Sweden)

    X. Li

    2012-07-01

    Full Text Available In this paper, an efficient global optimization algorithm in the field of artificial intelligence, named Particle Swarm Optimization (PSO, is introduced into close range photogrammetric data processing. PSO can be applied to obtain the approximate values of exterior orientation elements under the condition that multi-intersection photography and a small portable plane control frame are used. PSO, put forward by an American social psychologist J. Kennedy and an electrical engineer R.C. Eberhart, is a stochastic global optimization method based on swarm intelligence, which was inspired by social behavior of bird flocking or fish schooling. The strategy of obtaining the approximate values of exterior orientation elements using PSO is as follows: in terms of image coordinate observed values and space coordinates of few control points, the equations of calculating the image coordinate residual errors can be given. The sum of absolute value of each image coordinate is minimized to be the objective function. The difference between image coordinate observed value and the image coordinate computed through collinear condition equation is defined as the image coordinate residual error. Firstly a gross area of exterior orientation elements is given, and then the adjustment of other parameters is made to get the particles fly in the gross area. After iterative computation for certain times, the satisfied approximate values of exterior orientation elements are obtained. By doing so, the procedures like positioning and measuring space control points in close range photogrammetry can be avoided. Obviously, this method can improve the surveying efficiency greatly and at the same time can decrease the surveying cost. And during such a process, only one small portable control frame with a couple of control points is employed, and there are no strict requirements for the space distribution of control points. In order to verify the effectiveness of this algorithm

  10. Sequential Optimization of Paths in Directed Graphs Relative to Different Cost Functions

    KAUST Repository

    Mahayni, Malek A.

    2011-01-01

    developed to solve the optimal paths problem with different kinds of graphs. An algorithm that solves the problem of paths’ optimization in directed graphs relative to different cost functions is described in [1]. It follows an approach extended from

  11. Speciation fingerprints of binary mixtures by the optimized sequential two-phase separation

    International Nuclear Information System (INIS)

    Macasek, F.

    1995-01-01

    The analysis of the separation methods suitable for chemical speciation of radionuclides and metals, and advantages of sequential (double) distribution technique were discussed. The equilibria are relatively easy to control and the method enables to minimize a matrix composition adjustment, and therefore it minimizes also the disturbance of original (native) state of elements. The technique may consist in the repeat solvent extraction of sample, or the replicate equilibration with sorbent. The common condition of applicability is a linear separation isotherm of the species, what is mostly a reasonable condition in case of trace concentrations. The equations used for simultaneous fitting were written in general form. 1 tab., 1 fig., 2 refs

  12. A new moving strategy for the sequential Monte Carlo approach in optimizing the hydrological model parameters

    Science.gov (United States)

    Zhu, Gaofeng; Li, Xin; Ma, Jinzhu; Wang, Yunquan; Liu, Shaomin; Huang, Chunlin; Zhang, Kun; Hu, Xiaoli

    2018-04-01

    Sequential Monte Carlo (SMC) samplers have become increasing popular for estimating the posterior parameter distribution with the non-linear dependency structures and multiple modes often present in hydrological models. However, the explorative capabilities and efficiency of the sampler depends strongly on the efficiency in the move step of SMC sampler. In this paper we presented a new SMC sampler entitled the Particle Evolution Metropolis Sequential Monte Carlo (PEM-SMC) algorithm, which is well suited to handle unknown static parameters of hydrologic model. The PEM-SMC sampler is inspired by the works of Liang and Wong (2001) and operates by incorporating the strengths of the genetic algorithm, differential evolution algorithm and Metropolis-Hasting algorithm into the framework of SMC. We also prove that the sampler admits the target distribution to be a stationary distribution. Two case studies including a multi-dimensional bimodal normal distribution and a conceptual rainfall-runoff hydrologic model by only considering parameter uncertainty and simultaneously considering parameter and input uncertainty show that PEM-SMC sampler is generally superior to other popular SMC algorithms in handling the high dimensional problems. The study also indicated that it may be important to account for model structural uncertainty by using multiplier different hydrological models in the SMC framework in future study.

  13. Sequentially optimized reconstruction strategy: A meta-strategy for perimetry testing.

    Directory of Open Access Journals (Sweden)

    Şerife Seda Kucur

    Full Text Available Perimetry testing is an automated method to measure visual function and is heavily used for diagnosing ophthalmic and neurological conditions. Its working principle is to sequentially query a subject about perceived light using different brightness levels at different visual field locations. At a given location, this query-patient-feedback process is expected to converge at a perceived sensitivity, such that a shown stimulus intensity is observed and reported 50% of the time. Given this inherently time-intensive and noisy process, fast testing strategies are necessary in order to measure existing regions more effectively and reliably. In this work, we present a novel meta-strategy which relies on the correlative nature of visual field locations in order to strongly reduce the necessary number of locations that need to be examined. To do this, we sequentially determine locations that most effectively reduce visual field estimation errors in an initial training phase. We then exploit these locations at examination time and show that our approach can easily be combined with existing perceived sensitivity estimation schemes to speed up the examinations. Compared to state-of-the-art strategies, our approach shows marked performance gains with a better accuracy-speed trade-off regime for both mixed and sub-populations.

  14. Extension of the KLI approximation toward the exact optimized effective potential.

    Science.gov (United States)

    Iafrate, G J; Krieger, J B

    2013-03-07

    The integral equation for the optimized effective potential (OEP) is utilized in a compact form from which an accurate OEP solution for the spin-unrestricted exchange-correlation potential, Vxcσ, is obtained for any assumed orbital-dependent exchange-correlation energy functional. The method extends beyond the Krieger-Li-Iafrate (KLI) approximation toward the exact OEP result. The compact nature of the OEP equation arises by replacing the integrals involving the Green's function terms in the traditional OEP equation by an equivalent first-order perturbation theory wavefunction often referred to as the "orbital shift" function. Significant progress is then obtained by solving the equation for the first order perturbation theory wavefunction by use of Dalgarno functions which are determined from well known methods of partial differential equations. The use of Dalgarno functions circumvents the need to explicitly address the Green's functions and the associated problems with "sum over states" numerics; as well, the Dalgarno functions provide ease in dealing with inherent singularities arising from the origin and the zeros of the occupied orbital wavefunctions. The Dalgarno approach for finding a solution to the OEP equation is described herein, and a detailed illustrative example is presented for the special case of a spherically symmetric exchange-correlation potential. For the case of spherical symmetry, the relevant Dalgarno function is derived by direct integration of the appropriate radial equation while utilizing a user friendly method which explicitly treats the singular behavior at the origin and at the nodal singularities arising from the zeros of the occupied states. The derived Dalgarno function is shown to be an explicit integral functional of the exact OEP Vxcσ, thus allowing for the reduction of the OEP equation to a self-consistent integral equation for the exact exchange-correlation potential; the exact solution to this integral equation can be

  15. Digital-Control-Based Approximation of Optimal Wave Disturbances Attenuation for Nonlinear Offshore Platforms

    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.

  16. Sequential Optimization of Global Sequence Alignments Relative to Different Cost Functions

    KAUST Repository

    Odat, Enas M.

    2011-01-01

    The algorithm has been simulated using C#.Net programming language and a number of experiments have been done to verify the proved statements. The results of these experiments show that the number of optimal alignments is reduced after each step of optimization. Furthermore, it has been verified that as the sequence length increased linearly then the number of optimal alignments increased exponentially which also depends on the cost function that is used. Finally, the number of executed operations increases polynomially as the sequence length increase linearly.

  17. Optimal approximations for risk measures of sums of lognormals based on conditional expectations

    Science.gov (United States)

    Vanduffel, S.; Chen, X.; Dhaene, J.; Goovaerts, M.; Henrard, L.; Kaas, R.

    2008-11-01

    In this paper we investigate the approximations for the distribution function of a sum S of lognormal random variables. These approximations are obtained by considering the conditional expectation E[S|[Lambda

  18. Q-Learning Multi-Objective Sequential Optimal Sensor Parameter Weights

    Directory of Open Access Journals (Sweden)

    Raquel Cohen

    2016-04-01

    Full Text Available The goal of our solution is to deliver trustworthy decision making analysis tools which evaluate situations and potential impacts of such decisions through acquired information and add efficiency for continuing mission operations and analyst information.We discuss the use of cooperation in modeling and simulation and show quantitative results for design choices to resource allocation. The key contribution of our paper is to combine remote sensing decision making with Nash Equilibrium for sensor parameter weighting optimization. By calculating all Nash Equilibrium possibilities per period, optimization of sensor allocation is achieved for overall higher system efficiency. Our tool provides insight into what are the most important or optimal weights for sensor parameters and can be used to efficiently tune those weights.

  19. WE-AB-209-10: Optimizing the Delivery of Sequential Fluence Maps for Efficient VMAT Delivery

    Energy Technology Data Exchange (ETDEWEB)

    Craft, D [Massachusetts General Hospital, Cambridge, MA (United States); Balvert, M [Tilburg University, Tilburg (Netherlands)

    2016-06-15

    Purpose: To develop an optimization model and solution approach for computing MLC leaf trajectories and dose rates for high quality matching of a set of optimized fluence maps to be delivered sequentially around a patient in a VMAT treatment. Methods: We formulate the fluence map matching problem as a nonlinear optimization problem where time is discretized but dose rates and leaf positions are continuous variables. For a given allotted time, which is allocated across the fluence maps based on the complexity of each fluence map, the optimization problem searches for the best leaf trajectories and dose rates such that the original fluence maps are closely recreated. Constraints include maximum leaf speed, maximum dose rate, and leaf collision avoidance, as well as the constraint that the ending leaf positions for one map are the starting leaf positions for the next map. The resulting model is non-convex but smooth, and therefore we solve it by local searches from a variety of starting positions. We improve solution time by a custom decomposition approach which allows us to decouple the rows of the fluence maps and solve each leaf pair individually. This decomposition also makes the problem easily parallelized. Results: We demonstrate method on a prostate case and a head-and-neck case and show that one can recreate fluence maps to high degree of fidelity in modest total delivery time (minutes). Conclusion: We present a VMAT sequencing method that reproduces optimal fluence maps by searching over a vast number of possible leaf trajectories. By varying the total allotted time given, this approach is the first of its kind to allow users to produce VMAT solutions that span the range of wide-field coarse VMAT deliveries to narrow-field high-MU sliding window-like approaches.

  20. Aggregators’ Optimal Bidding Strategy in Sequential Day-Ahead and Intraday Electricity Spot Markets

    Directory of Open Access Journals (Sweden)

    Xiaolin Ayón

    2017-04-01

    Full Text Available This paper proposes a probabilistic optimization method that produces optimal bidding curves to be submitted by an aggregator to the day-ahead electricity market and the intraday market, considering the flexible demand of his customers (based in time dependent resources such as batteries and shiftable demand and taking into account the possible imbalance costs as well as the uncertainty of forecasts (market prices, demand, and renewable energy sources (RES generation. The optimization strategy aims to minimize the total cost of the traded energy over a whole day, taking into account the intertemporal constraints. The proposed formulation leads to the solution of different linear optimization problems, following the natural temporal sequence of electricity spot markets. Intertemporal constraints regarding time dependent resources are fulfilled through a scheduling process performed after the day-ahead market clearing. Each of the different problems is of moderate dimension and requires short computation times. The benefits of the proposed strategy are assessed comparing the payments done by an aggregator over a sample period of one year following different deterministic and probabilistic strategies. Results show that probabilistic strategy reports better benefits for aggregators participating in power markets.

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

    Science.gov (United States)

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

    2012-12-01

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

  2. Comparison of direct machine parameter optimization versus fluence optimization with sequential sequencing in IMRT of hypopharyngeal carcinoma

    International Nuclear Information System (INIS)

    Dobler, Barbara; Pohl, Fabian; Bogner, Ludwig; Koelbl, Oliver

    2007-01-01

    To evaluate the effects of direct machine parameter optimization in the treatment planning of intensity-modulated radiation therapy (IMRT) for hypopharyngeal cancer as compared to subsequent leaf sequencing in Oncentra Masterplan v1.5. For 10 hypopharyngeal cancer patients IMRT plans were generated in Oncentra Masterplan v1.5 (Nucletron BV, Veenendal, the Netherlands) for a Siemens Primus linear accelerator. For optimization the dose volume objectives (DVO) for the planning target volume (PTV) were set to 53 Gy minimum dose and 59 Gy maximum dose, in order to reach a dose of 56 Gy to the average of the PTV. For the parotids a median dose of 22 Gy was allowed and for the spinal cord a maximum dose of 35 Gy. The maximum DVO to the external contour of the patient was set to 59 Gy. The treatment plans were optimized with the direct machine parameter optimization ('Direct Step & Shoot', DSS, Raysearch Laboratories, Sweden) newly implemented in Masterplan v1.5 and the fluence modulation technique ('Intensity Modulation', IM) which was available in previous versions of Masterplan already. The two techniques were compared with regard to compliance to the DVO, plan quality, and number of monitor units (MU) required per fraction dose. The plans optimized with the DSS technique met the DVO for the PTV significantly better than the plans optimized with IM (p = 0.007 for the min DVO and p < 0.0005 for the max DVO). No significant difference could be observed for compliance to the DVO for the organs at risk (OAR) (p > 0.05). Plan quality, target coverage and dose homogeneity inside the PTV were superior for the plans optimized with DSS for similar dose to the spinal cord and lower dose to the normal tissue. The mean dose to the parotids was lower for the plans optimized with IM. Treatment plan efficiency was higher for the DSS plans with (901 ± 160) MU compared to (1151 ± 157) MU for IM (p-value < 0.05). Renormalization of the IM plans to the mean of the

  3. Applying Sequential Particle Swarm Optimization Algorithm to Improve Power Generation Quality

    Directory of Open Access Journals (Sweden)

    Abdulhafid Sallama

    2014-10-01

    Full Text Available Swarm Optimization approach is a heuristic search method whose mechanics are inspired by the swarming or collaborative behaviour of biological populations. It is used to solve constrained, unconstrained, continuous and discrete problems. Swarm intelligence systems are widely used and very effective in solving standard and large-scale optimization, provided that the problem does not require multi solutions. In this paper, particle swarm optimisation technique is used to optimise fuzzy logic controller (FLC for stabilising a power generation and distribution network that consists of four generators. The system is subject to different types of faults (single and multi-phase. Simulation studies show that the optimised FLC performs well in stabilising the network after it recovers from a fault. The controller is compared to multi-band and standard controllers.

  4. Topology optimization of induction heating model using sequential linear programming based on move limit with adaptive relaxation

    Science.gov (United States)

    Masuda, Hiroshi; Kanda, Yutaro; Okamoto, Yoshifumi; Hirono, Kazuki; Hoshino, Reona; Wakao, Shinji; Tsuburaya, Tomonori

    2017-12-01

    It is very important to design electrical machineries with high efficiency from the point of view of saving energy. Therefore, topology optimization (TO) is occasionally used as a design method for improving the performance of electrical machinery under the reasonable constraints. Because TO can achieve a design with much higher degree of freedom in terms of structure, there is a possibility for deriving the novel structure which would be quite different from the conventional structure. In this paper, topology optimization using sequential linear programming using move limit based on adaptive relaxation is applied to two models. The magnetic shielding, in which there are many local minima, is firstly employed as firstly benchmarking for the performance evaluation among several mathematical programming methods. Secondly, induction heating model is defined in 2-D axisymmetric field. In this model, the magnetic energy stored in the magnetic body is maximized under the constraint on the volume of magnetic body. Furthermore, the influence of the location of the design domain on the solutions is investigated.

  5. Sequential metabolic phases as a means to optimize cellular output in a constant environment.

    Science.gov (United States)

    Palinkas, Aljoscha; Bulik, Sascha; Bockmayr, Alexander; Holzhütter, Hermann-Georg

    2015-01-01

    Temporal changes of gene expression are a well-known regulatory feature of all cells, which is commonly perceived as a strategy to adapt the proteome to varying external conditions. However, temporal (rhythmic and non-rhythmic) changes of gene expression are also observed under virtually constant external conditions. Here we hypothesize that such changes are a means to render the synthesis of the metabolic output more efficient than under conditions of constant gene activities. In order to substantiate this hypothesis, we used a flux-balance model of the cellular metabolism. The total time span spent on the production of a given set of target metabolites was split into a series of shorter time intervals (metabolic phases) during which only selected groups of metabolic genes are active. The related flux distributions were calculated under the constraint that genes can be either active or inactive whereby the amount of protein related to an active gene is only controlled by the number of active genes: the lower the number of active genes the more protein can be allocated to the enzymes carrying non-zero fluxes. This concept of a predominantly protein-limited efficiency of gene expression clearly differs from other concepts resting on the assumption of an optimal gene regulation capable of allocating to all enzymes and transporters just that fraction of protein necessary to prevent rate limitation. Applying this concept to a simplified metabolic network of the central carbon metabolism with glucose or lactate as alternative substrates, we demonstrate that switching between optimally chosen stationary flux modes comprising different sets of active genes allows producing a demanded amount of target metabolites in a significantly shorter time than by a single optimal flux mode at fixed gene activities. Our model-based findings suggest that temporal expression of metabolic genes can be advantageous even under conditions of constant external substrate supply.

  6. Comparison of Clenshaw–Curtis and Leja Quasi-Optimal Sparse Grids for the Approximation of Random PDEs

    KAUST Repository

    Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raul

    2015-01-01

    In this work we compare different families of nested quadrature points, i.e. the classic Clenshaw–Curtis and various kinds of Leja points, in the context of the quasi-optimal sparse grid approximation of random elliptic PDEs. Numerical evidence

  7. Comparison of Clenshaw–Curtis and Leja Quasi-Optimal Sparse Grids for the Approximation of Random PDEs

    KAUST Repository

    Nobile, Fabio

    2015-11-26

    In this work we compare different families of nested quadrature points, i.e. the classic Clenshaw–Curtis and various kinds of Leja points, in the context of the quasi-optimal sparse grid approximation of random elliptic PDEs. Numerical evidence suggests that both families perform comparably within such framework.

  8. Hybrid Approximate Dynamic Programming Approach for Dynamic Optimal Energy Flow in the Integrated Gas and Power Systems

    DEFF Research Database (Denmark)

    Shuai, Hang; Ai, Xiaomeng; Wen, Jinyu

    2017-01-01

    This paper proposes a hybrid approximate dynamic programming (ADP) approach for the multiple time-period optimal power flow in integrated gas and power systems. ADP successively solves Bellman's equation to make decisions according to the current state of the system. So, the updated near future...

  9. Finite approximations in discrete-time stochastic control quantized models and asymptotic optimality

    CERN Document Server

    Saldi, Naci; Yüksel, Serdar

    2018-01-01

    In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces. It demonstrates how quantization provides a system-independent and constructive method for the reduction of a system with Borel spaces to one with finite state, measurement, and action spaces. In addition to this constructive view, the book considers both the information transmission approach for discretization of actions, and the computational approach for discretization of states and actions. Part I of the text discusses Markov decision processes and their finite-state or finite-action approximations, while Part II builds from there to finite approximations in decentralized stochastic control problems. This volume is perfect for researchers and graduate students interested in stochastic controls. With the tools presented, readers will be able to establish the convergence of approximation models to original mo...

  10. A Trust Region Framework for Managing the Use of Approximation Models in Optimization

    National Research Council Canada - National Science Library

    Alexandrov, Natalia

    1997-01-01

    .... By robust global behavior we mean the mathematical assurance that the iterates produced by the optimization algorithm, started at an arbitrary initial iterate, will converge to a stationary point...

  11. Higher-order convex approximations of Young measures in optimal control

    Czech Academy of Sciences Publication Activity Database

    Matache, A. M.; Roubíček, Tomáš; Schwab, Ch.

    2003-01-01

    Roč. 19, č. 1 (2003), s. 73-97 ISSN 1019-7168 R&D Projects: GA ČR GA201/00/0768; GA AV ČR IAA1075005 Institutional research plan: CEZ:AV0Z1075907 Keywords : Young measures * approximation * error estimation Subject RIV: BA - General Mathematics Impact factor: 0.926, year: 2003

  12. Stochastic Optimization of Economic Dispatch for Microgrid Based on Approximate Dynamic Programming

    DEFF Research Database (Denmark)

    Shuai, Hang; Fang, Jiakun; Ai, Xiaomeng

    2018-01-01

    slope updating strategy is employed for the proposed method. With sufficient information extracted from these scenarios and embedded in the PLF function, the proposed ADPED algorithm can not only be used in day-ahead scheduling but also the intra-day optimization process. The algorithm can make full use......-ahead and intra-day operation under uncertainty....

  13. Improvement of DC Optimal Power Flow Problem Based on Nodal Approximation of Transmission Losses

    Directory of Open Access Journals (Sweden)

    M. R. Baghayipour

    2012-03-01

    3-\tIts formulation is simple and easy to understand. Moreover, it can simply be realized in the form of Lagrange representation, makes it possible to be considered as some constraints in the body of any bi-level optimization problem, with its internal level including the OPF problem satisfaction.

  14. Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection

    NARCIS (Netherlands)

    van Weert, K.; Dhaene, J.; Goovaerts, M.

    2011-01-01

    In this paper we discuss multiperiod portfolio selection problems related to a specific provisioning problem. Our results are an extension of Dhaene et al. (2005) [14], where optimal constant mix investment strategies are obtained in a provisioning and savings context, using an analytical approach

  15. Approximating the Pareto Set of Multiobjective Linear Programs via Robust Optimization

    NARCIS (Netherlands)

    Gorissen, B.L.; den Hertog, D.

    2012-01-01

    Abstract: The Pareto set of a multiobjective optimization problem consists of the solutions for which one or more objectives can not be improved without deteriorating one or more other objectives. We consider problems with linear objectives and linear constraints and use Adjustable Robust

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

    KAUST Repository

    Liang, Faming; Cheng, Yichen; Lin, Guang

    2014-01-01

    cooling schedule, for example, a square-root cooling schedule, while guaranteeing the global optima to be reached when the temperature tends to zero. The new algorithm has been tested on a few benchmark optimization problems, including feed-forward neural

  17. An intrinsic robust rank-one-approximation approach for currencyportfolio optimization

    OpenAIRE

    Hongxuan Huang; Zhengjun Zhang

    2018-01-01

    A currency portfolio is a special kind of wealth whose value fluctuates with foreignexchange rates over time, which possesses 3Vs (volume, variety and velocity) properties of big datain the currency market. In this paper, an intrinsic robust rank one approximation (ROA) approachis proposed to maximize the value of currency portfolios over time. The main results of the paperinclude four parts: Firstly, under the assumptions about the currency market, the currency portfoliooptimization problem ...

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

    Science.gov (United States)

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

    2012-05-10

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

  19. Implementation of optimal Galerkin and Collocation approximations of PDEs with Random Coefficients

    KAUST Repository

    Beck, Joakim

    2011-12-22

    In this work we first focus on the Stochastic Galerkin approximation of the solution u of an elliptic stochastic PDE. We rely on sharp estimates for the decay of the coefficients of the spectral expansion of u on orthogonal polynomials to build a sequence of polynomial subspaces that features better convergence properties compared to standard polynomial subspaces such as Total Degree or Tensor Product. We consider then the Stochastic Collocation method, and use the previous estimates to introduce a new effective class of Sparse Grids, based on the idea of selecting a priori the most profitable hierarchical surpluses, that, again, features better convergence properties compared to standard Smolyak or tensor product grids.

  20. Convergence acceleration for time-independent first-order PDE using optimal PNB-approximations

    Energy Technology Data Exchange (ETDEWEB)

    Holmgren, S.; Branden, H. [Uppsala Univ. (Sweden)

    1996-12-31

    We consider solving time-independent (steady-state) flow problems in 2D or 3D governed by hyperbolic or {open_quotes}almost hyperbolic{close_quotes} systems of partial differential equations (PDE). Examples of such PDE are the Euler and the Navier-Stokes equations. The PDE is discretized using a finite difference or finite volume scheme with arbitrary order of accuracy. If the matrix B describes the discretized differential operator and u denotes the approximate solution, the discrete problem is given by a large system of equations.

  1. Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: application to random elliptic PDEs

    KAUST Repository

    Nobile, F.

    2015-10-30

    In this work we provide a convergence analysis for the quasi-optimal version of the sparse-grids stochastic collocation method we presented in a previous work: “On the optimal polynomial approximation of stochastic PDEs by Galerkin and collocation methods” (Beck et al., Math Models Methods Appl Sci 22(09), 2012). The construction of a sparse grid is recast into a knapsack problem: a profit is assigned to each hierarchical surplus and only the most profitable ones are added to the sparse grid. The convergence rate of the sparse grid approximation error with respect to the number of points in the grid is then shown to depend on weighted summability properties of the sequence of profits. This is a very general argument that can be applied to sparse grids built with any uni-variate family of points, both nested and non-nested. As an example, we apply such quasi-optimal sparse grids to the solution of a particular elliptic PDE with stochastic diffusion coefficients, namely the “inclusions problem”: we detail the convergence estimates obtained in this case using polynomial interpolation on either nested (Clenshaw–Curtis) or non-nested (Gauss–Legendre) abscissas, verify their sharpness numerically, and compare the performance of the resulting quasi-optimal grids with a few alternative sparse-grid construction schemes recently proposed in the literature.

  2. Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: application to random elliptic PDEs

    KAUST Repository

    Nobile, F.; Tamellini, L.; Tempone, Raul

    2015-01-01

    In this work we provide a convergence analysis for the quasi-optimal version of the sparse-grids stochastic collocation method we presented in a previous work: “On the optimal polynomial approximation of stochastic PDEs by Galerkin and collocation methods” (Beck et al., Math Models Methods Appl Sci 22(09), 2012). The construction of a sparse grid is recast into a knapsack problem: a profit is assigned to each hierarchical surplus and only the most profitable ones are added to the sparse grid. The convergence rate of the sparse grid approximation error with respect to the number of points in the grid is then shown to depend on weighted summability properties of the sequence of profits. This is a very general argument that can be applied to sparse grids built with any uni-variate family of points, both nested and non-nested. As an example, we apply such quasi-optimal sparse grids to the solution of a particular elliptic PDE with stochastic diffusion coefficients, namely the “inclusions problem”: we detail the convergence estimates obtained in this case using polynomial interpolation on either nested (Clenshaw–Curtis) or non-nested (Gauss–Legendre) abscissas, verify their sharpness numerically, and compare the performance of the resulting quasi-optimal grids with a few alternative sparse-grid construction schemes recently proposed in the literature.

  3. Optimization of vehicle compartment low frequency noise based on Radial Basis Function Neuro-Network Approximation Model

    Directory of Open Access Journals (Sweden)

    HU Qi-guo

    2017-01-01

    Full Text Available For reducing the vehicle compartment low frequency noise, the Optimal Latin hypercube sampling method was applied to perform experimental design for sampling in the factorial design space. The thickness parameters of the panels with larger acoustic contribution was considered as factors, as well as the vehicle mass, seventh rank modal frequency of body, peak sound pressure of test point and sound pressure root-mean-square value as responses. By using the RBF(radial basis function neuro-network method, an approximation model of four responses about six factors was established. Further more, error analysis of established approximation model was performed in this paper. To optimize the panel’s thickness parameter, the adaptive simulated annealing algorithm was im-plemented. Optimization results show that the peak sound pressure of driver’s head was reduced by 4.45dB and 5.47dB at frequency 158HZ and 134Hz respec-tively. The test point pressure were significantly reduced at other frequency as well. The results indicate that through the optimization the vehicle interior cavity noise was reduced effectively, and the acoustical comfort of the vehicle was im-proved significantly.

  4. Approximating optimal behavioural strategies down to rules-of-thumb: energy reserve changes in pairs of social foragers.

    Directory of Open Access Journals (Sweden)

    Sean A Rands

    Full Text Available Functional explanations of behaviour often propose optimal strategies for organisms to follow. These 'best' strategies could be difficult to perform given biological constraints such as neural architecture and physiological constraints. Instead, simple heuristics or 'rules-of-thumb' that approximate these optimal strategies may instead be performed. From a modelling perspective, rules-of-thumb are also useful tools for considering how group behaviour is shaped by the behaviours of individuals. Using simple rules-of-thumb reduces the complexity of these models, but care needs to be taken to use rules that are biologically relevant. Here, we investigate the similarity between the outputs of a two-player dynamic foraging game (which generated optimal but complex solutions and a computational simulation of the behaviours of the two members of a foraging pair, who instead followed a rule-of-thumb approximation of the game's output. The original game generated complex results, and we demonstrate here that the simulations following the much-simplified rules-of-thumb also generate complex results, suggesting that the rule-of-thumb was sufficient to make some of the model outcomes unpredictable. There was some agreement between both modelling techniques, but some differences arose - particularly when pair members were not identical in how they gained and lost energy. We argue that exploring how rules-of-thumb perform in comparison to their optimal counterparts is an important exercise for biologically validating the output of agent-based models of group behaviour.

  5. Approximating optimal behavioural strategies down to rules-of-thumb: energy reserve changes in pairs of social foragers.

    Science.gov (United States)

    Rands, Sean A

    2011-01-01

    Functional explanations of behaviour often propose optimal strategies for organisms to follow. These 'best' strategies could be difficult to perform given biological constraints such as neural architecture and physiological constraints. Instead, simple heuristics or 'rules-of-thumb' that approximate these optimal strategies may instead be performed. From a modelling perspective, rules-of-thumb are also useful tools for considering how group behaviour is shaped by the behaviours of individuals. Using simple rules-of-thumb reduces the complexity of these models, but care needs to be taken to use rules that are biologically relevant. Here, we investigate the similarity between the outputs of a two-player dynamic foraging game (which generated optimal but complex solutions) and a computational simulation of the behaviours of the two members of a foraging pair, who instead followed a rule-of-thumb approximation of the game's output. The original game generated complex results, and we demonstrate here that the simulations following the much-simplified rules-of-thumb also generate complex results, suggesting that the rule-of-thumb was sufficient to make some of the model outcomes unpredictable. There was some agreement between both modelling techniques, but some differences arose - particularly when pair members were not identical in how they gained and lost energy. We argue that exploring how rules-of-thumb perform in comparison to their optimal counterparts is an important exercise for biologically validating the output of agent-based models of group behaviour.

  6. On the optimal polynomial approximation of stochastic PDEs by galerkin and collocation methods

    KAUST Repository

    Beck, Joakim; Tempone, Raul; Nobile, Fabio; Tamellini, Lorenzo

    2012-01-01

    In this work we focus on the numerical approximation of the solution u of a linear elliptic PDE with stochastic coefficients. The problem is rewritten as a parametric PDE and the functional dependence of the solution on the parameters is approximated by multivariate polynomials. We first consider the stochastic Galerkin method, and rely on sharp estimates for the decay of the Fourier coefficients of the spectral expansion of u on an orthogonal polynomial basis to build a sequence of polynomial subspaces that features better convergence properties, in terms of error versus number of degrees of freedom, than standard choices such as Total Degree or Tensor Product subspaces. We consider then the Stochastic Collocation method, and use the previous estimates to introduce a new class of Sparse Grids, based on the idea of selecting a priori the most profitable hierarchical surpluses, that, again, features better convergence properties compared to standard Smolyak or tensor product grids. Numerical results show the effectiveness of the newly introduced polynomial spaces and sparse grids. © 2012 World Scientific Publishing Company.

  7. On the Application of Iterative Methods of Nondifferentiable Optimization to Some Problems of Approximation Theory

    Directory of Open Access Journals (Sweden)

    Stefan M. Stefanov

    2014-01-01

    Full Text Available We consider the data fitting problem, that is, the problem of approximating a function of several variables, given by tabulated data, and the corresponding problem for inconsistent (overdetermined systems of linear algebraic equations. Such problems, connected with measurement of physical quantities, arise, for example, in physics, engineering, and so forth. A traditional approach for solving these two problems is the discrete least squares data fitting method, which is based on discrete l2-norm. In this paper, an alternative approach is proposed: with each of these problems, we associate a nondifferentiable (nonsmooth unconstrained minimization problem with an objective function, based on discrete l1- and/or l∞-norm, respectively; that is, these two norms are used as proximity criteria. In other words, the problems under consideration are solved by minimizing the residual using these two norms. Respective subgradients are calculated, and a subgradient method is used for solving these two problems. The emphasis is on implementation of the proposed approach. Some computational results, obtained by an appropriate iterative method, are given at the end of the paper. These results are compared with the results, obtained by the iterative gradient method for the corresponding “differentiable” discrete least squares problems, that is, approximation problems based on discrete l2-norm.

  8. On the optimal polynomial approximation of stochastic PDEs by galerkin and collocation methods

    KAUST Repository

    Beck, Joakim

    2012-09-01

    In this work we focus on the numerical approximation of the solution u of a linear elliptic PDE with stochastic coefficients. The problem is rewritten as a parametric PDE and the functional dependence of the solution on the parameters is approximated by multivariate polynomials. We first consider the stochastic Galerkin method, and rely on sharp estimates for the decay of the Fourier coefficients of the spectral expansion of u on an orthogonal polynomial basis to build a sequence of polynomial subspaces that features better convergence properties, in terms of error versus number of degrees of freedom, than standard choices such as Total Degree or Tensor Product subspaces. We consider then the Stochastic Collocation method, and use the previous estimates to introduce a new class of Sparse Grids, based on the idea of selecting a priori the most profitable hierarchical surpluses, that, again, features better convergence properties compared to standard Smolyak or tensor product grids. Numerical results show the effectiveness of the newly introduced polynomial spaces and sparse grids. © 2012 World Scientific Publishing Company.

  9. Sequential injection analysis for automation of the Winkler methodology, with real-time SIMPLEX optimization and shipboard application

    Energy Technology Data Exchange (ETDEWEB)

    Horstkotte, Burkhard; Tovar Sanchez, Antonio; Duarte, Carlos M. [Department of Global Change Research, IMEDEA (CSIC-UIB) Institut Mediterrani d' Estudis Avancats, Miquel Marques 21, 07190 Esporles (Spain); Cerda, Victor, E-mail: Victor.Cerda@uib.es [University of the Balearic Islands, Department of Chemistry Carreterra de Valldemossa km 7.5, 07011 Palma de Mallorca (Spain)

    2010-01-25

    A multipurpose analyzer system based on sequential injection analysis (SIA) for the determination of dissolved oxygen (DO) in seawater is presented. Three operation modes were established and successfully applied onboard during a research cruise in the Southern ocean: 1st, in-line execution of the entire Winkler method including precipitation of manganese (II) hydroxide, fixation of DO, precipitate dissolution by confluent acidification, and spectrophotometric quantification of the generated iodine/tri-iodide (I{sub 2}/I{sub 3}{sup -}), 2nd, spectrophotometric quantification of I{sub 2}/I{sub 3}{sup -} in samples prepared according the classical Winkler protocol, and 3rd, accurate batch-wise titration of I{sub 2}/I{sub 3}{sup -} with thiosulfate using one syringe pump of the analyzer as automatic burette. In the first mode, the zone stacking principle was applied to achieve high dispersion of the reagent solutions in the sample zone. Spectrophotometric detection was done at the isobestic wavelength 466 nm of I{sub 2}/I{sub 3}{sup -}. Highly reduced consumption of reagents and sample compared to the classical Winkler protocol, linear response up to 16 mg L{sup -1} DO, and an injection frequency of 30 per hour were achieved. It is noteworthy that for the offline protocol, sample metering and quantification with a potentiometric titrator lasts in general over 5 min without counting sample fixation, incubation, and glassware cleaning. The modified SIMPLEX methodology was used for the simultaneous optimization of four volumetric and two chemical variables. Vertex calculation and consequent application including in-line preparation of one reagent was carried out in real-time using the software AutoAnalysis. The analytical system featured high signal stability, robustness, and a repeatability of 3% RSD (1st mode) and 0.8% (2nd mode) during shipboard application.

  10. Sequential injection analysis for automation of the Winkler methodology, with real-time SIMPLEX optimization and shipboard application

    International Nuclear Information System (INIS)

    Horstkotte, Burkhard; Tovar Sanchez, Antonio; Duarte, Carlos M.; Cerda, Victor

    2010-01-01

    A multipurpose analyzer system based on sequential injection analysis (SIA) for the determination of dissolved oxygen (DO) in seawater is presented. Three operation modes were established and successfully applied onboard during a research cruise in the Southern ocean: 1st, in-line execution of the entire Winkler method including precipitation of manganese (II) hydroxide, fixation of DO, precipitate dissolution by confluent acidification, and spectrophotometric quantification of the generated iodine/tri-iodide (I 2 /I 3 - ), 2nd, spectrophotometric quantification of I 2 /I 3 - in samples prepared according the classical Winkler protocol, and 3rd, accurate batch-wise titration of I 2 /I 3 - with thiosulfate using one syringe pump of the analyzer as automatic burette. In the first mode, the zone stacking principle was applied to achieve high dispersion of the reagent solutions in the sample zone. Spectrophotometric detection was done at the isobestic wavelength 466 nm of I 2 /I 3 - . Highly reduced consumption of reagents and sample compared to the classical Winkler protocol, linear response up to 16 mg L -1 DO, and an injection frequency of 30 per hour were achieved. It is noteworthy that for the offline protocol, sample metering and quantification with a potentiometric titrator lasts in general over 5 min without counting sample fixation, incubation, and glassware cleaning. The modified SIMPLEX methodology was used for the simultaneous optimization of four volumetric and two chemical variables. Vertex calculation and consequent application including in-line preparation of one reagent was carried out in real-time using the software AutoAnalysis. The analytical system featured high signal stability, robustness, and a repeatability of 3% RSD (1st mode) and 0.8% (2nd mode) during shipboard application.

  11. Optimizing delivery of a behavioral pain intervention in cancer patients using a sequential multiple assignment randomized trial SMART.

    Science.gov (United States)

    Kelleher, Sarah A; Dorfman, Caroline S; Plumb Vilardaga, Jen C; Majestic, Catherine; Winger, Joseph; Gandhi, Vicky; Nunez, Christine; Van Denburg, Alyssa; Shelby, Rebecca A; Reed, Shelby D; Murphy, Susan; Davidian, Marie; Laber, Eric B; Kimmick, Gretchen G; Westbrook, Kelly W; Abernethy, Amy P; Somers, Tamara J

    2017-06-01

    Pain is common in cancer patients and results in lower quality of life, depression, poor physical functioning, financial difficulty, and decreased survival time. Behavioral pain interventions are effective and nonpharmacologic. Traditional randomized controlled trials (RCT) test interventions of fixed time and dose, which poorly represent successive treatment decisions in clinical practice. We utilize a novel approach to conduct a RCT, the sequential multiple assignment randomized trial (SMART) design, to provide comparative evidence of: 1) response to differing initial doses of a pain coping skills training (PCST) intervention and 2) intervention dose sequences adjusted based on patient response. We also examine: 3) participant characteristics moderating intervention responses and 4) cost-effectiveness and practicality. Breast cancer patients (N=327) having pain (ratings≥5) are recruited and randomly assigned to: 1) PCST-Full or 2) PCST-Brief. PCST-Full consists of 5 PCST sessions. PCST-Brief consists of one 60-min PCST session. Five weeks post-randomization, participants re-rate their pain and are re-randomized, based on intervention response, to receive additional PCST sessions, maintenance calls, or no further intervention. Participants complete measures of pain intensity, interference and catastrophizing. Novel RCT designs may provide information that can be used to optimize behavioral pain interventions to be adaptive, better meet patients' needs, reduce barriers, and match with clinical practice. This is one of the first trials to use a novel design to evaluate symptom management in cancer patients and in chronic illness; if successful, it could serve as a model for future work with a wide range of chronic illnesses. Copyright © 2016. Published by Elsevier Inc.

  12. Optimization of parameters for semiempirical methods VI: more modifications to the NDDO approximations and re-optimization of parameters.

    Science.gov (United States)

    Stewart, James J P

    2013-01-01

    Modern semiempirical methods are of sufficient accuracy when used in the modeling of molecules of the same type as used as reference data in the parameterization. Outside that subset, however, there is an abundance of evidence that these methods are of very limited utility. In an attempt to expand the range of applicability, a new method called PM7 has been developed. PM7 was parameterized using experimental and high-level ab initio reference data, augmented by a new type of reference data intended to better define the structure of parameter space. The resulting method was tested by modeling crystal structures and heats of formation of solids. Two changes were made to the set of approximations: a modification was made to improve the description of noncovalent interactions, and two minor errors in the NDDO formalism were rectified. Average unsigned errors (AUEs) in geometry and ΔHf for PM7 were reduced relative to PM6; for simple gas-phase organic systems, the AUE in bond lengths decreased by about 5% and the AUE in ΔHf decreased by about 10%; for organic solids, the AUE in ΔHf dropped by 60% and the reduction was 33.3% for geometries. A two-step process (PM7-TS) for calculating the heights of activation barriers has been developed. Using PM7-TS, the AUE in the barrier heights for simple organic reactions was decreased from values of 12.6 kcal/mol(-1) in PM6 and 10.8 kcal/mol(-1) in PM7 to 3.8 kcal/mol(-1). The origins of the errors in NDDO methods have been examined, and were found to be attributable to inadequate and inaccurate reference data. This conclusion provides insight into how these methods can be improved.

  13. Methodology for sensitivity analysis, approximate analysis, and design optimization in CFD for multidisciplinary applications. [computational fluid dynamics

    Science.gov (United States)

    Taylor, Arthur C., III; Hou, Gene W.

    1992-01-01

    Fundamental equations of aerodynamic sensitivity analysis and approximate analysis for the two dimensional thin layer Navier-Stokes equations are reviewed, and special boundary condition considerations necessary to apply these equations to isolated lifting airfoils on 'C' and 'O' meshes are discussed in detail. An efficient strategy which is based on the finite element method and an elastic membrane representation of the computational domain is successfully tested, which circumvents the costly 'brute force' method of obtaining grid sensitivity derivatives, and is also useful in mesh regeneration. The issue of turbulence modeling is addressed in a preliminary study. Aerodynamic shape sensitivity derivatives are efficiently calculated, and their accuracy is validated on two viscous test problems, including: (1) internal flow through a double throat nozzle, and (2) external flow over a NACA 4-digit airfoil. An automated aerodynamic design optimization strategy is outlined which includes the use of a design optimization program, an aerodynamic flow analysis code, an aerodynamic sensitivity and approximate analysis code, and a mesh regeneration and grid sensitivity analysis code. Application of the optimization methodology to the two test problems in each case resulted in a new design having a significantly improved performance in the aerodynamic response of interest.

  14. Optimization of approximate decision rules relative to number of misclassifications: Comparison of greedy and dynamic programming approaches

    KAUST Repository

    Amin, Talha

    2013-01-01

    In the paper, we present a comparison of dynamic programming and greedy approaches for construction and optimization of approximate decision rules relative to the number of misclassifications. We use an uncertainty measure that is a difference between the number of rows in a decision table T and the number of rows with the most common decision for T. For a nonnegative real number γ, we consider γ-decision rules that localize rows in subtables of T with uncertainty at most γ. Experimental results with decision tables from the UCI Machine Learning Repository are also presented. © 2013 Springer-Verlag.

  15. Control of minimum member size in parameter-free structural shape optimization by a medial axis approximation

    Science.gov (United States)

    Schmitt, Oliver; Steinmann, Paul

    2017-09-01

    We introduce a manufacturing constraint for controlling the minimum member size in structural shape optimization problems, which is for example of interest for components fabricated in a molding process. In a parameter-free approach, whereby the coordinates of the FE boundary nodes are used as design variables, the challenging task is to find a generally valid definition for the thickness of non-parametric geometries in terms of their boundary nodes. Therefore we use the medial axis, which is the union of all points with at least two closest points on the boundary of the domain. Since the effort for the exact computation of the medial axis of geometries given by their FE discretization highly increases with the number of surface elements we use the distance function instead to approximate the medial axis by a cloud of points. The approximation is demonstrated on three 2D examples. Moreover, the formulation of a minimum thickness constraint is applied to a sensitivity-based shape optimization problem of one 2D and one 3D model.

  16. ROAM: A Radial-Basis-Function Optimization Approximation Method for Diagnosing the Three-Dimensional Coronal Magnetic Field

    International Nuclear Information System (INIS)

    Dalmasse, Kevin; Nychka, Douglas W.; Gibson, Sarah E.; Fan, Yuhong; Flyer, Natasha

    2016-01-01

    The Coronal Multichannel Polarimeter (CoMP) routinely performs coronal polarimetric measurements using the Fe XIII 10747 and 10798 lines, which are sensitive to the coronal magnetic field. However, inverting such polarimetric measurements into magnetic field data is a difficult task because the corona is optically thin at these wavelengths and the observed signal is therefore the integrated emission of all the plasma along the line of sight. To overcome this difficulty, we take on a new approach that combines a parameterized 3D magnetic field model with forward modeling of the polarization signal. For that purpose, we develop a new, fast and efficient, optimization method for model-data fitting: the Radial-basis-functions Optimization Approximation Method (ROAM). Model-data fitting is achieved by optimizing a user-specified log-likelihood function that quantifies the differences between the observed polarization signal and its synthetic/predicted analog. Speed and efficiency are obtained by combining sparse evaluation of the magnetic model with radial-basis-function (RBF) decomposition of the log-likelihood function. The RBF decomposition provides an analytical expression for the log-likelihood function that is used to inexpensively estimate the set of parameter values optimizing it. We test and validate ROAM on a synthetic test bed of a coronal magnetic flux rope and show that it performs well with a significantly sparse sample of the parameter space. We conclude that our optimization method is well-suited for fast and efficient model-data fitting and can be exploited for converting coronal polarimetric measurements, such as the ones provided by CoMP, into coronal magnetic field data.

  17. Choosing the Optimal Number of B-spline Control Points (Part 1: Methodology and Approximation of Curves)

    Science.gov (United States)

    Harmening, Corinna; Neuner, Hans

    2016-09-01

    Due to the establishment of terrestrial laser scanner, the analysis strategies in engineering geodesy change from pointwise approaches to areal ones. These areal analysis strategies are commonly built on the modelling of the acquired point clouds. Freeform curves and surfaces like B-spline curves/surfaces are one possible approach to obtain space continuous information. A variety of parameters determines the B-spline's appearance; the B-spline's complexity is mostly determined by the number of control points. Usually, this number of control points is chosen quite arbitrarily by intuitive trial-and-error-procedures. In this paper, the Akaike Information Criterion and the Bayesian Information Criterion are investigated with regard to a justified and reproducible choice of the optimal number of control points of B-spline curves. Additionally, we develop a method which is based on the structural risk minimization of the statistical learning theory. Unlike the Akaike and the Bayesian Information Criteria this method doesn't use the number of parameters as complexity measure of the approximating functions but their Vapnik-Chervonenkis-dimension. Furthermore, it is also valid for non-linear models. Thus, the three methods differ in their target function to be minimized and consequently in their definition of optimality. The present paper will be continued by a second paper dealing with the choice of the optimal number of control points of B-spline surfaces.

  18. Multi-sheet surface rebinning methods for reconstruction from asymmetrically truncated cone beam projections: I. Approximation and optimality

    International Nuclear Information System (INIS)

    Betcke, Marta M; Lionheart, William R B

    2013-01-01

    The mechanical motion of the gantry in conventional cone beam CT scanners restricts the speed of data acquisition in applications with near real time requirements. A possible resolution of this problem is to replace the moving source detector assembly with static parts that are electronically activated. An example of such a system is the Rapiscan Systems RTT80 real time tomography scanner, with a static ring of sources and axially offset static cylinder of detectors. A consequence of such a design is asymmetrical axial truncation of the cone beam projections resulting, in the sense of integral geometry, in severely incomplete data. In particular we collect data only in a fraction of the Tam–Danielsson window, hence the standard cone beam reconstruction techniques do not apply. In this work we propose a family of multi-sheet surface rebinning methods for reconstruction from such truncated projections. The proposed methods combine analytical and numerical ideas utilizing linearity of the ray transform to reconstruct data on multi-sheet surfaces, from which the volumetric image is obtained through deconvolution. In this first paper in the series, we discuss the rebinning to multi-sheet surfaces. In particular we concentrate on the underlying transforms on multi-sheet surfaces and their approximation with data collected by offset multi-source scanning geometries like the RTT. The optimal multi-sheet surface and the corresponding rebinning function are found as a solution of a variational problem. In the case of the quadratic objective, the variational problem for the optimal rebinning pair can be solved by a globally convergent iteration. Examples of optimal rebinning pairs are computed for different trajectories. We formulate the axial deconvolution problem for the recovery of the volumetric image from the reconstructions on multi-sheet surfaces. Efficient and stable solution of the deconvolution problem is the subject of the second paper in this series (Betcke and

  19. Sequential optimization of methotrexate encapsulation in micellar nano-networks of polyethyleneimine ionomer containing redox-sensitive cross-links.

    Science.gov (United States)

    Abolmaali, Samira Sadat; Tamaddon, Ali; Yousefi, Gholamhossein; Javidnia, Katayoun; Dinarvand, Rasoul

    2014-01-01

    A functional polycation nanonetwork was developed for delivery of water soluble chemotherapeutic agents. The complexes of polyethyleneimine grafted methoxy polyethylene glycol (PEI-g-mPEG) and Zn(2+) were utilized as the micellar template for cross-linking with dithiodipropionic acid, followed by an acidic pH dialysis to remove the metal ion from the micellar template. The synthesis method was optimized according to pH, the molar ratio of Zn(2+), and the cross-link ratio. The atomic force microscopy showed soft, discrete, and uniform nano-networks. They were sensitive to the simulated reductive environment as determined by Ellman's assay. They showed few positive ζ potential and an average hydrodynamic diameter of 162±10 nm, which decreased to 49±11 nm upon dehydration. The ionic character of the nano-networks allowed the achievement of a higher-loading capacity of methotrexate (MTX), approximately 57% weight per weight, depending on the cross-link and the drug feed ratios. The nano-networks actively loaded with MTX presented some suitable properties, such as the hydrodynamic size of 117±16 nm, polydispersity index of 0.22, and a prolonged swelling-controlled release profile over 24 hours that boosted following reductive activation of the nanonetwork biodegradation. Unlike the PEI ionomer, the nano-networks provided an acceptable cytotoxicity profile. The drug-loaded nano-networks exhibited more specific cytotoxicity against human hepatocellular carcinoma cells if compared to free MTX at concentrations above 1 μM. The enhanced antitumor activity in vitro might be attributed to endocytic entry of MTX-loaded nano-networks that was found in the epifluorescence microscopy experiment for the fluorophore-labeled nano-networks.

  20. Optimization of the analysis by means of liquid chromatography of metabolites of the Uncaria Tomentosa plant (cat's claw) using the sequential simplex method

    International Nuclear Information System (INIS)

    Romero Blanco, Eric

    2005-01-01

    A new method was developed for the analysis using liquid chromatography of the metabolites present in extracts of root bark of Uncaria Tomentosa (cat's claw) by applying the simplex sequential technique to determine the magnitude of the chromatographic variables; i.e. flow, temperature and stationary-phase composition, which allowed the optimizing the elusion time and the resolution of the chromatographic separation. The chromatographic analysis was performed in isocratic mode using a C12 (-urea) column of 15 cm in length and 4,6 mm of diameter and a UV detector. The magnitude of the chromatographic variables that optimized the separation turned out to be: flow of 1.80 mL/min, temperature of 27.5 centigrade and a mobile phase composition of 22:78 (Methanol: to butter). (Author) [es

  1. Sequential Optimization Methods for Augmentation of Marine Enzymes Production in Solid-State Fermentation: l-Glutaminase Production a Case Study.

    Science.gov (United States)

    Sathish, T; Uppuluri, K B; Veera Bramha Chari, P; Kezia, D

    There is an increased l-glutaminase market worldwide due to its relevant industrial applications. Salt tolerance l-glutaminases play a vital role in the increase of flavor of different types of foods like soya sauce and tofu. This chapter is presenting the economically viable l-glutaminases production in solid-state fermentation (SSF) by Aspergillus flavus MTCC 9972 as a case study. The enzyme production was improved following a three step optimization process. Initially mixture design (MD) (augmented simplex lattice design) was employed to optimize the solid substrate mixture. Such solid substrate mixture consisted of 59:41 of wheat bran and Bengal gram husk has given higher amounts of l-glutaminase. Glucose and l-glutamine were screened as a finest additional carbon and nitrogen sources for l-glutaminase production with help of Plackett-Burman Design (PBD). l-Glutamine also acting as a nitrogen source as well as inducer for secretion of l-glutaminase from A. flavus MTCC 9972. In the final step of optimization various environmental and nutritive parameters such as pH, temperature, moisture content, inoculum concentration, glucose, and l-glutamine levels were optimized through the use of hybrid feed forward neural networks (FFNNs) and genetic algorithm (GA). Through sequential optimization methods MD-PBD-FFNN-GA, the l-glutaminase production in SSF could be improved by 2.7-fold (453-1690U/g). © 2016 Elsevier Inc. All rights reserved.

  2. Sequential optimization of methotrexate encapsulation in micellar nano-networks of polyethyleneimine ionomer containing redox-sensitive cross-links

    Directory of Open Access Journals (Sweden)

    Abolmaali SS

    2014-06-01

    Full Text Available Samira Sadat Abolmaali,1 Ali Tamaddon,1,2 Gholamhossein Yousefi,1,2 Katayoun Javidnia,3 Rasoul Dinarvand41Department of Pharmaceutics, Shiraz School of Pharmacy, 2Center for Nanotechnology in Drug Delivery, 3Medicinal and Natural Products Chemistry Research Center, Shiraz University of Medical Sciences, Shiraz, Iran; 4Nanotechnology Research Centre, Faculty of Pharmacy, Tehran University of Medical Sciences, Tehran, IranAbstract: A functional polycation nanonetwork was developed for delivery of water soluble chemotherapeutic agents. The complexes of polyethyleneimine grafted methoxy polyethylene glycol (PEI-g-mPEG and Zn2+ were utilized as the micellar template for cross-linking with dithiodipropionic acid, followed by an acidic pH dialysis to remove the metal ion from the micellar template. The synthesis method was optimized according to pH, the molar ratio of Zn2+, and the cross-link ratio. The atomic force microscopy showed soft, discrete, and uniform nano-networks. They were sensitive to the simulated reductive environment as determined by Ellman's assay. They showed few positive ζ potential and an average hydrodynamic diameter of 162±10 nm, which decreased to 49±11 nm upon dehydration. The ionic character of the nano-networks allowed the achievement of a higher-loading capacity of methotrexate (MTX, approximately 57% weight per weight, depending on the cross-link and the drug feed ratios. The nano-networks actively loaded with MTX presented some suitable properties, such as the hydrodynamic size of 117±16 nm, polydispersity index of 0.22, and a prolonged swelling-controlled release profile over 24 hours that boosted following reductive activation of the nanonetwork biodegradation. Unlike the PEI ionomer, the nano-networks provided an acceptable cytotoxicity profile. The drug-loaded nano-networks exhibited more specific cytotoxicity against human hepatocellular carcinoma cells if compared to free MTX at concentrations above 1 µM. The

  3. A Data-Driven Method for Selecting Optimal Models Based on Graphical Visualisation of Differences in Sequentially Fitted ROC Model Parameters

    Directory of Open Access Journals (Sweden)

    K S Mwitondi

    2013-05-01

    Full Text Available Differences in modelling techniques and model performance assessments typically impinge on the quality of knowledge extraction from data. We propose an algorithm for determining optimal patterns in data by separately training and testing three decision tree models in the Pima Indians Diabetes and the Bupa Liver Disorders datasets. Model performance is assessed using ROC curves and the Youden Index. Moving differences between sequential fitted parameters are then extracted, and their respective probability density estimations are used to track their variability using an iterative graphical data visualisation technique developed for this purpose. Our results show that the proposed strategy separates the groups more robustly than the plain ROC/Youden approach, eliminates obscurity, and minimizes over-fitting. Further, the algorithm can easily be understood by non-specialists and demonstrates multi-disciplinary compliance.

  4. Sequentially Integrated Optimization of the Conditions to Obtain a High-Protein and Low-Antinutritional Factors Protein Isolate from Edible Jatropha curcas Seed Cake.

    Science.gov (United States)

    León-López, Liliana; Dávila-Ortiz, Gloria; Jiménez-Martínez, Cristian; Hernández-Sánchez, Humberto

    2013-01-01

    Jatropha curcas seed cake is a protein-rich byproduct of oil extraction which could be used to produce protein isolates. The purpose of this study was the optimization of the protein isolation process from the seed cake of an edible provenance of J. curcas by an alkaline extraction followed by isoelectric precipitation method via a sequentially integrated optimization approach. The influence of four different factors (solubilization pH, extraction temperature, NaCl addition, and precipitation pH) on the protein and antinutritional compounds content of the isolate was evaluated. The estimated optimal conditions were an extraction temperature of 20°C, a precipitation pH of 4, and an amount of NaCl in the extraction solution of 0.6 M for a predicted protein content of 93.3%. Under these conditions, it was possible to obtain experimentally a protein isolate with 93.21% of proteins, 316.5 mg 100 g(-1) of total phenolics, 2891.84 mg 100 g(-1) of phytates and 168 mg 100 g(-1) of saponins. The protein content of the this isolate was higher than the content reported by other authors.

  5. A Sequential Statistical Approach towards an Optimized Production of a Broad Spectrum Bacteriocin Substance from a Soil Bacterium Bacillus sp. YAS 1 Strain

    Directory of Open Access Journals (Sweden)

    Amira M. Embaby

    2014-01-01

    Full Text Available Bacteriocins, ribosomally synthesized antimicrobial peptides, display potential applications in agriculture, medicine, and industry. The present study highlights integral statistical optimization and partial characterization of a bacteriocin substance from a soil bacterium taxonomically affiliated as Bacillus sp. YAS 1 after biochemical and molecular identifications. A sequential statistical approach (Plackett-Burman and Box-Behnken was employed to optimize bacteriocin (BAC YAS 1 production. Using optimal levels of three key determinants (yeast extract (0.48% (w/v, incubation time (62 hrs, and agitation speed (207 rpm in peptone yeast beef based production medium resulted in 1.6-fold enhancement in BAC YAS 1 level (470 AU/mL arbitrary units against Erwinia amylovora. BAC YAS 1 showed activity over a wide range of pH (1–13 and temperature (45–80°C. A wide spectrum antimicrobial activity of BAC YAS 1 against the human pathogens (Clostridium perfringens, Staphylococcus epidermidis, Campylobacter jejuni, Enterobacter aerogenes, Enterococcus sp., Proteus sp., Klebsiella sp., and Salmonella typhimurium, the plant pathogen (E. amylovora, and the food spoiler (Listeria innocua was demonstrated. On top and above, BAC YAS 1 showed no antimicrobial activity towards lactic acid bacteria (Lactobacillus bulgaricus, L. casei, L. lactis, and L. reuteri. Promising characteristics of BAC YAS 1 prompt its commercialization for efficient utilization in several industries.

  6. Optimization of lipid profile and hardness of low-fat mortadella following a sequential strategy of experimental design.

    Science.gov (United States)

    Saldaña, Erick; Siche, Raúl; da Silva Pinto, Jair Sebastião; de Almeida, Marcio Aurélio; Selani, Miriam Mabel; Rios-Mera, Juan; Contreras-Castillo, Carmen J

    2018-02-01

    This study aims to optimize simultaneously the lipid profile and instrumental hardness of low-fat mortadella. For lipid mixture optimization, the overlapping of surface boundaries was used to select the quantities of canola, olive, and fish oils, in order to maximize PUFAs, specifically the long-chain n-3 fatty acids (eicosapentaenoic-EPA, docosahexaenoic acids-DHA) using the minimum content of fish oil. Increased quantities of canola oil were associated with higher PUFA/SFA ratios. The presence of fish oil, even in small amounts, was effective in improving the nutritional quality of the mixture, showing lower n-6/n-3 ratios and significant levels of EPA and DHA. Thus, the optimal lipid mixture comprised of 20, 30 and 50% fish, olive and canola oils, respectively, which present PUFA/SFA (2.28) and n-6/n-3 (2.30) ratios within the recommendations of a healthy diet. Once the lipid mixture was optimized, components of the pre-emulsion used as fat replacer in the mortadella, such as lipid mixture (LM), sodium alginate (SA), and milk protein concentrate (PC), were studied to optimize hardness and springiness to target ranges of 13-16 N and 0.86-0.87, respectively. Results showed that springiness was not significantly affected by these variables. However, as the concentration of the three components increased, hardness decreased. Through the desirability function, the optimal proportions were 30% LM, 0.5% SA, and 0.5% PC. This study showed that the pre-emulsion decreases hardness of mortadella. In addition, response surface methodology was efficient to model lipid mixture and hardness, resulting in a product with improved texture and lipid quality.

  7. Erratum to ''Johnson's algorithm : A key to solve optimally or approximately flowshop scheduling problems with unavailability periods'' [International Journal of Production Economics 121 (2009) 81-87

    OpenAIRE

    Rapine , Christophe

    2013-01-01

    International audience; In Allaoui H., Artiba A, ''Johnson's algorithm : A key to solve optimally or approximately flowshop scheduling problems with unavailability periods'' [International Journal of Production Economics 121 (2009)] the authors propose optimality conditions for the Johnson sequence in presence of one unavailability period on the first machine and pretend for a performance guarantee of 2 when several unavailability periods may occur. We establish in this note that these condit...

  8. Sequential Banking.

    OpenAIRE

    Bizer, David S; DeMarzo, Peter M

    1992-01-01

    The authors study environments in which agents may borrow sequentially from more than one leader. Although debt is prioritized, additional lending imposes an externality on prior debt because, with moral hazard, the probability of repayment of prior loans decreases. Equilibrium interest rates are higher than they would be if borrowers could commit to borrow from at most one bank. Even though the loan terms are less favorable than they would be under commitment, the indebtedness of borrowers i...

  9. Computation of Stackelberg Equilibria of Finite Sequential Games

    DEFF Research Database (Denmark)

    Bosanski, Branislav; Branzei, Simina; Hansen, Kristoffer Arnsfelt

    2015-01-01

    The Stackelberg equilibrium is a solution concept that describes optimal strategies to commit to: Player~1 (the leader) first commits to a strategy that is publicly announced, then Player~2 (the follower) plays a best response to the leader's choice. We study Stackelberg equilibria in finite...... sequential (i.e., extensive-form) games and provide new exact algorithms, approximate algorithms, and hardness results for finding equilibria for several classes of such two-player games....

  10. Approximate ideal multi-objective solution Q(λ) learning for optimal carbon-energy combined-flow in multi-energy power systems

    International Nuclear Information System (INIS)

    Zhang, Xiaoshun; Yu, Tao; Yang, Bo; Zheng, Limin; Huang, Linni

    2015-01-01

    Highlights: • A novel optimal carbon-energy combined-flow (OCECF) model is firstly established. • A novel approximate ideal multi-objective solution Q(λ) learning is designed. • The proposed algorithm has a high convergence stability and reliability. • The proposed algorithm can be applied for OCECF in a large-scale power grid. - Abstract: This paper proposes a novel approximate ideal multi-objective solution Q(λ) learning for optimal carbon-energy combined-flow in multi-energy power systems. The carbon emissions, fuel cost, active power loss, voltage deviation and carbon emission loss are chosen as the optimization objectives, which are simultaneously optimized by five different Q-value matrices. The dynamic optimal weight of each objective is calculated online from the entire Q-value matrices such that the greedy action policy can be obtained. Case studies are carried out to evaluate the optimization performance for carbon-energy combined-flow in an IEEE 118-bus system and the regional power grid of southern China.

  11. Optimal convergence recovery for the Fourier-finite-element approximation of Maxwell's equations in non-smooth axisymmetric domains

    International Nuclear Information System (INIS)

    Nkemzi, B.

    2005-10-01

    Three-dimensional time-harmonic Maxwell's problems in axisymmetric domains Ω-circumflex with edges and conical points on the boundary are treated by means of the Fourier-finite-element method. The Fourier-fem combines the approximating Fourier series expansion of the solution with respect to the rotational angle using trigonometric polynomials of degree N (N → ∞), with the finite element approximation of the Fourier coefficients on the plane meridian domain Ω a is a subset of R + 2 of Ω-circumflex with mesh size h (h → 0). The singular behaviors of the Fourier coefficients near angular points of the domain Ω a are fully described by suitable singular functions and treated numerically by means of the singular function method with the finite element method on graded meshes. It is proved that the rate of convergence of the mixed approximations in H 1 (Ω-circumflex) 3 is of the order O (h+N -1 ) as known for the classical Fourier-finite-element approximation of problems with regular solutions. (author)

  12. Orbital-Optimized MP3 and MP2.5 with Density-Fitting and Cholesky Decomposition Approximations.

    Science.gov (United States)

    Bozkaya, Uğur

    2016-03-08

    Efficient implementations of the orbital-optimized MP3 and MP2.5 methods with the density-fitting (DF-OMP3 and DF-OMP2.5) and Cholesky decomposition (CD-OMP3 and CD-OMP2.5) approaches are presented. The DF/CD-OMP3 and DF/CD-OMP2.5 methods are applied to a set of alkanes to compare the computational cost with the conventional orbital-optimized MP3 (OMP3) [Bozkaya J. Chem. Phys. 2011, 135, 224103] and the orbital-optimized MP2.5 (OMP2.5) [Bozkaya and Sherrill J. Chem. Phys. 2014, 141, 204105]. Our results demonstrate that the DF-OMP3 and DF-OMP2.5 methods provide considerably lower computational costs than OMP3 and OMP2.5. Further application results show that the orbital-optimized methods are very helpful for the study of open-shell noncovalent interactions, aromatic bond dissociation energies, and hydrogen transfer reactions. We conclude that the DF-OMP3 and DF-OMP2.5 methods are very promising for molecular systems with challenging electronic structures.

  13. Production of alkyl esters from macaw palm oil by a sequential hydrolysis/esterification process using heterogeneous biocatalysts: optimization by response surface methodology.

    Science.gov (United States)

    Bressani, Ana Paula P; Garcia, Karen C A; Hirata, Daniela B; Mendes, Adriano A

    2015-02-01

    The present study deals with the enzymatic synthesis of alkyl esters with emollient properties by a sequential hydrolysis/esterification process (hydroesterification) using unrefined macaw palm oil from pulp seeds (MPPO) as feedstock. Crude enzymatic extract from dormant castor bean seeds was used as biocatalyst in the production of free fatty acids (FFA) by hydrolysis of MPPO. Esterification of purified FFA with several alcohols in heptane medium was catalyzed by immobilized Thermomyces lanuginosus lipase (TLL) on poly-hydroxybutyrate (PHB) particles. Under optimal experimental conditions (mass ratio oil:buffer of 35% m/m, reaction temperature of 35 °C, biocatalyst concentration of 6% m/m, and stirring speed of 1,000 rpm), complete hydrolysis of MPPO was reached after 110 min of reaction. Maximum ester conversion percentage of 92.4 ± 0.4% was reached using hexanol as acyl acceptor at 750 mM of each reactant after 15 min of reaction. The biocatalyst retained full activity after eight successive cycles of esterification reaction. These results show that the proposed process is a promising strategy for the synthesis of alkyl esters of industrial interest from macaw palm oil, an attractive option for the Brazilian oleochemical industry.

  14. Response Surface Approximation for Fatigue Life Prediction and Its Application to Multi-Criteria Optimization With a Priori Preference Information

    International Nuclear Information System (INIS)

    Baek, Seok Heum; Joo, Won Sik; Cho, Seok Swoo

    2009-01-01

    In this paper, a versatile multi-criteria optimization concept for fatigue life prediction is introduced. Multi-criteria decision making in engineering design refers to obtaining a preferred optimal solution in the context of conflicting design objectives. Compromise decision support problems are used to model engineering decisions involving multiple trade-offs. These methods typically rely on a summation of weighted attributes to accomplish trade-offs among competing objectives. This paper gives an interpretation of the decision parameters as governing both the relative importance of the attributes and the degree of compensation between them. The approach utilizes a response surface model, the compromise decision support problem, which is a multi-objective formulation based on goal programming. Examples illustrate the concepts and demonstrate their applicability

  15. Aspects of approximate optimisation: overcoming the curse of dimensionality and design of experiments

    NARCIS (Netherlands)

    Trichon, Sophie; Bonte, M.H.A.; Ponthot, Jean-Philippe; van den Boogaard, Antonius H.

    2007-01-01

    Coupling optimisation algorithms to Finite Element Methods (FEM) is a very promising way to achieve optimal metal forming processes. However, many optimisation algorithms exist and it is not clear which of these algorithms to use. This paper investigates the sensitivity of a Sequential Approximate

  16. Exploring the sequential lineup advantage using WITNESS.

    Science.gov (United States)

    Goodsell, Charles A; Gronlund, Scott D; Carlson, Curt A

    2010-12-01

    Advocates claim that the sequential lineup is an improvement over simultaneous lineup procedures, but no formal (quantitatively specified) explanation exists for why it is better. The computational model WITNESS (Clark, Appl Cogn Psychol 17:629-654, 2003) was used to develop theoretical explanations for the sequential lineup advantage. In its current form, WITNESS produced a sequential advantage only by pairing conservative sequential choosing with liberal simultaneous choosing. However, this combination failed to approximate four extant experiments that exhibited large sequential advantages. Two of these experiments became the focus of our efforts because the data were uncontaminated by likely suspect position effects. Decision-based and memory-based modifications to WITNESS approximated the data and produced a sequential advantage. The next step is to evaluate the proposed explanations and modify public policy recommendations accordingly.

  17. Two-Phase Iteration for Value Function Approximation and Hyperparameter Optimization in Gaussian-Kernel-Based Adaptive Critic Design

    Directory of Open Access Journals (Sweden)

    Xin Chen

    2015-01-01

    Full Text Available Adaptive Dynamic Programming (ADP with critic-actor architecture is an effective way to perform online learning control. To avoid the subjectivity in the design of a neural network that serves as a critic network, kernel-based adaptive critic design (ACD was developed recently. There are two essential issues for a static kernel-based model: how to determine proper hyperparameters in advance and how to select right samples to describe the value function. They all rely on the assessment of sample values. Based on the theoretical analysis, this paper presents a two-phase simultaneous learning method for a Gaussian-kernel-based critic network. It is able to estimate the values of samples without infinitively revisiting them. And the hyperparameters of the kernel model are optimized simultaneously. Based on the estimated sample values, the sample set can be refined by adding alternatives or deleting redundances. Combining this critic design with actor network, we present a Gaussian-kernel-based Adaptive Dynamic Programming (GK-ADP approach. Simulations are used to verify its feasibility, particularly the necessity of two-phase learning, the convergence characteristics, and the improvement of the system performance by using a varying sample set.

  18. Classifiers based on optimal decision rules

    KAUST Repository

    Amin, Talha

    2013-11-25

    Based on dynamic programming approach we design algorithms for sequential optimization of exact and approximate decision rules relative to the length and coverage [3, 4]. In this paper, we use optimal rules to construct classifiers, and study two questions: (i) which rules are better from the point of view of classification-exact or approximate; and (ii) which order of optimization gives better results of classifier work: length, length+coverage, coverage, or coverage+length. Experimental results show that, on average, classifiers based on exact rules are better than classifiers based on approximate rules, and sequential optimization (length+coverage or coverage+length) is better than the ordinary optimization (length or coverage).

  19. Classifiers based on optimal decision rules

    KAUST Repository

    Amin, Talha M.; Chikalov, Igor; Moshkov, Mikhail; Zielosko, Beata

    2013-01-01

    Based on dynamic programming approach we design algorithms for sequential optimization of exact and approximate decision rules relative to the length and coverage [3, 4]. In this paper, we use optimal rules to construct classifiers, and study two questions: (i) which rules are better from the point of view of classification-exact or approximate; and (ii) which order of optimization gives better results of classifier work: length, length+coverage, coverage, or coverage+length. Experimental results show that, on average, classifiers based on exact rules are better than classifiers based on approximate rules, and sequential optimization (length+coverage or coverage+length) is better than the ordinary optimization (length or coverage).

  20. An optimal implicit staggered-grid finite-difference scheme based on the modified Taylor-series expansion with minimax approximation method for elastic modeling

    Science.gov (United States)

    Yang, Lei; Yan, Hongyong; Liu, Hong

    2017-03-01

    Implicit staggered-grid finite-difference (ISFD) scheme is competitive for its great accuracy and stability, whereas its coefficients are conventionally determined by the Taylor-series expansion (TE) method, leading to a loss in numerical precision. In this paper, we modify the TE method using the minimax approximation (MA), and propose a new optimal ISFD scheme based on the modified TE (MTE) with MA method. The new ISFD scheme takes the advantage of the TE method that guarantees great accuracy at small wavenumbers, and keeps the property of the MA method that keeps the numerical errors within a limited bound at the same time. Thus, it leads to great accuracy for numerical solution of the wave equations. We derive the optimal ISFD coefficients by applying the new method to the construction of the objective function, and using a Remez algorithm to minimize its maximum. Numerical analysis is made in comparison with the conventional TE-based ISFD scheme, indicating that the MTE-based ISFD scheme with appropriate parameters can widen the wavenumber range with high accuracy, and achieve greater precision than the conventional ISFD scheme. The numerical modeling results also demonstrate that the MTE-based ISFD scheme performs well in elastic wave simulation, and is more efficient than the conventional ISFD scheme for elastic modeling.

  1. A minimax procedure in the context of sequential mastery testing

    NARCIS (Netherlands)

    Vos, Hendrik J.

    1999-01-01

    The purpose of this paper is to derive optimal rules for sequential mastery tests. In a sequential mastery test, the decision is to classify a subject as a master or a nonmaster, or to continue sampling and administering another random test item. The framework of minimax sequential decision theory

  2. Applying the minimax principle to sequential mastery testing

    NARCIS (Netherlands)

    Vos, Hendrik J.

    2002-01-01

    The purpose of this paper is to derive optimal rules for sequential mastery tests. In a sequential mastery test, the decision is to classify a subject as a master, a nonmaster, or to continue sampling and administering another random item. The framework of minimax sequential decision theory (minimum

  3. Biofabrication enables efficient interrogation and optimization of sequential culture of endothelial cells, fibroblasts and cardiomyocytes for formation of vascular cords in cardiac tissue engineering

    International Nuclear Information System (INIS)

    Iyer, Rohin K; Radisic, Milica; Chiu, Loraine L Y; Vunjak-Novakovic, Gordana

    2012-01-01

    We previously reported that preculture of fibroblasts (FBs) and endothelial cells (ECs) prior to cardiomyocytes (CMs) improved the structural and functional properties of engineered cardiac tissue compared to culture of CMs alone or co-culture of all three cell types. However, these approaches did not result in formation of capillary-like cords, which are precursors to vascularization in vivo. Here we hypothesized that seeding the ECs first on Matrigel and then FBs 24 h later to stabilize the endothelial network (sequential preculture) would enhance cord formation in engineered cardiac organoids. Three sequential preculture groups were tested by seeding ECs (D4T line) at 8%, 15% and 31% of the total cell number on Matrigel-coated microchannels and incubating for 24 h. Cardiac FBs were then seeded (32%, 25% and 9% of the total cell number, respectively) and incubated an additional 24 h. Finally, neonatal rat CMs (60% of the total cell number) were added and the organoids were cultivated for seven days. Within 24 h, the 8% EC group formed elongated cords which eventually developed into beating cylindrical organoids, while the 15% and 31% EC groups proliferated into flat EC monolayers with poor viability. Excitation threshold (ET) in the 8% EC group (3.4 ± 1.2 V cm −1 ) was comparable to that of the CM group (3.3 ± 1.4 V cm −1 ). The ET worsened with increasing EC seeding density (15% EC: 4.4 ± 1.5 V cm −1 ; 31% EC: 4.9 ± 1.5 V cm −1 ). Thus, sequential preculture promoted vascular cord formation and enhanced architecture and function of engineered heart tissues. (paper)

  4. Approximate dynamic programming approaches for appointment scheduling with patient preferences.

    Science.gov (United States)

    Li, Xin; Wang, Jin; Fung, Richard Y K

    2018-04-01

    During the appointment booking process in out-patient departments, the level of patient satisfaction can be affected by whether or not their preferences can be met, including the choice of physicians and preferred time slot. In addition, because the appointments are sequential, considering future possible requests is also necessary for a successful appointment system. This paper proposes a Markov decision process model for optimizing the scheduling of sequential appointments with patient preferences. In contrast to existing models, the evaluation of a booking decision in this model focuses on the extent to which preferences are satisfied. Characteristics of the model are analysed to develop a system for formulating booking policies. Based on these characteristics, two types of approximate dynamic programming algorithms are developed to avoid the curse of dimensionality. Experimental results suggest directions for further fine-tuning of the model, as well as improving the efficiency of the two proposed algorithms. Copyright © 2018 Elsevier B.V. All rights reserved.

  5. Analytic energy gradients for orbital-optimized MP3 and MP2.5 with the density-fitting approximation: An efficient implementation.

    Science.gov (United States)

    Bozkaya, Uğur

    2018-03-15

    Efficient implementations of analytic gradients for the orbital-optimized MP3 and MP2.5 and their standard versions with the density-fitting approximation, which are denoted as DF-MP3, DF-MP2.5, DF-OMP3, and DF-OMP2.5, are presented. The DF-MP3, DF-MP2.5, DF-OMP3, and DF-OMP2.5 methods are applied to a set of alkanes and noncovalent interaction complexes to compare the computational cost with the conventional MP3, MP2.5, OMP3, and OMP2.5. Our results demonstrate that density-fitted perturbation theory (DF-MP) methods considered substantially reduce the computational cost compared to conventional MP methods. The efficiency of our DF-MP methods arise from the reduced input/output (I/O) time and the acceleration of gradient related terms, such as computations of particle density and generalized Fock matrices (PDMs and GFM), solution of the Z-vector equation, back-transformations of PDMs and GFM, and evaluation of analytic gradients in the atomic orbital basis. Further, application results show that errors introduced by the DF approach are negligible. Mean absolute errors for bond lengths of a molecular set, with the cc-pCVQZ basis set, is 0.0001-0.0002 Å. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.

  6. Approximations of Fuzzy Systems

    Directory of Open Access Journals (Sweden)

    Vinai K. Singh

    2013-03-01

    Full Text Available A fuzzy system can uniformly approximate any real continuous function on a compact domain to any degree of accuracy. Such results can be viewed as an existence of optimal fuzzy systems. Li-Xin Wang discussed a similar problem using Gaussian membership function and Stone-Weierstrass Theorem. He established that fuzzy systems, with product inference, centroid defuzzification and Gaussian functions are capable of approximating any real continuous function on a compact set to arbitrary accuracy. In this paper we study a similar approximation problem by using exponential membership functions

  7. Approximate Likelihood

    CERN Multimedia

    CERN. Geneva

    2015-01-01

    Most physics results at the LHC end in a likelihood ratio test. This includes discovery and exclusion for searches as well as mass, cross-section, and coupling measurements. The use of Machine Learning (multivariate) algorithms in HEP is mainly restricted to searches, which can be reduced to classification between two fixed distributions: signal vs. background. I will show how we can extend the use of ML classifiers to distributions parameterized by physical quantities like masses and couplings as well as nuisance parameters associated to systematic uncertainties. This allows for one to approximate the likelihood ratio while still using a high dimensional feature vector for the data. Both the MEM and ABC approaches mentioned above aim to provide inference on model parameters (like cross-sections, masses, couplings, etc.). ABC is fundamentally tied Bayesian inference and focuses on the “likelihood free” setting where only a simulator is available and one cannot directly compute the likelihood for the dat...

  8. Diophantine approximation

    CERN Document Server

    Schmidt, Wolfgang M

    1980-01-01

    "In 1970, at the U. of Colorado, the author delivered a course of lectures on his famous generalization, then just established, relating to Roth's theorem on rational approxi- mations to algebraic numbers. The present volume is an ex- panded and up-dated version of the original mimeographed notes on the course. As an introduction to the author's own remarkable achievements relating to the Thue-Siegel-Roth theory, the text can hardly be bettered and the tract can already be regarded as a classic in its field."(Bull.LMS) "Schmidt's work on approximations by algebraic numbers belongs to the deepest and most satisfactory parts of number theory. These notes give the best accessible way to learn the subject. ... this book is highly recommended." (Mededelingen van het Wiskundig Genootschap)

  9. Optimizing trial design in pharmacogenetics research: comparing a fixed parallel group, group sequential, and adaptive selection design on sample size requirements.

    Science.gov (United States)

    Boessen, Ruud; van der Baan, Frederieke; Groenwold, Rolf; Egberts, Antoine; Klungel, Olaf; Grobbee, Diederick; Knol, Mirjam; Roes, Kit

    2013-01-01

    Two-stage clinical trial designs may be efficient in pharmacogenetics research when there is some but inconclusive evidence of effect modification by a genomic marker. Two-stage designs allow to stop early for efficacy or futility and can offer the additional opportunity to enrich the study population to a specific patient subgroup after an interim analysis. This study compared sample size requirements for fixed parallel group, group sequential, and adaptive selection designs with equal overall power and control of the family-wise type I error rate. The designs were evaluated across scenarios that defined the effect sizes in the marker positive and marker negative subgroups and the prevalence of marker positive patients in the overall study population. Effect sizes were chosen to reflect realistic planning scenarios, where at least some effect is present in the marker negative subgroup. In addition, scenarios were considered in which the assumed 'true' subgroup effects (i.e., the postulated effects) differed from those hypothesized at the planning stage. As expected, both two-stage designs generally required fewer patients than a fixed parallel group design, and the advantage increased as the difference between subgroups increased. The adaptive selection design added little further reduction in sample size, as compared with the group sequential design, when the postulated effect sizes were equal to those hypothesized at the planning stage. However, when the postulated effects deviated strongly in favor of enrichment, the comparative advantage of the adaptive selection design increased, which precisely reflects the adaptive nature of the design. Copyright © 2013 John Wiley & Sons, Ltd.

  10. Exact constants in approximation theory

    CERN Document Server

    Korneichuk, N

    1991-01-01

    This book is intended as a self-contained introduction for non-specialists, or as a reference work for experts, to the particular area of approximation theory that is concerned with exact constants. The results apply mainly to extremal problems in approximation theory, which in turn are closely related to numerical analysis and optimization. The book encompasses a wide range of questions and problems: best approximation by polynomials and splines; linear approximation methods, such as spline-approximation; optimal reconstruction of functions and linear functionals. Many of the results are base

  11. Approximation by planar elastic curves

    DEFF Research Database (Denmark)

    Brander, David; Gravesen, Jens; Nørbjerg, Toke Bjerge

    2016-01-01

    We give an algorithm for approximating a given plane curve segment by a planar elastic curve. The method depends on an analytic representation of the space of elastic curve segments, together with a geometric method for obtaining a good initial guess for the approximating curve. A gradient......-driven optimization is then used to find the approximating elastic curve....

  12. Stochastic approximation methods-Powerful tools for simulation and optimization: A survey of some recent work on multi-agent systems and cyber-physical systems

    International Nuclear Information System (INIS)

    Yin, George; Wang, Le Yi; Zhang, Hongwei

    2014-01-01

    Stochastic approximation methods have found extensive and diversified applications. Recent emergence of networked systems and cyber-physical systems has generated renewed interest in advancing stochastic approximation into a general framework to support algorithm development for information processing and decisions in such systems. This paper presents a survey on some recent developments in stochastic approximation methods and their applications. Using connected vehicles in platoon formation and coordination as a platform, we highlight some traditional and new methodologies of stochastic approximation algorithms and explain how they can be used to capture essential features in networked systems. Distinct features of networked systems with randomly switching topologies, dynamically evolving parameters, and unknown delays are presented, and control strategies are provided

  13. Large-scale sequential quadratic programming algorithms

    Energy Technology Data Exchange (ETDEWEB)

    Eldersveld, S.K.

    1992-09-01

    The problem addressed is the general nonlinear programming problem: finding a local minimizer for a nonlinear function subject to a mixture of nonlinear equality and inequality constraints. The methods studied are in the class of sequential quadratic programming (SQP) algorithms, which have previously proved successful for problems of moderate size. Our goal is to devise an SQP algorithm that is applicable to large-scale optimization problems, using sparse data structures and storing less curvature information but maintaining the property of superlinear convergence. The main features are: 1. The use of a quasi-Newton approximation to the reduced Hessian of the Lagrangian function. Only an estimate of the reduced Hessian matrix is required by our algorithm. The impact of not having available the full Hessian approximation is studied and alternative estimates are constructed. 2. The use of a transformation matrix Q. This allows the QP gradient to be computed easily when only the reduced Hessian approximation is maintained. 3. The use of a reduced-gradient form of the basis for the null space of the working set. This choice of basis is more practical than an orthogonal null-space basis for large-scale problems. The continuity condition for this choice is proven. 4. The use of incomplete solutions of quadratic programming subproblems. Certain iterates generated by an active-set method for the QP subproblem are used in place of the QP minimizer to define the search direction for the nonlinear problem. An implementation of the new algorithm has been obtained by modifying the code MINOS. Results and comparisons with MINOS and NPSOL are given for the new algorithm on a set of 92 test problems.

  14. Multilevel Monte Carlo in Approximate Bayesian Computation

    KAUST Repository

    Jasra, Ajay

    2017-02-13

    In the following article we consider approximate Bayesian computation (ABC) inference. We introduce a method for numerically approximating ABC posteriors using the multilevel Monte Carlo (MLMC). A sequential Monte Carlo version of the approach is developed and it is shown under some assumptions that for a given level of mean square error, this method for ABC has a lower cost than i.i.d. sampling from the most accurate ABC approximation. Several numerical examples are given.

  15. Sequential Convex Programming for Power Set-point Optimization in a Wind Farm using Black-box Models, Simple Turbine Interactions, and Integer Variables

    DEFF Research Database (Denmark)

    Hovgaard, Tobias Gybel; Larsen, Lars F. S.; Jørgensen, John Bagterp

    2012-01-01

    We consider the optimization of power set-points to a large number of wind turbines arranged within close vicinity of each other in a wind farm. The goal is to maximize the total electric power extracted from the wind, taking the wake effects that couple the individual turbines in the farm into a...... is far superior to, a more naive distribution scheme. We employ a fast convex quadratic programming solver to carry out the iterations in the range of microseconds for even large wind farms....

  16. Sequential charged particle reaction

    International Nuclear Information System (INIS)

    Hori, Jun-ichi; Ochiai, Kentaro; Sato, Satoshi; Yamauchi, Michinori; Nishitani, Takeo

    2004-01-01

    The effective cross sections for producing the sequential reaction products in F82H, pure vanadium and LiF with respect to the 14.9-MeV neutron were obtained and compared with the estimation ones. Since the sequential reactions depend on the secondary charged particles behavior, the effective cross sections are corresponding to the target nuclei and the material composition. The effective cross sections were also estimated by using the EAF-libraries and compared with the experimental ones. There were large discrepancies between estimated and experimental values. Additionally, we showed the contribution of the sequential reaction on the induced activity and dose rate in the boundary region with water. From the present study, it has been clarified that the sequential reactions are of great importance to evaluate the dose rates around the surface of cooling pipe and the activated corrosion products. (author)

  17. Optimisation of beryllium-7 gamma analysis following BCR sequential extraction

    Energy Technology Data Exchange (ETDEWEB)

    Taylor, A. [Plymouth University, School of Geography, Earth and Environmental Sciences, 8 Kirkby Place, Plymouth PL4 8AA (United Kingdom); Blake, W.H., E-mail: wblake@plymouth.ac.uk [Plymouth University, School of Geography, Earth and Environmental Sciences, 8 Kirkby Place, Plymouth PL4 8AA (United Kingdom); Keith-Roach, M.J. [Plymouth University, School of Geography, Earth and Environmental Sciences, 8 Kirkby Place, Plymouth PL4 8AA (United Kingdom); Kemakta Konsult, Stockholm (Sweden)

    2012-03-30

    Graphical abstract: Showing decrease in analytical uncertainty using the optimal (combined preconcentrated sample extract) method. nv (no value) where extract activities were Sequential extraction with natural {sup 7}Be returns high analytical uncertainties. Black-Right-Pointing-Pointer Preconcentrating extracts from a large sample mass improved analytical uncertainty. Black-Right-Pointing-Pointer This optimised method can be readily employed in studies using low activity samples. - Abstract: The application of cosmogenic {sup 7}Be as a sediment tracer at the catchment-scale requires an understanding of its geochemical associations in soil to underpin the assumption of irreversible adsorption. Sequential extractions offer a readily accessible means of determining the associations of {sup 7}Be with operationally defined soil phases. However, the subdivision of the low activity concentrations of fallout {sup 7}Be in soils into geochemical fractions can introduce high gamma counting uncertainties. Extending analysis time significantly is not always an option for batches of samples, owing to the on-going decay of {sup 7}Be (t{sub 1/2} = 53.3 days). Here, three different methods of preparing and quantifying {sup 7}Be extracted using the optimised BCR three-step scheme have been evaluated and compared with a focus on reducing analytical uncertainties. The optimal method involved carrying out the BCR extraction in triplicate, sub-sampling each set of triplicates for stable Be analysis before combining each set and coprecipitating the {sup 7}Be with metal oxyhydroxides to produce a thin source for gamma analysis. This method was applied to BCR extractions of natural {sup 7}Be in four agricultural soils. The approach gave good counting statistics from a 24 h analysis period ({approx}10% (2

  18. Sparse linear models: Variational approximate inference and Bayesian experimental design

    International Nuclear Information System (INIS)

    Seeger, Matthias W

    2009-01-01

    A wide range of problems such as signal reconstruction, denoising, source separation, feature selection, and graphical model search are addressed today by posterior maximization for linear models with sparsity-favouring prior distributions. The Bayesian posterior contains useful information far beyond its mode, which can be used to drive methods for sampling optimization (active learning), feature relevance ranking, or hyperparameter estimation, if only this representation of uncertainty can be approximated in a tractable manner. In this paper, we review recent results for variational sparse inference, and show that they share underlying computational primitives. We discuss how sampling optimization can be implemented as sequential Bayesian experimental design. While there has been tremendous recent activity to develop sparse estimation, little attendance has been given to sparse approximate inference. In this paper, we argue that many problems in practice, such as compressive sensing for real-world image reconstruction, are served much better by proper uncertainty approximations than by ever more aggressive sparse estimation algorithms. Moreover, since some variational inference methods have been given strong convex optimization characterizations recently, theoretical analysis may become possible, promising new insights into nonlinear experimental design.

  19. Sparse linear models: Variational approximate inference and Bayesian experimental design

    Energy Technology Data Exchange (ETDEWEB)

    Seeger, Matthias W [Saarland University and Max Planck Institute for Informatics, Campus E1.4, 66123 Saarbruecken (Germany)

    2009-12-01

    A wide range of problems such as signal reconstruction, denoising, source separation, feature selection, and graphical model search are addressed today by posterior maximization for linear models with sparsity-favouring prior distributions. The Bayesian posterior contains useful information far beyond its mode, which can be used to drive methods for sampling optimization (active learning), feature relevance ranking, or hyperparameter estimation, if only this representation of uncertainty can be approximated in a tractable manner. In this paper, we review recent results for variational sparse inference, and show that they share underlying computational primitives. We discuss how sampling optimization can be implemented as sequential Bayesian experimental design. While there has been tremendous recent activity to develop sparse estimation, little attendance has been given to sparse approximate inference. In this paper, we argue that many problems in practice, such as compressive sensing for real-world image reconstruction, are served much better by proper uncertainty approximations than by ever more aggressive sparse estimation algorithms. Moreover, since some variational inference methods have been given strong convex optimization characterizations recently, theoretical analysis may become possible, promising new insights into nonlinear experimental design.

  20. STABILIZED SEQUENTIAL QUADRATIC PROGRAMMING: A SURVEY

    Directory of Open Access Journals (Sweden)

    Damián Fernández

    2014-12-01

    Full Text Available We review the motivation for, the current state-of-the-art in convergence results, and some open questions concerning the stabilized version of the sequential quadratic programming algorithm for constrained optimization. We also discuss the tools required for its local convergence analysis, globalization challenges, and extentions of the method to the more general variational problems.

  1. The Bacterial Sequential Markov Coalescent.

    Science.gov (United States)

    De Maio, Nicola; Wilson, Daniel J

    2017-05-01

    Bacteria can exchange and acquire new genetic material from other organisms directly and via the environment. This process, known as bacterial recombination, has a strong impact on the evolution of bacteria, for example, leading to the spread of antibiotic resistance across clades and species, and to the avoidance of clonal interference. Recombination hinders phylogenetic and transmission inference because it creates patterns of substitutions (homoplasies) inconsistent with the hypothesis of a single evolutionary tree. Bacterial recombination is typically modeled as statistically akin to gene conversion in eukaryotes, i.e. , using the coalescent with gene conversion (CGC). However, this model can be very computationally demanding as it needs to account for the correlations of evolutionary histories of even distant loci. So, with the increasing popularity of whole genome sequencing, the need has emerged for a faster approach to model and simulate bacterial genome evolution. We present a new model that approximates the coalescent with gene conversion: the bacterial sequential Markov coalescent (BSMC). Our approach is based on a similar idea to the sequential Markov coalescent (SMC)-an approximation of the coalescent with crossover recombination. However, bacterial recombination poses hurdles to a sequential Markov approximation, as it leads to strong correlations and linkage disequilibrium across very distant sites in the genome. Our BSMC overcomes these difficulties, and shows a considerable reduction in computational demand compared to the exact CGC, and very similar patterns in simulated data. We implemented our BSMC model within new simulation software FastSimBac. In addition to the decreased computational demand compared to previous bacterial genome evolution simulators, FastSimBac provides more general options for evolutionary scenarios, allowing population structure with migration, speciation, population size changes, and recombination hotspots. FastSimBac is

  2. All-Norm Approximation Algorithms

    NARCIS (Netherlands)

    Azar, Yossi; Epstein, Leah; Richter, Yossi; Woeginger, Gerhard J.; Penttonen, Martti; Meineche Schmidt, Erik

    2002-01-01

    A major drawback in optimization problems and in particular in scheduling problems is that for every measure there may be a different optimal solution. In many cases the various measures are different ℓ p norms. We address this problem by introducing the concept of an All-norm ρ-approximation

  3. Prestack wavefield approximations

    KAUST Repository

    Alkhalifah, Tariq

    2013-01-01

    The double-square-root (DSR) relation offers a platform to perform prestack imaging using an extended single wavefield that honors the geometrical configuration between sources, receivers, and the image point, or in other words, prestack wavefields. Extrapolating such wavefields, nevertheless, suffers from limitations. Chief among them is the singularity associated with horizontally propagating waves. I have devised highly accurate approximations free of such singularities which are highly accurate. Specifically, I use Padé expansions with denominators given by a power series that is an order lower than that of the numerator, and thus, introduce a free variable to balance the series order and normalize the singularity. For the higher-order Padé approximation, the errors are negligible. Additional simplifications, like recasting the DSR formula as a function of scattering angle, allow for a singularity free form that is useful for constant-angle-gather imaging. A dynamic form of this DSR formula can be supported by kinematic evaluations of the scattering angle to provide efficient prestack wavefield construction. Applying a similar approximation to the dip angle yields an efficient 1D wave equation with the scattering and dip angles extracted from, for example, DSR ray tracing. Application to the complex Marmousi data set demonstrates that these approximations, although they may provide less than optimal results, allow for efficient and flexible implementations. © 2013 Society of Exploration Geophysicists.

  4. Prestack wavefield approximations

    KAUST Repository

    Alkhalifah, Tariq

    2013-09-01

    The double-square-root (DSR) relation offers a platform to perform prestack imaging using an extended single wavefield that honors the geometrical configuration between sources, receivers, and the image point, or in other words, prestack wavefields. Extrapolating such wavefields, nevertheless, suffers from limitations. Chief among them is the singularity associated with horizontally propagating waves. I have devised highly accurate approximations free of such singularities which are highly accurate. Specifically, I use Padé expansions with denominators given by a power series that is an order lower than that of the numerator, and thus, introduce a free variable to balance the series order and normalize the singularity. For the higher-order Padé approximation, the errors are negligible. Additional simplifications, like recasting the DSR formula as a function of scattering angle, allow for a singularity free form that is useful for constant-angle-gather imaging. A dynamic form of this DSR formula can be supported by kinematic evaluations of the scattering angle to provide efficient prestack wavefield construction. Applying a similar approximation to the dip angle yields an efficient 1D wave equation with the scattering and dip angles extracted from, for example, DSR ray tracing. Application to the complex Marmousi data set demonstrates that these approximations, although they may provide less than optimal results, allow for efficient and flexible implementations. © 2013 Society of Exploration Geophysicists.

  5. An improved saddlepoint approximation.

    Science.gov (United States)

    Gillespie, Colin S; Renshaw, Eric

    2007-08-01

    Given a set of third- or higher-order moments, not only is the saddlepoint approximation the only realistic 'family-free' technique available for constructing an associated probability distribution, but it is 'optimal' in the sense that it is based on the highly efficient numerical method of steepest descents. However, it suffers from the problem of not always yielding full support, and whilst [S. Wang, General saddlepoint approximations in the bootstrap, Prob. Stat. Lett. 27 (1992) 61.] neat scaling approach provides a solution to this hurdle, it leads to potentially inaccurate and aberrant results. We therefore propose several new ways of surmounting such difficulties, including: extending the inversion of the cumulant generating function to second-order; selecting an appropriate probability structure for higher-order cumulants (the standard moment closure procedure takes them to be zero); and, making subtle changes to the target cumulants and then optimising via the simplex algorithm.

  6. Diophantine approximation and badly approximable sets

    DEFF Research Database (Denmark)

    Kristensen, S.; Thorn, R.; Velani, S.

    2006-01-01

    . The classical set Bad of `badly approximable' numbers in the theory of Diophantine approximation falls within our framework as do the sets Bad(i,j) of simultaneously badly approximable numbers. Under various natural conditions we prove that the badly approximable subsets of Omega have full Hausdorff dimension...

  7. Sequential memory: Binding dynamics

    Science.gov (United States)

    Afraimovich, Valentin; Gong, Xue; Rabinovich, Mikhail

    2015-10-01

    Temporal order memories are critical for everyday animal and human functioning. Experiments and our own experience show that the binding or association of various features of an event together and the maintaining of multimodality events in sequential order are the key components of any sequential memories—episodic, semantic, working, etc. We study a robustness of binding sequential dynamics based on our previously introduced model in the form of generalized Lotka-Volterra equations. In the phase space of the model, there exists a multi-dimensional binding heteroclinic network consisting of saddle equilibrium points and heteroclinic trajectories joining them. We prove here the robustness of the binding sequential dynamics, i.e., the feasibility phenomenon for coupled heteroclinic networks: for each collection of successive heteroclinic trajectories inside the unified networks, there is an open set of initial points such that the trajectory going through each of them follows the prescribed collection staying in a small neighborhood of it. We show also that the symbolic complexity function of the system restricted to this neighborhood is a polynomial of degree L - 1, where L is the number of modalities.

  8. Sequential Dependencies in Driving

    Science.gov (United States)

    Doshi, Anup; Tran, Cuong; Wilder, Matthew H.; Mozer, Michael C.; Trivedi, Mohan M.

    2012-01-01

    The effect of recent experience on current behavior has been studied extensively in simple laboratory tasks. We explore the nature of sequential effects in the more naturalistic setting of automobile driving. Driving is a safety-critical task in which delayed response times may have severe consequences. Using a realistic driving simulator, we find…

  9. Mining compressing sequential problems

    NARCIS (Netherlands)

    Hoang, T.L.; Mörchen, F.; Fradkin, D.; Calders, T.G.K.

    2012-01-01

    Compression based pattern mining has been successfully applied to many data mining tasks. We propose an approach based on the minimum description length principle to extract sequential patterns that compress a database of sequences well. We show that mining compressing patterns is NP-Hard and

  10. Optimization strategies for complex engineering applications

    Energy Technology Data Exchange (ETDEWEB)

    Eldred, M.S.

    1998-02-01

    LDRD research activities have focused on increasing the robustness and efficiency of optimization studies for computationally complex engineering problems. Engineering applications can be characterized by extreme computational expense, lack of gradient information, discrete parameters, non-converging simulations, and nonsmooth, multimodal, and discontinuous response variations. Guided by these challenges, the LDRD research activities have developed application-specific techniques, fundamental optimization algorithms, multilevel hybrid and sequential approximate optimization strategies, parallel processing approaches, and automatic differentiation and adjoint augmentation methods. This report surveys these activities and summarizes the key findings and recommendations.

  11. Sequential Quadratic Programming Algorithms for Optimization

    Science.gov (United States)

    1989-08-01

    quadratic program- ma ng (SQ(2l ) aIiatain.seenis to be relgarded aIs tie( buest choice for the solution of smiall. dlense problema (see S tour L)toS...For the step along d, note that a < nOing + 3 szH + i3.ninA A a K f~Iz,;nd and from Id1 _< ,,, we must have that for some /3 , np , 11P11 < dn"p. 5.2...Nevertheless, many of these problems are considered hard to solve. Moreover, for some of these problems the assumptions made in Chapter 2 to establish the

  12. Simultaneous parameter and tolerance optimization of structures via probability-interval mixed reliability model

    DEFF Research Database (Denmark)

    Luo, Yangjun; Wu, Xiaoxiang; Zhou, Mingdong

    2015-01-01

    Both structural sizes and dimensional tolerances strongly influence the manufacturing cost and the functional performance of a practical product. This paper presents an optimization method to simultaneously find the optimal combination of structural sizes and dimensional tolerances. Based...... transformed into their equivalent formulations by using the performance measure approach. The optimization problem is then solved with the sequential approximate programming. Meanwhile, a numerically stable algorithm based on the trust region method is proposed to efficiently update the target performance...

  13. Sensitivity Analysis in Sequential Decision Models.

    Science.gov (United States)

    Chen, Qiushi; Ayer, Turgay; Chhatwal, Jagpreet

    2017-02-01

    Sequential decision problems are frequently encountered in medical decision making, which are commonly solved using Markov decision processes (MDPs). Modeling guidelines recommend conducting sensitivity analyses in decision-analytic models to assess the robustness of the model results against the uncertainty in model parameters. However, standard methods of conducting sensitivity analyses cannot be directly applied to sequential decision problems because this would require evaluating all possible decision sequences, typically in the order of trillions, which is not practically feasible. As a result, most MDP-based modeling studies do not examine confidence in their recommended policies. In this study, we provide an approach to estimate uncertainty and confidence in the results of sequential decision models. First, we provide a probabilistic univariate method to identify the most sensitive parameters in MDPs. Second, we present a probabilistic multivariate approach to estimate the overall confidence in the recommended optimal policy considering joint uncertainty in the model parameters. We provide a graphical representation, which we call a policy acceptability curve, to summarize the confidence in the optimal policy by incorporating stakeholders' willingness to accept the base case policy. For a cost-effectiveness analysis, we provide an approach to construct a cost-effectiveness acceptability frontier, which shows the most cost-effective policy as well as the confidence in that for a given willingness to pay threshold. We demonstrate our approach using a simple MDP case study. We developed a method to conduct sensitivity analysis in sequential decision models, which could increase the credibility of these models among stakeholders.

  14. Comparing two Poisson populations sequentially: an application

    International Nuclear Information System (INIS)

    Halteman, E.J.

    1986-01-01

    Rocky Flats Plant in Golden, Colorado monitors each of its employees for radiation exposure. Excess exposure is detected by comparing the means of two Poisson populations. A sequential probability ratio test (SPRT) is proposed as a replacement for the fixed sample normal approximation test. A uniformly most efficient SPRT exists, however logistics suggest using a truncated SPRT. The truncated SPRT is evaluated in detail and shown to possess large potential savings in average time spent by employees in the monitoring process

  15. Forced Sequence Sequential Decoding

    DEFF Research Database (Denmark)

    Jensen, Ole Riis

    In this thesis we describe a new concatenated decoding scheme based on iterations between an inner sequentially decoded convolutional code of rate R=1/4 and memory M=23, and block interleaved outer Reed-Solomon codes with non-uniform profile. With this scheme decoding with good performance...... is possible as low as Eb/No=0.6 dB, which is about 1.7 dB below the signal-to-noise ratio that marks the cut-off rate for the convolutional code. This is possible since the iteration process provides the sequential decoders with side information that allows a smaller average load and minimizes the probability...... of computational overflow. Analytical results for the probability that the first Reed-Solomon word is decoded after C computations are presented. This is supported by simulation results that are also extended to other parameters....

  16. Sequential Power-Dependence Theory

    NARCIS (Netherlands)

    Buskens, Vincent; Rijt, Arnout van de

    2008-01-01

    Existing methods for predicting resource divisions in laboratory exchange networks do not take into account the sequential nature of the experimental setting. We extend network exchange theory by considering sequential exchange. We prove that Sequential Power-Dependence Theory—unlike

  17. Modelling sequentially scored item responses

    NARCIS (Netherlands)

    Akkermans, W.

    2000-01-01

    The sequential model can be used to describe the variable resulting from a sequential scoring process. In this paper two more item response models are investigated with respect to their suitability for sequential scoring: the partial credit model and the graded response model. The investigation is

  18. Forced Sequence Sequential Decoding

    DEFF Research Database (Denmark)

    Jensen, Ole Riis; Paaske, Erik

    1998-01-01

    We describe a new concatenated decoding scheme based on iterations between an inner sequentially decoded convolutional code of rate R=1/4 and memory M=23, and block interleaved outer Reed-Solomon (RS) codes with nonuniform profile. With this scheme decoding with good performance is possible as low...... as Eb/N0=0.6 dB, which is about 1.25 dB below the signal-to-noise ratio (SNR) that marks the cutoff rate for the full system. Accounting for about 0.45 dB due to the outer codes, sequential decoding takes place at about 1.7 dB below the SNR cutoff rate for the convolutional code. This is possible since...... the iteration process provides the sequential decoders with side information that allows a smaller average load and minimizes the probability of computational overflow. Analytical results for the probability that the first RS word is decoded after C computations are presented. These results are supported...

  19. Multilevel sequential Monte Carlo samplers

    KAUST Repository

    Beskos, Alexandros; Jasra, Ajay; Law, Kody; Tempone, Raul; Zhou, Yan

    2016-01-01

    In this article we consider the approximation of expectations w.r.t. probability distributions associated to the solution of partial differential equations (PDEs); this scenario appears routinely in Bayesian inverse problems. In practice, one often has to solve the associated PDE numerically, using, for instance finite element methods which depend on the step-size level . hL. In addition, the expectation cannot be computed analytically and one often resorts to Monte Carlo methods. In the context of this problem, it is known that the introduction of the multilevel Monte Carlo (MLMC) method can reduce the amount of computational effort to estimate expectations, for a given level of error. This is achieved via a telescoping identity associated to a Monte Carlo approximation of a sequence of probability distributions with discretization levels . ∞>h0>h1⋯>hL. In many practical problems of interest, one cannot achieve an i.i.d. sampling of the associated sequence and a sequential Monte Carlo (SMC) version of the MLMC method is introduced to deal with this problem. It is shown that under appropriate assumptions, the attractive property of a reduction of the amount of computational effort to estimate expectations, for a given level of error, can be maintained within the SMC context. That is, relative to exact sampling and Monte Carlo for the distribution at the finest level . hL. The approach is numerically illustrated on a Bayesian inverse problem. © 2016 Elsevier B.V.

  20. Multilevel sequential Monte Carlo samplers

    KAUST Repository

    Beskos, Alexandros

    2016-08-29

    In this article we consider the approximation of expectations w.r.t. probability distributions associated to the solution of partial differential equations (PDEs); this scenario appears routinely in Bayesian inverse problems. In practice, one often has to solve the associated PDE numerically, using, for instance finite element methods which depend on the step-size level . hL. In addition, the expectation cannot be computed analytically and one often resorts to Monte Carlo methods. In the context of this problem, it is known that the introduction of the multilevel Monte Carlo (MLMC) method can reduce the amount of computational effort to estimate expectations, for a given level of error. This is achieved via a telescoping identity associated to a Monte Carlo approximation of a sequence of probability distributions with discretization levels . ∞>h0>h1⋯>hL. In many practical problems of interest, one cannot achieve an i.i.d. sampling of the associated sequence and a sequential Monte Carlo (SMC) version of the MLMC method is introduced to deal with this problem. It is shown that under appropriate assumptions, the attractive property of a reduction of the amount of computational effort to estimate expectations, for a given level of error, can be maintained within the SMC context. That is, relative to exact sampling and Monte Carlo for the distribution at the finest level . hL. The approach is numerically illustrated on a Bayesian inverse problem. © 2016 Elsevier B.V.

  1. Bounded-Degree Approximations of Stochastic Networks

    Energy Technology Data Exchange (ETDEWEB)

    Quinn, Christopher J.; Pinar, Ali; Kiyavash, Negar

    2017-06-01

    We propose algorithms to approximate directed information graphs. Directed information graphs are probabilistic graphical models that depict causal dependencies between stochastic processes in a network. The proposed algorithms identify optimal and near-optimal approximations in terms of Kullback-Leibler divergence. The user-chosen sparsity trades off the quality of the approximation against visual conciseness and computational tractability. One class of approximations contains graphs with speci ed in-degrees. Another class additionally requires that the graph is connected. For both classes, we propose algorithms to identify the optimal approximations and also near-optimal approximations, using a novel relaxation of submodularity. We also propose algorithms to identify the r-best approximations among these classes, enabling robust decision making.

  2. Rational approximations for tomographic reconstructions

    International Nuclear Information System (INIS)

    Reynolds, Matthew; Beylkin, Gregory; Monzón, Lucas

    2013-01-01

    We use optimal rational approximations of projection data collected in x-ray tomography to improve image resolution. Under the assumption that the object of interest is described by functions with jump discontinuities, for each projection we construct its rational approximation with a small (near optimal) number of terms for a given accuracy threshold. This allows us to augment the measured data, i.e., double the number of available samples in each projection or, equivalently, extend (double) the domain of their Fourier transform. We also develop a new, fast, polar coordinate Fourier domain algorithm which uses our nonlinear approximation of projection data in a natural way. Using augmented projections of the Shepp–Logan phantom, we provide a comparison between the new algorithm and the standard filtered back-projection algorithm. We demonstrate that the reconstructed image has improved resolution without additional artifacts near sharp transitions in the image. (paper)

  3. Simultaneous approximation in scales of Banach spaces

    International Nuclear Information System (INIS)

    Bramble, J.H.; Scott, R.

    1978-01-01

    The problem of verifying optimal approximation simultaneously in different norms in a Banach scale is reduced to verification of optimal approximation in the highest order norm. The basic tool used is the Banach space interpolation method developed by Lions and Peetre. Applications are given to several problems arising in the theory of finite element methods

  4. Sequential decay of Reggeons

    International Nuclear Information System (INIS)

    Yoshida, Toshihiro

    1981-01-01

    Probabilities of meson production in the sequential decay of Reggeons, which are formed from the projectile and the target in the hadron-hadron to Reggeon-Reggeon processes, are investigated. It is assumed that pair creation of heavy quarks and simultaneous creation of two antiquark-quark pairs are negligible. The leading-order terms with respect to ratio of creation probabilities of anti s s to anti u u (anti d d) are calculated. The production cross sections in the target fragmentation region are given in terms of probabilities in the initial decay of the Reggeons and an effect of manyparticle production. (author)

  5. Symbolic approximate time-optimal control

    NARCIS (Netherlands)

    Mazo, Manuel; Tabuada, Paulo

    There is an increasing demand for controller design techniques capable of addressing the complex requirements of today's embedded applications. This demand has sparked the interest in symbolic control where lower complexity models of control systems are used to cater for complex specifications given

  6. Synthetic Aperture Sequential Beamforming

    DEFF Research Database (Denmark)

    Kortbek, Jacob; Jensen, Jørgen Arendt; Gammelmark, Kim Løkke

    2008-01-01

    A synthetic aperture focusing (SAF) technique denoted Synthetic Aperture Sequential Beamforming (SASB) suitable for 2D and 3D imaging is presented. The technique differ from prior art of SAF in the sense that SAF is performed on pre-beamformed data contrary to channel data. The objective is to im......A synthetic aperture focusing (SAF) technique denoted Synthetic Aperture Sequential Beamforming (SASB) suitable for 2D and 3D imaging is presented. The technique differ from prior art of SAF in the sense that SAF is performed on pre-beamformed data contrary to channel data. The objective...... is to improve and obtain a more range independent lateral resolution compared to conventional dynamic receive focusing (DRF) without compromising frame rate. SASB is a two-stage procedure using two separate beamformers. First a set of Bmode image lines using a single focal point in both transmit and receive...... is stored. The second stage applies the focused image lines from the first stage as input data. The SASB method has been investigated using simulations in Field II and by off-line processing of data acquired with a commercial scanner. The performance of SASB with a static image object is compared with DRF...

  7. Acquisition of Inductive Biconditional Reasoning Skills: Training of Simultaneous and Sequential Processing.

    Science.gov (United States)

    Lee, Seong-Soo

    1982-01-01

    Tenth-grade students (n=144) received training on one of three processing methods: coding-mapping (simultaneous), coding only, or decision tree (sequential). The induced simultaneous processing strategy worked optimally under rule learning, while the sequential strategy was difficult to induce and/or not optimal for rule-learning operations.…

  8. Programming for Sparse Minimax Optimization

    DEFF Research Database (Denmark)

    Jonasson, K.; Madsen, Kaj

    1994-01-01

    We present an algorithm for nonlinear minimax optimization which is well suited for large and sparse problems. The method is based on trust regions and sequential linear programming. On each iteration, a linear minimax problem is solved for a basic step. If necessary, this is followed...... by the determination of a minimum norm corrective step based on a first-order Taylor approximation. No Hessian information needs to be stored. Global convergence is proved. This new method has been extensively tested and compared with other methods, including two well known codes for nonlinear programming...

  9. γ-decay of {}_{8}^{16}{{\\rm{O}}}_{8}\\,{and}\\,{}_{7}^{16}{{\\rm{N}}}_{9} in proton-neutron Tamm-Dancoff and random phase approximations with optimized surface δ interaction

    Science.gov (United States)

    Pahlavani, M. R.; Firoozi, B.

    2016-09-01

    γ-ray transitions from excited states of {}16{{N}} and {}16{{O}} isomers that appear in the γ spectrum of the {}616{{{C}}}10\\to {}716{{{N}}}9\\to {}816{{{O}}}8 beta decay chain are investigated. The theoretical approach used in this research starts with a mean-field potential consisting of a phenomenological Woods-Saxon potential including spin-orbit and Coulomb terms (for protons) in order to obtain single-particle energies and wave functions for nucleons in a nucleus. A schematic residual surface delta interaction is then employed on the top of the mean field and is treated within the proton-neutron Tamm-Dancoff approximation (pnTDA) and the proton-neutron random phase approximation. The goal is to use an optimized surface delta interaction interaction, as a residual interaction, to improve the results. We have used artificial intelligence algorithms to establish a good agreement between theoretical and experimental energy spectra. The final results of the ‘optimized’ calculations are reasonable via this approach.

  10. Approximate Dynamic Programming: Combining Regional and Local State Following Approximations.

    Science.gov (United States)

    Deptula, Patryk; Rosenfeld, Joel A; Kamalapurkar, Rushikesh; Dixon, Warren E

    2018-06-01

    An infinite-horizon optimal regulation problem for a control-affine deterministic system is solved online using a local state following (StaF) kernel and a regional model-based reinforcement learning (R-MBRL) method to approximate the value function. Unlike traditional methods such as R-MBRL that aim to approximate the value function over a large compact set, the StaF kernel approach aims to approximate the value function in a local neighborhood of the state that travels within a compact set. In this paper, the value function is approximated using a state-dependent convex combination of the StaF-based and the R-MBRL-based approximations. As the state enters a neighborhood containing the origin, the value function transitions from being approximated by the StaF approach to the R-MBRL approach. Semiglobal uniformly ultimately bounded (SGUUB) convergence of the system states to the origin is established using a Lyapunov-based analysis. Simulation results are provided for two, three, six, and ten-state dynamical systems to demonstrate the scalability and performance of the developed method.

  11. Modulated Pade approximant

    International Nuclear Information System (INIS)

    Ginsburg, C.A.

    1980-01-01

    In many problems, a desired property A of a function f(x) is determined by the behaviour of f(x) approximately equal to g(x,A) as x→xsup(*). In this letter, a method for resuming the power series in x of f(x) and approximating A (modulated Pade approximant) is presented. This new approximant is an extension of a resumation method for f(x) in terms of rational functions. (author)

  12. A sequential/parallel track selector

    CERN Document Server

    Bertolino, F; Bressani, Tullio; Chiavassa, E; Costa, S; Dellacasa, G; Gallio, M; Musso, A

    1980-01-01

    A medium speed ( approximately 1 mu s) hardware pre-analyzer for the selection of events detected in four planes of drift chambers in the magnetic field of the Omicron Spectrometer at the CERN SC is described. Specific geometrical criteria determine patterns of hits in the four planes of vertical wires that have to be recognized and that are stored as patterns of '1's in random access memories. Pairs of good hits are found sequentially, then the RAMs are used as look-up tables. (6 refs).

  13. Sequential extraction of uranium metal contamination

    International Nuclear Information System (INIS)

    Murry, M.M.; Spitz, H.B.; Connick, W.B.

    2016-01-01

    Samples of uranium contaminated dirt collected from the dirt floor of an abandoned metal rolling mill were analyzed for uranium using a sequential extraction protocol involving a series of five increasingly aggressive solvents. The quantity of uranium extracted from the contaminated dirt by each reagent can aid in predicting the fate and transport of the uranium contamination in the environment. Uranium was separated from each fraction using anion exchange, electrodeposition and analyzed by alpha spectroscopy analysis. Results demonstrate that approximately 77 % of the uranium was extracted using NH 4 Ac in 25 % acetic acid. (author)

  14. Approximation properties of haplotype tagging

    Directory of Open Access Journals (Sweden)

    Dreiseitl Stephan

    2006-01-01

    Full Text Available Abstract Background Single nucleotide polymorphisms (SNPs are locations at which the genomic sequences of population members differ. Since these differences are known to follow patterns, disease association studies are facilitated by identifying SNPs that allow the unique identification of such patterns. This process, known as haplotype tagging, is formulated as a combinatorial optimization problem and analyzed in terms of complexity and approximation properties. Results It is shown that the tagging problem is NP-hard but approximable within 1 + ln((n2 - n/2 for n haplotypes but not approximable within (1 - ε ln(n/2 for any ε > 0 unless NP ⊂ DTIME(nlog log n. A simple, very easily implementable algorithm that exhibits the above upper bound on solution quality is presented. This algorithm has running time O((2m - p + 1 ≤ O(m(n2 - n/2 where p ≤ min(n, m for n haplotypes of size m. As we show that the approximation bound is asymptotically tight, the algorithm presented is optimal with respect to this asymptotic bound. Conclusion The haplotype tagging problem is hard, but approachable with a fast, practical, and surprisingly simple algorithm that cannot be significantly improved upon on a single processor machine. Hence, significant improvement in computatational efforts expended can only be expected if the computational effort is distributed and done in parallel.

  15. Sparse approximation with bases

    CERN Document Server

    2015-01-01

    This book systematically presents recent fundamental results on greedy approximation with respect to bases. Motivated by numerous applications, the last decade has seen great successes in studying nonlinear sparse approximation. Recent findings have established that greedy-type algorithms are suitable methods of nonlinear approximation in both sparse approximation with respect to bases and sparse approximation with respect to redundant systems. These insights, combined with some previous fundamental results, form the basis for constructing the theory of greedy approximation. Taking into account the theoretical and practical demand for this kind of theory, the book systematically elaborates a theoretical framework for greedy approximation and its applications.  The book addresses the needs of researchers working in numerical mathematics, harmonic analysis, and functional analysis. It quickly takes the reader from classical results to the latest frontier, but is written at the level of a graduate course and do...

  16. Adaptive sequential controller

    Energy Technology Data Exchange (ETDEWEB)

    El-Sharkawi, Mohamed A. (Renton, WA); Xing, Jian (Seattle, WA); Butler, Nicholas G. (Newberg, OR); Rodriguez, Alonso (Pasadena, CA)

    1994-01-01

    An adaptive sequential controller (50/50') for controlling a circuit breaker (52) or other switching device to substantially eliminate transients on a distribution line caused by closing and opening the circuit breaker. The device adaptively compensates for changes in the response time of the circuit breaker due to aging and environmental effects. A potential transformer (70) provides a reference signal corresponding to the zero crossing of the voltage waveform, and a phase shift comparator circuit (96) compares the reference signal to the time at which any transient was produced when the circuit breaker closed, producing a signal indicative of the adaptive adjustment that should be made. Similarly, in controlling the opening of the circuit breaker, a current transformer (88) provides a reference signal that is compared against the time at which any transient is detected when the circuit breaker last opened. An adaptive adjustment circuit (102) produces a compensation time that is appropriately modified to account for changes in the circuit breaker response, including the effect of ambient conditions and aging. When next opened or closed, the circuit breaker is activated at an appropriately compensated time, so that it closes when the voltage crosses zero and opens when the current crosses zero, minimizing any transients on the distribution line. Phase angle can be used to control the opening of the circuit breaker relative to the reference signal provided by the potential transformer.

  17. Adaptive sequential controller

    Science.gov (United States)

    El-Sharkawi, Mohamed A.; Xing, Jian; Butler, Nicholas G.; Rodriguez, Alonso

    1994-01-01

    An adaptive sequential controller (50/50') for controlling a circuit breaker (52) or other switching device to substantially eliminate transients on a distribution line caused by closing and opening the circuit breaker. The device adaptively compensates for changes in the response time of the circuit breaker due to aging and environmental effects. A potential transformer (70) provides a reference signal corresponding to the zero crossing of the voltage waveform, and a phase shift comparator circuit (96) compares the reference signal to the time at which any transient was produced when the circuit breaker closed, producing a signal indicative of the adaptive adjustment that should be made. Similarly, in controlling the opening of the circuit breaker, a current transformer (88) provides a reference signal that is compared against the time at which any transient is detected when the circuit breaker last opened. An adaptive adjustment circuit (102) produces a compensation time that is appropriately modified to account for changes in the circuit breaker response, including the effect of ambient conditions and aging. When next opened or closed, the circuit breaker is activated at an appropriately compensated time, so that it closes when the voltage crosses zero and opens when the current crosses zero, minimizing any transients on the distribution line. Phase angle can be used to control the opening of the circuit breaker relative to the reference signal provided by the potential transformer.

  18. Approximate symmetries of Hamiltonians

    Science.gov (United States)

    Chubb, Christopher T.; Flammia, Steven T.

    2017-08-01

    We explore the relationship between approximate symmetries of a gapped Hamiltonian and the structure of its ground space. We start by considering approximate symmetry operators, defined as unitary operators whose commutators with the Hamiltonian have norms that are sufficiently small. We show that when approximate symmetry operators can be restricted to the ground space while approximately preserving certain mutual commutation relations. We generalize the Stone-von Neumann theorem to matrices that approximately satisfy the canonical (Heisenberg-Weyl-type) commutation relations and use this to show that approximate symmetry operators can certify the degeneracy of the ground space even though they only approximately form a group. Importantly, the notions of "approximate" and "small" are all independent of the dimension of the ambient Hilbert space and depend only on the degeneracy in the ground space. Our analysis additionally holds for any gapped band of sufficiently small width in the excited spectrum of the Hamiltonian, and we discuss applications of these ideas to topological quantum phases of matter and topological quantum error correcting codes. Finally, in our analysis, we also provide an exponential improvement upon bounds concerning the existence of shared approximate eigenvectors of approximately commuting operators under an added normality constraint, which may be of independent interest.

  19. Hypotension Risk Prediction via Sequential Contrast Patterns of ICU Blood Pressure.

    Science.gov (United States)

    Ghosh, Shameek; Feng, Mengling; Nguyen, Hung; Li, Jinyan

    2016-09-01

    Acute hypotension is a significant risk factor for in-hospital mortality at intensive care units. Prolonged hypotension can cause tissue hypoperfusion, leading to cellular dysfunction and severe injuries to multiple organs. Prompt medical interventions are thus extremely important for dealing with acute hypotensive episodes (AHE). Population level prognostic scoring systems for risk stratification of patients are suboptimal in such scenarios. However, the design of an efficient risk prediction system can significantly help in the identification of critical care patients, who are at risk of developing an AHE within a future time span. Toward this objective, a pattern mining algorithm is employed to extract informative sequential contrast patterns from hemodynamic data, for the prediction of hypotensive episodes. The hypotensive and normotensive patient groups are extracted from the MIMIC-II critical care research database, following an appropriate clinical inclusion criteria. The proposed method consists of a data preprocessing step to convert the blood pressure time series into symbolic sequences, using a symbolic aggregate approximation algorithm. Then, distinguishing subsequences are identified using the sequential contrast mining algorithm. These subsequences are used to predict the occurrence of an AHE in a future time window separated by a user-defined gap interval. Results indicate that the method performs well in terms of the prediction performance as well as in the generation of sequential patterns of clinical significance. Hence, the novelty of sequential patterns is in their usefulness as potential physiological biomarkers for building optimal patient risk stratification systems and for further clinical investigation of interesting patterns in critical care patients.

  20. Approximating distributions from moments

    Science.gov (United States)

    Pawula, R. F.

    1987-11-01

    A method based upon Pearson-type approximations from statistics is developed for approximating a symmetric probability density function from its moments. The extended Fokker-Planck equation for non-Markov processes is shown to be the underlying foundation for the approximations. The approximation is shown to be exact for the beta probability density function. The applicability of the general method is illustrated by numerous pithy examples from linear and nonlinear filtering of both Markov and non-Markov dichotomous noise. New approximations are given for the probability density function in two cases in which exact solutions are unavailable, those of (i) the filter-limiter-filter problem and (ii) second-order Butterworth filtering of the random telegraph signal. The approximate results are compared with previously published Monte Carlo simulations in these two cases.

  1. Quantum Inequalities and Sequential Measurements

    International Nuclear Information System (INIS)

    Candelpergher, B.; Grandouz, T.; Rubinx, J.L.

    2011-01-01

    In this article, the peculiar context of sequential measurements is chosen in order to analyze the quantum specificity in the two most famous examples of Heisenberg and Bell inequalities: Results are found at some interesting variance with customary textbook materials, where the context of initial state re-initialization is described. A key-point of the analysis is the possibility of defining Joint Probability Distributions for sequential random variables associated to quantum operators. Within the sequential context, it is shown that Joint Probability Distributions can be defined in situations where not all of the quantum operators (corresponding to random variables) do commute two by two. (authors)

  2. CONTRIBUTIONS TO RATIONAL APPROXIMATION,

    Science.gov (United States)

    Some of the key results of linear Chebyshev approximation theory are extended to generalized rational functions. Prominent among these is Haar’s...linear theorem which yields necessary and sufficient conditions for uniqueness. Some new results in the classic field of rational function Chebyshev...Furthermore a Weierstrass type theorem is proven for rational Chebyshev approximation. A characterization theorem for rational trigonometric Chebyshev approximation in terms of sign alternation is developed. (Author)

  3. Approximation techniques for engineers

    CERN Document Server

    Komzsik, Louis

    2006-01-01

    Presenting numerous examples, algorithms, and industrial applications, Approximation Techniques for Engineers is your complete guide to the major techniques used in modern engineering practice. Whether you need approximations for discrete data of continuous functions, or you''re looking for approximate solutions to engineering problems, everything you need is nestled between the covers of this book. Now you can benefit from Louis Komzsik''s years of industrial experience to gain a working knowledge of a vast array of approximation techniques through this complete and self-contained resource.

  4. Quantum chromodynamics as the sequential fragmenting with inactivation

    International Nuclear Information System (INIS)

    Botet, R.

    1996-01-01

    We investigate the relation between the modified leading log approximation of the perturbative QCD and the sequential binary fragmentation process. We will show that in the absence of inactivation, this process is equivalent to the QCD gluodynamics. The inactivation term yields a precise prescription of how to include the hadronization in the QCD equations. (authors)

  5. Quantum chromodynamics as the sequential fragmenting with inactivation

    Energy Technology Data Exchange (ETDEWEB)

    Botet, R. [Paris-11 Univ., 91 - Orsay (France). Lab. de Physique des Solides; Ploszajczak, M. [Grand Accelerateur National d`Ions Lourds (GANIL), 14 - Caen (France)

    1996-12-31

    We investigate the relation between the modified leading log approximation of the perturbative QCD and the sequential binary fragmentation process. We will show that in the absence of inactivation, this process is equivalent to the QCD gluodynamics. The inactivation term yields a precise prescription of how to include the hadronization in the QCD equations. (authors). 15 refs.

  6. Piecewise linear approximation: application to control rod step counting in a nuclear reactor core and image contours characterization

    International Nuclear Information System (INIS)

    Kaoutar, M.

    1986-09-01

    After a survey of main algorithms for piecewise linear approximation, a new method is suggested. It consists of two stages: a sequential detection stage and an optimization stage, which derives from general dynamic clustering principle. It is applied to control rod step counting in a nuclear reactor core and images contours characterization. Another version of our method is presented. Its originality cames from the variability of the line segments number during iterations. A comparative study is made by comparing the results of the proposed method with of another methods already existing thereby it attests the efficiency and reliability of our method [fr

  7. Expectation Consistent Approximate Inference

    DEFF Research Database (Denmark)

    Opper, Manfred; Winther, Ole

    2005-01-01

    We propose a novel framework for approximations to intractable probabilistic models which is based on a free energy formulation. The approximation can be understood from replacing an average over the original intractable distribution with a tractable one. It requires two tractable probability dis...

  8. Ordered cones and approximation

    CERN Document Server

    Keimel, Klaus

    1992-01-01

    This book presents a unified approach to Korovkin-type approximation theorems. It includes classical material on the approximation of real-valuedfunctions as well as recent and new results on set-valued functions and stochastic processes, and on weighted approximation. The results are notonly of qualitative nature, but include quantitative bounds on the order of approximation. The book is addressed to researchers in functional analysis and approximation theory as well as to those that want to applythese methods in other fields. It is largely self- contained, but the readershould have a solid background in abstract functional analysis. The unified approach is based on a new notion of locally convex ordered cones that are not embeddable in vector spaces but allow Hahn-Banach type separation and extension theorems. This concept seems to be of independent interest.

  9. Sequentially pulsed traveling wave accelerator

    Science.gov (United States)

    Caporaso, George J [Livermore, CA; Nelson, Scott D [Patterson, CA; Poole, Brian R [Tracy, CA

    2009-08-18

    A sequentially pulsed traveling wave compact accelerator having two or more pulse forming lines each with a switch for producing a short acceleration pulse along a short length of a beam tube, and a trigger mechanism for sequentially triggering the switches so that a traveling axial electric field is produced along the beam tube in synchronism with an axially traversing pulsed beam of charged particles to serially impart energy to the particle beam.

  10. A parallel approximate string matching under Levenshtein distance on graphics processing units using warp-shuffle operations.

    Directory of Open Access Journals (Sweden)

    ThienLuan Ho

    Full Text Available Approximate string matching with k-differences has a number of practical applications, ranging from pattern recognition to computational biology. This paper proposes an efficient memory-access algorithm for parallel approximate string matching with k-differences on Graphics Processing Units (GPUs. In the proposed algorithm, all threads in the same GPUs warp share data using warp-shuffle operation instead of accessing the shared memory. Moreover, we implement the proposed algorithm by exploiting the memory structure of GPUs to optimize its performance. Experiment results for real DNA packages revealed that the performance of the proposed algorithm and its implementation archived up to 122.64 and 1.53 times compared to that of sequential algorithm on CPU and previous parallel approximate string matching algorithm on GPUs, respectively.

  11. Hepatobiliary sequential scintiscanning

    Energy Technology Data Exchange (ETDEWEB)

    Germann, G.; Hottenrott, C.; Maul, F.D.

    1985-01-04

    The duodeno-gastric reflux was evaluated in 33 patients following gastric surgery by functional hepato-biliary scintigraphy. In 16 of 26 patients with gastric resection a reflux was found. The Y-en-Roux and the retrocolic B II resection with Braun's Anastomosis showed the lowest incidence of reflux. The functional scintigraphy permits an objective diagnosis of reflux without provocation by diagnostic manipulations. The high percentage of accuracy in evaluating reflux recommends the scintigraphy as an optimal method in postoperative reflux control.

  12. Reliability-based trajectory optimization using nonintrusive polynomial chaos for Mars entry mission

    Science.gov (United States)

    Huang, Yuechen; Li, Haiyang

    2018-06-01

    This paper presents the reliability-based sequential optimization (RBSO) method to settle the trajectory optimization problem with parametric uncertainties in entry dynamics for Mars entry mission. First, the deterministic entry trajectory optimization model is reviewed, and then the reliability-based optimization model is formulated. In addition, the modified sequential optimization method, in which the nonintrusive polynomial chaos expansion (PCE) method and the most probable point (MPP) searching method are employed, is proposed to solve the reliability-based optimization problem efficiently. The nonintrusive PCE method contributes to the transformation between the stochastic optimization (SO) and the deterministic optimization (DO) and to the approximation of trajectory solution efficiently. The MPP method, which is used for assessing the reliability of constraints satisfaction only up to the necessary level, is employed to further improve the computational efficiency. The cycle including SO, reliability assessment and constraints update is repeated in the RBSO until the reliability requirements of constraints satisfaction are satisfied. Finally, the RBSO is compared with the traditional DO and the traditional sequential optimization based on Monte Carlo (MC) simulation in a specific Mars entry mission to demonstrate the effectiveness and the efficiency of the proposed method.

  13. Approximate and renormgroup symmetries

    Energy Technology Data Exchange (ETDEWEB)

    Ibragimov, Nail H. [Blekinge Institute of Technology, Karlskrona (Sweden). Dept. of Mathematics Science; Kovalev, Vladimir F. [Russian Academy of Sciences, Moscow (Russian Federation). Inst. of Mathematical Modeling

    2009-07-01

    ''Approximate and Renormgroup Symmetries'' deals with approximate transformation groups, symmetries of integro-differential equations and renormgroup symmetries. It includes a concise and self-contained introduction to basic concepts and methods of Lie group analysis, and provides an easy-to-follow introduction to the theory of approximate transformation groups and symmetries of integro-differential equations. The book is designed for specialists in nonlinear physics - mathematicians and non-mathematicians - interested in methods of applied group analysis for investigating nonlinear problems in physical science and engineering. (orig.)

  14. Approximate and renormgroup symmetries

    International Nuclear Information System (INIS)

    Ibragimov, Nail H.; Kovalev, Vladimir F.

    2009-01-01

    ''Approximate and Renormgroup Symmetries'' deals with approximate transformation groups, symmetries of integro-differential equations and renormgroup symmetries. It includes a concise and self-contained introduction to basic concepts and methods of Lie group analysis, and provides an easy-to-follow introduction to the theory of approximate transformation groups and symmetries of integro-differential equations. The book is designed for specialists in nonlinear physics - mathematicians and non-mathematicians - interested in methods of applied group analysis for investigating nonlinear problems in physical science and engineering. (orig.)

  15. General Rytov approximation.

    Science.gov (United States)

    Potvin, Guy

    2015-10-01

    We examine how the Rytov approximation describing log-amplitude and phase fluctuations of a wave propagating through weak uniform turbulence can be generalized to the case of turbulence with a large-scale nonuniform component. We show how the large-scale refractive index field creates Fermat rays using the path integral formulation for paraxial propagation. We then show how the second-order derivatives of the Fermat ray action affect the Rytov approximation, and we discuss how a numerical algorithm would model the general Rytov approximation.

  16. Rational approximation of vertical segments

    Science.gov (United States)

    Salazar Celis, Oliver; Cuyt, Annie; Verdonk, Brigitte

    2007-08-01

    In many applications, observations are prone to imprecise measurements. When constructing a model based on such data, an approximation rather than an interpolation approach is needed. Very often a least squares approximation is used. Here we follow a different approach. A natural way for dealing with uncertainty in the data is by means of an uncertainty interval. We assume that the uncertainty in the independent variables is negligible and that for each observation an uncertainty interval can be given which contains the (unknown) exact value. To approximate such data we look for functions which intersect all uncertainty intervals. In the past this problem has been studied for polynomials, or more generally for functions which are linear in the unknown coefficients. Here we study the problem for a particular class of functions which are nonlinear in the unknown coefficients, namely rational functions. We show how to reduce the problem to a quadratic programming problem with a strictly convex objective function, yielding a unique rational function which intersects all uncertainty intervals and satisfies some additional properties. Compared to rational least squares approximation which reduces to a nonlinear optimization problem where the objective function may have many local minima, this makes the new approach attractive.

  17. Mathematical analysis, approximation theory and their applications

    CERN Document Server

    Gupta, Vijay

    2016-01-01

    Designed for graduate students, researchers, and engineers in mathematics, optimization, and economics, this self-contained volume presents theory, methods, and applications in mathematical analysis and approximation theory. Specific topics include: approximation of functions by linear positive operators with applications to computer aided geometric design, numerical analysis, optimization theory, and solutions of differential equations. Recent and significant developments in approximation theory, special functions and q-calculus along with their applications to mathematics, engineering, and social sciences are discussed and analyzed. Each chapter enriches the understanding of current research problems and theories in pure and applied research.

  18. Geometric approximation algorithms

    CERN Document Server

    Har-Peled, Sariel

    2011-01-01

    Exact algorithms for dealing with geometric objects are complicated, hard to implement in practice, and slow. Over the last 20 years a theory of geometric approximation algorithms has emerged. These algorithms tend to be simple, fast, and more robust than their exact counterparts. This book is the first to cover geometric approximation algorithms in detail. In addition, more traditional computational geometry techniques that are widely used in developing such algorithms, like sampling, linear programming, etc., are also surveyed. Other topics covered include approximate nearest-neighbor search, shape approximation, coresets, dimension reduction, and embeddings. The topics covered are relatively independent and are supplemented by exercises. Close to 200 color figures are included in the text to illustrate proofs and ideas.

  19. INTOR cost approximation

    International Nuclear Information System (INIS)

    Knobloch, A.F.

    1980-01-01

    A simplified cost approximation for INTOR parameter sets in a narrow parameter range is shown. Plausible constraints permit the evaluation of the consequences of parameter variations on overall cost. (orig.) [de

  20. Approximate Inference for Wireless Communications

    DEFF Research Database (Denmark)

    Hansen, Morten

    This thesis investigates signal processing techniques for wireless communication receivers. The aim is to improve the performance or reduce the computationally complexity of these, where the primary focus area is cellular systems such as Global System for Mobile communications (GSM) (and extensions...... to the optimal one, which usually requires an unacceptable high complexity. Some of the treated approximate methods are based on QL-factorization of the channel matrix. In the work presented in this thesis it is proven how the QL-factorization of frequency-selective channels asymptotically provides the minimum...

  1. Approximation and Computation

    CERN Document Server

    Gautschi, Walter; Rassias, Themistocles M

    2011-01-01

    Approximation theory and numerical analysis are central to the creation of accurate computer simulations and mathematical models. Research in these areas can influence the computational techniques used in a variety of mathematical and computational sciences. This collection of contributed chapters, dedicated to renowned mathematician Gradimir V. Milovanovia, represent the recent work of experts in the fields of approximation theory and numerical analysis. These invited contributions describe new trends in these important areas of research including theoretic developments, new computational alg

  2. Properties of simultaneous and sequential two-nucleon transfer

    International Nuclear Information System (INIS)

    Pinkston, W.T.; Satchler, G.R.

    1982-01-01

    Approximate forms of the first- and second-order distorted-wave Born amplitudes are used to study the overall structure, particularly the selection rules, of the amplitudes for simultaneous and sequential transfer of two nucleons. The role of the spin-state assumed for the intermediate deuterons in sequential (t, p) reactions is stressed. The similarity of one-step and two-step amplitudes for (α, d) reactions is exhibited, and the consequent absence of any obvious J-dependence in their interference is noted. (orig.)

  3. Approximate kernel competitive learning.

    Science.gov (United States)

    Wu, Jian-Sheng; Zheng, Wei-Shi; Lai, Jian-Huang

    2015-03-01

    Kernel competitive learning has been successfully used to achieve robust clustering. However, kernel competitive learning (KCL) is not scalable for large scale data processing, because (1) it has to calculate and store the full kernel matrix that is too large to be calculated and kept in the memory and (2) it cannot be computed in parallel. In this paper we develop a framework of approximate kernel competitive learning for processing large scale dataset. The proposed framework consists of two parts. First, it derives an approximate kernel competitive learning (AKCL), which learns kernel competitive learning in a subspace via sampling. We provide solid theoretical analysis on why the proposed approximation modelling would work for kernel competitive learning, and furthermore, we show that the computational complexity of AKCL is largely reduced. Second, we propose a pseudo-parallelled approximate kernel competitive learning (PAKCL) based on a set-based kernel competitive learning strategy, which overcomes the obstacle of using parallel programming in kernel competitive learning and significantly accelerates the approximate kernel competitive learning for large scale clustering. The empirical evaluation on publicly available datasets shows that the proposed AKCL and PAKCL can perform comparably as KCL, with a large reduction on computational cost. Also, the proposed methods achieve more effective clustering performance in terms of clustering precision against related approximate clustering approaches. Copyright © 2014 Elsevier Ltd. All rights reserved.

  4. Estimation After a Group Sequential Trial.

    Science.gov (United States)

    Milanzi, Elasma; Molenberghs, Geert; Alonso, Ariel; Kenward, Michael G; Tsiatis, Anastasios A; Davidian, Marie; Verbeke, Geert

    2015-10-01

    Group sequential trials are one important instance of studies for which the sample size is not fixed a priori but rather takes one of a finite set of pre-specified values, dependent on the observed data. Much work has been devoted to the inferential consequences of this design feature. Molenberghs et al (2012) and Milanzi et al (2012) reviewed and extended the existing literature, focusing on a collection of seemingly disparate, but related, settings, namely completely random sample sizes, group sequential studies with deterministic and random stopping rules, incomplete data, and random cluster sizes. They showed that the ordinary sample average is a viable option for estimation following a group sequential trial, for a wide class of stopping rules and for random outcomes with a distribution in the exponential family. Their results are somewhat surprising in the sense that the sample average is not optimal, and further, there does not exist an optimal, or even, unbiased linear estimator. However, the sample average is asymptotically unbiased, both conditionally upon the observed sample size as well as marginalized over it. By exploiting ignorability they showed that the sample average is the conventional maximum likelihood estimator. They also showed that a conditional maximum likelihood estimator is finite sample unbiased, but is less efficient than the sample average and has the larger mean squared error. Asymptotically, the sample average and the conditional maximum likelihood estimator are equivalent. This previous work is restricted, however, to the situation in which the the random sample size can take only two values, N = n or N = 2 n . In this paper, we consider the more practically useful setting of sample sizes in a the finite set { n 1 , n 2 , …, n L }. It is shown that the sample average is then a justifiable estimator , in the sense that it follows from joint likelihood estimation, and it is consistent and asymptotically unbiased. We also show why

  5. Remarks on sequential designs in risk assessment

    International Nuclear Information System (INIS)

    Seidenfeld, T.

    1982-01-01

    The special merits of sequential designs are reviewed in light of particular challenges that attend risk assessment for human population. The kinds of ''statistical inference'' are distinguished and the problem of design which is pursued is the clash between Neyman-Pearson and Bayesian programs of sequential design. The value of sequential designs is discussed and the Neyman-Pearson vs. Bayesian sequential designs are probed in particular. Finally, warnings with sequential designs are considered, especially in relation to utilitarianism

  6. The pursuit of balance in sequential randomized trials

    Directory of Open Access Journals (Sweden)

    Raymond P. Guiteras

    2016-06-01

    Full Text Available In many randomized trials, subjects enter the sample sequentially. Because the covariates for all units are not known in advance, standard methods of stratification do not apply. We describe and assess the method of DA-optimal sequential allocation (Atkinson, 1982 for balancing stratification covariates across treatment arms. We provide simulation evidence that the method can provide substantial improvements in precision over commonly employed alternatives. We also describe our experience implementing the method in a field trial of a clean water and handwashing intervention in Dhaka, Bangladesh, the first time the method has been used. We provide advice and software for future researchers.

  7. APPROXIMATIONS TO PERFORMANCE MEASURES IN QUEUING SYSTEMS

    Directory of Open Access Journals (Sweden)

    Kambo, N. S.

    2012-11-01

    Full Text Available Approximations to various performance measures in queuing systems have received considerable attention because these measures have wide applicability. In this paper we propose two methods to approximate the queuing characteristics of a GI/M/1 system. The first method is non-parametric in nature, using only the first three moments of the arrival distribution. The second method treads the known path of approximating the arrival distribution by a mixture of two exponential distributions by matching the first three moments. Numerical examples and optimal analysis of performance measures of GI/M/1 queues are provided to illustrate the efficacy of the methods, and are compared with benchmark approximations.

  8. On Covering Approximation Subspaces

    Directory of Open Access Journals (Sweden)

    Xun Ge

    2009-06-01

    Full Text Available Let (U';C' be a subspace of a covering approximation space (U;C and X⊂U'. In this paper, we show that and B'(X⊂B(X∩U'. Also, iff (U;C has Property Multiplication. Furthermore, some connections between outer (resp. inner definable subsets in (U;C and outer (resp. inner definable subsets in (U';C' are established. These results answer a question on covering approximation subspace posed by J. Li, and are helpful to obtain further applications of Pawlak rough set theory in pattern recognition and artificial intelligence.

  9. Optimal Sales Schemes for Network Goods

    DEFF Research Database (Denmark)

    Parakhonyak, Alexei; Vikander, Nick

    consumers simultaneously, serve them all sequentially, or employ any intermediate scheme. We show that the optimal sales scheme is purely sequential, where each consumer observes all previous sales before choosing whether to buy himself. A sequential scheme maximizes the amount of information available...

  10. Sequential versus simultaneous market delineation

    DEFF Research Database (Denmark)

    Haldrup, Niels; Møllgaard, Peter; Kastberg Nielsen, Claus

    2005-01-01

    and geographical markets. Using a unique data setfor prices of Norwegian and Scottish salmon, we propose a methodologyfor simultaneous market delineation and we demonstrate that comparedto a sequential approach conclusions will be reversed.JEL: C3, K21, L41, Q22Keywords: Relevant market, econometric delineation......Delineation of the relevant market forms a pivotal part of most antitrustcases. The standard approach is sequential. First the product marketis delineated, then the geographical market is defined. Demand andsupply substitution in both the product dimension and the geographicaldimension...

  11. Sequential logic analysis and synthesis

    CERN Document Server

    Cavanagh, Joseph

    2007-01-01

    Until now, there was no single resource for actual digital system design. Using both basic and advanced concepts, Sequential Logic: Analysis and Synthesis offers a thorough exposition of the analysis and synthesis of both synchronous and asynchronous sequential machines. With 25 years of experience in designing computing equipment, the author stresses the practical design of state machines. He clearly delineates each step of the structured and rigorous design principles that can be applied to practical applications. The book begins by reviewing the analysis of combinatorial logic and Boolean a

  12. On Convex Quadratic Approximation

    NARCIS (Netherlands)

    den Hertog, D.; de Klerk, E.; Roos, J.

    2000-01-01

    In this paper we prove the counterintuitive result that the quadratic least squares approximation of a multivariate convex function in a finite set of points is not necessarily convex, even though it is convex for a univariate convex function. This result has many consequences both for the field of

  13. Approximating The DCM

    DEFF Research Database (Denmark)

    Madsen, Rasmus Elsborg

    2005-01-01

    The Dirichlet compound multinomial (DCM), which has recently been shown to be well suited for modeling for word burstiness in documents, is here investigated. A number of conceptual explanations that account for these recent results, are provided. An exponential family approximation of the DCM...

  14. Approximation by Cylinder Surfaces

    DEFF Research Database (Denmark)

    Randrup, Thomas

    1997-01-01

    We present a new method for approximation of a given surface by a cylinder surface. It is a constructive geometric method, leading to a monorail representation of the cylinder surface. By use of a weighted Gaussian image of the given surface, we determine a projection plane. In the orthogonal...

  15. Multilevel sequential Monte-Carlo samplers

    KAUST Repository

    Jasra, Ajay

    2016-01-01

    Multilevel Monte-Carlo methods provide a powerful computational technique for reducing the computational cost of estimating expectations for a given computational effort. They are particularly relevant for computational problems when approximate distributions are determined via a resolution parameter h, with h=0 giving the theoretical exact distribution (e.g. SDEs or inverse problems with PDEs). The method provides a benefit by coupling samples from successive resolutions, and estimating differences of successive expectations. We develop a methodology that brings Sequential Monte-Carlo (SMC) algorithms within the framework of the Multilevel idea, as SMC provides a natural set-up for coupling samples over different resolutions. We prove that the new algorithm indeed preserves the benefits of the multilevel principle, even if samples at all resolutions are now correlated.

  16. Multilevel sequential Monte-Carlo samplers

    KAUST Repository

    Jasra, Ajay

    2016-01-05

    Multilevel Monte-Carlo methods provide a powerful computational technique for reducing the computational cost of estimating expectations for a given computational effort. They are particularly relevant for computational problems when approximate distributions are determined via a resolution parameter h, with h=0 giving the theoretical exact distribution (e.g. SDEs or inverse problems with PDEs). The method provides a benefit by coupling samples from successive resolutions, and estimating differences of successive expectations. We develop a methodology that brings Sequential Monte-Carlo (SMC) algorithms within the framework of the Multilevel idea, as SMC provides a natural set-up for coupling samples over different resolutions. We prove that the new algorithm indeed preserves the benefits of the multilevel principle, even if samples at all resolutions are now correlated.

  17. Comparison of Sequential and Variational Data Assimilation

    Science.gov (United States)

    Alvarado Montero, Rodolfo; Schwanenberg, Dirk; Weerts, Albrecht

    2017-04-01

    Data assimilation is a valuable tool to improve model state estimates by combining measured observations with model simulations. It has recently gained significant attention due to its potential in using remote sensing products to improve operational hydrological forecasts and for reanalysis purposes. This has been supported by the application of sequential techniques such as the Ensemble Kalman Filter which require no additional features within the modeling process, i.e. it can use arbitrary black-box models. Alternatively, variational techniques rely on optimization algorithms to minimize a pre-defined objective function. This function describes the trade-off between the amount of noise introduced into the system and the mismatch between simulated and observed variables. While sequential techniques have been commonly applied to hydrological processes, variational techniques are seldom used. In our believe, this is mainly attributed to the required computation of first order sensitivities by algorithmic differentiation techniques and related model enhancements, but also to lack of comparison between both techniques. We contribute to filling this gap and present the results from the assimilation of streamflow data in two basins located in Germany and Canada. The assimilation introduces noise to precipitation and temperature to produce better initial estimates of an HBV model. The results are computed for a hindcast period and assessed using lead time performance metrics. The study concludes with a discussion of the main features of each technique and their advantages/disadvantages in hydrological applications.

  18. Sequential determination of important ecotoxic radionuclides in nuclear waste samples

    International Nuclear Information System (INIS)

    Bilohuscin, J.

    2016-01-01

    In the dissertation thesis we focused on the development and optimization of a sequential determination method for radionuclides 93 Zr, 94 Nb, 99 Tc and 126 Sn, employing extraction chromatography sorbents TEVA (R) Resin and Anion Exchange Resin, supplied by Eichrom Industries. Prior to the attestation of sequential separation of these proposed radionuclides from radioactive waste samples, a unique sequential procedure of 90 Sr, 239 Pu, 241 Am separation from urine matrices was tried, using molecular recognition sorbents of AnaLig (R) series and extraction chromatography sorbent DGA (R) Resin. On these experiments, four various sorbents were continually used for separation, including PreFilter Resin sorbent, which removes interfering organic materials present in raw urine. After the acquisition of positive results of this sequential procedure followed experiments with a 126 Sn separation using TEVA (R) Resin and Anion Exchange Resin sorbents. Radiochemical recoveries obtained from samples of radioactive evaporate concentrates and sludge showed high efficiency of the separation, while values of 126 Sn were under the minimum detectable activities MDA. Activity of 126 Sn was determined after ingrowth of daughter nuclide 126m Sb on HPGe gamma detector, with minimal contamination of gamma interfering radionuclides with decontamination factors (D f ) higher then 1400 for 60 Co and 47000 for 137 Cs. Based on the acquired experiments and results of these separation procedures, a complex method of sequential separation of 93 Zr, 94 Nb, 99 Tc and 126 Sn was proposed, which included optimization steps similar to those used in previous parts of the dissertation work. Application of the sequential separation method for sorbents TEVA (R) Resin and Anion Exchange Resin on real samples of radioactive wastes provided satisfactory results and an economical, time sparing, efficient method. (author)

  19. Evaluation Using Sequential Trials Methods.

    Science.gov (United States)

    Cohen, Mark E.; Ralls, Stephen A.

    1986-01-01

    Although dental school faculty as well as practitioners are interested in evaluating products and procedures used in clinical practice, research design and statistical analysis can sometimes pose problems. Sequential trials methods provide an analytical structure that is both easy to use and statistically valid. (Author/MLW)

  20. Attack Trees with Sequential Conjunction

    NARCIS (Netherlands)

    Jhawar, Ravi; Kordy, Barbara; Mauw, Sjouke; Radomirović, Sasa; Trujillo-Rasua, Rolando

    2015-01-01

    We provide the first formal foundation of SAND attack trees which are a popular extension of the well-known attack trees. The SAND at- tack tree formalism increases the expressivity of attack trees by intro- ducing the sequential conjunctive operator SAND. This operator enables the modeling of

  1. Prestack traveltime approximations

    KAUST Repository

    Alkhalifah, Tariq Ali

    2011-01-01

    Most prestack traveltime relations we tend work with are based on homogeneous (or semi-homogenous, possibly effective) media approximations. This includes the multi-focusing or double square-root (DSR) and the common reflection stack (CRS) equations. Using the DSR equation, I analyze the associated eikonal form in the general source-receiver domain. Like its wave-equation counterpart, it suffers from a critical singularity for horizontally traveling waves. As a result, I derive expansion based solutions of this eikonal based on polynomial expansions in terms of the reflection and dip angles in a generally inhomogenous background medium. These approximate solutions are free of singularities and can be used to estimate travetimes for small to moderate offsets (or reflection angles) in a generally inhomogeneous medium. A Marmousi example demonstrates the usefulness of the approach. © 2011 Society of Exploration Geophysicists.

  2. Topology, calculus and approximation

    CERN Document Server

    Komornik, Vilmos

    2017-01-01

    Presenting basic results of topology, calculus of several variables, and approximation theory which are rarely treated in a single volume, this textbook includes several beautiful, but almost forgotten, classical theorems of Descartes, Erdős, Fejér, Stieltjes, and Turán. The exposition style of Topology, Calculus and Approximation follows the Hungarian mathematical tradition of Paul Erdős and others. In the first part, the classical results of Alexandroff, Cantor, Hausdorff, Helly, Peano, Radon, Tietze and Urysohn illustrate the theories of metric, topological and normed spaces. Following this, the general framework of normed spaces and Carathéodory's definition of the derivative are shown to simplify the statement and proof of various theorems in calculus and ordinary differential equations. The third and final part is devoted to interpolation, orthogonal polynomials, numerical integration, asymptotic expansions and the numerical solution of algebraic and differential equations. Students of both pure an...

  3. Approximate Bayesian recursive estimation

    Czech Academy of Sciences Publication Activity Database

    Kárný, Miroslav

    2014-01-01

    Roč. 285, č. 1 (2014), s. 100-111 ISSN 0020-0255 R&D Projects: GA ČR GA13-13502S Institutional support: RVO:67985556 Keywords : Approximate parameter estimation * Bayesian recursive estimation * Kullback–Leibler divergence * Forgetting Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 4.038, year: 2014 http://library.utia.cas.cz/separaty/2014/AS/karny-0425539.pdf

  4. Approximating Preemptive Stochastic Scheduling

    OpenAIRE

    Megow Nicole; Vredeveld Tjark

    2009-01-01

    We present constant approximative policies for preemptive stochastic scheduling. We derive policies with a guaranteed performance ratio of 2 for scheduling jobs with release dates on identical parallel machines subject to minimizing the sum of weighted completion times. Our policies as well as their analysis apply also to the recently introduced more general model of stochastic online scheduling. The performance guarantee we give matches the best result known for the corresponding determinist...

  5. Optimal decision making on the basis of evidence represented in spike trains.

    Science.gov (United States)

    Zhang, Jiaxiang; Bogacz, Rafal

    2010-05-01

    Experimental data indicate that perceptual decision making involves integration of sensory evidence in certain cortical areas. Theoretical studies have proposed that the computation in neural decision circuits approximates statistically optimal decision procedures (e.g., sequential probability ratio test) that maximize the reward rate in sequential choice tasks. However, these previous studies assumed that the sensory evidence was represented by continuous values from gaussian distributions with the same variance across alternatives. In this article, we make a more realistic assumption that sensory evidence is represented in spike trains described by the Poisson processes, which naturally satisfy the mean-variance relationship observed in sensory neurons. We show that for such a representation, the neural circuits involving cortical integrators and basal ganglia can approximate the optimal decision procedures for two and multiple alternative choice tasks.

  6. Adaptive finite element method for shape optimization

    KAUST Repository

    Morin, Pedro; Nochetto, Ricardo H.; Pauletti, Miguel S.; Verani, Marco

    2012-01-01

    We examine shape optimization problems in the context of inexact sequential quadratic programming. Inexactness is a consequence of using adaptive finite element methods (AFEM) to approximate the state and adjoint equations (via the dual weighted residual method), update the boundary, and compute the geometric functional. We present a novel algorithm that equidistributes the errors due to shape optimization and discretization, thereby leading to coarse resolution in the early stages and fine resolution upon convergence, and thus optimizing the computational effort. We discuss the ability of the algorithm to detect whether or not geometric singularities such as corners are genuine to the problem or simply due to lack of resolution - a new paradigm in adaptivity. © EDP Sciences, SMAI, 2012.

  7. Adaptive finite element method for shape optimization

    KAUST Repository

    Morin, Pedro

    2012-01-16

    We examine shape optimization problems in the context of inexact sequential quadratic programming. Inexactness is a consequence of using adaptive finite element methods (AFEM) to approximate the state and adjoint equations (via the dual weighted residual method), update the boundary, and compute the geometric functional. We present a novel algorithm that equidistributes the errors due to shape optimization and discretization, thereby leading to coarse resolution in the early stages and fine resolution upon convergence, and thus optimizing the computational effort. We discuss the ability of the algorithm to detect whether or not geometric singularities such as corners are genuine to the problem or simply due to lack of resolution - a new paradigm in adaptivity. © EDP Sciences, SMAI, 2012.

  8. Sequential Therapy in Metastatic Renal Cell Carcinoma

    Directory of Open Access Journals (Sweden)

    Bradford R Hirsch

    2016-04-01

    Full Text Available The treatment of metastatic renal cell carcinoma (mRCC has changed dramatically in the past decade. As the number of available agents, and related volume of research, has grown, it is increasingly complex to know how to optimally treat patients. The authors are practicing medical oncologists at the US Oncology Network, the largest community-based network of oncology providers in the country, and represent the leadership of the Network's Genitourinary Research Committee. We outline our thought process in approaching sequential therapy of mRCC and the use of real-world data to inform our approach. We also highlight the evolving literature that will impact practicing oncologists in the near future.

  9. Optimization algorithms and applications

    CERN Document Server

    Arora, Rajesh Kumar

    2015-01-01

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

  10. Cyclic approximation to stasis

    Directory of Open Access Journals (Sweden)

    Stewart D. Johnson

    2009-06-01

    Full Text Available Neighborhoods of points in $mathbb{R}^n$ where a positive linear combination of $C^1$ vector fields sum to zero contain, generically, cyclic trajectories that switch between the vector fields. Such points are called stasis points, and the approximating switching cycle can be chosen so that the timing of the switches exactly matches the positive linear weighting. In the case of two vector fields, the stasis points form one-dimensional $C^1$ manifolds containing nearby families of two-cycles. The generic case of two flows in $mathbb{R}^3$ can be diffeomorphed to a standard form with cubic curves as trajectories.

  11. On the WKBJ approximation

    International Nuclear Information System (INIS)

    El Sawi, M.

    1983-07-01

    A simple approach employing properties of solutions of differential equations is adopted to derive an appropriate extension of the WKBJ method. Some of the earlier techniques that are commonly in use are unified, whereby the general approximate solution to a second-order homogeneous linear differential equation is presented in a standard form that is valid for all orders. In comparison to other methods, the present one is shown to be leading in the order of iteration, and thus possibly has the ability of accelerating the convergence of the solution. The method is also extended for the solution of inhomogeneous equations. (author)

  12. The relaxation time approximation

    International Nuclear Information System (INIS)

    Gairola, R.P.; Indu, B.D.

    1991-01-01

    A plausible approximation has been made to estimate the relaxation time from a knowledge of the transition probability of phonons from one state (r vector, q vector) to other state (r' vector, q' vector), as a result of collision. The relaxation time, thus obtained, shows a strong dependence on temperature and weak dependence on the wave vector. In view of this dependence, relaxation time has been expressed in terms of a temperature Taylor's series in the first Brillouin zone. Consequently, a simple model for estimating the thermal conductivity is suggested. the calculations become much easier than the Callaway model. (author). 14 refs

  13. Polynomial approximation on polytopes

    CERN Document Server

    Totik, Vilmos

    2014-01-01

    Polynomial approximation on convex polytopes in \\mathbf{R}^d is considered in uniform and L^p-norms. For an appropriate modulus of smoothness matching direct and converse estimates are proven. In the L^p-case so called strong direct and converse results are also verified. The equivalence of the moduli of smoothness with an appropriate K-functional follows as a consequence. The results solve a problem that was left open since the mid 1980s when some of the present findings were established for special, so-called simple polytopes.

  14. Finite elements and approximation

    CERN Document Server

    Zienkiewicz, O C

    2006-01-01

    A powerful tool for the approximate solution of differential equations, the finite element is extensively used in industry and research. This book offers students of engineering and physics a comprehensive view of the principles involved, with numerous illustrative examples and exercises.Starting with continuum boundary value problems and the need for numerical discretization, the text examines finite difference methods, weighted residual methods in the context of continuous trial functions, and piecewise defined trial functions and the finite element method. Additional topics include higher o

  15. Multi-agent sequential hypothesis testing

    KAUST Repository

    Kim, Kwang-Ki K.; Shamma, Jeff S.

    2014-01-01

    incorporate costs of taking private/public measurements, costs of time-difference and disagreement in actions of agents, and costs of false declaration/choices in the sequential hypothesis testing. The corresponding sequential decision processes have well

  16. Approximate Bayesian computation.

    Directory of Open Access Journals (Sweden)

    Mikael Sunnåker

    Full Text Available Approximate Bayesian computation (ABC constitutes a class of computational methods rooted in Bayesian statistics. In all model-based statistical inference, the likelihood function is of central importance, since it expresses the probability of the observed data under a particular statistical model, and thus quantifies the support data lend to particular values of parameters and to choices among different models. For simple models, an analytical formula for the likelihood function can typically be derived. However, for more complex models, an analytical formula might be elusive or the likelihood function might be computationally very costly to evaluate. ABC methods bypass the evaluation of the likelihood function. In this way, ABC methods widen the realm of models for which statistical inference can be considered. ABC methods are mathematically well-founded, but they inevitably make assumptions and approximations whose impact needs to be carefully assessed. Furthermore, the wider application domain of ABC exacerbates the challenges of parameter estimation and model selection. ABC has rapidly gained popularity over the last years and in particular for the analysis of complex problems arising in biological sciences (e.g., in population genetics, ecology, epidemiology, and systems biology.

  17. Robustness of the Sequential Lineup Advantage

    Science.gov (United States)

    Gronlund, Scott D.; Carlson, Curt A.; Dailey, Sarah B.; Goodsell, Charles A.

    2009-01-01

    A growing movement in the United States and around the world involves promoting the advantages of conducting an eyewitness lineup in a sequential manner. We conducted a large study (N = 2,529) that included 24 comparisons of sequential versus simultaneous lineups. A liberal statistical criterion revealed only 2 significant sequential lineup…

  18. Sequential Probability Ration Tests : Conservative and Robust

    NARCIS (Netherlands)

    Kleijnen, J.P.C.; Shi, Wen

    2017-01-01

    In practice, most computers generate simulation outputs sequentially, so it is attractive to analyze these outputs through sequential statistical methods such as sequential probability ratio tests (SPRTs). We investigate several SPRTs for choosing between two hypothesized values for the mean output

  19. Random sequential adsorption of cubes

    Science.gov (United States)

    Cieśla, Michał; Kubala, Piotr

    2018-01-01

    Random packings built of cubes are studied numerically using a random sequential adsorption algorithm. To compare the obtained results with previous reports, three different models of cube orientation sampling were used. Also, three different cube-cube intersection algorithms were tested to find the most efficient one. The study focuses on the mean saturated packing fraction as well as kinetics of packing growth. Microstructural properties of packings were analyzed using density autocorrelation function.

  20. Sequential and parallel image restoration: neural network implementations.

    Science.gov (United States)

    Figueiredo, M T; Leitao, J N

    1994-01-01

    Sequential and parallel image restoration algorithms and their implementations on neural networks are proposed. For images degraded by linear blur and contaminated by additive white Gaussian noise, maximum a posteriori (MAP) estimation and regularization theory lead to the same high dimension convex optimization problem. The commonly adopted strategy (in using neural networks for image restoration) is to map the objective function of the optimization problem into the energy of a predefined network, taking advantage of its energy minimization properties. Departing from this approach, we propose neural implementations of iterative minimization algorithms which are first proved to converge. The developed schemes are based on modified Hopfield (1985) networks of graded elements, with both sequential and parallel updating schedules. An algorithm supported on a fully standard Hopfield network (binary elements and zero autoconnections) is also considered. Robustness with respect to finite numerical precision is studied, and examples with real images are presented.

  1. The random phase approximation

    International Nuclear Information System (INIS)

    Schuck, P.

    1985-01-01

    RPA is the adequate theory to describe vibrations of the nucleus of very small amplitudes. These vibrations can either be forced by an external electromagnetic field or can be eigenmodes of the nucleus. In a one dimensional analogue the potential corresponding to such eigenmodes of very small amplitude should be rather stiff otherwise the motion risks to be a large amplitude one and to enter a region where the approximation is not valid. This means that nuclei which are supposedly well described by RPA must have a very stable groundstate configuration (must e.g. be very stiff against deformation). This is usually the case for doubly magic nuclei or close to magic nuclei which are in the middle of proton and neutron shells which develop a very stable groundstate deformation; we take the deformation as an example but there are many other possible degrees of freedom as, for example, compression modes, isovector degrees of freedom, spin degrees of freedom, and many more

  2. The quasilocalized charge approximation

    International Nuclear Information System (INIS)

    Kalman, G J; Golden, K I; Donko, Z; Hartmann, P

    2005-01-01

    The quasilocalized charge approximation (QLCA) has been used for some time as a formalism for the calculation of the dielectric response and for determining the collective mode dispersion in strongly coupled Coulomb and Yukawa liquids. The approach is based on a microscopic model in which the charges are quasilocalized on a short-time scale in local potential fluctuations. We review the conceptual basis and theoretical structure of the QLC approach and together with recent results from molecular dynamics simulations that corroborate and quantify the theoretical concepts. We also summarize the major applications of the QLCA to various physical systems, combined with the corresponding results of the molecular dynamics simulations and point out the general agreement and instances of disagreement between the two

  3. Sequential Triangle Strip Generator based on Hopfield Networks

    Czech Academy of Sciences Publication Activity Database

    Šíma, Jiří; Lněnička, Radim

    2009-01-01

    Roč. 21, č. 2 (2009), s. 583-617 ISSN 0899-7667 R&D Projects: GA MŠk(CZ) 1M0545; GA AV ČR 1ET100300517; GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10300504; CEZ:AV0Z10750506 Keywords : sequential triangle strip * combinatorial optimization * Hopfield network * minimum energy * simulated annealing Subject RIV: IN - Informatics, Computer Science Impact factor: 2.175, year: 2009

  4. Hierarchical matrix approximation of large covariance matrices

    KAUST Repository

    Litvinenko, Alexander; Genton, Marc G.; Sun, Ying

    2015-01-01

    We approximate large non-structured Matérn covariance matrices of size n×n in the H-matrix format with a log-linear computational cost and storage O(kn log n), where rank k ≪ n is a small integer. Applications are: spatial statistics, machine learning and image analysis, kriging and optimal design.

  5. Hierarchical matrix approximation of large covariance matrices

    KAUST Repository

    Litvinenko, Alexander

    2015-11-30

    We approximate large non-structured Matérn covariance matrices of size n×n in the H-matrix format with a log-linear computational cost and storage O(kn log n), where rank k ≪ n is a small integer. Applications are: spatial statistics, machine learning and image analysis, kriging and optimal design.

  6. Multilevel weighted least squares polynomial approximation

    KAUST Repository

    Haji-Ali, Abdul-Lateef

    2017-06-30

    Weighted least squares polynomial approximation uses random samples to determine projections of functions onto spaces of polynomials. It has been shown that, using an optimal distribution of sample locations, the number of samples required to achieve quasi-optimal approximation in a given polynomial subspace scales, up to a logarithmic factor, linearly in the dimension of this space. However, in many applications, the computation of samples includes a numerical discretization error. Thus, obtaining polynomial approximations with a single level method can become prohibitively expensive, as it requires a sufficiently large number of samples, each computed with a sufficiently small discretization error. As a solution to this problem, we propose a multilevel method that utilizes samples computed with different accuracies and is able to match the accuracy of single-level approximations with reduced computational cost. We derive complexity bounds under certain assumptions about polynomial approximability and sample work. Furthermore, we propose an adaptive algorithm for situations where such assumptions cannot be verified a priori. Finally, we provide an efficient algorithm for the sampling from optimal distributions and an analysis of computationally favorable alternative distributions. Numerical experiments underscore the practical applicability of our method.

  7. DiceKriging, DiceOptim: Two R Packages for the Analysis of Computer Experiments by Kriging-Based Metamodeling and Optimization

    Directory of Open Access Journals (Sweden)

    Olivier Roustant

    2012-10-01

    Full Text Available We present two recently released R packages, DiceKriging and DiceOptim, for the approximation and the optimization of expensive-to-evaluate deterministic functions. Following a self-contained mini tutorial on Kriging-based approximation and optimization, the functionalities of both packages are detailed and demonstrated in two distinct sections. In particular, the versatility of DiceKriging with respect to trend and noise specifications, covariance parameter estimation, as well as conditional and unconditional simulations are illustrated on the basis of several reproducible numerical experiments. We then put to the fore the implementation of sequential and parallel optimization strategies relying on the expected improvement criterion on the occasion of DiceOptim’s presentation. An appendix is dedicated to complementary mathematical and computational details.

  8. Approximate quantum Markov chains

    CERN Document Server

    Sutter, David

    2018-01-01

    This book is an introduction to quantum Markov chains and explains how this concept is connected to the question of how well a lost quantum mechanical system can be recovered from a correlated subsystem. To achieve this goal, we strengthen the data-processing inequality such that it reveals a statement about the reconstruction of lost information. The main difficulty in order to understand the behavior of quantum Markov chains arises from the fact that quantum mechanical operators do not commute in general. As a result we start by explaining two techniques of how to deal with non-commuting matrices: the spectral pinching method and complex interpolation theory. Once the reader is familiar with these techniques a novel inequality is presented that extends the celebrated Golden-Thompson inequality to arbitrarily many matrices. This inequality is the key ingredient in understanding approximate quantum Markov chains and it answers a question from matrix analysis that was open since 1973, i.e., if Lieb's triple ma...

  9. Prestack traveltime approximations

    KAUST Repository

    Alkhalifah, Tariq Ali

    2012-05-01

    Many of the explicit prestack traveltime relations used in practice are based on homogeneous (or semi-homogenous, possibly effective) media approximations. This includes the multifocusing, based on the double square-root (DSR) equation, and the common reflection stack (CRS) approaches. Using the DSR equation, I constructed the associated eikonal form in the general source-receiver domain. Like its wave-equation counterpart, it suffers from a critical singularity for horizontally traveling waves. As a result, I recasted the eikonal in terms of the reflection angle, and thus, derived expansion based solutions of this eikonal in terms of the difference between the source and receiver velocities in a generally inhomogenous background medium. The zero-order term solution, corresponding to ignoring the lateral velocity variation in estimating the prestack part, is free of singularities and can be used to estimate traveltimes for small to moderate offsets (or reflection angles) in a generally inhomogeneous medium. The higher-order terms include limitations for horizontally traveling waves, however, we can readily enforce stability constraints to avoid such singularities. In fact, another expansion over reflection angle can help us avoid these singularities by requiring the source and receiver velocities to be different. On the other hand, expansions in terms of reflection angles result in singularity free equations. For a homogenous background medium, as a test, the solutions are reasonably accurate to large reflection and dip angles. A Marmousi example demonstrated the usefulness and versatility of the formulation. © 2012 Society of Exploration Geophysicists.

  10. Low Rank Approximation Algorithms, Implementation, Applications

    CERN Document Server

    Markovsky, Ivan

    2012-01-01

    Matrix low-rank approximation is intimately related to data modelling; a problem that arises frequently in many different fields. Low Rank Approximation: Algorithms, Implementation, Applications is a comprehensive exposition of the theory, algorithms, and applications of structured low-rank approximation. Local optimization methods and effective suboptimal convex relaxations for Toeplitz, Hankel, and Sylvester structured problems are presented. A major part of the text is devoted to application of the theory. Applications described include: system and control theory: approximate realization, model reduction, output error, and errors-in-variables identification; signal processing: harmonic retrieval, sum-of-damped exponentials, finite impulse response modeling, and array processing; machine learning: multidimensional scaling and recommender system; computer vision: algebraic curve fitting and fundamental matrix estimation; bioinformatics for microarray data analysis; chemometrics for multivariate calibration; ...

  11. Methods of Fourier analysis and approximation theory

    CERN Document Server

    Tikhonov, Sergey

    2016-01-01

    Different facets of interplay between harmonic analysis and approximation theory are covered in this volume. The topics included are Fourier analysis, function spaces, optimization theory, partial differential equations, and their links to modern developments in the approximation theory. The articles of this collection were originated from two events. The first event took place during the 9th ISAAC Congress in Krakow, Poland, 5th-9th August 2013, at the section “Approximation Theory and Fourier Analysis”. The second event was the conference on Fourier Analysis and Approximation Theory in the Centre de Recerca Matemàtica (CRM), Barcelona, during 4th-8th November 2013, organized by the editors of this volume. All articles selected to be part of this collection were carefully reviewed.

  12. Self-similar factor approximants

    International Nuclear Information System (INIS)

    Gluzman, S.; Yukalov, V.I.; Sornette, D.

    2003-01-01

    The problem of reconstructing functions from their asymptotic expansions in powers of a small variable is addressed by deriving an improved type of approximants. The derivation is based on the self-similar approximation theory, which presents the passage from one approximant to another as the motion realized by a dynamical system with the property of group self-similarity. The derived approximants, because of their form, are called self-similar factor approximants. These complement the obtained earlier self-similar exponential approximants and self-similar root approximants. The specific feature of self-similar factor approximants is that their control functions, providing convergence of the computational algorithm, are completely defined from the accuracy-through-order conditions. These approximants contain the Pade approximants as a particular case, and in some limit they can be reduced to the self-similar exponential approximants previously introduced by two of us. It is proved that the self-similar factor approximants are able to reproduce exactly a wide class of functions, which include a variety of nonalgebraic functions. For other functions, not pertaining to this exactly reproducible class, the factor approximants provide very accurate approximations, whose accuracy surpasses significantly that of the most accurate Pade approximants. This is illustrated by a number of examples showing the generality and accuracy of the factor approximants even when conventional techniques meet serious difficulties

  13. Adaptive kernels in approximate filtering of state-space models

    Czech Academy of Sciences Publication Activity Database

    Dedecius, Kamil

    2017-01-01

    Roč. 31, č. 6 (2017), s. 938-952 ISSN 0890-6327 R&D Projects: GA ČR(CZ) GP14-06678P Institutional support: RVO:67985556 Keywords : filtering * nonlinear filters * Bayesian filtering * sequential Monte Carlo * approximate filtering Subject RIV: BB - Applied Statistics, Operational Research OBOR OECD: Statistics and probability Impact factor: 1.708, year: 2016 http://library.utia.cs.cz/separaty/2016/AS/dedecius-0466448.pdf

  14. Sequential series for nuclear reactions

    International Nuclear Information System (INIS)

    Izumo, Ko

    1975-01-01

    A new time-dependent treatment of nuclear reactions is given, in which the wave function of compound nucleus is expanded by a sequential series of the reaction processes. The wave functions of the sequential series form another complete set of compound nucleus at the limit Δt→0. It is pointed out that the wave function is characterized by the quantities: the number of degrees of freedom of motion n, the period of the motion (Poincare cycle) tsub(n), the delay time t sub(nμ) and the relaxation time tausub(n) to the equilibrium of compound nucleus, instead of the usual quantum number lambda, the energy eigenvalue Esub(lambda) and the total width GAMMAsub(lambda) of resonance levels, respectively. The transition matrix elements and the yields of nuclear reactions also become the functions of time given by the Fourier transform of the usual ones. The Poincare cycles of compound nuclei are compared with the observed correlations among resonance levels, which are about 10 -17 --10 -16 sec for medium and heavy nuclei and about 10 -20 sec for the intermediate resonances. (auth.)

  15. Variational Gaussian approximation for Poisson data

    Science.gov (United States)

    Arridge, Simon R.; Ito, Kazufumi; Jin, Bangti; Zhang, Chen

    2018-02-01

    The Poisson model is frequently employed to describe count data, but in a Bayesian context it leads to an analytically intractable posterior probability distribution. In this work, we analyze a variational Gaussian approximation to the posterior distribution arising from the Poisson model with a Gaussian prior. This is achieved by seeking an optimal Gaussian distribution minimizing the Kullback-Leibler divergence from the posterior distribution to the approximation, or equivalently maximizing the lower bound for the model evidence. We derive an explicit expression for the lower bound, and show the existence and uniqueness of the optimal Gaussian approximation. The lower bound functional can be viewed as a variant of classical Tikhonov regularization that penalizes also the covariance. Then we develop an efficient alternating direction maximization algorithm for solving the optimization problem, and analyze its convergence. We discuss strategies for reducing the computational complexity via low rank structure of the forward operator and the sparsity of the covariance. Further, as an application of the lower bound, we discuss hierarchical Bayesian modeling for selecting the hyperparameter in the prior distribution, and propose a monotonically convergent algorithm for determining the hyperparameter. We present extensive numerical experiments to illustrate the Gaussian approximation and the algorithms.

  16. Moving mesh generation with a sequential approach for solving PDEs

    DEFF Research Database (Denmark)

    In moving mesh methods, physical PDEs and a mesh equation derived from equidistribution of an error metrics (so-called the monitor function) are simultaneously solved and meshes are dynamically concentrated on steep regions (Lim et al., 2001). However, the simultaneous solution procedure...... a simple and robust moving mesh algorithm in one or multidimension. In this study, we propose a sequential solution procedure including two separate parts: prediction step to obtain an approximate solution to a next time level (integration of physical PDEs) and regriding step at the next time level (mesh...... generation and solution interpolation). Convection terms, which appear in physical PDEs and a mesh equation, are discretized by a WENO (Weighted Essentially Non-Oscillatory) scheme under the consrvative form. This sequential approach is to keep the advantages of robustness and simplicity for the static...

  17. Sequentially generated states for the study of two dimensional systems

    Energy Technology Data Exchange (ETDEWEB)

    Banuls, Mari-Carmen; Cirac, J. Ignacio [Max-Planck-Institut fuer Quantenoptik, Garching (Germany); Perez-Garcia, David [Depto. Analisis Matematico, Universidad Complutense de Madrid (Spain); Wolf, Michael M. [Niels Bohr Institut, Copenhagen (Denmark); Verstraete, Frank [Fakultaet fuer Physik, Universitaet Wien (Austria)

    2009-07-01

    The family of Matrix Product States represents a powerful tool for the study of physical one-dimensional quantum many-body systems, such as spin chains. Besides, Matrix Product States can be defined as the family of quantum states that can be sequentially generated in a one-dimensional system. We have introduced a new family of states which extends this sequential definition to two dimensions. Like in Matrix Product States, expectation values of few body observables can be efficiently evaluated and, for the case of translationally invariant systems, the correlation functions decay exponentially with the distance. We show that such states are a subclass of Projected Entangled Pair States and investigate their suitability for approximating the ground states of local Hamiltonians.

  18. Safeguarding a Lunar Rover with Wald's Sequential Probability Ratio Test

    Science.gov (United States)

    Furlong, Michael; Dille, Michael; Wong, Uland; Nefian, Ara

    2016-01-01

    The virtual bumper is a safeguarding mechanism for autonomous and remotely operated robots. In this paper we take a new approach to the virtual bumper system by using an old statistical test. By using a modified version of Wald's sequential probability ratio test we demonstrate that we can reduce the number of false positive reported by the virtual bumper, thereby saving valuable mission time. We use the concept of sequential probability ratio to control vehicle speed in the presence of possible obstacles in order to increase certainty about whether or not obstacles are present. Our new algorithm reduces the chances of collision by approximately 98 relative to traditional virtual bumper safeguarding without speed control.

  19. Evaluation of uranium and arsenic retention by soil from a low level radioactive waste management site using sequential extraction

    International Nuclear Information System (INIS)

    Evans, G.J.; Dhoum, R.T.

    1998-01-01

    The European Communities Bureau of Reference (BCR) and Chunguo sequential extraction procedures were employed to evaluate the retention of U and As by a soil contaminated with low level radioactive waste. Modifications were made to both procedures to optimize the measurement of soil and extractant samples using epithermal neutron activation analysis. Based on the BCR procedure, approximately 20% of the U appeared to be bound to the carbonate fraction, 10% to the mineral oxide fraction and 20% to the organic fraction. In the case of As, the majority was strongly bound in the residue fraction. The results obtained with the Chunguo procedure supported these conclusions to some extent, in that the majority of the U and As was found to be strongly bound to the soil in a manner consistent with its presence in the residue fraction. (Copyright (c) 1998 Elsevier Science B.V., Amsterdam. All rights reserved.)

  20. Trajectory averaging for stochastic approximation MCMC algorithms

    KAUST Repository

    Liang, Faming

    2010-10-01

    The subject of stochastic approximation was founded by Robbins and Monro [Ann. Math. Statist. 22 (1951) 400-407]. After five decades of continual development, it has developed into an important area in systems control and optimization, and it has also served as a prototype for the development of adaptive algorithms for on-line estimation and control of stochastic systems. Recently, it has been used in statistics with Markov chain Monte Carlo for solving maximum likelihood estimation problems and for general simulation and optimizations. In this paper, we first show that the trajectory averaging estimator is asymptotically efficient for the stochastic approximation MCMC (SAMCMC) algorithm under mild conditions, and then apply this result to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305-320]. The application of the trajectory averaging estimator to other stochastic approximationMCMC algorithms, for example, a stochastic approximation MLE algorithm for missing data problems, is also considered in the paper. © Institute of Mathematical Statistics, 2010.

  1. Thermodynamic optimization of the (Na2O + SiO2 + NaF + SiF4) reciprocal system using the Modified Quasichemical Model in the Quadruplet Approximation

    International Nuclear Information System (INIS)

    Lambotte, Guillaume; Chartrand, Patrice

    2011-01-01

    Highlights: → We model the Na 2 O-SiO 2 -NaF-SiF 4 reciprocal system based on a comprehensive review of all available experimental data. → The assessment includes Na 2 O-SiO 2 and NaF-SiF 4 binary systems. → Improvements to the Modified Quasichemical Model in the Quadruplet Approximation are presented. → The very strong short-range ordering among first-nearest and second-nearest neighbors in this system is reproduced. → This work constitutes the first assessment for all compositions and temperatures of a reciprocal oxyfluoride system. - Abstract: All available thermodynamic and phase diagram data for the condensed phases of the ternary reciprocal system (NaF + SiF 4 + Na 2 O + SiO 2 ) have been critically assessed. Model parameters for the unary (SiF 4 ), the binary systems and the ternary reciprocal system have been found, which permit to reproduce the most reliable experimental data. The Modified Quasichemical Model in the Quadruplet Approximation was used for the oxyfluoride liquid solution, which exhibits strong first-nearest-neighbor and second-nearest-neighbor short-range ordering. This thermodynamic model takes into account both types of short-range ordering as well as the coupling between them. Model parameters have been estimated for the hypothetical high-temperature liquid SiF 4 .

  2. International Conference Approximation Theory XV

    CERN Document Server

    Schumaker, Larry

    2017-01-01

    These proceedings are based on papers presented at the international conference Approximation Theory XV, which was held May 22–25, 2016 in San Antonio, Texas. The conference was the fifteenth in a series of meetings in Approximation Theory held at various locations in the United States, and was attended by 146 participants. The book contains longer survey papers by some of the invited speakers covering topics such as compressive sensing, isogeometric analysis, and scaling limits of polynomials and entire functions of exponential type. The book also includes papers on a variety of current topics in Approximation Theory drawn from areas such as advances in kernel approximation with applications, approximation theory and algebraic geometry, multivariate splines for applications, practical function approximation, approximation of PDEs, wavelets and framelets with applications, approximation theory in signal processing, compressive sensing, rational interpolation, spline approximation in isogeometric analysis, a...

  3. Sequential lineup presentation: Patterns and policy

    OpenAIRE

    Lindsay, R C L; Mansour, Jamal K; Beaudry, J L; Leach, A-M; Bertrand, M I

    2009-01-01

    Sequential lineups were offered as an alternative to the traditional simultaneous lineup. Sequential lineups reduce incorrect lineup selections; however, the accompanying loss of correct identifications has resulted in controversy regarding adoption of the technique. We discuss the procedure and research relevant to (1) the pattern of results found using sequential versus simultaneous lineups; (2) reasons (theory) for differences in witness responses; (3) two methodological issues; and (4) im...

  4. Congruence Approximations for Entrophy Endowed Hyperbolic Systems

    Science.gov (United States)

    Barth, Timothy J.; Saini, Subhash (Technical Monitor)

    1998-01-01

    Building upon the standard symmetrization theory for hyperbolic systems of conservation laws, congruence properties of the symmetrized system are explored. These congruence properties suggest variants of several stabilized numerical discretization procedures for hyperbolic equations (upwind finite-volume, Galerkin least-squares, discontinuous Galerkin) that benefit computationally from congruence approximation. Specifically, it becomes straightforward to construct the spatial discretization and Jacobian linearization for these schemes (given a small amount of derivative information) for possible use in Newton's method, discrete optimization, homotopy algorithms, etc. Some examples will be given for the compressible Euler equations and the nonrelativistic MHD equations using linear and quadratic spatial approximation.

  5. Biased lineups: sequential presentation reduces the problem.

    Science.gov (United States)

    Lindsay, R C; Lea, J A; Nosworthy, G J; Fulford, J A; Hector, J; LeVan, V; Seabrook, C

    1991-12-01

    Biased lineups have been shown to increase significantly false, but not correct, identification rates (Lindsay, Wallbridge, & Drennan, 1987; Lindsay & Wells, 1980; Malpass & Devine, 1981). Lindsay and Wells (1985) found that sequential lineup presentation reduced false identification rates, presumably by reducing reliance on relative judgment processes. Five staged-crime experiments were conducted to examine the effect of lineup biases and sequential presentation on eyewitness recognition accuracy. Sequential lineup presentation significantly reduced false identification rates from fair lineups as well as from lineups biased with regard to foil similarity, instructions, or witness attire, and from lineups biased in all of these ways. The results support recommendations that police present lineups sequentially.

  6. Optimal control of parametric oscillations of compressed flexible bars

    Science.gov (United States)

    Alesova, I. M.; Babadzanjanz, L. K.; Pototskaya, I. Yu.; Pupysheva, Yu. Yu.; Saakyan, A. T.

    2018-05-01

    In this paper the problem of damping of the linear systems oscillations with piece-wise constant control is solved. The motion of bar construction is reduced to the form described by Hill's differential equation using the Bubnov-Galerkin method. To calculate switching moments of the one-side control the method of sequential linear programming is used. The elements of the fundamental matrix of the Hill's equation are approximated by trigonometric series. Examples of the optimal control of the systems for various initial conditions and different number of control stages have been calculated. The corresponding phase trajectories and transient processes are represented.

  7. Immediate Sequential Bilateral Cataract Surgery

    DEFF Research Database (Denmark)

    Kessel, Line; Andresen, Jens; Erngaard, Ditte

    2015-01-01

    The aim of the present systematic review was to examine the benefits and harms associated with immediate sequential bilateral cataract surgery (ISBCS) with specific emphasis on the rate of complications, postoperative anisometropia, and subjective visual function in order to formulate evidence......-based national Danish guidelines for cataract surgery. A systematic literature review in PubMed, Embase, and Cochrane central databases identified three randomized controlled trials that compared outcome in patients randomized to ISBCS or bilateral cataract surgery on two different dates. Meta-analyses were...... performed using the Cochrane Review Manager software. The quality of the evidence was assessed using the GRADE method (Grading of Recommendation, Assessment, Development, and Evaluation). We did not find any difference in the risk of complications or visual outcome in patients randomized to ISBCS or surgery...

  8. Random and cooperative sequential adsorption

    Science.gov (United States)

    Evans, J. W.

    1993-10-01

    Irreversible random sequential adsorption (RSA) on lattices, and continuum "car parking" analogues, have long received attention as models for reactions on polymer chains, chemisorption on single-crystal surfaces, adsorption in colloidal systems, and solid state transformations. Cooperative generalizations of these models (CSA) are sometimes more appropriate, and can exhibit richer kinetics and spatial structure, e.g., autocatalysis and clustering. The distribution of filled or transformed sites in RSA and CSA is not described by an equilibrium Gibbs measure. This is the case even for the saturation "jammed" state of models where the lattice or space cannot fill completely. However exact analysis is often possible in one dimension, and a variety of powerful analytic methods have been developed for higher dimensional models. Here we review the detailed understanding of asymptotic kinetics, spatial correlations, percolative structure, etc., which is emerging for these far-from-equilibrium processes.

  9. Hierarchical low-rank approximation for high dimensional approximation

    KAUST Repository

    Nouy, Anthony

    2016-01-01

    Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. Such high-dimensional approximation problems naturally arise in stochastic analysis and uncertainty quantification. In many practical situations, the approximation of high-dimensional functions is made computationally tractable by using rank-structured approximations. In this talk, we present algorithms for the approximation in hierarchical tensor format using statistical methods. Sparse representations in a given tensor format are obtained with adaptive or convex relaxation methods, with a selection of parameters using crossvalidation methods.

  10. Hierarchical low-rank approximation for high dimensional approximation

    KAUST Repository

    Nouy, Anthony

    2016-01-07

    Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. Such high-dimensional approximation problems naturally arise in stochastic analysis and uncertainty quantification. In many practical situations, the approximation of high-dimensional functions is made computationally tractable by using rank-structured approximations. In this talk, we present algorithms for the approximation in hierarchical tensor format using statistical methods. Sparse representations in a given tensor format are obtained with adaptive or convex relaxation methods, with a selection of parameters using crossvalidation methods.

  11. Optimisation of beryllium-7 gamma analysis following BCR sequential extraction

    International Nuclear Information System (INIS)

    Taylor, A.; Blake, W.H.; Keith-Roach, M.J.

    2012-01-01

    Graphical abstract: Showing decrease in analytical uncertainty using the optimal (combined preconcentrated sample extract) method. nv (no value) where extract activities were 7 Be geochemical behaviour is required to support tracer studies. ► Sequential extraction with natural 7 Be returns high analytical uncertainties. ► Preconcentrating extracts from a large sample mass improved analytical uncertainty. ► This optimised method can be readily employed in studies using low activity samples. - Abstract: The application of cosmogenic 7 Be as a sediment tracer at the catchment-scale requires an understanding of its geochemical associations in soil to underpin the assumption of irreversible adsorption. Sequential extractions offer a readily accessible means of determining the associations of 7 Be with operationally defined soil phases. However, the subdivision of the low activity concentrations of fallout 7 Be in soils into geochemical fractions can introduce high gamma counting uncertainties. Extending analysis time significantly is not always an option for batches of samples, owing to the on-going decay of 7 Be (t 1/2 = 53.3 days). Here, three different methods of preparing and quantifying 7 Be extracted using the optimised BCR three-step scheme have been evaluated and compared with a focus on reducing analytical uncertainties. The optimal method involved carrying out the BCR extraction in triplicate, sub-sampling each set of triplicates for stable Be analysis before combining each set and coprecipitating the 7 Be with metal oxyhydroxides to produce a thin source for gamma analysis. This method was applied to BCR extractions of natural 7 Be in four agricultural soils. The approach gave good counting statistics from a 24 h analysis period (∼10% (2σ) where extract activity >40% of total activity) and generated statistically useful sequential extraction profiles. Total recoveries of 7 Be fell between 84 and 112%. The stable Be data demonstrated that the

  12. Sequential experimental design based generalised ANOVA

    Energy Technology Data Exchange (ETDEWEB)

    Chakraborty, Souvik, E-mail: csouvik41@gmail.com; Chowdhury, Rajib, E-mail: rajibfce@iitr.ac.in

    2016-07-15

    Over the last decade, surrogate modelling technique has gained wide popularity in the field of uncertainty quantification, optimization, model exploration and sensitivity analysis. This approach relies on experimental design to generate training points and regression/interpolation for generating the surrogate. In this work, it is argued that conventional experimental design may render a surrogate model inefficient. In order to address this issue, this paper presents a novel distribution adaptive sequential experimental design (DA-SED). The proposed DA-SED has been coupled with a variant of generalised analysis of variance (G-ANOVA), developed by representing the component function using the generalised polynomial chaos expansion. Moreover, generalised analytical expressions for calculating the first two statistical moments of the response, which are utilized in predicting the probability of failure, have also been developed. The proposed approach has been utilized in predicting probability of failure of three structural mechanics problems. It is observed that the proposed approach yields accurate and computationally efficient estimate of the failure probability.

  13. Forms of Approximate Radiation Transport

    CERN Document Server

    Brunner, G

    2002-01-01

    Photon radiation transport is described by the Boltzmann equation. Because this equation is difficult to solve, many different approximate forms have been implemented in computer codes. Several of the most common approximations are reviewed, and test problems illustrate the characteristics of each of the approximations. This document is designed as a tutorial so that code users can make an educated choice about which form of approximate radiation transport to use for their particular simulation.

  14. Cost-effectiveness of simultaneous versus sequential surgery in head and neck reconstruction.

    Science.gov (United States)

    Wong, Kevin K; Enepekides, Danny J; Higgins, Kevin M

    2011-02-01

    To determine whether simultaneous (ablation and reconstruction overlaps by two teams) head and neck reconstruction is cost effective compared to sequentially (ablation followed by reconstruction) performed surgery. Case-controlled study. Tertiary care hospital. Oncology patients undergoing free flap reconstruction of the head and neck. A match paired comparison study was performed with a retrospective chart review examining the total time of surgery for sequential and simultaneous surgery. Nine patients were selected for both the sequential and simultaneous groups. Sequential head and neck reconstruction patients were pair matched with patients who had undergone similar oncologic ablative or reconstructive procedures performed in a simultaneous fashion. A detailed cost analysis using the microcosting method was then undertaken looking at the direct costs of the surgeons, anesthesiologist, operating room, and nursing. On average, simultaneous surgery required 3 hours 15 minutes less operating time, leading to a cost savings of approximately $1200/case when compared to sequential surgery. This represents approximately a 15% reduction in the cost of the entire operation. Simultaneous head and neck reconstruction is more cost effective when compared to sequential surgery.

  15. Hierarchical matrix approximation of large covariance matrices

    KAUST Repository

    Litvinenko, Alexander

    2015-01-07

    We approximate large non-structured covariance matrices in the H-matrix format with a log-linear computational cost and storage O(n log n). We compute inverse, Cholesky decomposition and determinant in H-format. As an example we consider the class of Matern covariance functions, which are very popular in spatial statistics, geostatistics, machine learning and image analysis. Applications are: kriging and optimal design

  16. Hierarchical matrix approximation of large covariance matrices

    KAUST Repository

    Litvinenko, Alexander; Genton, Marc G.; Sun, Ying; Tempone, Raul

    2015-01-01

    We approximate large non-structured covariance matrices in the H-matrix format with a log-linear computational cost and storage O(n log n). We compute inverse, Cholesky decomposition and determinant in H-format. As an example we consider the class of Matern covariance functions, which are very popular in spatial statistics, geostatistics, machine learning and image analysis. Applications are: kriging and optimal design

  17. International Conference Approximation Theory XIV

    CERN Document Server

    Schumaker, Larry

    2014-01-01

    This volume developed from papers presented at the international conference Approximation Theory XIV,  held April 7–10, 2013 in San Antonio, Texas. The proceedings contains surveys by invited speakers, covering topics such as splines on non-tensor-product meshes, Wachspress and mean value coordinates, curvelets and shearlets, barycentric interpolation, and polynomial approximation on spheres and balls. Other contributed papers address a variety of current topics in approximation theory, including eigenvalue sequences of positive integral operators, image registration, and support vector machines. This book will be of interest to mathematicians, engineers, and computer scientists working in approximation theory, computer-aided geometric design, numerical analysis, and related approximation areas.

  18. Smooth function approximation using neural networks.

    Science.gov (United States)

    Ferrari, Silvia; Stengel, Robert F

    2005-01-01

    An algebraic approach for representing multidimensional nonlinear functions by feedforward neural networks is presented. In this paper, the approach is implemented for the approximation of smooth batch data containing the function's input, output, and possibly, gradient information. The training set is associated to the network adjustable parameters by nonlinear weight equations. The cascade structure of these equations reveals that they can be treated as sets of linear systems. Hence, the training process and the network approximation properties can be investigated via linear algebra. Four algorithms are developed to achieve exact or approximate matching of input-output and/or gradient-based training sets. Their application to the design of forward and feedback neurocontrollers shows that algebraic training is characterized by faster execution speeds and better generalization properties than contemporary optimization techniques.

  19. Fast wavelet based sparse approximate inverse preconditioner

    Energy Technology Data Exchange (ETDEWEB)

    Wan, W.L. [Univ. of California, Los Angeles, CA (United States)

    1996-12-31

    Incomplete LU factorization is a robust preconditioner for both general and PDE problems but unfortunately not easy to parallelize. Recent study of Huckle and Grote and Chow and Saad showed that sparse approximate inverse could be a potential alternative while readily parallelizable. However, for special class of matrix A that comes from elliptic PDE problems, their preconditioners are not optimal in the sense that independent of mesh size. A reason may be that no good sparse approximate inverse exists for the dense inverse matrix. Our observation is that for this kind of matrices, its inverse entries typically have piecewise smooth changes. We can take advantage of this fact and use wavelet compression techniques to construct a better sparse approximate inverse preconditioner. We shall show numerically that our approach is effective for this kind of matrices.

  20. Trial Sequential Methods for Meta-Analysis

    Science.gov (United States)

    Kulinskaya, Elena; Wood, John

    2014-01-01

    Statistical methods for sequential meta-analysis have applications also for the design of new trials. Existing methods are based on group sequential methods developed for single trials and start with the calculation of a required information size. This works satisfactorily within the framework of fixed effects meta-analysis, but conceptual…

  1. Uncertainty relations for approximation and estimation

    Energy Technology Data Exchange (ETDEWEB)

    Lee, Jaeha, E-mail: jlee@post.kek.jp [Department of Physics, University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-0033 (Japan); Tsutsui, Izumi, E-mail: izumi.tsutsui@kek.jp [Department of Physics, University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-0033 (Japan); Theory Center, Institute of Particle and Nuclear Studies, High Energy Accelerator Research Organization (KEK), 1-1 Oho, Tsukuba, Ibaraki 305-0801 (Japan)

    2016-05-27

    We present a versatile inequality of uncertainty relations which are useful when one approximates an observable and/or estimates a physical parameter based on the measurement of another observable. It is shown that the optimal choice for proxy functions used for the approximation is given by Aharonov's weak value, which also determines the classical Fisher information in parameter estimation, turning our inequality into the genuine Cramér–Rao inequality. Since the standard form of the uncertainty relation arises as a special case of our inequality, and since the parameter estimation is available as well, our inequality can treat both the position–momentum and the time–energy relations in one framework albeit handled differently. - Highlights: • Several inequalities interpreted as uncertainty relations for approximation/estimation are derived from a single ‘versatile inequality’. • The ‘versatile inequality’ sets a limit on the approximation of an observable and/or the estimation of a parameter by another observable. • The ‘versatile inequality’ turns into an elaboration of the Robertson–Kennard (Schrödinger) inequality and the Cramér–Rao inequality. • Both the position–momentum and the time–energy relation are treated in one framework. • In every case, Aharonov's weak value arises as a key geometrical ingredient, deciding the optimal choice for the proxy functions.

  2. Uncertainty relations for approximation and estimation

    International Nuclear Information System (INIS)

    Lee, Jaeha; Tsutsui, Izumi

    2016-01-01

    We present a versatile inequality of uncertainty relations which are useful when one approximates an observable and/or estimates a physical parameter based on the measurement of another observable. It is shown that the optimal choice for proxy functions used for the approximation is given by Aharonov's weak value, which also determines the classical Fisher information in parameter estimation, turning our inequality into the genuine Cramér–Rao inequality. Since the standard form of the uncertainty relation arises as a special case of our inequality, and since the parameter estimation is available as well, our inequality can treat both the position–momentum and the time–energy relations in one framework albeit handled differently. - Highlights: • Several inequalities interpreted as uncertainty relations for approximation/estimation are derived from a single ‘versatile inequality’. • The ‘versatile inequality’ sets a limit on the approximation of an observable and/or the estimation of a parameter by another observable. • The ‘versatile inequality’ turns into an elaboration of the Robertson–Kennard (Schrödinger) inequality and the Cramér–Rao inequality. • Both the position–momentum and the time–energy relation are treated in one framework. • In every case, Aharonov's weak value arises as a key geometrical ingredient, deciding the optimal choice for the proxy functions.

  3. Sequential lineup laps and eyewitness accuracy.

    Science.gov (United States)

    Steblay, Nancy K; Dietrich, Hannah L; Ryan, Shannon L; Raczynski, Jeanette L; James, Kali A

    2011-08-01

    Police practice of double-blind sequential lineups prompts a question about the efficacy of repeated viewings (laps) of the sequential lineup. Two laboratory experiments confirmed the presence of a sequential lap effect: an increase in witness lineup picks from first to second lap, when the culprit was a stranger. The second lap produced more errors than correct identifications. In Experiment 2, lineup diagnosticity was significantly higher for sequential lineup procedures that employed a single versus double laps. Witnesses who elected to view a second lap made significantly more errors than witnesses who chose to stop after one lap or those who were required to view two laps. Witnesses with prior exposure to the culprit did not exhibit a sequential lap effect.

  4. Multi-agent sequential hypothesis testing

    KAUST Repository

    Kim, Kwang-Ki K.

    2014-12-15

    This paper considers multi-agent sequential hypothesis testing and presents a framework for strategic learning in sequential games with explicit consideration of both temporal and spatial coordination. The associated Bayes risk functions explicitly incorporate costs of taking private/public measurements, costs of time-difference and disagreement in actions of agents, and costs of false declaration/choices in the sequential hypothesis testing. The corresponding sequential decision processes have well-defined value functions with respect to (a) the belief states for the case of conditional independent private noisy measurements that are also assumed to be independent identically distributed over time, and (b) the information states for the case of correlated private noisy measurements. A sequential investment game of strategic coordination and delay is also discussed as an application of the proposed strategic learning rules.

  5. Sequential Product of Quantum Effects: An Overview

    Science.gov (United States)

    Gudder, Stan

    2010-12-01

    This article presents an overview for the theory of sequential products of quantum effects. We first summarize some of the highlights of this relatively recent field of investigation and then provide some new results. We begin by discussing sequential effect algebras which are effect algebras endowed with a sequential product satisfying certain basic conditions. We then consider sequential products of (discrete) quantum measurements. We next treat transition effect matrices (TEMs) and their associated sequential product. A TEM is a matrix whose entries are effects and whose rows form quantum measurements. We show that TEMs can be employed for the study of quantum Markov chains. Finally, we prove some new results concerning TEMs and vector densities.

  6. Sequential Scintigraphy in Renal Transplantation

    Energy Technology Data Exchange (ETDEWEB)

    Winkel, K. zum; Harbst, H.; Schenck, P.; Franz, H. E.; Ritz, E.; Roehl, L.; Ziegler, M.; Ammann, W.; Maier-Borst, W. [Institut Fuer Nuklearmedizin, Deutsches Krebsforschungszentrum, Heidelberg, Federal Republic of Germany (Germany)

    1969-05-15

    Based on experience gained from more than 1600 patients with proved or suspected kidney diseases and on results on extended studies with dogs, sequential scintigraphy was performed after renal transplantation in dogs. After intravenous injection of 500 {mu}Ci. {sup 131}I-Hippuran scintiphotos were taken during the first minute with an exposure time of 15 sec each and thereafter with an exposure of 2 min up to at least 16 min.. Several examinations were evaluated digitally. 26 examinations were performed on 11 dogs with homotransplanted kidneys. Immediately after transplantation the renal function was almost normal arid the bladder was filled in due time. At the beginning of rejection the initial uptake of radioactive Hippuran was reduced. The intrarenal transport became delayed; probably the renal extraction rate decreased. Corresponding to the development of an oedema in the transplant the uptake area increased in size. In cases of thrombosis of the main artery there was no evidence of any uptake of radioactivity in the transplant. Similar results were obtained in 41 examinations on 15 persons. Patients with postoperative anuria due to acute tubular necrosis showed still some uptake of radioactivity contrary to those with thrombosis of the renal artery, where no uptake was found. In cases of rejection the most frequent signs were a reduced initial uptake and a delayed intrarenal transport of radioactive Hippuran. Infarction could be detected by a reduced uptake in distinct areas of the transplant. (author)

  7. Sequential provisional implant prosthodontics therapy.

    Science.gov (United States)

    Zinner, Ira D; Markovits, Stanley; Jansen, Curtis E; Reid, Patrick E; Schnader, Yale E; Shapiro, Herbert J

    2012-01-01

    The fabrication and long-term use of first- and second-stage provisional implant prostheses is critical to create a favorable prognosis for function and esthetics of a fixed-implant supported prosthesis. The fixed metal and acrylic resin cemented first-stage prosthesis, as reviewed in Part I, is needed for prevention of adjacent and opposing tooth movement, pressure on the implant site as well as protection to avoid micromovement of the freshly placed implant body. The second-stage prosthesis, reviewed in Part II, should be used following implant uncovering and abutment installation. The patient wears this provisional prosthesis until maturation of the bone and healing of soft tissues. The second-stage provisional prosthesis is also a fail-safe mechanism for possible early implant failures and also can be used with late failures and/or for the necessity to repair the definitive prosthesis. In addition, the screw-retained provisional prosthesis is used if and when an implant requires removal or other implants are to be placed as in a sequential approach. The creation and use of both first- and second-stage provisional prostheses involve a restorative dentist, dental technician, surgeon, and patient to work as a team. If the dentist alone cannot do diagnosis and treatment planning, surgery, and laboratory techniques, he or she needs help by employing the expertise of a surgeon and a laboratory technician. This team approach is essential for optimum results.

  8. Efficient approach for reliability-based optimization based on weighted importance sampling approach

    International Nuclear Information System (INIS)

    Yuan, Xiukai; Lu, Zhenzhou

    2014-01-01

    An efficient methodology is presented to perform the reliability-based optimization (RBO). It is based on an efficient weighted approach for constructing an approximation of the failure probability as an explicit function of the design variables which is referred to as the ‘failure probability function (FPF)’. It expresses the FPF as a weighted sum of sample values obtained in the simulation-based reliability analysis. The required computational effort for decoupling in each iteration is just single reliability analysis. After the approximation of the FPF is established, the target RBO problem can be decoupled into a deterministic one. Meanwhile, the proposed weighted approach is combined with a decoupling approach and a sequential approximate optimization framework. Engineering examples are given to demonstrate the efficiency and accuracy of the presented methodology

  9. Sequential Construction of Costly Networks

    Energy Technology Data Exchange (ETDEWEB)

    Gutfraind, Alexander [Los Alamos National Laboratory

    2011-01-01

    Natural disasters or attacks often disrupt infrastructure networks requiring a costly recovery. This motivates an optimization problem where the objecitve is to construct the nodes of a graph G(V;E), and the cost of each node is dependent on the number of its neighbors previously constructed, or more generally, any properties of the previously-completed subgraph. In this optimization problem the objective is to find a permutation of the nodes which results in the least construction cost. We prove that in the case where the cost of nodes is a convex function in the number of neighbors, the optimal construction sequence is to start at a single node and move outwards. We also introduce algorithms and heuristics for solving various instances of the problem. Those methods can be applied to help reduce the cost of recovering from disasters as well as to plan the deployment of new network infrastructure.

  10. Approximate Bayesian evaluations of measurement uncertainty

    Science.gov (United States)

    Possolo, Antonio; Bodnar, Olha

    2018-04-01

    The Guide to the Expression of Uncertainty in Measurement (GUM) includes formulas that produce an estimate of a scalar output quantity that is a function of several input quantities, and an approximate evaluation of the associated standard uncertainty. This contribution presents approximate, Bayesian counterparts of those formulas for the case where the output quantity is a parameter of the joint probability distribution of the input quantities, also taking into account any information about the value of the output quantity available prior to measurement expressed in the form of a probability distribution on the set of possible values for the measurand. The approximate Bayesian estimates and uncertainty evaluations that we present have a long history and illustrious pedigree, and provide sufficiently accurate approximations in many applications, yet are very easy to implement in practice. Differently from exact Bayesian estimates, which involve either (analytical or numerical) integrations, or Markov Chain Monte Carlo sampling, the approximations that we describe involve only numerical optimization and simple algebra. Therefore, they make Bayesian methods widely accessible to metrologists. We illustrate the application of the proposed techniques in several instances of measurement: isotopic ratio of silver in a commercial silver nitrate; odds of cryptosporidiosis in AIDS patients; height of a manometer column; mass fraction of chromium in a reference material; and potential-difference in a Zener voltage standard.

  11. Fully vs. Sequentially Coupled Loads Analysis of Offshore Wind Turbines

    Energy Technology Data Exchange (ETDEWEB)

    Damiani, Rick; Wendt, Fabian; Musial, Walter; Finucane, Z.; Hulliger, L.; Chilka, S.; Dolan, D.; Cushing, J.; O' Connell, D.; Falk, S.

    2017-06-19

    The design and analysis methods for offshore wind turbines must consider the aerodynamic and hydrodynamic loads and response of the entire system (turbine, tower, substructure, and foundation) coupled to the turbine control system dynamics. Whereas a fully coupled (turbine and support structure) modeling approach is more rigorous, intellectual property concerns can preclude this approach. In fact, turbine control system algorithms and turbine properties are strictly guarded and often not shared. In many cases, a partially coupled analysis using separate tools and an exchange of reduced sets of data via sequential coupling may be necessary. In the sequentially coupled approach, the turbine and substructure designers will independently determine and exchange an abridged model of their respective subsystems to be used in their partners' dynamic simulations. Although the ability to achieve design optimization is sacrificed to some degree with a sequentially coupled analysis method, the central question here is whether this approach can deliver the required safety and how the differences in the results from the fully coupled method could affect the design. This work summarizes the scope and preliminary results of a study conducted for the Bureau of Safety and Environmental Enforcement aimed at quantifying differences between these approaches through aero-hydro-servo-elastic simulations of two offshore wind turbines on a monopile and jacket substructure.

  12. Spacecraft Trajectory Generation by Successive Approximation for Powered Descent and Cyclers

    Science.gov (United States)

    Casoliva, Jordi

    Methods for spacecraft trajectory generation must be reliable. Complex nonlinear dynamics and constraints impede straightforward approaches. The approach pursued in this dissertation is to use successive approximation, which entails solving a sequence of problems, each one of which can be solved reliably, leading to the solution of the problem of interest. First, contractive sequential convex programming (CSCP) is developed and then applied to the problem of optimal powered descent landing in the presence of complex constraints, aerodynamic force and nonlinear engine performance. Second, numerical continuation is applied to the generation of cycler (periodic) spacecraft trajectories in the Earth-Moon system, the challenge here being the multiple scales of the three-body dynamics. The first-order necessary conditions for minimum-fuel powered descent are derived and interpreted. Both a point-mass model with throttle and thrust angle control and a rigid-body model with throttle and angular velocity control are considered, with a more complete analysis of the rigid-body case than previously available in the literature. The effects of boundary conditions on the thrust direction and finite bounds on the angular velocities are analyzed for the rigid-body case. Minimum-fuel solutions, obtained numerically, illustrate the optimal strategies. The optimal powered descent landing problem considered in the development of CSCP has a convex cost function, nonlinear dynamics, convex state constraints and nonlinear non-convex control constraints. The non-convexity in the control constraints is handled with the lossless convexification technique which consists of a convex relaxation on the control constraints. The novelty of CSCP is the ability to account for nonlinear dynamics and nonlinear control bounds in the optimal control problem and the use of interior-point methods for second-order cone programs which are guaranteed to find the optimal solution. CSCP solves a convergent

  13. Some results in Diophantine approximation

    DEFF Research Database (Denmark)

    Pedersen, Steffen Højris

    the basic concepts on which the papers build. Among other it introduces metric Diophantine approximation, Mahler’s approach on algebraic approximation, the Hausdorff measure, and properties of the formal Laurent series over Fq. The introduction ends with a discussion on Mahler’s problem when considered......This thesis consists of three papers in Diophantine approximation, a subbranch of number theory. Preceding these papers is an introduction to various aspects of Diophantine approximation and formal Laurent series over Fq and a summary of each of the three papers. The introduction introduces...

  14. Limitations of shallow nets approximation.

    Science.gov (United States)

    Lin, Shao-Bo

    2017-10-01

    In this paper, we aim at analyzing the approximation abilities of shallow networks in reproducing kernel Hilbert spaces (RKHSs). We prove that there is a probability measure such that the achievable lower bound for approximating by shallow nets can be realized for all functions in balls of reproducing kernel Hilbert space with high probability, which is different with the classical minimax approximation error estimates. This result together with the existing approximation results for deep nets shows the limitations for shallow nets and provides a theoretical explanation on why deep nets perform better than shallow nets. Copyright © 2017 Elsevier Ltd. All rights reserved.

  15. Results of simultaneous and sequential pediatric liver and kidney transplantation.

    Science.gov (United States)

    Rogers, J; Bueno, J; Shapiro, R; Scantlebury, V; Mazariegos, G; Fung, J; Reyes, J

    2001-11-27

    (86%) of seven sequentially transplanted kidneys developed acute cellular rejection compared with only two (25%) of eight simultaneously transplanted kidneys (P<0.04). Simultaneously transplanted kidneys were less likely to develop rejection than sequentially transplanted kidneys in this series. This did not have any bearing on patient or graft survival rates. Mortality correlated directly with the severity of United Network of Organ Sharing status at the time of kidney transplantation. Candidates for simultaneous or sequential LTx/KTx should be prioritized based on medical stability to optimize distribution of scarce renal allografts.

  16. Sequential formation of subgroups in OB associations

    International Nuclear Information System (INIS)

    Elmegreen, B.G.; Lada, C.J.

    1977-01-01

    We reconsider the structure and formation of OB association in view of recent radio and infrared observations of the adjacent molecular clouds. As a result of this reexamination, we propose that OB subgroups are formed in a step-by-step process which involves the propagation of ionization (I) and shock (S) fronts through a molecular cloud complex. OB stars formed at the edge of a molecular cloud drive these I-S fronts into the cloud. A layer of dense neutral material accumulates between the I and S fronts and eventually becomes gravitationally unstable. This process is analyzed in detail. Several arguments concerning the temperature and mass of this layer suggest that a new OB subgroup will form. After approximately one-half million years, these stars will emerge from and disrupt the star-forming layer. A new shock will be driven into the remaining molecular cloud and will initiate another cycle of star formation.Several observed properties of OB associations are shown to follow from a sequential star-forming mechanism. These include the spatial separation and systematic differences in age of OB subgroups in a given association, the regularity of subgroup masses, the alignment of subgroups along the galactic plane, and their physical expansion. Detailed observations of ionization fronts, masers, IR sources, and molecular clouds are also in agreement with this model. Finally, this mechanism provides a means of dissipating a molecular cloud and exposing less massive stars (e.g., T Tauri stars) which may have formed ahead of the shock as part of the original cloud collapsed and fragmented

  17. Tradable permit allocations and sequential choice

    Energy Technology Data Exchange (ETDEWEB)

    MacKenzie, Ian A. [Centre for Economic Research, ETH Zuerich, Zurichbergstrasse 18, 8092 Zuerich (Switzerland)

    2011-01-15

    This paper investigates initial allocation choices in an international tradable pollution permit market. For two sovereign governments, we compare allocation choices that are either simultaneously or sequentially announced. We show sequential allocation announcements result in higher (lower) aggregate emissions when announcements are strategic substitutes (complements). Whether allocation announcements are strategic substitutes or complements depends on the relationship between the follower's damage function and governments' abatement costs. When the marginal damage function is relatively steep (flat), allocation announcements are strategic substitutes (complements). For quadratic abatement costs and damages, sequential announcements provide a higher level of aggregate emissions. (author)

  18. Sequential Generalized Transforms on Function Space

    Directory of Open Access Journals (Sweden)

    Jae Gil Choi

    2013-01-01

    Full Text Available We define two sequential transforms on a function space Ca,b[0,T] induced by generalized Brownian motion process. We then establish the existence of the sequential transforms for functionals in a Banach algebra of functionals on Ca,b[0,T]. We also establish that any one of these transforms acts like an inverse transform of the other transform. Finally, we give some remarks about certain relations between our sequential transforms and other well-known transforms on Ca,b[0,T].

  19. Spherical Approximation on Unit Sphere

    Directory of Open Access Journals (Sweden)

    Eman Samir Bhaya

    2018-01-01

    Full Text Available In this paper we introduce a Jackson type theorem for functions in LP spaces on sphere And study on best approximation of  functions in  spaces defined on unit sphere. our central problem is to describe the approximation behavior of functions in    spaces for  by modulus of smoothness of functions.

  20. Approximate circuits for increased reliability

    Science.gov (United States)

    Hamlet, Jason R.; Mayo, Jackson R.

    2015-08-18

    Embodiments of the invention describe a Boolean circuit having a voter circuit and a plurality of approximate circuits each based, at least in part, on a reference circuit. The approximate circuits are each to generate one or more output signals based on values of received input signals. The voter circuit is to receive the one or more output signals generated by each of the approximate circuits, and is to output one or more signals corresponding to a majority value of the received signals. At least some of the approximate circuits are to generate an output value different than the reference circuit for one or more input signal values; however, for each possible input signal value, the majority values of the one or more output signals generated by the approximate circuits and received by the voter circuit correspond to output signal result values of the reference circuit.

  1. Non-euclidean simplex optimization

    International Nuclear Information System (INIS)

    Silver, G.L.

    1977-01-01

    Geometric optimization techniques useful for studying chemical equilibrium traditionally rely upon principles of euclidean geometry, but such algorithms may also be based upon principles of a non-euclidean geometry. The sequential simplex method is adapted to the hyperbolic plane, and application of optimization to problems such as the potentiometric titration of plutonium is suggested

  2. Efficient approximation of black-box functions and Pareto sets

    NARCIS (Netherlands)

    Rennen, G.

    2009-01-01

    In the case of time-consuming simulation models or other so-called black-box functions, we determine a metamodel which approximates the relation between the input- and output-variables of the simulation model. To solve multi-objective optimization problems, we approximate the Pareto set, i.e. the

  3. Approximation in two-stage stochastic integer programming

    NARCIS (Netherlands)

    W. Romeijnders; L. Stougie (Leen); M. van der Vlerk

    2014-01-01

    htmlabstractApproximation algorithms are the prevalent solution methods in the field of stochastic programming. Problems in this field are very hard to solve. Indeed, most of the research in this field has concentrated on designing solution methods that approximate the optimal solution value.

  4. Approximation in two-stage stochastic integer programming

    NARCIS (Netherlands)

    Romeijnders, W.; Stougie, L.; van der Vlerk, M.H.

    2014-01-01

    Approximation algorithms are the prevalent solution methods in the field of stochastic programming. Problems in this field are very hard to solve. Indeed, most of the research in this field has concentrated on designing solution methods that approximate the optimal solution value. However,

  5. Error Estimates for the Approximation of the Effective Hamiltonian

    International Nuclear Information System (INIS)

    Camilli, Fabio; Capuzzo Dolcetta, Italo; Gomes, Diogo A.

    2008-01-01

    We study approximation schemes for the cell problem arising in homogenization of Hamilton-Jacobi equations. We prove several error estimates concerning the rate of convergence of the approximation scheme to the effective Hamiltonian, both in the optimal control setting and as well as in the calculus of variations setting

  6. Influence of Sequential vs. Simultaneous Dual-Task Exercise Training on Cognitive Function in Older Adults.

    Science.gov (United States)

    Tait, Jamie L; Duckham, Rachel L; Milte, Catherine M; Main, Luana C; Daly, Robin M

    2017-01-01

    Emerging research indicates that exercise combined with cognitive training may improve cognitive function in older adults. Typically these programs have incorporated sequential training, where exercise and cognitive training are undertaken separately. However, simultaneous or dual-task training, where cognitive and/or motor training are performed simultaneously with exercise, may offer greater benefits. This review summary provides an overview of the effects of combined simultaneous vs. sequential training on cognitive function in older adults. Based on the available evidence, there are inconsistent findings with regard to the cognitive benefits of sequential training in comparison to cognitive or exercise training alone. In contrast, simultaneous training interventions, particularly multimodal exercise programs in combination with secondary tasks regulated by sensory cues, have significantly improved cognition in both healthy older and clinical populations. However, further research is needed to determine the optimal characteristics of a successful simultaneous training program for optimizing cognitive function in older people.

  7. Efficacy of premixed versus sequential administration of ...

    African Journals Online (AJOL)

    sequential administration in separate syringes on block characteristics, haemodynamic parameters, side effect profile and postoperative analgesic requirement. Trial design: This was a prospective, randomised clinical study. Method: Sixty orthopaedic patients scheduled for elective lower limb surgery under spinal ...

  8. Structural Consistency, Consistency, and Sequential Rationality.

    OpenAIRE

    Kreps, David M; Ramey, Garey

    1987-01-01

    Sequential equilibria comprise consistent beliefs and a sequentially ra tional strategy profile. Consistent beliefs are limits of Bayes ratio nal beliefs for sequences of strategies that approach the equilibrium strategy. Beliefs are structurally consistent if they are rationaliz ed by some single conjecture concerning opponents' strategies. Consis tent beliefs are not necessarily structurally consistent, notwithstan ding a claim by Kreps and Robert Wilson (1982). Moreover, the spirit of stru...

  9. The efficiency of Flory approximation

    International Nuclear Information System (INIS)

    Obukhov, S.P.

    1984-01-01

    The Flory approximation for the self-avoiding chain problem is compared with a conventional perturbation theory expansion. While in perturbation theory each term is averaged over the unperturbed set of configurations, the Flory approximation is equivalent to the perturbation theory with the averaging over the stretched set of configurations. This imposes restrictions on the integration domain in higher order terms and they can be treated self-consistently. The accuracy δν/ν of Flory approximation for self-avoiding chain problems is estimated to be 2-5% for 1 < d < 4. (orig.)

  10. Steering Evolution with Sequential Therapy to Prevent the Emergence of Bacterial Antibiotic Resistance.

    Directory of Open Access Journals (Sweden)

    Daniel Nichol

    2015-09-01

    Full Text Available The increasing rate of antibiotic resistance and slowing discovery of novel antibiotic treatments presents a growing threat to public health. Here, we consider a simple model of evolution in asexually reproducing populations which considers adaptation as a biased random walk on a fitness landscape. This model associates the global properties of the fitness landscape with the algebraic properties of a Markov chain transition matrix and allows us to derive general results on the non-commutativity and irreversibility of natural selection as well as antibiotic cycling strategies. Using this formalism, we analyze 15 empirical fitness landscapes of E. coli under selection by different β-lactam antibiotics and demonstrate that the emergence of resistance to a given antibiotic can be either hindered or promoted by different sequences of drug application. Specifically, we demonstrate that the majority, approximately 70%, of sequential drug treatments with 2-4 drugs promote resistance to the final antibiotic. Further, we derive optimal drug application sequences with which we can probabilistically 'steer' the population through genotype space to avoid the emergence of resistance. This suggests a new strategy in the war against antibiotic-resistant organisms: drug sequencing to shepherd evolution through genotype space to states from which resistance cannot emerge and by which to maximize the chance of successful therapy.

  11. On-line Flagging of Anomalies and Adaptive Sequential Hypothesis Testing for Fine-feature Characterization of Geosynchronous Satellites

    Science.gov (United States)

    2015-10-18

    model-based evidence. This work resolves cross-tag using three methods (Z-test for dependent data, classical sequential analysis and Brownian motion...Slider Movement The two-facet model is used as the Inversion Model. It represents a three-axis stabilized satellite as two facets, namely a body...the sequential analysis. If is independent and has an approximately normal distribution then Brownian motion drift analysis is used. If is

  12. Results of improvement of simultaneous and sequential x-ray fluorescence equipment for quantitative routine analysis

    International Nuclear Information System (INIS)

    Zsamboky, Jozsef

    1985-01-01

    Two main types of x-ray fluorescence analyzers measuring sequentially and simultaneously, respectively, the intensities at given wave lengths are described. The main parts of an up to date x-ray fluorescence analyzer are surveyed in detail. The advantages and disadvantages of both methods are discussed. Some results on calibration and optimization are given. (D.Gy.)

  13. Sequential error concealment for video/images by weighted template matching

    DEFF Research Database (Denmark)

    Koloda, Jan; Østergaard, Jan; Jensen, Søren Holdt

    2012-01-01

    In this paper we propose a novel spatial error concealment algorithm for video and images based on convex optimization. Block-based coding schemes in packet loss environment are considered. Missing macro blocks are sequentially reconstructed by filling them with a weighted set of templates...

  14. Simultaneous Versus Sequential Complementarity in the Adoption of Technological and Organizational Innovations

    DEFF Research Database (Denmark)

    Battisti, Giuliana; Rabbiosi, Larissa; Colombo, Massimo G.

    2015-01-01

    It is generally suggested that technological and organizational innovations, being complementary, need to be adopted simultaneously. Nevertheless, sequential rather than simultaneous adoption of these two types of innovation may be optimal. In this paper, we analyze the pattern of mutual causation...... of technological and organizational innovations and contribute to the understanding of their interdependencies......

  15. Approximate Implicitization Using Linear Algebra

    Directory of Open Access Journals (Sweden)

    Oliver J. D. Barrowclough

    2012-01-01

    Full Text Available We consider a family of algorithms for approximate implicitization of rational parametric curves and surfaces. The main approximation tool in all of the approaches is the singular value decomposition, and they are therefore well suited to floating-point implementation in computer-aided geometric design (CAGD systems. We unify the approaches under the names of commonly known polynomial basis functions and consider various theoretical and practical aspects of the algorithms. We offer new methods for a least squares approach to approximate implicitization using orthogonal polynomials, which tend to be faster and more numerically stable than some existing algorithms. We propose several simple propositions relating the properties of the polynomial bases to their implicit approximation properties.

  16. Rollout sampling approximate policy iteration

    NARCIS (Netherlands)

    Dimitrakakis, C.; Lagoudakis, M.G.

    2008-01-01

    Several researchers have recently investigated the connection between reinforcement learning and classification. We are motivated by proposals of approximate policy iteration schemes without value functions, which focus on policy representation using classifiers and address policy learning as a

  17. Weighted approximation with varying weight

    CERN Document Server

    Totik, Vilmos

    1994-01-01

    A new construction is given for approximating a logarithmic potential by a discrete one. This yields a new approach to approximation with weighted polynomials of the form w"n"(" "= uppercase)P"n"(" "= uppercase). The new technique settles several open problems, and it leads to a simple proof for the strong asymptotics on some L p(uppercase) extremal problems on the real line with exponential weights, which, for the case p=2, are equivalent to power- type asymptotics for the leading coefficients of the corresponding orthogonal polynomials. The method is also modified toyield (in a sense) uniformly good approximation on the whole support. This allows one to deduce strong asymptotics in some L p(uppercase) extremal problems with varying weights. Applications are given, relating to fast decreasing polynomials, asymptotic behavior of orthogonal polynomials and multipoint Pade approximation. The approach is potential-theoretic, but the text is self-contained.

  18. An effective algorithm for approximating adaptive behavior in seasonal environments

    DEFF Research Database (Denmark)

    Sainmont, Julie; Andersen, Ken Haste; Thygesen, Uffe Høgsbro

    2015-01-01

    Behavior affects most aspects of ecological processes and rates, and yet modeling frameworks which efficiently predict and incorporate behavioral responses into ecosystem models remain elusive. Behavioral algorithms based on life-time optimization, adaptive dynamics or game theory are unsuited...... for large global models because of their high computational demand. We compare an easily integrated, computationally efficient behavioral algorithm known as Gilliam's rule against the solution from a life-history optimization. The approximation takes into account only the current conditions to optimize...... behavior; the so-called "myopic approximation", "short sighted", or "static optimization". We explore the performance of the myopic approximation with diel vertical migration (DVM) as an example of a daily routine, a behavior with seasonal dependence that trades off predation risk with foraging...

  19. Optimal and Approximate Approaches for Deployment of Heterogeneous Sensing Devices

    Directory of Open Access Journals (Sweden)

    Rabie Ramadan

    2007-04-01

    Full Text Available A modeling framework for the problem of deploying a set of heterogeneous sensors in a field with time-varying differential surveillance requirements is presented. The problem is formulated as mixed integer mathematical program with the objective to maximize coverage of a given field. Two metaheuristics are used to solve this problem. The first heuristic adopts a genetic algorithm (GA approach while the second heuristic implements a simulated annealing (SA algorithm. A set of experiments is used to illustrate the capabilities of the developed models and to compare their performance. The experiments investigate the effect of parameters related to the size of the sensor deployment problem including number of deployed sensors, size of the monitored field, and length of the monitoring horizon. They also examine several endogenous parameters related to the developed GA and SA algorithms.

  20. Optimization of Approximate Inhibitory Rules Relative to Number of Misclassifications

    KAUST Repository

    Alsolami, Fawaz; Chikalov, Igor; Moshkov, Mikhail; Zielosko, Beata

    2013-01-01

    In this work, we consider so-called nonredundant inhibitory rules, containing an expression “attribute:F value” on the right- hand side, for which the number of misclassifications is at most a threshold γ. We study a dynamic programming approach

  1. Approximate analytical relationships for linear optimal aeroelastic flight control laws

    Science.gov (United States)

    Kassem, Ayman Hamdy

    1998-09-01

    This dissertation introduces new methods to uncover functional relationships between design parameters of a contemporary control design technique and the resulting closed-loop properties. Three new methods are developed for generating such relationships through analytical expressions: the Direct Eigen-Based Technique, the Order of Magnitude Technique, and the Cost Function Imbedding Technique. Efforts concentrated on the linear-quadratic state-feedback control-design technique applied to an aeroelastic flight control task. For this specific application, simple and accurate analytical expressions for the closed-loop eigenvalues and zeros in terms of basic parameters such as stability and control derivatives, structural vibration damping and natural frequency, and cost function weights are generated. These expressions explicitly indicate how the weights augment the short period and aeroelastic modes, as well as the closed-loop zeros, and by what physical mechanism. The analytical expressions are used to address topics such as damping, nonminimum phase behavior, stability, and performance with robustness considerations, and design modifications. This type of knowledge is invaluable to the flight control designer and would be more difficult to formulate when obtained from numerical-based sensitivity analysis.

  2. An Approximate Dynamic Programming Mode for Optimal MEDEVAC Dispatching

    Science.gov (United States)

    2015-03-26

    over the myopic policy. This indicates the ADP policy is efficiently managing resources by 28 not immediately sending the nearest available MEDEVAC...DISPATCHING THESIS Presented to the Faculty Department of Operational Sciences Graduate School of Engineering and Management Air Force Institute of Technology...medical evacuation (MEDEVAC) dispatch policies. To solve the MDP, we apply an ap- proximate dynamic programming (ADP) technique. The problem of deciding

  3. Methods of Approximation Theory in Complex Analysis and Mathematical Physics

    CERN Document Server

    Saff, Edward

    1993-01-01

    The book incorporates research papers and surveys written by participants ofan International Scientific Programme on Approximation Theory jointly supervised by Institute for Constructive Mathematics of University of South Florida at Tampa, USA and the Euler International Mathematical Instituteat St. Petersburg, Russia. The aim of the Programme was to present new developments in Constructive Approximation Theory. The topics of the papers are: asymptotic behaviour of orthogonal polynomials, rational approximation of classical functions, quadrature formulas, theory of n-widths, nonlinear approximation in Hardy algebras,numerical results on best polynomial approximations, wavelet analysis. FROM THE CONTENTS: E.A. Rakhmanov: Strong asymptotics for orthogonal polynomials associated with exponential weights on R.- A.L. Levin, E.B. Saff: Exact Convergence Rates for Best Lp Rational Approximation to the Signum Function and for Optimal Quadrature in Hp.- H. Stahl: Uniform Rational Approximation of x .- M. Rahman, S.K. ...

  4. Part I. An investigation into the mechanism of the samarium (II)-promoted Barbier reaction: Sequential radical cyclization/organometallic addition. Part II. Conjugate addition reactions of organosamarium reagents by in situ transmetalation to cuprates. Part III. Approximate absolute rate constants for the reaction of tributyltin radicals with aryl and vinyl halides. Part IV. An investigation into the synthetic utility of tri-n-butylgermanium hydride

    Energy Technology Data Exchange (ETDEWEB)

    Totleben, M.J.

    1992-01-01

    An investigation of the mechanism of the samarium diiodide mediated Barbier reaction was conducted. Through a series of alkyl halide-carbonyl coupling and deuterium labelling experiments, evidence supportive of an organometallic addition mechanism was collected. Further probing led to an expansion of the utility of SmI[sub 2] in synthesis. The author has shown that radical cyclization of aryl and alkyl radicals to olefins, followed by reduction to primary and secondary organosamarium species is feasible. Organosamarium (III) reagents, produced by the reduction of alkyl and select aryl halides with 2 equiv of SmI[sub 2] in THF/HMPA, were treated with copper (I) salts and complexes to effect in situ transmetalation to cuprates. This allowed the 1,4-addition to [alpha],[beta]-unsaturated ketones. This new methodology allows for the sequential formation of carbon-carbon bonds through a combination of free radical and cuprate chemistry. Absolute rate constants for the abstraction of bromine atoms (k[sub Br]) by tri-n-butyltin radicals from a series of vinyl and aryl bromides have been determined. Atom abstraction was modestly enhanced by proximity of the halogen to a substituent in the following order: para < meta < ortho. Tri-n-butyl germanium hydride is known to be a poorer hydrogen atom donor than its tin analog. This feature makes it attractive for use in slow radical cyclizations where tin hydride would provide mainly for reduction. A brief study was executed to improve on the utility of the reagent as current conditions do not yield desired products in high amounts. Initial investigations examined the effect of initiator on reduction by germanium hydride, and subsequent experiments probed solvent effects. t-Butyl alcohol was determined to be superior to benzene or acetonitrile, giving consistently higher yields of reduction products.

  5. Nuclear Hartree-Fock approximation testing and other related approximations

    International Nuclear Information System (INIS)

    Cohenca, J.M.

    1970-01-01

    Hartree-Fock, and Tamm-Dancoff approximations are tested for angular momentum of even-even nuclei. Wave functions, energy levels and momenta are comparatively evaluated. Quadripole interactions are studied following the Elliott model. Results are applied to Ne 20 [pt

  6. Complex energies from real perturbation series for the LoSurdo-Stark effect in hydrogen by Borel-Pade approximants

    Energy Technology Data Exchange (ETDEWEB)

    Franceschini, V.; Grecchi, V.; Silverstone, H.J.

    1985-09-01

    The resonance energies for the hydrogen atom in an electric field, both the real and imaginary parts, have been calculated together from the real Rayleigh-Schroedinger perturbation series by Borel summation. Pade approximants were used to evaluate the Borel transform. The numerical results compare well with values obtained by the complex-coordinate variational method and by sequential use of Pade approximants.

  7. The discrete-dipole-approximation code ADDA: capabilities and known limitations

    NARCIS (Netherlands)

    Yurkin, M.A.; Hoekstra, A.G.

    2011-01-01

    The open-source code ADDA is described, which implements the discrete dipole approximation (DDA), a method to simulate light scattering by finite 3D objects of arbitrary shape and composition. Besides standard sequential execution, ADDA can run on a multiprocessor distributed-memory system,

  8. Diophantine approximation and Dirichlet series

    CERN Document Server

    Queffélec, Hervé

    2013-01-01

    This self-contained book will benefit beginners as well as researchers. It is devoted to Diophantine approximation, the analytic theory of Dirichlet series, and some connections between these two domains, which often occur through the Kronecker approximation theorem. Accordingly, the book is divided into seven chapters, the first three of which present tools from commutative harmonic analysis, including a sharp form of the uncertainty principle, ergodic theory and Diophantine approximation to be used in the sequel. A presentation of continued fraction expansions, including the mixing property of the Gauss map, is given. Chapters four and five present the general theory of Dirichlet series, with classes of examples connected to continued fractions, the famous Bohr point of view, and then the use of random Dirichlet series to produce non-trivial extremal examples, including sharp forms of the Bohnenblust-Hille theorem. Chapter six deals with Hardy-Dirichlet spaces, which are new and useful Banach spaces of anal...

  9. Approximations to camera sensor noise

    Science.gov (United States)

    Jin, Xiaodan; Hirakawa, Keigo

    2013-02-01

    Noise is present in all image sensor data. Poisson distribution is said to model the stochastic nature of the photon arrival process, while it is common to approximate readout/thermal noise by additive white Gaussian noise (AWGN). Other sources of signal-dependent noise such as Fano and quantization also contribute to the overall noise profile. Question remains, however, about how best to model the combined sensor noise. Though additive Gaussian noise with signal-dependent noise variance (SD-AWGN) and Poisson corruption are two widely used models to approximate the actual sensor noise distribution, the justification given to these types of models are based on limited evidence. The goal of this paper is to provide a more comprehensive characterization of random noise. We concluded by presenting concrete evidence that Poisson model is a better approximation to real camera model than SD-AWGN. We suggest further modification to Poisson that may improve the noise model.

  10. Approximation methods in probability theory

    CERN Document Server

    Čekanavičius, Vydas

    2016-01-01

    This book presents a wide range of well-known and less common methods used for estimating the accuracy of probabilistic approximations, including the Esseen type inversion formulas, the Stein method as well as the methods of convolutions and triangle function. Emphasising the correct usage of the methods presented, each step required for the proofs is examined in detail. As a result, this textbook provides valuable tools for proving approximation theorems. While Approximation Methods in Probability Theory will appeal to everyone interested in limit theorems of probability theory, the book is particularly aimed at graduate students who have completed a standard intermediate course in probability theory. Furthermore, experienced researchers wanting to enlarge their toolkit will also find this book useful.

  11. Evaluation of optimization strategies and the effect of initial conditions on IMAT optimization using a leaf position optimization algorithm

    International Nuclear Information System (INIS)

    Oliver, Mike; Jensen, Michael; Chen, Jeff; Wong, Eugene

    2009-01-01

    Intensity-modulated arc therapy (IMAT) is a rotational variant of intensity-modulated radiation therapy (IMRT) that can be implemented with or without angular dose rate variation. The purpose of this study is to assess optimization strategies and initial conditions using a leaf position optimization (LPO) algorithm altered for variable dose rate IMAT. A concave planning target volume (PTV) with a central cylindrical organ at risk (OAR) was used in this study. The initial IMAT arcs were approximated by multiple static beams at 5 deg. angular increments where multi-leaf collimator (MLC) leaf positions were determined from the beam's eye view to irradiate the PTV but avoid the OAR. For the optimization strategy, two arcs with arc ranges of 280 deg. and 150 deg. were employed and plans were created using LPO alone, variable dose rate optimization (VDRO) alone, simultaneous LPO and VDRO and sequential combinations of these strategies. To assess the MLC initialization effect, three single 360 deg. arc plans with different initial MLC configurations were generated using the simultaneous LPO and VDRO. The effect of changing optimization degrees of freedom was investigated by employing 3 deg., 5 deg. and 10 deg. angular sampling intervals for the two 280 deg., two 150 deg. and single arc plans using LPO and VDRO. The objective function value, a conformity index, a dose homogeneity index, mean dose to OAR and normal tissues were computed and used to evaluate the treatment plans. This study shows that the best optimization strategy for a concave target is to use simultaneous MLC LPO and VDRO. We found that the optimization result is sensitive to the choice of initial MLC aperture shapes suggesting that an LPO-based IMAT plan may not be able to overcome local minima for this geometry. In conclusion, simultaneous MLC leaf position and VDRO are needed with the most appropriate initial conditions (MLC positions, arc ranges and number of arcs) for IMAT.

  12. Polygonal-path approximation on the path spaces of quantum mechanical systems: extended Feynman maps

    International Nuclear Information System (INIS)

    Exner, R.; Kolerov, G.I.

    1981-01-01

    Various types of polygonal-path approximations appearing in the functional-integration theory are discussed. The uniform approximation is applied to extend the definition of the Feynman maps from our previous paper and to prove consistency of this extension. Relations of the extended Fsub(-i)-map to the Wiener integral are given. In particular, the basic theorem about the sequential Wiener integral by Cameron is improved [ru

  13. Approximate reasoning in physical systems

    International Nuclear Information System (INIS)

    Mutihac, R.

    1991-01-01

    The theory of fuzzy sets provides excellent ground to deal with fuzzy observations (uncertain or imprecise signals, wavelengths, temperatures,etc.) fuzzy functions (spectra and depth profiles) and fuzzy logic and approximate reasoning. First, the basic ideas of fuzzy set theory are briefly presented. Secondly, stress is put on application of simple fuzzy set operations for matching candidate reference spectra of a spectral library to an unknown sample spectrum (e.g. IR spectroscopy). Thirdly, approximate reasoning is applied to infer an unknown property from information available in a database (e.g. crystal systems). Finally, multi-dimensional fuzzy reasoning techniques are suggested. (Author)

  14. Face Recognition using Approximate Arithmetic

    DEFF Research Database (Denmark)

    Marso, Karol

    Face recognition is image processing technique which aims to identify human faces and found its use in various different fields for example in security. Throughout the years this field evolved and there are many approaches and many different algorithms which aim to make the face recognition as effective...... processing applications the results do not need to be completely precise and use of the approximate arithmetic can lead to reduction in terms of delay, space and power consumption. In this paper we examine possible use of approximate arithmetic in face recognition using Eigenfaces algorithm....

  15. Ranking Support Vector Machine with Kernel Approximation

    Directory of Open Access Journals (Sweden)

    Kai Chen

    2017-01-01

    Full Text Available Learning to rank algorithm has become important in recent years due to its successful application in information retrieval, recommender system, and computational biology, and so forth. Ranking support vector machine (RankSVM is one of the state-of-art ranking models and has been favorably used. Nonlinear RankSVM (RankSVM with nonlinear kernels can give higher accuracy than linear RankSVM (RankSVM with a linear kernel for complex nonlinear ranking problem. However, the learning methods for nonlinear RankSVM are still time-consuming because of the calculation of kernel matrix. In this paper, we propose a fast ranking algorithm based on kernel approximation to avoid computing the kernel matrix. We explore two types of kernel approximation methods, namely, the Nyström method and random Fourier features. Primal truncated Newton method is used to optimize the pairwise L2-loss (squared Hinge-loss objective function of the ranking model after the nonlinear kernel approximation. Experimental results demonstrate that our proposed method gets a much faster training speed than kernel RankSVM and achieves comparable or better performance over state-of-the-art ranking algorithms.

  16. Simultaneous perturbation stochastic approximation for tidal models

    KAUST Repository

    Altaf, M.U.

    2011-05-12

    The Dutch continental shelf model (DCSM) is a shallow sea model of entire continental shelf which is used operationally in the Netherlands to forecast the storm surges in the North Sea. The forecasts are necessary to support the decision of the timely closure of the moveable storm surge barriers to protect the land. In this study, an automated model calibration method, simultaneous perturbation stochastic approximation (SPSA) is implemented for tidal calibration of the DCSM. The method uses objective function evaluations to obtain the gradient approximations. The gradient approximation for the central difference method uses only two objective function evaluation independent of the number of parameters being optimized. The calibration parameter in this study is the model bathymetry. A number of calibration experiments is performed. The effectiveness of the algorithm is evaluated in terms of the accuracy of the final results as well as the computational costs required to produce these results. In doing so, comparison is made with a traditional steepest descent method and also with a newly developed proper orthogonal decompositionbased calibration method. The main findings are: (1) The SPSA method gives comparable results to steepest descent method with little computational cost. (2) The SPSA method with little computational cost can be used to estimate large number of parameters.

  17. Ranking Support Vector Machine with Kernel Approximation.

    Science.gov (United States)

    Chen, Kai; Li, Rongchun; Dou, Yong; Liang, Zhengfa; Lv, Qi

    2017-01-01

    Learning to rank algorithm has become important in recent years due to its successful application in information retrieval, recommender system, and computational biology, and so forth. Ranking support vector machine (RankSVM) is one of the state-of-art ranking models and has been favorably used. Nonlinear RankSVM (RankSVM with nonlinear kernels) can give higher accuracy than linear RankSVM (RankSVM with a linear kernel) for complex nonlinear ranking problem. However, the learning methods for nonlinear RankSVM are still time-consuming because of the calculation of kernel matrix. In this paper, we propose a fast ranking algorithm based on kernel approximation to avoid computing the kernel matrix. We explore two types of kernel approximation methods, namely, the Nyström method and random Fourier features. Primal truncated Newton method is used to optimize the pairwise L2-loss (squared Hinge-loss) objective function of the ranking model after the nonlinear kernel approximation. Experimental results demonstrate that our proposed method gets a much faster training speed than kernel RankSVM and achieves comparable or better performance over state-of-the-art ranking algorithms.

  18. Simultaneous perturbation stochastic approximation for tidal models

    KAUST Repository

    Altaf, M.U.; Heemink, A.W.; Verlaan, M.; Hoteit, Ibrahim

    2011-01-01

    The Dutch continental shelf model (DCSM) is a shallow sea model of entire continental shelf which is used operationally in the Netherlands to forecast the storm surges in the North Sea. The forecasts are necessary to support the decision of the timely closure of the moveable storm surge barriers to protect the land. In this study, an automated model calibration method, simultaneous perturbation stochastic approximation (SPSA) is implemented for tidal calibration of the DCSM. The method uses objective function evaluations to obtain the gradient approximations. The gradient approximation for the central difference method uses only two objective function evaluation independent of the number of parameters being optimized. The calibration parameter in this study is the model bathymetry. A number of calibration experiments is performed. The effectiveness of the algorithm is evaluated in terms of the accuracy of the final results as well as the computational costs required to produce these results. In doing so, comparison is made with a traditional steepest descent method and also with a newly developed proper orthogonal decompositionbased calibration method. The main findings are: (1) The SPSA method gives comparable results to steepest descent method with little computational cost. (2) The SPSA method with little computational cost can be used to estimate large number of parameters.

  19. Sequential dependencies in magnitude scaling of loudness

    DEFF Research Database (Denmark)

    Joshi, Suyash Narendra; Jesteadt, Walt

    2013-01-01

    Ten normally hearing listeners used a programmable sone-potentiometer knob to adjust the level of a 1000-Hz sinusoid to match the loudness of numbers presented to them in a magnitude production task. Three different power-law exponents (0.15, 0.30, and 0.60) and a log-law with equal steps in d......B were used to program the sone-potentiometer. The knob settings systematically influenced the form of the loudness function. Time series analysis was used to assess the sequential dependencies in the data, which increased with increasing exponent and were greatest for the log-law. It would be possible......, therefore, to choose knob properties that minimized these dependencies. When the sequential dependencies were removed from the data, the slope of the loudness functions did not change, but the variability decreased. Sequential dependencies were only present when the level of the tone on the previous trial...

  20. Sequential biventricular pacing improves regional contractility, longitudinal function and dyssynchrony in patients with heart failure and prolonged QRS

    Directory of Open Access Journals (Sweden)

    Ring Margareta

    2010-04-01

    Full Text Available Abstract Aims Biventricular pacing (BiP is an effective treatment in systolic heart failure (HF patients with prolonged QRS. However, approximately 35% of the patients receiving BiP are classified as non-responders. The aim of this study is to evaluate the acute effects of VV-optimization on systolic heart function. Methods Twenty-one HF patients aged 72 (46-88 years, QRS 154 (120-190 ms, were studied with echocardiography, Tissue Doppler Imaging (TDI and 3D-echo the first day after receiving a BiP device. TDI was performed; during simultaneous pacing (LV-lead pacing 4 ms before the RV-lead and during sequential pacing (LV 20 and 40 ms before RV and RV 20 and 40 ms before LV-lead pacing. Systolic heart function was studied by tissue tracking (TT for longitudinal function and systolic maximal velocity (SMV for regional contractility and signs of dyssynchrony assessed by time-delays standard deviation of aortic valve opening to SMV, AVO-SMV/SD and tissue synchronization imaging (TSI. Results The TT mean value preoperatively was 4,2 ± 1,5 and increased at simultaneous pacing to 5,0 ± 1,2 mm (p Conclusions VV-optimization in the acute phase improves systolic heart function more than simultaneous BiP pacing. Long-term effects should be evaluated in prospective randomized trials.

  1. Approximate Matching of Hierarchial Data

    DEFF Research Database (Denmark)

    Augsten, Nikolaus

    -grams of a tree are all its subtrees of a particular shape. Intuitively, two trees are similar if they have many pq-grams in common. The pq-gram distance is an efficient and effective approximation of the tree edit distance. We analyze the properties of the pq-gram distance and compare it with the tree edit...

  2. Approximation of Surfaces by Cylinders

    DEFF Research Database (Denmark)

    Randrup, Thomas

    1998-01-01

    We present a new method for approximation of a given surface by a cylinder surface. It is a constructive geometric method, leading to a monorail representation of the cylinder surface. By use of a weighted Gaussian image of the given surface, we determine a projection plane. In the orthogonal...

  3. Truthful approximations to range voting

    DEFF Research Database (Denmark)

    Filos-Ratsika, Aris; Miltersen, Peter Bro

    We consider the fundamental mechanism design problem of approximate social welfare maximization under general cardinal preferences on a finite number of alternatives and without money. The well-known range voting scheme can be thought of as a non-truthful mechanism for exact social welfare...

  4. On badly approximable complex numbers

    DEFF Research Database (Denmark)

    Esdahl-Schou, Rune; Kristensen, S.

    We show that the set of complex numbers which are badly approximable by ratios of elements of , where has maximal Hausdorff dimension. In addition, the intersection of these sets is shown to have maximal dimension. The results remain true when the sets in question are intersected with a suitably...

  5. Approximate reasoning in decision analysis

    Energy Technology Data Exchange (ETDEWEB)

    Gupta, M M; Sanchez, E

    1982-01-01

    The volume aims to incorporate the recent advances in both theory and applications. It contains 44 articles by 74 contributors from 17 different countries. The topics considered include: membership functions; composite fuzzy relations; fuzzy logic and inference; classifications and similarity measures; expert systems and medical diagnosis; psychological measurements and human behaviour; approximate reasoning and decision analysis; and fuzzy clustering algorithms.

  6. Pythagorean Approximations and Continued Fractions

    Science.gov (United States)

    Peralta, Javier

    2008-01-01

    In this article, we will show that the Pythagorean approximations of [the square root of] 2 coincide with those achieved in the 16th century by means of continued fractions. Assuming this fact and the known relation that connects the Fibonacci sequence with the golden section, we shall establish a procedure to obtain sequences of rational numbers…

  7. Ultrafast Approximation for Phylogenetic Bootstrap

    NARCIS (Netherlands)

    Bui Quang Minh, [No Value; Nguyen, Thi; von Haeseler, Arndt

    Nonparametric bootstrap has been a widely used tool in phylogenetic analysis to assess the clade support of phylogenetic trees. However, with the rapidly growing amount of data, this task remains a computational bottleneck. Recently, approximation methods such as the RAxML rapid bootstrap (RBS) and

  8. Using Chebyshev polynomials and approximate inverse triangular factorizations for preconditioning the conjugate gradient method

    Science.gov (United States)

    Kaporin, I. E.

    2012-02-01

    In order to precondition a sparse symmetric positive definite matrix, its approximate inverse is examined, which is represented as the product of two sparse mutually adjoint triangular matrices. In this way, the solution of the corresponding system of linear algebraic equations (SLAE) by applying the preconditioned conjugate gradient method (CGM) is reduced to performing only elementary vector operations and calculating sparse matrix-vector products. A method for constructing the above preconditioner is described and analyzed. The triangular factor has a fixed sparsity pattern and is optimal in the sense that the preconditioned matrix has a minimum K-condition number. The use of polynomial preconditioning based on Chebyshev polynomials makes it possible to considerably reduce the amount of scalar product operations (at the cost of an insignificant increase in the total number of arithmetic operations). The possibility of an efficient massively parallel implementation of the resulting method for solving SLAEs is discussed. For a sequential version of this method, the results obtained by solving 56 test problems from the Florida sparse matrix collection (which are large-scale and ill-conditioned) are presented. These results show that the method is highly reliable and has low computational costs.

  9. Dihydroazulene photoswitch operating in sequential tunneling regime

    DEFF Research Database (Denmark)

    Broman, Søren Lindbæk; Lara-Avila, Samuel; Thisted, Christine Lindbjerg

    2012-01-01

    to electrodes so that the electron transport goes by sequential tunneling. To assure weak coupling, the DHA switching kernel is modified by incorporating p-MeSC6H4 end-groups. Molecules are prepared by Suzuki cross-couplings on suitable halogenated derivatives of DHA. The synthesis presents an expansion of our......, incorporating a p-MeSC6H4 anchoring group in one end, has been placed in a silver nanogap. Conductance measurements justify that transport through both DHA (high resistivity) and VHF (low resistivity) forms goes by sequential tunneling. The switching is fairly reversible and reenterable; after more than 20 ON...

  10. Asynchronous Operators of Sequential Logic Venjunction & Sequention

    CERN Document Server

    Vasyukevich, Vadim

    2011-01-01

    This book is dedicated to new mathematical instruments assigned for logical modeling of the memory of digital devices. The case in point is logic-dynamical operation named venjunction and venjunctive function as well as sequention and sequentional function. Venjunction and sequention operate within the framework of sequential logic. In a form of the corresponding equations, they organically fit analytical expressions of Boolean algebra. Thus, a sort of symbiosis is formed using elements of asynchronous sequential logic on the one hand and combinational logic on the other hand. So, asynchronous

  11. Involving young people in decision making about sequential cochlear implantation.

    Science.gov (United States)

    Ion, Rebecca; Cropper, Jenny; Walters, Hazel

    2013-11-01

    The National Institute for Health and Clinical Excellence guidelines recommended young people who currently have one cochlear implant be offered assessment for a second, sequential implant, due to the reported improvements in sound localization and speech perception in noise. The possibility and benefits of group information and counselling assessments were considered. Previous research has shown advantages of group sessions involving young people and their families and such groups which also allow young people opportunity to discuss their concerns separately to their parents/guardians are found to be 'hugely important'. Such research highlights the importance of involving children in decision-making processes. Families considering a sequential cochlear implant were invited to a group information/counselling session, which included time for parents and children to meet separately. Fourteen groups were held with approximately four to five families in each session, totalling 62 patients. The sessions were facilitated by the multi-disciplinary team, with a particular psychological focus in the young people's session. Feedback from families has demonstrated positive support for this format. Questionnaire feedback, to which nine families responded, indicated that seven preferred the group session to an individual session and all approved of separate groups for the child and parents/guardians. Overall the group format and psychological focus were well received in this typically surgical setting and emphasized the importance of involving the young person in the decision-making process. This positive feedback also opens up the opportunity to use a group format in other assessment processes.

  12. Iterative regularization in intensity-modulated radiation therapy optimization

    International Nuclear Information System (INIS)

    Carlsson, Fredrik; Forsgren, Anders

    2006-01-01

    A common way to solve intensity-modulated radiation therapy (IMRT) optimization problems is to use a beamlet-based approach. The approach is usually employed in a three-step manner: first a beamlet-weight optimization problem is solved, then the fluence profiles are converted into step-and-shoot segments, and finally postoptimization of the segment weights is performed. A drawback of beamlet-based approaches is that beamlet-weight optimization problems are ill-conditioned and have to be regularized in order to produce smooth fluence profiles that are suitable for conversion. The purpose of this paper is twofold: first, to explain the suitability of solving beamlet-based IMRT problems by a BFGS quasi-Newton sequential quadratic programming method with diagonal initial Hessian estimate, and second, to empirically show that beamlet-weight optimization problems should be solved in relatively few iterations when using this optimization method. The explanation of the suitability is based on viewing the optimization method as an iterative regularization method. In iterative regularization, the optimization problem is solved approximately by iterating long enough to obtain a solution close to the optimal one, but terminating before too much noise occurs. Iterative regularization requires an optimization method that initially proceeds in smooth directions and makes rapid initial progress. Solving ten beamlet-based IMRT problems with dose-volume objectives and bounds on the beamlet-weights, we find that the considered optimization method fulfills the requirements for performing iterative regularization. After segment-weight optimization, the treatments obtained using 35 beamlet-weight iterations outperform the treatments obtained using 100 beamlet-weight iterations, both in terms of objective value and of target uniformity. We conclude that iterating too long may in fact deteriorate the quality of the deliverable plan

  13. Beyond the random phase approximation

    DEFF Research Database (Denmark)

    Olsen, Thomas; Thygesen, Kristian S.

    2013-01-01

    We assess the performance of a recently proposed renormalized adiabatic local density approximation (rALDA) for ab initio calculations of electronic correlation energies in solids and molecules. The method is an extension of the random phase approximation (RPA) derived from time-dependent density...... functional theory and the adiabatic connection fluctuation-dissipation theorem and contains no fitted parameters. The new kernel is shown to preserve the accurate description of dispersive interactions from RPA while significantly improving the description of short-range correlation in molecules, insulators......, and metals. For molecular atomization energies, the rALDA is a factor of 7 better than RPA and a factor of 4 better than the Perdew-Burke-Ernzerhof (PBE) functional when compared to experiments, and a factor of 3 (1.5) better than RPA (PBE) for cohesive energies of solids. For transition metals...

  14. Hydrogen: Beyond the Classic Approximation

    International Nuclear Information System (INIS)

    Scivetti, Ivan

    2003-01-01

    The classical nucleus approximation is the most frequently used approach for the resolution of problems in condensed matter physics.However, there are systems in nature where it is necessary to introduce the nuclear degrees of freedom to obtain a correct description of the properties.Examples of this, are the systems with containing hydrogen.In this work, we have studied the resolution of the quantum nuclear problem for the particular case of the water molecule.The Hartree approximation has been used, i.e. we have considered that the nuclei are distinguishable particles.In addition, we have proposed a model to solve the tunneling process, which involves the resolution of the nuclear problem for configurations of the system away from its equilibrium position

  15. Eyewitness confidence in simultaneous and sequential lineups: a criterion shift account for sequential mistaken identification overconfidence.

    Science.gov (United States)

    Dobolyi, David G; Dodson, Chad S

    2013-12-01

    Confidence judgments for eyewitness identifications play an integral role in determining guilt during legal proceedings. Past research has shown that confidence in positive identifications is strongly associated with accuracy. Using a standard lineup recognition paradigm, we investigated accuracy using signal detection and ROC analyses, along with the tendency to choose a face with both simultaneous and sequential lineups. We replicated past findings of reduced rates of choosing with sequential as compared to simultaneous lineups, but notably found an accuracy advantage in favor of simultaneous lineups. Moreover, our analysis of the confidence-accuracy relationship revealed two key findings. First, we observed a sequential mistaken identification overconfidence effect: despite an overall reduction in false alarms, confidence for false alarms that did occur was higher with sequential lineups than with simultaneous lineups, with no differences in confidence for correct identifications. This sequential mistaken identification overconfidence effect is an expected byproduct of the use of a more conservative identification criterion with sequential than with simultaneous lineups. Second, we found a steady drop in confidence for mistaken identifications (i.e., foil identifications and false alarms) from the first to the last face in sequential lineups, whereas confidence in and accuracy of correct identifications remained relatively stable. Overall, we observed that sequential lineups are both less accurate and produce higher confidence false identifications than do simultaneous lineups. Given the increasing prominence of sequential lineups in our legal system, our data argue for increased scrutiny and possibly a wholesale reevaluation of this lineup format. PsycINFO Database Record (c) 2013 APA, all rights reserved.

  16. Approximation errors during variance propagation

    International Nuclear Information System (INIS)

    Dinsmore, Stephen

    1986-01-01

    Risk and reliability analyses are often performed by constructing and quantifying large fault trees. The inputs to these models are component failure events whose probability of occuring are best represented as random variables. This paper examines the errors inherent in two approximation techniques used to calculate the top event's variance from the inputs' variance. Two sample fault trees are evaluated and several three dimensional plots illustrating the magnitude of the error over a wide range of input means and variances are given

  17. Strategic Path Planning by Sequential Parametric Bayesian Decisions

    Directory of Open Access Journals (Sweden)

    Baro Hyun

    2013-11-01

    Full Text Available The objective of this research is to generate a path for a mobile agent that carries sensors used for classification, where the path is to optimize strategic objectives that account for misclassification and the consequences of misclassification, and where the weights assigned to these consequences are chosen by a strategist. We propose a model that accounts for the interaction between the agent kinematics (i.e., the ability to move, informatics (i.e., the ability to process data to information, classification (i.e., the ability to classify objects based on the information, and strategy (i.e., the mission objective. Within this model, we pose and solve a sequential decision problem that accounts for strategist preferences and the solution to the problem yields a sequence of kinematic decisions of a moving agent. The solution of the sequential decision problem yields the following flying tactics: “approach only objects whose suspected identity matters to the strategy”. These tactics are numerically illustrated in several scenarios.

  18. Sequential decisions: a computational comparison of observational and reinforcement accounts.

    Directory of Open Access Journals (Sweden)

    Nazanin Mohammadi Sepahvand

    Full Text Available Right brain damaged patients show impairments in sequential decision making tasks for which healthy people do not show any difficulty. We hypothesized that this difficulty could be due to the failure of right brain damage patients to develop well-matched models of the world. Our motivation is the idea that to navigate uncertainty, humans use models of the world to direct the decisions they make when interacting with their environment. The better the model is, the better their decisions are. To explore the model building and updating process in humans and the basis for impairment after brain injury, we used a computational model of non-stationary sequence learning. RELPH (Reinforcement and Entropy Learned Pruned Hypothesis space was able to qualitatively and quantitatively reproduce the results of left and right brain damaged patient groups and healthy controls playing a sequential version of Rock, Paper, Scissors. Our results suggests that, in general, humans employ a sub-optimal reinforcement based learning method rather than an objectively better statistical learning approach, and that differences between right brain damaged and healthy control groups can be explained by different exploration policies, rather than qualitatively different learning mechanisms.

  19. WKB approximation in atomic physics

    International Nuclear Information System (INIS)

    Karnakov, Boris Mikhailovich

    2013-01-01

    Provides extensive coverage of the Wentzel-Kramers-Brillouin approximation and its applications. Presented as a sequence of problems with highly detailed solutions. Gives a concise introduction for calculating Rydberg states, potential barriers and quasistationary systems. This book has evolved from lectures devoted to applications of the Wentzel-Kramers-Brillouin- (WKB or quasi-classical) approximation and of the method of 1/N -expansion for solving various problems in atomic and nuclear physics. The intent of this book is to help students and investigators in this field to extend their knowledge of these important calculation methods in quantum mechanics. Much material is contained herein that is not to be found elsewhere. WKB approximation, while constituting a fundamental area in atomic physics, has not been the focus of many books. A novel method has been adopted for the presentation of the subject matter, the material is presented as a succession of problems, followed by a detailed way of solving them. The methods introduced are then used to calculate Rydberg states in atomic systems and to evaluate potential barriers and quasistationary states. Finally, adiabatic transition and ionization of quantum systems are covered.

  20. Interpretability degrees of finitely axiomatized sequential theories

    NARCIS (Netherlands)

    Visser, Albert

    In this paper we show that the degrees of interpretability of finitely axiomatized extensions-in-the-same-language of a finitely axiomatized sequential theory-like Elementary Arithmetic EA, IΣ1, or the Gödel-Bernays theory of sets and classes GB-have suprema. This partially answers a question posed

  1. Interpretability Degrees of Finitely Axiomatized Sequential Theories

    NARCIS (Netherlands)

    Visser, Albert

    2012-01-01

    In this paper we show that the degrees of interpretability of finitely axiomatized extensions-in-the-same-language of a finitely axiomatized sequential theory —like Elementary Arithmetic EA, IΣ1, or the Gödel-Bernays theory of sets and classes GB— have suprema. This partially answers a question

  2. S.M.P. SEQUENTIAL MATHEMATICS PROGRAM.

    Science.gov (United States)

    CICIARELLI, V; LEONARD, JOSEPH

    A SEQUENTIAL MATHEMATICS PROGRAM BEGINNING WITH THE BASIC FUNDAMENTALS ON THE FOURTH GRADE LEVEL IS PRESENTED. INCLUDED ARE AN UNDERSTANDING OF OUR NUMBER SYSTEM, AND THE BASIC OPERATIONS OF WORKING WITH WHOLE NUMBERS--ADDITION, SUBTRACTION, MULTIPLICATION, AND DIVISION. COMMON FRACTIONS ARE TAUGHT IN THE FIFTH, SIXTH, AND SEVENTH GRADES. A…

  3. Sequential and Simultaneous Logit: A Nested Model.

    NARCIS (Netherlands)

    van Ophem, J.C.M.; Schram, A.J.H.C.

    1997-01-01

    A nested model is presented which has both the sequential and the multinomial logit model as special cases. This model provides a simple test to investigate the validity of these specifications. Some theoretical properties of the model are discussed. In the analysis a distribution function is

  4. Sequential models for coarsening and missingness

    NARCIS (Netherlands)

    Gill, R.D.; Robins, J.M.

    1997-01-01

    In a companion paper we described what intuitively would seem to be the most general possible way to generate Coarsening at Random mechanisms a sequential procedure called randomized monotone coarsening Counterexamples showed that CAR mechanisms exist which cannot be represented in this way Here we

  5. Sequential motor skill: cognition, perception and action

    NARCIS (Netherlands)

    Ruitenberg, M.F.L.

    2013-01-01

    Discrete movement sequences are assumed to be the building blocks of more complex sequential actions that are present in our everyday behavior. The studies presented in this dissertation address the (neuro)cognitive underpinnings of such movement sequences, in particular in relationship to the role

  6. Sequential decoders for large MIMO systems

    KAUST Repository

    Ali, Konpal S.; Abediseid, Walid; Alouini, Mohamed-Slim

    2014-01-01

    the Sequential Decoder using the Fano Algorithm for large MIMO systems. A parameter called the bias is varied to attain different performance-complexity trade-offs. Low values of the bias result in excellent performance but at the expense of high complexity

  7. A framework for sequential multiblock component methods

    NARCIS (Netherlands)

    Smilde, A.K.; Westerhuis, J.A.; Jong, S.de

    2003-01-01

    Multiblock or multiset methods are starting to be used in chemistry and biology to study complex data sets. In chemometrics, sequential multiblock methods are popular; that is, methods that calculate one component at a time and use deflation for finding the next component. In this paper a framework

  8. Classical and sequential limit analysis revisited

    Science.gov (United States)

    Leblond, Jean-Baptiste; Kondo, Djimédo; Morin, Léo; Remmal, Almahdi

    2018-04-01

    Classical limit analysis applies to ideal plastic materials, and within a linearized geometrical framework implying small displacements and strains. Sequential limit analysis was proposed as a heuristic extension to materials exhibiting strain hardening, and within a fully general geometrical framework involving large displacements and strains. The purpose of this paper is to study and clearly state the precise conditions permitting such an extension. This is done by comparing the evolution equations of the full elastic-plastic problem, the equations of classical limit analysis, and those of sequential limit analysis. The main conclusion is that, whereas classical limit analysis applies to materials exhibiting elasticity - in the absence of hardening and within a linearized geometrical framework -, sequential limit analysis, to be applicable, strictly prohibits the presence of elasticity - although it tolerates strain hardening and large displacements and strains. For a given mechanical situation, the relevance of sequential limit analysis therefore essentially depends upon the importance of the elastic-plastic coupling in the specific case considered.

  9. Sequential spatial processes for image analysis

    NARCIS (Netherlands)

    M.N.M. van Lieshout (Marie-Colette); V. Capasso

    2009-01-01

    htmlabstractWe give a brief introduction to sequential spatial processes. We discuss their definition, formulate a Markov property, and indicate why such processes are natural tools in tackling high level vision problems. We focus on the problem of tracking a variable number of moving objects

  10. Sequential spatial processes for image analysis

    NARCIS (Netherlands)

    Lieshout, van M.N.M.; Capasso, V.

    2009-01-01

    We give a brief introduction to sequential spatial processes. We discuss their definition, formulate a Markov property, and indicate why such processes are natural tools in tackling high level vision problems. We focus on the problem of tracking a variable number of moving objects through a video

  11. Sequential Analysis: Hypothesis Testing and Changepoint Detection

    Science.gov (United States)

    2014-07-11

    maintains the flexibility of deciding sooner than the fixed sample size procedure at the price of some lower power [13, 514]. The sequential probability... markets , detection of signals with unknown arrival time in seismology, navigation, radar and sonar signal processing, speech segmentation, and the... skimming cruise missile can yield a significant increase in the probability of raid annihilation. Furthermore, usually detection systems are

  12. Truly costly sequential search and oligopolistic pricing

    NARCIS (Netherlands)

    Janssen, Maarten C W; Moraga-González, José Luis; Wildenbeest, Matthijs R.

    We modify the paper of Stahl (1989) [Stahl, D.O., 1989. Oligopolistic pricing with sequential consumer search. American Economic Review 79, 700-12] by relaxing the assumption that consumers obtain the first price quotation for free. When all price quotations are costly to obtain, the unique

  13. Zips : mining compressing sequential patterns in streams

    NARCIS (Netherlands)

    Hoang, T.L.; Calders, T.G.K.; Yang, J.; Mörchen, F.; Fradkin, D.; Chau, D.H.; Vreeken, J.; Leeuwen, van M.; Faloutsos, C.

    2013-01-01

    We propose a streaming algorithm, based on the minimal description length (MDL) principle, for extracting non-redundant sequential patterns. For static databases, the MDL-based approach that selects patterns based on their capacity to compress data rather than their frequency, was shown to be

  14. How to Read the Tractatus Sequentially

    Directory of Open Access Journals (Sweden)

    Tim Kraft

    2016-11-01

    Full Text Available One of the unconventional features of Wittgenstein’s Tractatus Logico-Philosophicus is its use of an elaborated and detailed numbering system. Recently, Bazzocchi, Hacker und Kuusela have argued that the numbering system means that the Tractatus must be read and interpreted not as a sequentially ordered book, but as a text with a two-dimensional, tree-like structure. Apart from being able to explain how the Tractatus was composed, the tree reading allegedly solves exegetical issues both on the local (e. g. how 4.02 fits into the series of remarks surrounding it and the global level (e. g. relation between ontology and picture theory, solipsism and the eye analogy, resolute and irresolute readings. This paper defends the sequential reading against the tree reading. After presenting the challenges generated by the numbering system and the two accounts as attempts to solve them, it is argued that Wittgenstein’s own explanation of the numbering system, anaphoric references within the Tractatus and the exegetical issues mentioned above do not favour the tree reading, but a version of the sequential reading. This reading maintains that the remarks of the Tractatus form a sequential chain: The role of the numbers is to indicate how remarks on different levels are interconnected to form a concise, surveyable and unified whole.

  15. Adult Word Recognition and Visual Sequential Memory

    Science.gov (United States)

    Holmes, V. M.

    2012-01-01

    Two experiments were conducted investigating the role of visual sequential memory skill in the word recognition efficiency of undergraduate university students. Word recognition was assessed in a lexical decision task using regularly and strangely spelt words, and nonwords that were either standard orthographically legal strings or items made from…

  16. Terminating Sequential Delphi Survey Data Collection

    Science.gov (United States)

    Kalaian, Sema A.; Kasim, Rafa M.

    2012-01-01

    The Delphi survey technique is an iterative mail or electronic (e-mail or web-based) survey method used to obtain agreement or consensus among a group of experts in a specific field on a particular issue through a well-designed and systematic multiple sequential rounds of survey administrations. Each of the multiple rounds of the Delphi survey…

  17. Sequential sampling of visual objects during sustained attention.

    Directory of Open Access Journals (Sweden)

    Jianrong Jia

    2017-06-01

    Full Text Available In a crowded visual scene, attention must be distributed efficiently and flexibly over time and space to accommodate different contexts. It is well established that selective attention enhances the corresponding neural responses, presumably implying that attention would persistently dwell on the task-relevant item. Meanwhile, recent studies, mostly in divided attentional contexts, suggest that attention does not remain stationary but samples objects alternately over time, suggesting a rhythmic view of attention. However, it remains unknown whether the dynamic mechanism essentially mediates attentional processes at a general level. Importantly, there is also a complete lack of direct neural evidence reflecting whether and how the brain rhythmically samples multiple visual objects during stimulus processing. To address these issues, in this study, we employed electroencephalography (EEG and a temporal response function (TRF approach, which can dissociate responses that exclusively represent a single object from the overall neuronal activity, to examine the spatiotemporal characteristics of attention in various attentional contexts. First, attention, which is characterized by inhibitory alpha-band (approximately 10 Hz activity in TRFs, switches between attended and unattended objects every approximately 200 ms, suggesting a sequential sampling even when attention is required to mostly stay on the attended object. Second, the attentional spatiotemporal pattern is modulated by the task context, such that alpha-mediated switching becomes increasingly prominent as the task requires a more uniform distribution of attention. Finally, the switching pattern correlates with attentional behavioral performance. Our work provides direct neural evidence supporting a generally central role of temporal organization mechanism in attention, such that multiple objects are sequentially sorted according to their priority in attentional contexts. The results suggest

  18. Over production of fermentable sugar for bioethanol production from carbohydrate-rich Malaysian food waste via sequential acid-enzymatic hydrolysis pretreatment.

    Science.gov (United States)

    Hafid, Halimatun Saadiah; Nor 'Aini, Abdul Rahman; Mokhtar, Mohd Noriznan; Talib, Ahmad Tarmezee; Baharuddin, Azhari Samsu; Umi Kalsom, Md Shah

    2017-09-01

    In Malaysia, the amount of food waste produced is estimated at approximately 70% of total municipal solid waste generated and characterised by high amount of carbohydrate polymers such as starch, cellulose, and sugars. Considering the beneficial organic fraction contained, its utilization as an alternative substrate specifically for bioethanol production has receiving more attention. However, the sustainable production of bioethanol from food waste is linked to the efficient pretreatment needed for higher production of fermentable sugar prior to fermentation. In this work, a modified sequential acid-enzymatic hydrolysis process has been developed to produce high concentration of fermentable sugars; glucose, sucrose, fructose and maltose. The process started with hydrothermal and dilute acid pretreatment by hydrochloric acid (HCl) and sulphuric acid (H 2 SO 4 ) which aim to degrade larger molecules of polysaccharide before accessible for further steps of enzymatic hydrolysis by glucoamylase. A kinetic model is proposed to perform an optimal hydrolysis for obtaining high fermentable sugars. The results suggested that a significant increase in fermentable sugar production (2.04-folds) with conversion efficiency of 86.8% was observed via sequential acid-enzymatic pretreatment as compared to dilute acid pretreatment (∼42.4% conversion efficiency). The bioethanol production by Saccharomyces cerevisiae utilizing fermentable sugar obtained shows ethanol yield of 0.42g/g with conversion efficiency of 85.38% based on the theoretical yield was achieved. The finding indicates that food waste can be considered as a promising substrate for bioethanol production. Copyright © 2017. Published by Elsevier Ltd.

  19. Sequential capillary electrophoresis analysis using optically gated sample injection and UV/vis detection.

    Science.gov (United States)

    Liu, Xiaoxia; Tian, Miaomiao; Camara, Mohamed Amara; Guo, Liping; Yang, Li

    2015-10-01

    We present sequential CE analysis of amino acids and L-asparaginase-catalyzed enzyme reaction, by combing the on-line derivatization, optically gated (OG) injection and commercial-available UV-Vis detection. Various experimental conditions for sequential OG-UV/vis CE analysis were investigated and optimized by analyzing a standard mixture of amino acids. High reproducibility of the sequential CE analysis was demonstrated with RSD values (n = 20) of 2.23, 2.57, and 0.70% for peak heights, peak areas, and migration times, respectively, and the LOD of 5.0 μM (for asparagine) and 2.0 μM (for aspartic acid) were obtained. With the application of the OG-UV/vis CE analysis, sequential online CE enzyme assay of L-asparaginase-catalyzed enzyme reaction was carried out by automatically and continuously monitoring the substrate consumption and the product formation every 12 s from the beginning to the end of the reaction. The Michaelis constants for the reaction were obtained and were found to be in good agreement with the results of traditional off-line enzyme assays. The study demonstrated the feasibility and reliability of integrating the OG injection with UV/vis detection for sequential online CE analysis, which could be of potential value for online monitoring various chemical reaction and bioprocesses. © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  20. Distributed approximation of Pareto surfaces in multicriteria radiation therapy treatment planning

    International Nuclear Information System (INIS)

    Bokrantz, Rasmus

    2013-01-01

    We consider multicriteria radiation therapy treatment planning by navigation over the Pareto surface, implemented by interpolation between discrete treatment plans. Current state of the art for calculation of a discrete representation of the Pareto surface is to sandwich this set between inner and outer approximations that are updated one point at a time. In this paper, we generalize this sequential method to an algorithm that permits parallelization. The principle of the generalization is to apply the sequential method to an approximation of an inexpensive model of the Pareto surface. The information gathered from the model is sub-sequently used for the calculation of points from the exact Pareto surface, which are processed in parallel. The model is constructed according to the current inner and outer approximations, and given a shape that is difficult to approximate, in order to avoid that parts of the Pareto surface are incorrectly disregarded. Approximations of comparable quality to those generated by the sequential method are demonstrated when the degree of parallelization is up to twice the number of dimensions of the objective space. For practical applications, the number of dimensions is typically at least five, so that a speed-up of one order of magnitude is obtained. (paper)

  1. Distributed approximation of Pareto surfaces in multicriteria radiation therapy treatment planning.

    Science.gov (United States)

    Bokrantz, Rasmus

    2013-06-07

    We consider multicriteria radiation therapy treatment planning by navigation over the Pareto surface, implemented by interpolation between discrete treatment plans. Current state of the art for calculation of a discrete representation of the Pareto surface is to sandwich this set between inner and outer approximations that are updated one point at a time. In this paper, we generalize this sequential method to an algorithm that permits parallelization. The principle of the generalization is to apply the sequential method to an approximation of an inexpensive model of the Pareto surface. The information gathered from the model is sub-sequently used for the calculation of points from the exact Pareto surface, which are processed in parallel. The model is constructed according to the current inner and outer approximations, and given a shape that is difficult to approximate, in order to avoid that parts of the Pareto surface are incorrectly disregarded. Approximations of comparable quality to those generated by the sequential method are demonstrated when the degree of parallelization is up to twice the number of dimensions of the objective space. For practical applications, the number of dimensions is typically at least five, so that a speed-up of one order of magnitude is obtained.

  2. Further Developments on Optimum Structural Design Using MSC/Nastran and Sequential Quadratic Programming

    DEFF Research Database (Denmark)

    Holzleitner, Ludwig

    1996-01-01

    , here the shape of two dimensional parts with different thickness areas will be optimized. As in the previos paper, a methodology for structural optimization using the commercial finite element package MSC/NASTRAN for structural analysis is described. Three different methods for design sensitivity......This work is closely connected to the paper: K.G. MAHMOUD, H.W. ENGL and HOLZLEITNER: "OPTIMUM STRUCTURAL DESIGN USING MSC/NASTRAN AND SEQUENTIAL QUADRATIC PROGRAMMING", Computers & Structures, Vol. 52, No. 3, pp. 437-447, (1994). In contrast to that paper, where thickness optimization is described...

  3. An overview on polynomial approximation of NP-hard problems

    Directory of Open Access Journals (Sweden)

    Paschos Vangelis Th.

    2009-01-01

    Full Text Available The fact that polynomial time algorithm is very unlikely to be devised for an optimal solving of the NP-hard problems strongly motivates both the researchers and the practitioners to try to solve such problems heuristically, by making a trade-off between computational time and solution's quality. In other words, heuristic computation consists of trying to find not the best solution but one solution which is 'close to' the optimal one in reasonable time. Among the classes of heuristic methods for NP-hard problems, the polynomial approximation algorithms aim at solving a given NP-hard problem in poly-nomial time by computing feasible solutions that are, under some predefined criterion, as near to the optimal ones as possible. The polynomial approximation theory deals with the study of such algorithms. This survey first presents and analyzes time approximation algorithms for some classical examples of NP-hard problems. Secondly, it shows how classical notions and tools of complexity theory, such as polynomial reductions, can be matched with polynomial approximation in order to devise structural results for NP-hard optimization problems. Finally, it presents a quick description of what is commonly called inapproximability results. Such results provide limits on the approximability of the problems tackled.

  4. Sequential decision making in computational sustainability via adaptive submodularity

    Science.gov (United States)

    Krause, Andreas; Golovin, Daniel; Converse, Sarah J.

    2015-01-01

    Many problems in computational sustainability require making a sequence of decisions in complex, uncertain environments. Such problems are generally notoriously difficult. In this article, we review the recently discovered notion of adaptive submodularity, an intuitive diminishing returns condition that generalizes the classical notion of submodular set functions to sequential decision problems. Problems exhibiting the adaptive submodularity property can be efficiently and provably near-optimally solved using simple myopic policies. We illustrate this concept in several case studies of interest in computational sustainability: First, we demonstrate how it can be used to efficiently plan for resolving uncertainty in adaptive management scenarios. Secondly, we show how it applies to dynamic conservation planning for protecting endangered species, a case study carried out in collaboration with the US Geological Survey and the US Fish and Wildlife Service.

  5. A Sequential Quadratically Constrained Quadratic Programming Method of Feasible Directions

    International Nuclear Information System (INIS)

    Jian Jinbao; Hu Qingjie; Tang Chunming; Zheng Haiyan

    2007-01-01

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

  6. Systolic array processing of the sequential decoding algorithm

    Science.gov (United States)

    Chang, C. Y.; Yao, K.

    1989-01-01

    A systolic array processing technique is applied to implementing the stack algorithm form of the sequential decoding algorithm. It is shown that sorting, a key function in the stack algorithm, can be efficiently realized by a special type of systolic arrays known as systolic priority queues. Compared to the stack-bucket algorithm, this approach is shown to have the advantages that the decoding always moves along the optimal path, that it has a fast and constant decoding speed and that its simple and regular hardware architecture is suitable for VLSI implementation. Three types of systolic priority queues are discussed: random access scheme, shift register scheme and ripple register scheme. The property of the entries stored in the systolic priority queue is also investigated. The results are applicable to many other basic sorting type problems.

  7. Sequential Service Restoration for Unbalanced Distribution Systems and Microgrids

    International Nuclear Information System (INIS)

    Chen, Bo; Chen, Chen; Wang, Jianhui; Butler-Purry, Karen L.

    2017-01-01

    The resilience and reliability of modern power systems are threatened by increasingly severe weather events and cyber-physical security events. An effective restoration methodology is desired to optimally integrate emerging smart grid technologies and pave the way for developing self-healing smart grids. In this paper, a sequential service restoration (SSR) framework is proposed to generate restoration solutions for distribution systems and microgrids in the event of large-scale power outages. The restoration solution contains a sequence of control actions that properly coordinate switches, distributed generators, and switchable loads to form multiple isolated microgrids. The SSR can be applied for three-phase unbalanced distribution systems and microgrids and can adapt to various operation conditions. Mathematical models are introduced for three-phase unbalanced power flow, voltage regulators, transformers, and loads. Furthermore, the SSR problem is formulated as a mixed-integer linear programming model, and its effectiveness is evaluated via the modified IEEE 123 node test feeder.

  8. Approximate solutions to Mathieu's equation

    Science.gov (United States)

    Wilkinson, Samuel A.; Vogt, Nicolas; Golubev, Dmitry S.; Cole, Jared H.

    2018-06-01

    Mathieu's equation has many applications throughout theoretical physics. It is especially important to the theory of Josephson junctions, where it is equivalent to Schrödinger's equation. Mathieu's equation can be easily solved numerically, however there exists no closed-form analytic solution. Here we collect various approximations which appear throughout the physics and mathematics literature and examine their accuracy and regimes of applicability. Particular attention is paid to quantities relevant to the physics of Josephson junctions, but the arguments and notation are kept general so as to be of use to the broader physics community.

  9. Quantum tunneling beyond semiclassical approximation

    International Nuclear Information System (INIS)

    Banerjee, Rabin; Majhi, Bibhas Ranjan

    2008-01-01

    Hawking radiation as tunneling by Hamilton-Jacobi method beyond semiclassical approximation is analysed. We compute all quantum corrections in the single particle action revealing that these are proportional to the usual semiclassical contribution. We show that a simple choice of the proportionality constants reproduces the one loop back reaction effect in the spacetime, found by conformal field theory methods, which modifies the Hawking temperature of the black hole. Using the law of black hole mechanics we give the corrections to the Bekenstein-Hawking area law following from the modified Hawking temperature. Some examples are explicitly worked out.

  10. Generalized Gradient Approximation Made Simple

    International Nuclear Information System (INIS)

    Perdew, J.P.; Burke, K.; Ernzerhof, M.

    1996-01-01

    Generalized gradient approximations (GGA close-quote s) for the exchange-correlation energy improve upon the local spin density (LSD) description of atoms, molecules, and solids. We present a simple derivation of a simple GGA, in which all parameters (other than those in LSD) are fundamental constants. Only general features of the detailed construction underlying the Perdew-Wang 1991 (PW91) GGA are invoked. Improvements over PW91 include an accurate description of the linear response of the uniform electron gas, correct behavior under uniform scaling, and a smoother potential. copyright 1996 The American Physical Society

  11. Energy optimization in mobile sensor networks

    Science.gov (United States)

    Yu, Shengwei

    consuming negligible amount of energy for mobility cost. For the second problem, the problem is extended to accommodate mobile robotic nodes with energy harvesting capability, which makes it a non-convex optimization problem. The non-convexity issue is tackled by using the existing sequential convex approximation method, based on which we propose a novel procedure of modified sequential convex approximation that has fast convergence speed. For the third problem, the proposed procedure is used to solve another challenging non-convex problem, which results in utilizing mobility and routing simultaneously in mobile robotic sensor networks to prolong the network lifetime. The results indicate that joint design of mobility and routing has an edge over other methods in prolonging network lifetime, which is also the justification for the use of mobility in mobile sensor networks for energy efficiency purpose. For the fourth problem, we include the dynamics of the robotic nodes in the problem by modeling the networked robotic system using hybrid systems theory. A novel distributed method for the networked hybrid system is used to solve the optimal moving trajectories for robotic nodes and optimal network links, which are not answered by previous approaches. Finally, the fact that mobility is more effective in prolonging network lifetime for a data-intensive network leads us to apply our methods to study mobile visual sensor networks, which are useful in many applications. We investigate the joint design of mobility, data routing, and encoding power to help improving the video quality while maximizing the network lifetime. This study leads to a better understanding of the role mobility can play in data-intensive surveillance sensor networks.

  12. Optimization of core reload design for low-leakage fuel management in pressurized water reactors

    International Nuclear Information System (INIS)

    Kim, Y.J.; Downar, T.J.; Sesonske, A.

    1987-01-01

    A method was developed to optimize pressurized water reactor low-leakage core reload designs that features the decoupling and sequential optimization of the fuel arrangement and control problems. The two-stage optimization process provides the maximum cycle length for a given fresh fuel loading subject to power peaking constraints. In the first stage, a best fuel arrangement is determined at the end of cycle (EOC) in the absence of all control poisons by employing a direct search method. The constant power, Haling depletion is used to provide the cycle length and EOC power peaking for each candidate core fuel arrangement. In the second stage, the core control poison requirements to meet the core peaking constraints throughout the cycle are determined using an approximate nonlinear programming technique

  13. Melioration as rational choice: sequential decision making in uncertain environments.

    Science.gov (United States)

    Sims, Chris R; Neth, Hansjörg; Jacobs, Robert A; Gray, Wayne D

    2013-01-01

    Melioration-defined as choosing a lesser, local gain over a greater longer term gain-is a behavioral tendency that people and pigeons share. As such, the empirical occurrence of meliorating behavior has frequently been interpreted as evidence that the mechanisms of human choice violate the norms of economic rationality. In some environments, the relationship between actions and outcomes is known. In this case, the rationality of choice behavior can be evaluated in terms of how successfully it maximizes utility given knowledge of the environmental contingencies. In most complex environments, however, the relationship between actions and future outcomes is uncertain and must be learned from experience. When the difficulty of this learning challenge is taken into account, it is not evident that melioration represents suboptimal choice behavior. In the present article, we examine human performance in a sequential decision-making experiment that is known to induce meliorating behavior. In keeping with previous results using this paradigm, we find that the majority of participants in the experiment fail to adopt the optimal decision strategy and instead demonstrate a significant bias toward melioration. To explore the origins of this behavior, we develop a rational analysis (Anderson, 1990) of the learning problem facing individuals in uncertain decision environments. Our analysis demonstrates that an unbiased learner would adopt melioration as the optimal response strategy for maximizing long-term gain. We suggest that many documented cases of melioration can be reinterpreted not as irrational choice but rather as globally optimal choice under uncertainty.

  14. Articulated Human Motion Tracking Using Sequential Immune Genetic Algorithm

    Directory of Open Access Journals (Sweden)

    Yi Li

    2013-01-01

    Full Text Available We formulate human motion tracking as a high-dimensional constrained optimization problem. A novel generative method is proposed for human motion tracking in the framework of evolutionary computation. The main contribution is that we introduce immune genetic algorithm (IGA for pose optimization in latent space of human motion. Firstly, we perform human motion analysis in the learnt latent space of human motion. As the latent space is low dimensional and contents the prior knowledge of human motion, it makes pose analysis more efficient and accurate. Then, in the search strategy, we apply IGA for pose optimization. Compared with genetic algorithm and other evolutionary methods, its main advantage is the ability to use the prior knowledge of human motion. We design an IGA-based method to estimate human pose from static images for initialization of motion tracking. And we propose a sequential IGA (S-IGA algorithm for motion tracking by incorporating the temporal continuity information into the traditional IGA. Experimental results on different videos of different motion types show that our IGA-based pose estimation method can be used for initialization of motion tracking. The S-IGA-based motion tracking method can achieve accurate and stable tracking of 3D human motion.

  15. Impulse approximation in solid helium

    International Nuclear Information System (INIS)

    Glyde, H.R.

    1985-01-01

    The incoherent dynamic form factor S/sub i/(Q, ω) is evaluated in solid helium for comparison with the impulse approximation (IA). The purpose is to determine the Q values for which the IA is valid for systems such a helium where the atoms interact via a potential having a steeply repulsive but not infinite hard core. For 3 He, S/sub i/(Q, ω) is evaluated from first principles, beginning with the pair potential. The density of states g(ω) is evaluated using the self-consistent phonon theory and S/sub i/(Q,ω) is expressed in terms of g(ω). For solid 4 He resonable models of g(ω) using observed input parameters are used to evaluate S/sub i/(Q,ω). In both cases S/sub i/(Q, ω) is found to approach the impulse approximation S/sub IA/(Q, ω) closely for wave vector transfers Q> or approx. =20 A -1 . The difference between S/sub i/ and S/sub IA/, which is due to final state interactions of the scattering atom with the remainder of the atoms in the solid, is also predominantly antisymmetric in (ω-ω/sub R/), where ω/sub R/ is the recoil frequency. This suggests that the symmetrization procedure proposed by Sears to eliminate final state contributions should work well in solid helium

  16. Finite approximations in fluid mechanics

    International Nuclear Information System (INIS)

    Hirschel, E.H.

    1986-01-01

    This book contains twenty papers on work which was conducted between 1983 and 1985 in the Priority Research Program ''Finite Approximations in Fluid Mechanics'' of the German Research Society (Deutsche Forschungsgemeinschaft). Scientists from numerical mathematics, fluid mechanics, and aerodynamics present their research on boundary-element methods, factorization methods, higher-order panel methods, multigrid methods for elliptical and parabolic problems, two-step schemes for the Euler equations, etc. Applications are made to channel flows, gas dynamical problems, large eddy simulation of turbulence, non-Newtonian flow, turbomachine flow, zonal solutions for viscous flow problems, etc. The contents include: multigrid methods for problems from fluid dynamics, development of a 2D-Transonic Potential Flow Solver; a boundary element spectral method for nonstationary viscous flows in 3 dimensions; navier-stokes computations of two-dimensional laminar flows in a channel with a backward facing step; calculations and experimental investigations of the laminar unsteady flow in a pipe expansion; calculation of the flow-field caused by shock wave and deflagration interaction; a multi-level discretization and solution method for potential flow problems in three dimensions; solutions of the conservation equations with the approximate factorization method; inviscid and viscous flow through rotating meridional contours; zonal solutions for viscous flow problems

  17. Plasma Physics Approximations in Ares

    International Nuclear Information System (INIS)

    Managan, R. A.

    2015-01-01

    Lee & More derived analytic forms for the transport properties of a plasma. Many hydro-codes use their formulae for electrical and thermal conductivity. The coefficients are complex functions of Fermi-Dirac integrals, Fn( μ/θ ), the chemical potential, μ or ζ = ln(1+e μ/θ ), and the temperature, θ = kT. Since these formulae are expensive to compute, rational function approximations were fit to them. Approximations are also used to find the chemical potential, either μ or ζ . The fits use ζ as the independent variable instead of μ/θ . New fits are provided for A α (ζ ),A β (ζ ), ζ, f(ζ ) = (1 + e -μ/θ )F 1/2 (μ/θ), F 1/2 '/F 1/2 , F c α , and F c β . In each case the relative error of the fit is minimized since the functions can vary by many orders of magnitude. The new fits are designed to exactly preserve the limiting values in the non-degenerate and highly degenerate limits or as ζ→ 0 or ∞. The original fits due to Lee & More and George Zimmerman are presented for comparison.

  18. Approximate Quantum Adders with Genetic Algorithms: An IBM Quantum Experience

    Directory of Open Access Journals (Sweden)

    Li Rui

    2017-07-01

    Full Text Available It has been proven that quantum adders are forbidden by the laws of quantum mechanics. We analyze theoretical proposals for the implementation of approximate quantum adders and optimize them by means of genetic algorithms, improving previous protocols in terms of efficiency and fidelity. Furthermore, we experimentally realize a suitable approximate quantum adder with the cloud quantum computing facilities provided by IBM Quantum Experience. The development of approximate quantum adders enhances the toolbox of quantum information protocols, paving the way for novel applications in quantum technologies.

  19. Approximate analytic theory of the multijunction grill

    International Nuclear Information System (INIS)

    Hurtak, O.; Preinhaelter, J.

    1991-03-01

    An approximate analytic theory of the general multijunction grill is developed. Omitting the evanescent modes in the subsidiary waveguides both at the junction and at the grill mouth and neglecting multiple wave reflection, simple formulae are derived for the reflection coefficient, the amplitudes of the incident and reflected waves and the spectral power density. These quantities are expressed through the basic grill parameters (the electric length of the structure and phase shift between adjacent waveguides) and two sets of reflection coefficients describing wave reflections in the subsidiary waveguides at the junction and at the plasma. Approximate expressions for these coefficients are also given. The results are compared with a numerical solution of two specific examples; they were shown to be useful for the optimization and design of multijunction grills.For the JET structure it is shown that, in the case of a dense plasma,many results can be obtained from the simple formulae for a two-waveguide multijunction grill. (author) 12 figs., 12 refs

  20. Convergence estimates in approximation theory

    CERN Document Server

    Gupta, Vijay

    2014-01-01

    The study of linear positive operators is an area of mathematical studies with significant relevance to studies of computer-aided geometric design, numerical analysis, and differential equations. This book focuses on the convergence of linear positive operators in real and complex domains. The theoretical aspects of these operators have been an active area of research over the past few decades. In this volume, authors Gupta and Agarwal explore new and more efficient methods of applying this research to studies in Optimization and Analysis. The text will be of interest to upper-level students seeking an introduction to the field and to researchers developing innovative approaches.

  1. Impact of Diagrams on Recalling Sequential Elements in Expository Texts.

    Science.gov (United States)

    Guri-Rozenblit, Sarah

    1988-01-01

    Examines the instructional effectiveness of abstract diagrams on recall of sequential relations in social science textbooks. Concludes that diagrams assist significantly the recall of sequential relations in a text and decrease significantly the rate of order mistakes. (RS)

  2. Approximation algorithms for a genetic diagnostics problem.

    Science.gov (United States)

    Kosaraju, S R; Schäffer, A A; Biesecker, L G

    1998-01-01

    We define and study a combinatorial problem called WEIGHTED DIAGNOSTIC COVER (WDC) that models the use of a laboratory technique called genotyping in the diagnosis of an important class of chromosomal aberrations. An optimal solution to WDC would enable us to define a genetic assay that maximizes the diagnostic power for a specified cost of laboratory work. We develop approximation algorithms for WDC by making use of the well-known problem SET COVER for which the greedy heuristic has been extensively studied. We prove worst-case performance bounds on the greedy heuristic for WDC and for another heuristic we call directional greedy. We implemented both heuristics. We also implemented a local search heuristic that takes the solutions obtained by greedy and dir-greedy and applies swaps until they are locally optimal. We report their performance on a real data set that is representative of the options that a clinical geneticist faces for the real diagnostic problem. Many open problems related to WDC remain, both of theoretical interest and practical importance.

  3. Configuring Airspace Sectors with Approximate Dynamic Programming

    Science.gov (United States)

    Bloem, Michael; Gupta, Pramod

    2010-01-01

    In response to changing traffic and staffing conditions, supervisors dynamically configure airspace sectors by assigning them to control positions. A finite horizon airspace sector configuration problem models this supervisor decision. The problem is to select an airspace configuration at each time step while considering a workload cost, a reconfiguration cost, and a constraint on the number of control positions at each time step. Three algorithms for this problem are proposed and evaluated: a myopic heuristic, an exact dynamic programming algorithm, and a rollouts approximate dynamic programming algorithm. On problem instances from current operations with only dozens of possible configurations, an exact dynamic programming solution gives the optimal cost value. The rollouts algorithm achieves costs within 2% of optimal for these instances, on average. For larger problem instances that are representative of future operations and have thousands of possible configurations, excessive computation time prohibits the use of exact dynamic programming. On such problem instances, the rollouts algorithm reduces the cost achieved by the heuristic by more than 15% on average with an acceptable computation time.

  4. Approximating the minimum cycle mean

    Directory of Open Access Journals (Sweden)

    Krishnendu Chatterjee

    2013-07-01

    Full Text Available We consider directed graphs where each edge is labeled with an integer weight and study the fundamental algorithmic question of computing the value of a cycle with minimum mean weight. Our contributions are twofold: (1 First we show that the algorithmic question is reducible in O(n^2 time to the problem of a logarithmic number of min-plus matrix multiplications of n-by-n matrices, where n is the number of vertices of the graph. (2 Second, when the weights are nonnegative, we present the first (1 + ε-approximation algorithm for the problem and the running time of our algorithm is ilde(O(n^ω log^3(nW/ε / ε, where O(n^ω is the time required for the classic n-by-n matrix multiplication and W is the maximum value of the weights.

  5. A one-sided sequential test

    Energy Technology Data Exchange (ETDEWEB)

    Racz, A.; Lux, I. [Hungarian Academy of Sciences, Budapest (Hungary). Atomic Energy Research Inst.

    1996-04-16

    The applicability of the classical sequential probability ratio testing (SPRT) for early failure detection problems is limited by the fact that there is an extra time delay between the occurrence of the failure and its first recognition. Chien and Adams developed a method to minimize this time for the case when the problem can be formulated as testing the mean value of a Gaussian signal. In our paper we propose a procedure that can be applied for both mean and variance testing and that minimizes the time delay. The method is based on a special parametrization of the classical SPRT. The one-sided sequential tests (OSST) can reproduce the results of the Chien-Adams test when applied for mean values. (author).

  6. Documentscape: Intertextuality, Sequentiality & Autonomy at Work

    DEFF Research Database (Denmark)

    Christensen, Lars Rune; Bjørn, Pernille

    2014-01-01

    On the basis of an ethnographic field study, this article introduces the concept of documentscape to the analysis of document-centric work practices. The concept of documentscape refers to the entire ensemble of documents in their mutual intertextual interlocking. Providing empirical data from...... a global software development case, we show how hierarchical structures and sequentiality across the interlocked documents are critical to how actors make sense of the work of others and what to do next in a geographically distributed setting. Furthermore, we found that while each document is created...... as part of a quasi-sequential order, this characteristic does not make the document, as a single entity, into a stable object. Instead, we found that the documents were malleable and dynamic while suspended in intertextual structures. Our concept of documentscape points to how the hierarchical structure...

  7. Nonlinear approximation with dictionaries I. Direct estimates

    DEFF Research Database (Denmark)

    Gribonval, Rémi; Nielsen, Morten

    2004-01-01

    We study various approximation classes associated with m-term approximation by elements from a (possibly) redundant dictionary in a Banach space. The standard approximation class associated with the best m-term approximation is compared to new classes defined by considering m-term approximation w...

  8. Approximate cohomology in Banach algebras | Pourabbas ...

    African Journals Online (AJOL)

    We introduce the notions of approximate cohomology and approximate homotopy in Banach algebras and we study the relation between them. We show that the approximate homotopically equivalent cochain complexes give the same approximate cohomologies. As a special case, approximate Hochschild cohomology is ...

  9. On Locally Most Powerful Sequential Rank Tests

    Czech Academy of Sciences Publication Activity Database

    Kalina, Jan

    2017-01-01

    Roč. 36, č. 1 (2017), s. 111-125 ISSN 0747-4946 R&D Projects: GA ČR GA17-07384S Grant - others:Nadační fond na podporu vědy(CZ) Neuron Institutional support: RVO:67985807 Keywords : nonparametric test s * sequential ranks * stopping variable Subject RIV: BA - General Mathematics OBOR OECD: Pure mathematics Impact factor: 0.339, year: 2016

  10. Sequential pattern recognition by maximum conditional informativity

    Czech Academy of Sciences Publication Activity Database

    Grim, Jiří

    2014-01-01

    Roč. 45, č. 1 (2014), s. 39-45 ISSN 0167-8655 R&D Projects: GA ČR(CZ) GA14-02652S; GA ČR(CZ) GA14-10911S Keywords : Multivariate statistics * Statistical pattern recognition * Sequential decision making * Product mixtures * EM algorithm * Shannon information Subject RIV: IN - Informatics, Computer Sci ence Impact factor: 1.551, year: 2014 http://library.utia.cas.cz/separaty/2014/RO/grim-0428565.pdf

  11. Heat accumulation during sequential cortical bone drilling.

    Science.gov (United States)

    Palmisano, Andrew C; Tai, Bruce L; Belmont, Barry; Irwin, Todd A; Shih, Albert; Holmes, James R

    2016-03-01

    Significant research exists regarding heat production during single-hole bone drilling. No published data exist regarding repetitive sequential drilling. This study elucidates the phenomenon of heat accumulation for sequential drilling with both Kirschner wires (K wires) and standard two-flute twist drills. It was hypothesized that cumulative heat would result in a higher temperature with each subsequent drill pass. Nine holes in a 3 × 3 array were drilled sequentially on moistened cadaveric tibia bone kept at body temperature (about 37 °C). Four thermocouples were placed at the center of four adjacent holes and 2 mm below the surface. A battery-driven hand drill guided by a servo-controlled motion system was used. Six samples were drilled with each tool (2.0 mm K wire and 2.0 and 2.5 mm standard drills). K wire drilling increased temperature from 5 °C at the first hole to 20 °C at holes 6 through 9. A similar trend was found in standard drills with less significant increments. The maximum temperatures of both tools increased from drill sizes was found to be insignificant (P > 0.05). In conclusion, heat accumulated during sequential drilling, with size difference being insignificant. K wire produced more heat than its twist-drill counterparts. This study has demonstrated the heat accumulation phenomenon and its significant effect on temperature. Maximizing the drilling field and reducing the number of drill passes may decrease bone injury. © 2015 Orthopaedic Research Society. Published by Wiley Periodicals, Inc.

  12. Sequential Monte Carlo with Highly Informative Observations

    OpenAIRE

    Del Moral, Pierre; Murray, Lawrence M.

    2014-01-01

    We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is simulating bridges between given initial and final values. The basic idea is to introduce a schedule of intermediate weighting and resampling times between observation times, which guide particles towards the final state. This can always be done for continuous-...

  13. Sequential test procedures for inventory differences

    International Nuclear Information System (INIS)

    Goldman, A.S.; Kern, E.A.; Emeigh, C.W.

    1985-01-01

    By means of a simulation study, we investigated the appropriateness of Page's and power-one sequential tests on sequences of inventory differences obtained from an example materials control unit, a sub-area of a hypothetical UF 6 -to-U 3 O 8 conversion process. The study examined detection probability and run length curves obtained from different loss scenarios. 12 refs., 10 figs., 2 tabs

  14. Sequential neural models with stochastic layers

    DEFF Research Database (Denmark)

    Fraccaro, Marco; Sønderby, Søren Kaae; Paquet, Ulrich

    2016-01-01

    How can we efficiently propagate uncertainty in a latent state representation with recurrent neural networks? This paper introduces stochastic recurrent neural networks which glue a deterministic recurrent neural network and a state space model together to form a stochastic and sequential neural...... generative model. The clear separation of deterministic and stochastic layers allows a structured variational inference network to track the factorization of the model's posterior distribution. By retaining both the nonlinear recursive structure of a recurrent neural network and averaging over...

  15. Robust real-time pattern matching using bayesian sequential hypothesis testing.

    Science.gov (United States)

    Pele, Ofir; Werman, Michael

    2008-08-01

    This paper describes a method for robust real time pattern matching. We first introduce a family of image distance measures, the "Image Hamming Distance Family". Members of this family are robust to occlusion, small geometrical transforms, light changes and non-rigid deformations. We then present a novel Bayesian framework for sequential hypothesis testing on finite populations. Based on this framework, we design an optimal rejection/acceptance sampling algorithm. This algorithm quickly determines whether two images are similar with respect to a member of the Image Hamming Distance Family. We also present a fast framework that designs a near-optimal sampling algorithm. Extensive experimental results show that the sequential sampling algorithm performance is excellent. Implemented on a Pentium 4 3 GHz processor, detection of a pattern with 2197 pixels, in 640 x 480 pixel frames, where in each frame the pattern rotated and was highly occluded, proceeds at only 0.022 seconds per frame.

  16. Sequential blind identification of underdetermined mixtures using a novel deflation scheme.

    Science.gov (United States)

    Zhang, Mingjian; Yu, Simin; Wei, Gang

    2013-09-01

    In this brief, we consider the problem of blind identification in underdetermined instantaneous mixture cases, where there are more sources than sensors. A new blind identification algorithm, which estimates the mixing matrix in a sequential fashion, is proposed. By using the rank-1 detecting device, blind identification is reformulated as a constrained optimization problem. The identification of one column of the mixing matrix hence reduces to an optimization task for which an efficient iterative algorithm is proposed. The identification of the other columns of the mixing matrix is then carried out by a generalized eigenvalue decomposition-based deflation method. The key merit of the proposed deflation method is that it does not suffer from error accumulation. The proposed sequential blind identification algorithm provides more flexibility and better robustness than its simultaneous counterpart. Comparative simulation results demonstrate the superior performance of the proposed algorithm over the simultaneous blind identification algorithm.

  17. An anomaly detection and isolation scheme with instance-based learning and sequential analysis

    International Nuclear Information System (INIS)

    Yoo, T. S.; Garcia, H. E.

    2006-01-01

    This paper presents an online anomaly detection and isolation (FDI) technique using an instance-based learning method combined with a sequential change detection and isolation algorithm. The proposed method uses kernel density estimation techniques to build statistical models of the given empirical data (null hypothesis). The null hypothesis is associated with the set of alternative hypotheses modeling the abnormalities of the systems. A decision procedure involves a sequential change detection and isolation algorithm. Notably, the proposed method enjoys asymptotic optimality as the applied change detection and isolation algorithm is optimal in minimizing the worst mean detection/isolation delay for a given mean time before a false alarm or a false isolation. Applicability of this methodology is illustrated with redundant sensor data set and its performance. (authors)

  18. Optimal Advertising with Stochastic Demand

    OpenAIRE

    George E. Monahan

    1983-01-01

    A stochastic, sequential model is developed to determine optimal advertising expenditures as a function of product maturity and past advertising. Random demand for the product depends upon an aggregate measure of current and past advertising called "goodwill," and the position of the product in its life cycle measured by sales-to-date. Conditions on the parameters of the model are established that insure that it is optimal to advertise less as the product matures. Additional characteristics o...

  19. Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels

    DEFF Research Database (Denmark)

    Khorunzhina, Natalia; Richard, Jean-Francois

    The objective of the paper is that of constructing finite Gaussian mixture approximations to analytically intractable density kernels. The proposed method is adaptive in that terms are added one at the time and the mixture is fully re-optimized at each step using a distance measure that approxima...

  20. Value-based decision making via sequential sampling with hierarchical competition and attentional modulation.

    Science.gov (United States)

    Colas, Jaron T

    2017-01-01

    In principle, formal dynamical models of decision making hold the potential to represent fundamental computations underpinning value-based (i.e., preferential) decisions in addition to perceptual decisions. Sequential-sampling models such as the race model and the drift-diffusion model that are grounded in simplicity, analytical tractability, and optimality remain popular, but some of their more recent counterparts have instead been designed with an aim for more feasibility as architectures to be implemented by actual neural systems. Connectionist models are proposed herein at an intermediate level of analysis that bridges mental phenomena and underlying neurophysiological mechanisms. Several such models drawing elements from the established race, drift-diffusion, feedforward-inhibition, divisive-normalization, and competing-accumulator models were tested with respect to fitting empirical data from human participants making choices between foods on the basis of hedonic value rather than a traditional perceptual attribute. Even when considering performance at emulating behavior alone, more neurally plausible models were set apart from more normative race or drift-diffusion models both quantitatively and qualitatively despite remaining parsimonious. To best capture the paradigm, a novel six-parameter computational model was formulated with features including hierarchical levels of competition via mutual inhibition as well as a static approximation of attentional modulation, which promotes "winner-take-all" processing. Moreover, a meta-analysis encompassing several related experiments validated the robustness of model-predicted trends in humans' value-based choices and concomitant reaction times. These findings have yet further implications for analysis of neurophysiological data in accordance with computational modeling, which is also discussed in this new light.