A preliminary study of a new multi-objective optimization algorithm

This paper presents a preliminary study which describes and evaluates a multi-objective (MO) version of a recently created single objective (SO) optimization algorithm called the "Alliance Algorithm" (AA). The algorithm is based on the metaphorical idea that several tribes, with certain skills and resource needs, try to conquer an environment for their survival and to ally together to improve the likelihood of conquest. The AA has given promising results in several fields to which has been applied, thus the development of a MO variant (MOAA) is a natural extension. Here the MOAA's performance is compared with two well-known MO algorithms: NSGA-II and SPEA-2. The performance measures chosen for this study are the convergence and diversity metrics. The benchmark functions chosen for the comparison are from the ZDT and OKA families and the main classical MO problems. The results show that the three algorithms have similar overall performance. Thus, it is not possible to identify a best algorithm for all the problems; the three algorithms show a certain complementarity because they offer superior performance for different classes of problems. © 2012 IEEE.

An online expectation-maximisation algorithm for nonnegative matrix factorisation models

In this paper we formulate the nonnegative matrix factorisation (NMF) problem as a maximum likelihood estimation problem for hidden Markov models and propose online expectation-maximisation (EM) algorithms to estimate the NMF and the other unknown static parameters. We also propose a sequential Monte Carlo approximation of our online EM algorithm. We show the performance of the proposed method with two numerical examples. © 2012 IFAC.

A Monte Carlo expectation maximisation algorithm for multiple target tracking

In this paper, we present an expectation-maximisation (EM) algorithm for maximum likelihood estimation in multiple target models (MTT) with Gaussian linear state-space dynamics. We show that estimation of sufficient statistics for EM in a single Gaussian linear state-space model can be extended to the MTT case along with a Monte Carlo approximation for inference of unknown associations of targets. The stochastic approximation EM algorithm that we present here can be used along with any Monte Carlo method which has been developed for tracking in MTT models, such as Markov chain Monte Carlo and sequential Monte Carlo methods. We demonstrate the performance of the algorithm with a simulation. © 2012 ISIF (Intl Society of Information Fusi).

Two-orbit switch-pitch structures

The Hoberman 'switch-pitch ' ball is a transformable structure with a single folding and unfolding path. The underlying cubic structure has a novel mechanism that retains tetrahedral symmetry during folding. Here, we propose a generalized class of structures of a similar type that retain their full symmetry during folding. The key idea is that we require two orbits of nodes for the structure: within each orbit, any node can be copied to any other node by a symmetry operation. Each member is connected to two nodes, which may be in different orbits, by revolute joints. We will describe the symmetry analysis that reveals the symmetry of the internal mechanism modes for a switch-pitch structure. To follow the complete folding path of the structure, a nonlinear iterative predictor-corrector algorithm based on the Newton method is adopted. First, a simple tetrahedral example of the class of two-orbit structures is presented. Typical configurations along the folding path are shown. Larger members of the class of structures are also presented, all with cubic symmetry. These switch-pitch structures could have useful applications as deployable structures.

Accelerating Bayesian hierarchical clustering of time series data with a randomised algorithm.

We live in an era of abundant data. This has necessitated the development of new and innovative statistical algorithms to get the most from experimental data. For example, faster algorithms make practical the analysis of larger genomic data sets, allowing us to extend the utility of cutting-edge statistical methods. We present a randomised algorithm that accelerates the clustering of time series data using the Bayesian Hierarchical Clustering (BHC) statistical method. BHC is a general method for clustering any discretely sampled time series data. In this paper we focus on a particular application to microarray gene expression data. We define and analyse the randomised algorithm, before presenting results on both synthetic and real biological data sets. We show that the randomised algorithm leads to substantial gains in speed with minimal loss in clustering quality. The randomised time series BHC algorithm is available as part of the R package BHC, which is available for download from Bioconductor (version 2.10 and above) via http://bioconductor.org/packages/2.10/bioc/html/BHC.html. We have also made available a set of R scripts which can be used to reproduce the analyses carried out in this paper. These are available from the following URL. https://sites.google.com/site/randomisedbhc/.

Improved bounds for subband-adaptive iterative shrinkage/thresholding algorithms.

This paper presents new methods for computing the step sizes of the subband-adaptive iterative shrinkage-thresholding algorithms proposed by Bayram & Selesnick and Vonesch & Unser. The method yields tighter wavelet-domain bounds of the system matrix, thus leading to improved convergence speeds. It is directly applicable to non-redundant wavelet bases, and we also adapt it for cases of redundant frames. It turns out that the simplest and most intuitive setting for the step sizes that ignores subband aliasing is often satisfactory in practice. We show that our methods can be used to advantage with reweighted least squares penalty functions as well as L1 penalties. We emphasize that the algorithms presented here are suitable for performing inverse filtering on very large datasets, including 3D data, since inversions are applied only to diagonal matrices and fast transforms are used to achieve all matrix-vector products.

A Newton algorithm for invariant subspace computation with large basins of attraction

We study the global behaviour of a Newton algorithm on the Grassmann manifold for invariant subspace computation. It is shown that the basins of attraction of the invariant subspaces may collapse in case of small eigenvalue gaps. A Levenberg-Marquardt-like modification of the algorithm with low numerical cost is proposed. A simple strategy for choosing the parameter is shown to dramatically enlarge the basins of attraction of the invariant subspaces while preserving the fast local convergence.

Predictive control using an FPGA with application to aircraft control

Alternative and more efficient computational methods can extend the applicability of model predictive control (MPC) to systems with tight real-time requirements. This paper presents a system-on-a-chip MPC system, implemented on a field-programmable gate array (FPGA), consisting of a sparse structure-exploiting primal dual interior point (PDIP) quadratic program (QP) solver for MPC reference tracking and a fast gradient QP solver for steady-state target calculation. A parallel reduced precision iterative solver is used to accelerate the solution of the set of linear equations forming the computational bottleneck of the PDIP algorithm. A numerical study of the effect of reducing the number of iterations highlights the effectiveness of the approach. The system is demonstrated with an FPGA-in-the-loop testbench controlling a nonlinear simulation of a large airliner. This paper considers many more manipulated inputs than any previous FPGA-based MPC implementation to date, yet the implementation comfortably fits into a midrange FPGA, and the controller compares well in terms of solution quality and latency to state-of-the-art QP solvers running on a standard PC. © 1993-2012 IEEE.

Design of diesel smoke feedback control using a combination of PI control algorithm and performance optimization

A novel smoke sensor was used to realize smoke feedback control on a diesel engine. The controller design based on a combination of PI control algorithm and the engine performance optimization is described. Experimental results demonstrate how this control system behave to meet both of the speed and smoke requirements during engine transients.

Application of the multi-objective Alliance algorithm to a benchmark aerodynamic optimization problem

This paper introduces a new version of the multiobjective Alliance Algorithm (MOAA) applied to the optimization of the NACA 0012 airfoil section, for minimization of drag and maximization of lift coefficients, based on eight section shape parameters. Two software packages are used: XFoil which evaluates each new candidate airfoil section in terms of its aerodynamic efficiency, and a Free-Form Deformation tool to manage the section geometry modifications. Two versions of the problem are formulated with different design variable bounds. The performance of this approach is compared, using two indicators and a statistical test, with that obtained using NSGA-II and multi-objective Tabu Search (MOTS) to guide the optimization. The results show that the MOAA outperforms MOTS and obtains comparable results with NSGA-II on the first problem, while in the other case NSGA-II is not able to find feasible solutions and the MOAA is able to outperform MOTS. © 2013 IEEE.

Testing of the multi-objective alliance algorithm on benchmark functions

A new version of the Multi-objective Alliance Algorithm (MOAA) is described. The MOAA's performance is compared with that of NSGA-II using the epsilon and hypervolume indicators to evaluate the results. The benchmark functions chosen for the comparison are from the ZDT and DTLZ families and the main classical multi-objective (MO) problems. The results show that the new MOAA version is able to outperform NSGA-II on almost all the problems.

A self-adaptive genetic algorithm applied to multi-objective optimization of an airfoil

Genetic algorithms (GAs) have been used to tackle non-linear multi-objective optimization (MOO) problems successfully, but their success is governed by key parameters which have been shown to be sensitive to the nature of the particular problem, incorporating concerns such as the numbers of objectives and variables, and the size and topology of the search space, making it hard to determine the best settings in advance. This work describes a real-encoded multi-objective optimizing GA (MOGA) that uses self-adaptive mutation and crossover, and which is applied to optimization of an airfoil, for minimization of drag and maximization of lift coefficients. The MOGA is integrated with a Free-Form Deformation tool to manage the section geometry, and XFoil which evaluates each airfoil in terms of its aerodynamic efficiency. The performance is compared with those of the heuristic MOO algorithms, the Multi-Objective Tabu Search (MOTS) and NSGA-II, showing that this GA achieves better convergence.

Weighted least squares with expectation-maximization algorithm for burst detection in U.K. water distribution systems

Flow measurement data at the district meter area (DMA) level has the potential for burst detection in the water distribution systems. This work investigates using a polynomial function fitted to the historic flow measurements based on a weighted least-squares method for automatic burst detection in the U.K. water distribution networks. This approach, when used in conjunction with an expectationmaximization (EM) algorithm, can automatically select useful data from the historic flow measurements, which may contain normal and abnormal operating conditions in the distribution network, e.g., water burst. Thus, the model can estimate the normal water flow (nonburst condition), and hence the burst size on the water distribution system can be calculated from the difference between the measured flow and the estimated flow. The distinguishing feature of this method is that the burst detection is fully unsupervised, and the burst events that have occurred in the historic data do not affect the procedure and bias the burst detection algorithm. Experimental validation of the method has been carried out using a series of flushing events that simulate burst conditions to confirm that the simulated burst sizes are capable of being estimated correctly. This method was also applied to eight DMAs with known real burst events, and the results of burst detections are shown to relate to the water company's records of pipeline reparation work. © 2014 American Society of Civil Engineers.