Rigorous finite-time guarantees for optimization on continuous domains by simulated annealing

Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a finite set of possible values. We introduce a new general formulation of simulated annealing which allows one to guarantee finite-time performance in the optimization of functions of continuous variables. The results hold universally for any optimization problem on a bounded domain and establish a connection between simulated annealing and up-to-date theory of convergence of Markov chain Monte Carlo methods on continuous domains. This work is inspired by the concept of finite-time learning with known accuracy and confidence developed in statistical learning theory.

Robust multiplexed model predictive control

This paper extends the recently developed multiplexed model predictive control (MMPC) concept to ensure satisfaction of hard constraints despite the action of persistent, unknown but bounded disturbances. MMPC uses asynchronous control moves on each input channel instead of synchronised moves on all channels. It offers reduced computation, by dividing the online optimisation into a smaller problem for each channel, and potential performance improvements, as the response to a disturbance is quicker, albeit via only one channel. Robustness to disturbances is introduced using the constraint tightening approach, tailored to suit the asynchronous updates of MMPC and the resulting time-varying optimisations. Numerical results are presented, involving a simple mechanical example and an aircraft control example, showing the potential computational and performance benefits of the new robust MMPC.

Performance of single mode laser components using 2D photonic lattice reflectors

This paper will report studies of the placement of 2D photonic gratings on either side of the ridge in a Fabry Perot laser device in order to cause single mode emission. Using this approach, side mode suppression ratios of up to 30 dB are achieved, the emission remaining single mode even under 10 Gb/s large signal modulation. It is found that the use of the grating not only causes spectrally dependent reflection but in addition can lead to transverse mode fluctuations. The action of the grating has been studied not just in terms of its edge emission where conversion of the transverse modes is achieved, but also through measurement of the vertical emission from the structure where strong filtering action is observed.

Theoretical model for dicke superradiance in a semiconductor laser device

A theoretical model for Dicke superradiance (SR) in diode lasers is proposed using the travelling wave method with a spatially resolved absorber and spectrally resolved gain. The role of electrode configuration and optical bandwidth are compared and contrasted as a route to enhance femtosecond pulse power. While pulse duration can be significantly reduced through careful absorber length specification, stability is degraded. However an increased spectral gain bandwidth of up to 150 nm is predicted to allow pulsewidth reductions of down to 10 fs and over 500-W peak power without further degradation in pulse stability. © 2011 IEEE.

Channels that heat up

This paper considers an additive noise channel where the time-κ noise variance is a weighted sum of the squared magnitudes of the previous channel inputs plus a constant. This channel model accounts for the dependence of the intrinsic thermal noise on the data due to the heat dissipation associated with the transmission of data in electronic circuits: the data determine the transmitted signal, which in turn heats up the circuit and thus influences the power of the thermal noise. The capacity of this channel (both with and without feedback) is studied at low transmit powers and at high transmit powers. At low transmit powers, the slope of the capacity-versus-power curve at zero is computed and it is shown that the heating-up effect is beneficial. At high transmit powers, conditions are determined under which the capacity is bounded, i.e., under which the capacity does not grow to infinity as the allowed average power tends to infinity. © 2009 IEEE.

A hot channel

This paper studies on-chip communication with non-ideal heat sinks. A channel model is proposed where the variance of the additive noise depends on the weighted sum of the past channel input powers. It is shown that, depending on the weights, the capacity can be either bounded or unbounded in the input power. A necessary condition and a sufficient condition for the capacity to be bounded are presented. © 2007 IEEE.

Simulated Annealing: Rigorous finite-time guarantees for optimization on continuous domains

Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a finite set of possible values. We introduce a new general formulation of simulated annealing which allows one to guarantee finite-time performance in the optimization of functions of continuous variables. The results hold universally for any optimization problem on a bounded domain and establish a connection between simulated annealing and up-to-date theory of convergence of Markov chain Monte Carlo methods on continuous domains. This work is inspired by the concept of finite-time learning with known accuracy and confidence developed in statistical learning theory.

Min-Max Moving Horizon Estimation for a Class of Hybrid Systems

In this paper, a strategy for min-max Moving Horizon Estimation (MHE) of a class of uncertain hybrid systems is proposed. The class of hybrid systems being considered are Piecewise Affine systems (PWA) with both continuous valued and logic components. Furthermore, we consider the case when there is a (possibly structured) norm bounded uncertainty in each subsystem. Sufficient conditions on the time horizon and the penalties on the state at the beginning of the estimation horizon to guarantee convergence of the MHE scheme will be provided. The MHE scheme will be implemented as a mixed integer semidefinite optimisation for which an efficient algorithm was recently introduced.

Imaging the femoral cortex: thickness, density and mass from clinical CT.

There is growing evidence that focal thinning of cortical bone in the proximal femur may predispose a hip to fracture. Detecting such defects in clinical CT is challenging, since cortices may be significantly thinner than the imaging system's point spread function. We recently proposed a model-fitting technique to measure sub-millimetre cortices, an ill-posed problem which was regularized by assuming a specific, fixed value for the cortical density. In this paper, we develop the work further by proposing and evaluating a more rigorous method for estimating the constant cortical density, and extend the paradigm to encompass the mapping of cortical mass (mineral mg/cm(2)) in addition to thickness. Density, thickness and mass estimates are evaluated on sixteen cadaveric femurs, with high resolution measurements from a micro-CT scanner providing the gold standard. The results demonstrate robust, accurate measurement of peak cortical density and cortical mass. Cortical thickness errors are confined to regions of thin cortex and are bounded by the extent to which the local density deviates from the peak, averaging 20% for 0.5mm cortex.

Robust variable horizon MPC with move blocking

This paper introduces a new formulation of variable horizon model predictive control (VH-MPC) that utilises move blocking for reducing computational complexity. Various results pertaining to move blocking are derived, following which, a generalised blocked VH-MPC controller is formulated for linear discrete-time systems. Robustness to bounded disturbances is ensured through the use of tightened constraints. The resulting time-varying control scheme is shown to guarantee robust recursive feasibility and finite-time completion. An example is then presented for a particular choice of blocking regime, as would be applicable to vehicle manœuvring problems. Simulations demonstrate the efficacy of the formulation. © 2012 Elsevier B.V. All rights reserved.

Analysis of defect-related localized emission processes in InGaN/GaN-based LEDs

This paper reports an extensive analysis of the defect-related localized emission processes occurring in InGaN/GaN-based light-emitting diodes (LEDs) at low reverse- and forward-bias conditions. The analysis is based on combined electrical characterization and spectrally and spatially resolved electroluminescence (EL) measurements. Results of this analysis show that: (i) under reverse bias, LEDs can emit a weak luminescence signal, which is directly proportional to the injected reverse current. Reverse-bias emission is localized in submicrometer-size spots; the intensity of the signal is strongly correlated to the threading dislocation (TD) density, since TDs are preferential paths for leakage current conduction. (ii) Under low forward-bias conditions, the intensity of the EL signal is not uniform over the device area. Spectrally resolved EL analysis of green LEDs identifies the presence of localized spots emitting at 600 nm (i.e., in the yellow spectral region), whose origin is ascribed to localized tunneling occurring between the quantum wells and the barrier layers of the diodes, with subsequent defect-assisted radiative recombination. The role of defects in determining yellow luminescence is confirmed by the high activation energy of the thermal quenching of yellow emission (Ea =0.64&eV). © 2012 IEEE.

Imaging the femoral cortex: Thickness, density and mass from clinical CT

There is growing evidence that focal thinning of cortical bone in the proximal femur may predispose a hip to fracture. Detecting such defects in clinical CT is challenging, since cortices may be significantly thinner than the imaging system's point spread function. We recently proposed a model-fitting technique to measure sub-millimetre cortices, an ill-posed problem which was regularized by assuming a specific, fixed value for the cortical density. In this paper, we develop the work further by proposing and evaluating a more rigorous method for estimating the constant cortical density, and extend the paradigm to encompass the mapping of cortical mass (mineral mg/cm 2) in addition to thickness. Density, thickness and mass estimates are evaluated on sixteen cadaveric femurs, with high resolution measurements from a micro-CT scanner providing the gold standard. The results demonstrate robust, accurate measurement of peak cortical density and cortical mass. Cortical thickness errors are confined to regions of thin cortex and are bounded by the extent to which the local density deviates from the peak, averaging 20% for 0.5mm cortex. © 2012 Elsevier B.V.

Deformation measurement of a human chest experiencing global motion

Current state-of-the-art techniques for determination of the change in volume of human chests, used in lung-function measurement, calculate the volume bounded by a reconstructed chest surface and its projection on to an approximately parallel static plane over a series of time instants. This method works well so long as the subject does not move globally relative to the reconstructed surface's co-ordinate system. In practice this means the subject has to be braced, which restricts the technique's use. We present here a method to compensate for global motion of the subject, allowing accurate measurement while free-standing, and also while undergoing intentional motion. © 2012 Springer-Verlag.

Robust multiplexed MPC for distributed multi-agent systems

This paper extends the authors' earlier work which adapted robust multiplexed MPC for application to distributed control of multi-agent systems with non-interacting dynamics and coupled constraint sets in the presence of persistent unknown, but bounded disturbances. Specifically, we propose exploiting the single agent update nature of the multiplexed approach, and fix the update sequence to enable input move-blocking and increased discretisation rates. This permits a higher rate of individual policy update to be achieved, whilst incurring no additional computational cost in the corresponding optimal control problems to be solved. A disturbance feedback policy is included between updates to facilitate finding feasible solutions. The new formulation inherits the property of rapid response to disturbances from multiplexing the control and numerical results show that fixing the update sequence does not incur any loss in performance. © 2011 IFAC.

Robust predictive control with feasible contingencies for fault tolerance

This paper introduces the notion of M-step robust fault tolerance for discrete-time systems where finite-time completion of a control manoeuvre is desired. It considers a scenario with two distinct objectives; a primary and secondary target are specified as sets to be reached in finite-time, whilst satisfying operating constraints on the states and inputs. The primary target is switched to the secondary target when a fault affects the system. As it is unknown when or if the fault will occur, the trajectory to the primary target is constrained to ensure reachability of the secondary target within M steps. A variable-horizon linear MPC formulation is developed to illustrate the concept. The formulation is then extended to provide robustness to bounded disturbances by use of tightened constraints. Simulations demonstrate the efficacy of the controller formulation on a double-integrator model. © 2011 IFAC.