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.

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.

Optimal H2 order-one reduction by solving eigenproblems for polynomial equations

A method is given for solving an optimal H2 approximation problem for SISO linear time-invariant stable systems. The method, based on constructive algebra, guarantees that the global optimum is found; it does not involve any gradient-based search, and hence avoids the usual problems of local minima. We examine mostly the case when the model order is reduced by one, and when the original system has distinct poles. This case exhibits special structure which allows us to provide a complete solution. The problem is converted into linear algebra by exhibiting a finite-dimensional basis for a certain space, and can then be solved by eigenvalue calculations, following the methods developed by Stetter and Moeller. The use of Buchberger's algorithm is avoided by writing the first-order optimality conditions in a special form, from which a Groebner basis is immediately available. Compared with our previous work the method presented here has much smaller time and memory requirements, and can therefore be applied to systems of significantly higher McMillan degree. In addition, some hypotheses which were required in the previous work have been removed. Some examples are included.

An experimental model of relay deployment planning tool for a wireless sensor network system to monitor civil engineering structures

It is essential to monitor deteriorated civil engineering structures cautiously to detect symptoms of their serious disruptions. A wireless sensor network can be an effective system for monitoring civil engineering structures. It is fast to deploy sensors especially in difficult-to-access areas, and it is extendable without any cable extensions. Since our target is to monitor deteriorations of civil engineering structures such as cracks at tunnel linings, most of the locations of sensors are known, and sensors are not required to move dynamically. Therefore, we focus on developing a deployment plan of a static network in order to reduce the value of a cost function such as initial installation cost and summation of communication distances of the network. The key issue of the deployment is the location of relays that forward sensing data from sensors to a data collection device called a gateway. In this paper, we propose a relay deployment-planning tool that can be used to design a wireless sensor network for monitoring civil engineering structures. For the planning tool, we formalize the model and implement a local search based algorithm to find a quasi-optimal solution. Our solution guarantees two routings from a sensor to a gateway, which can provide higher reliability of the network. We also show the application of our experimental tool to the actual environment in the London Underground.

Adaptive control of combustion instabilities for unknown sign of the high frequency gain

A type of adaptive, closed-loop controllers known as self-tuning regulators present a robust method of eliminating thermoacoustic oscillations in modern gas turbines. These controllers are able to adapt to changes in operating conditions, and require very little pre-characterisation of the system. One piece of information that is required, however, is the sign of the system's high frequency gain (or its 'instantaneous gain'). This poses a problem: combustion systems are infinite-dimensional, and so this information is never known a priori. A possible solution is to use a Nussbaum gain, which guarantees closed-loop stability without knowledge of the sign of the high frequency gain. Despite the theory for such a controller having been developed in the 1980s, it has never, to the authors' knowledge, been demonstrated experimentally. In this paper, a Nussbaum gain is used to stabilise thermoacoustic instability in a Rijke tube. The sign of the high frequency gain of the system is not required, and the controller is robust to large changes in operating conditions - demonstrated by varying the length of the Rijke tube with time. Copyright © 2008 by Simon J. Illingworth & Aimee S. Morgans.

Network structure preserving model reduction with weak a priori structural information

This paper extends a state projection method for structure preserving model reduction to situations where only a weaker notion of system structure is available. This weaker notion of structure, identifying the causal relationship between manifest variables of the system, is especially relevant is settings such as systems biology, where a clear partition of state variables into distinct subsystems may be unknown, or not even exist. The resulting technique, like similar approaches, does not provide theoretical performance guarantees, so an extensive computational study is conducted, and it is observed to work fairly well in practice. Moreover, conditions characterizing structurally minimal realizations and sufficient conditions characterizing edge loss resulting from the reduction process, are presented. ©2009 IEEE.

Robust network reconstruction in polynomial time

This paper presents an efficient algorithm for robust network reconstruction of Linear Time-Invariant (LTI) systems in the presence of noise, estimation errors and unmodelled nonlinearities. The method here builds on previous work [1] on robust reconstruction to provide a practical implementation with polynomial computational complexity. Following the same experimental protocol, the algorithm obtains a set of structurally-related candidate solutions spanning every level of sparsity. We prove the existence of a magnitude bound on the noise, which if satisfied, guarantees that one of these structures is the correct solution. A problem-specific model-selection procedure then selects a single solution from this set and provides a measure of confidence in that solution. Extensive simulations quantify the expected performance for different levels of noise and show that significantly more noise can be tolerated in comparison to the original method. © 2012 IEEE.

Adaptive regulation of vector-controlled induction motors

This paper addresses the speed and flux regulation of induction motors under the assumption that the motor parameters are poorly known. An adaptive passivity-based control is proposed that guarantees robust regulation as well as accurate estimation of the electrical parameters that govern the motor performance. This paper provides a local stability analysis of the adaptive scheme, which is illustrated by simulations and supported by a successful experimental validation on an industrial product. © 2009 IEEE.

Reconfigurable predictive control for redundantly actuated systems with parameterised input constraints

A method is proposed for on-line reconfiguration of the terminal constraint used to provide theoretical nominal stability guarantees in linear model predictive control (MPC). By parameterising the terminal constraint, its complete reconstruction is avoided when input constraints are modified to accommodate faults. To enlarge the region of feasibility of the terminal control law for a certain class of input faults with redundantly actuated plants, the linear terminal controller is defined in terms of virtual commands. A suitable terminal cost weighting for the reconfigurable MPC is obtained by means of an upper bound on the cost for all feasible realisations of the virtual commands from the terminal controller. Conditions are proposed that guarantee feasibility recovery for a defined subset of faults. The proposed method is demonstrated by means of a numerical example. © 2013 Elsevier B.V. All rights reserved.

Model-based compressive Harmonic-Aware Matching Pursuit: An evaluation

This paper addresses devising a reliable model-based Harmonic-Aware Matching Pursuit (HAMP) for reconstructing sparse harmonic signals from their compressed samples. The performance guarantees of HAMP are provided; they illustrate that the introduced HAMP requires less data measurements and has lower computational cost compared with other greedy techniques. The complexity of formulating a structured sparse approximation algorithm is highlighted and the inapplicability of the conventional thresholding operator to the harmonic signal model is demonstrated. The harmonic sequential deletion algorithm is subsequently proposed and other sparse approximation methods are evaluated. The superior performance of HAMP is depicted in the presented experiments. © 2013 IEEE.