Smoothed Functional Algorithms for Stochastic Optimization Using q-Gaussian Distributions

Smoothed functional (SF) schemes for gradient estimation are known to be efficient in stochastic optimization algorithms, especially when the objective is to improve the performance of a stochastic system However, the performance of these methods depends on several parameters, such as the choice of a suitable smoothing kernel. Different kernels have been studied in the literature, which include Gaussian, Cauchy, and uniform distributions, among others. This article studies a new class of kernels based on the q-Gaussian distribution, which has gained popularity in statistical physics over the last decade. Though the importance of this family of distributions is attributed to its ability to generalize the Gaussian distribution, we observe that this class encompasses almost all existing smoothing kernels. This motivates us to study SF schemes for gradient estimation using the q-Gaussian distribution. Using the derived gradient estimates, we propose two-timescale algorithms for optimization of a stochastic objective function in a constrained setting with a projected gradient search approach. We prove the convergence of our algorithms to the set of stationary points of an associated ODE. We also demonstrate their performance numerically through simulations on a queuing model.

A perturbed martingale approach to global optimization

A new global stochastic search, guided mainly through derivative-free directional information computable from the sample statistical moments of the design variables within a Monte Carlo setup, is proposed. The search is aided by imparting to the directional update term additional layers of random perturbations referred to as `coalescence' and `scrambling'. A selection step, constituting yet another avenue for random perturbation, completes the global search. The direction-driven nature of the search is manifest in the local extremization and coalescence components, which are posed as martingale problems that yield gain-like update terms upon discretization. As anticipated and numerically demonstrated, to a limited extent, against the problem of parameter recovery given the chaotic response histories of a couple of nonlinear oscillators, the proposed method appears to offer a more rational, more accurate and faster alternative to most available evolutionary schemes, prominently the particle swarm optimization. (C) 2014 Elsevier B.V. All rights reserved.

Newton-based stochastic optimization using q-Gaussian smoothed functional algorithms

We present the first q-Gaussian smoothed functional (SF) estimator of the Hessian and the first Newton-based stochastic optimization algorithm that estimates both the Hessian and the gradient of the objective function using q-Gaussian perturbations. Our algorithm requires only two system simulations (regardless of the parameter dimension) and estimates both the gradient and the Hessian at each update epoch using these. We also present a proof of convergence of the proposed algorithm. In a related recent work (Ghoshdastidar, Dukkipati, & Bhatnagar, 2014), we presented gradient SF algorithms based on the q-Gaussian perturbations. Our work extends prior work on SF algorithms by generalizing the class of perturbation distributions as most distributions reported in the literature for which SF algorithms are known to work turn out to be special cases of the q-Gaussian distribution. Besides studying the convergence properties of our algorithm analytically, we also show the results of numerical simulations on a model of a queuing network, that illustrate the significance of the proposed method. In particular, we observe that our algorithm performs better in most cases, over a wide range of q-values, in comparison to Newton SF algorithms with the Gaussian and Cauchy perturbations, as well as the gradient q-Gaussian SF algorithms. (C) 2014 Elsevier Ltd. All rights reserved.

A bottom-up approach for optimization of friction stir processing parameters; a study on aluminium 2024-T3 alloy

Friction stir processing (FSP) is emerging as one of the most competent severe plastic deformation (SPD) method for producing bulk ultra-fine grained materials with improved properties. Optimizing the process parameters for a defect free process is one of the challenging aspects of FSP to mark its commercial use. For the commercial aluminium alloy 2024-T3 plate of 6 mm thickness, a bottom-up approach has been attempted to optimize major independent parameters of the process such as plunge depth, tool rotation speed and traverse speed. Tensile properties of the optimum friction stir processed sample were correlated with the microstructural characterization done using Scanning Electron Microscope (SEM) and Electron Back-Scattered Diffraction (EBSD). Optimum parameters from the bottom-up approach have led to a defect free FSP having a maximum strength of 93% the base material strength. Micro tensile testing of the samples taken from the center of processed zone has shown an increased strength of 1.3 times the base material. Measured maximum longitudinal residual stress on the processed surface was only 30 MPa which was attributed to the solid state nature of FSP. Microstructural observation reveals significant grain refinement with less variation in the grain size across the thickness and a large amount of grain boundary precipitation compared to the base metal. The proposed experimental bottom-up approach can be applied as an effective method for optimizing parameters during FSP of aluminium alloys, which is otherwise difficult through analytical methods due to the complex interactions between work-piece, tool and process parameters. Precipitation mechanisms during FSP were responsible for the fine grained microstructure in the nugget zone that provided better mechanical properties than the base metal. (C) 2014 Elsevier Ltd. All rights reserved.

Simultaneous Perturbation Newton Algorithms for Simulation Optimization

We present a new Hessian estimator based on the simultaneous perturbation procedure, that requires three system simulations regardless of the parameter dimension. We then present two Newton-based simulation optimization algorithms that incorporate this Hessian estimator. The two algorithms differ primarily in the manner in which the Hessian estimate is used. Both our algorithms do not compute the inverse Hessian explicitly, thereby saving on computational effort. While our first algorithm directly obtains the product of the inverse Hessian with the gradient of the objective, our second algorithm makes use of the Sherman-Morrison matrix inversion lemma to recursively estimate the inverse Hessian. We provide proofs of convergence for both our algorithms. Next, we consider an interesting application of our algorithms on a problem of road traffic control. Our algorithms are seen to exhibit better performance than two Newton algorithms from a recent prior work.

Manipulating Crystallographic Texture of Sn Coatings by Optimization of Electrodeposition Process Conditions to Suppress Growth of Whiskers

The effects of two major electrodeposition process conditions, electrolyte bath temperature and current density, on the microstructure and crystallographic texture of pure tin coatings on brass and, ultimately, on the extent of whisker formation have been examined. The grain size of the deposited coatings increased with increasing electrolyte bath temperature and current density, which significantly affected the dominant texture: (211) or (420) was the dominant texture at low current densities whereas, depending on deposition temperature, (200) or (220) became the dominant texture at high current densities. After deposition, coatings were subjected to different environmental conditions, for example isothermal aging (room temperature, 50A degrees C, or 150A degrees C) for up to 90 days and thermal cycling between -25A degrees C and 85A degrees C for 100 cycles, and whisker growth was studied. The Sn coatings with low Miller index planes, for example (200) and (220), and with moderate aging temperature were more prone to whiskering than coating with high Miller index planes, for example (420), and high aging temperature. A processing route involving the optimum combination of current density and deposition temperature is proposed for suppressing whisker growth.

A Polymatroid Approach to Separable Convex Optimization with Linear Ascending Constraints

We revisit a problem studied by Padakandla and Sundaresan SIAM J. Optim., August 2009] on the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation problems in wireless communication settings. It is also a special case of an optimization of a separable convex function over the bases of a specially structured polymatroid. We give an alternative proof of the correctness of the algorithm of Padakandla and Sundaresan. In the process we relax some of their restrictions placed on the objective function.

Drift parameters optimization of a TPC polarimeter: a simulation study

Time Projection Chamber (TPC) based X-ray polarimeters using Gas Electron Multiplier (GEM) are currently being developed to make sensitive measurement of polarization in 2-10 keV energy range. The emission direction of the photoelectron ejected via photoelectric effect carries the information of the polarization of the incident X-ray photon. Performance of a gas based polarimeter is affected by the operating drift parameters such as gas pressure, drift field and drift-gap. We present simulation studies carried out in order to understand the effect of these operating parameters on the modulation factor of a TPC polarimeter. Models of Garfield are used to study photoelectron interaction in gas and drift of electron cloud towards GEM. Our study is aimed at achieving higher modulation factors by optimizing drift parameters. Study has shown that Ne/DME (50/50) at lower pressure and drift field can lead to desired performance of a TPC polarimeter.

Optimization of clamped beam geometry for fracture toughness testing of micron-scale samples

Fracture toughness measurements at the small scale have gained prominence over the years due to the continuing miniaturization of structural systems. Measurements carried out on bulk materials cannot be extrapolated to smaller length scales either due to the complexity of the microstructure or due to the size and geometric effect. Many new geometries have been proposed for fracture property measurements at small-length scales depending on the material behaviour and the type of device used in service. In situ testing provides the necessary environment to observe fracture at these length scales so as to determine the actual failure mechanism in these systems. In this paper, several improvements are incorporated to a previously proposed geometry of bending a doubly clamped beam for fracture toughness measurements. Both monotonic and cyclic loading conditions have been imposed on the beam to study R-curve and fatigue effects. In addition to the advantages that in situ SEM-based testing offers in such tests, FEM has been used as a simulation tool to replace cumbersome and expensive experiments to optimize the geometry. A description of all the improvements made to this specific geometry of clamped beam bending to make a variety of fracture property measurements is given in this paper.

Multiobjective Optimization of Piezoelectric Bimorph Actuator with Rigid Extension

Production of high tip deflection in a piezoelectric bimorph laminar actuator by applying high voltage is limited by many physical constraints. Therefore, piezoelectric bimorph actuator with a rigid extension of non-piezoelectric material at its tip is used to increase the tip deflection of such an actuator. Research on this type of piezoelectric bending actuator is either limited to first order constitutive relations, which do not include non-linear behavior of piezoelectric element at high electric field, or limited to curve fitting techniques. Therefore, this paper considers high electric field, and analytically models tapered piezoelectric bimorph actuator with a rigid extension of non-piezoelectric material at its tip. The stiffness, capacitance, effective tip deflection, block force, output strain energy, output energy density, input electrical energy and energy efficiency of the actuator are calculated analytically. The paper also discusses the multi-objective optimization of this type of actuator subjected to the mechanical and electrical constraints.

Exploring isospectral cantilever beams using electromagnetism inspired optimization technique

Isospectral beams have identical free vibration frequency spectrum for a specific boundary condition. The problem of finding non-uniform beams which are isospectral to a given uniform beam, with fixed-free boundary condition, leads to a multimodal optimization problem. The first Q natural frequencies of the given uniform Euler-Bernoulli beam are determined using analytical solution. The first Q natural frequencies of a non-uniform beam are obtained with the help of finite element modeling. In order to obtain the non-uniform beams isospectral to a given uniform beam, an error function is designed, which calculates the difference between the spectra of the given uniform beam and the non-uniform beam. In our study, this error function is minimized using electromagnetism inspired optimization technique, a population based iterative algorithm inspired by the attraction-repulsion physics of electromagnetism. Numerical results show the existence of the isospectral non-uniform beams for a given uniform beam, which occur as local minima. Non-uniform beams isospectral to a damaged beam, are also explored using the proposed methodology to illustrate the fact that accurate structural damage identification is difficult by just frequency measurements. (C) 2012 Elsevier B.V. All rights reserved.

Multiobjective fuzzy optimization for sustainable groundwater management using particle swarm optimization and analytic element method

Groundwater management involves conflicting objectives as maximization of discharge contradicts the criteria of minimum pumping cost and minimum piping cost. In addition, available data contains uncertainties such as market fluctuations, variations in water levels of wells and variations of ground water policies. A fuzzy model is to be evolved to tackle the uncertainties, and a multiobjective optimization is to be conducted to simultaneously satisfy the contradicting objectives. Towards this end, a multiobjective fuzzy optimization model is evolved. To get at the upper and lower bounds of the individual objectives, particle Swarm optimization (PSO) is adopted. The analytic element method (AEM) is employed to obtain the operating potentio metric head. In this study, a multiobjective fuzzy optimization model considering three conflicting objectives is developed using PSO and AEM methods for obtaining a sustainable groundwater management policy. The developed model is applied to a case study, and it is demonstrated that the compromise solution satisfies all the objectives with adequate levels of satisfaction. Sensitivity analysis is carried out by varying the parameters, and it is shown that the effect of any such variation is quite significant. Copyright (c) 2015 John Wiley & Sons, Ltd.

Lower-Bound Axisymmetric Formulation for Geomechanics Problems Using Nonlinear Optimization

A lower-bound limit analysis formulation, by using two-dimensional finite elements, the three-dimensional Mohr-Coulomb yield criterion, and nonlinear optimization, has been given to deal with an axisymmetric geomechanics stability problem. The optimization was performed using an interior point method based on the logarithmic barrier function. The yield surface was smoothened (1) by removing the tip singularity at the apex of the pyramid in the meridian plane and (2) by eliminating the stress discontinuities at the corners of the yield hexagon in the pi-plane. The circumferential stress (sigma(theta)) need not be assumed. With the proposed methodology, for a circular footing, the bearing-capacity factors N-c, N-q, and N-gamma for different values of phi have been computed. For phi = 0, the variation of N-c with changes in the factor m, which accounts for a linear increase of cohesion with depth, has been evaluated. Failure patterns for a few cases have also been drawn. The results from the formulation provide a good match with the solutions available from the literature. (C) 2014 American Society of Civil Engineers.

A Bacterial Foraging Optimization and Learning Automata Based Feature Selection for Motor Imagery EEG Classification

Selection of relevant features is an open problem in Brain-computer interfacing (BCI) research. Sometimes, features extracted from brain signals are high dimensional which in turn affects the accuracy of the classifier. Selection of the most relevant features improves the performance of the classifier and reduces the computational cost of the system. In this study, we have used a combination of Bacterial Foraging Optimization and Learning Automata to determine the best subset of features from a given motor imagery electroencephalography (EEG) based BCI dataset. Here, we have employed Discrete Wavelet Transform to obtain a high dimensional feature set and classified it by Distance Likelihood Ratio Test. Our proposed feature selector produced an accuracy of 80.291% in 216 seconds.

Ultrasonic Guided Wave Sensor Network Optimization for Monitoring Rivet Line

Guided waves using piezo-electric wafer active sensors (PWAS) is one of the useful techniques of damage detection. Sensor network optimization with minimal network hardware footprint and maximal area of coverage remains a challenging problem. PWAS sensors are placed at discrete locations in order to inspect damages in plates and the idea has the potential to be extended to assembled structures. Various actuator-sensor configurations are possible within the network in order to identify and locate damages. In this paper we present a correlation based approach to monitor cracks emanating from rivet line using a simulated guided wave signal whose sensor is operating in pulse echo mode. Discussions regarding the identification of phase change due to reflections from the crack are also discussed in this paper.