137 resultados para Chance-constrained programming


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Capacity region for two-user Gaussian Broadcast Channels (GBC) is well known with the optimal input being Gaussian. In this paper we explore the capacity region for GBC when the users' symbols are taken from finite complex alphabets (like M-QAM, M-PSK). When the alphabets for both the users are the same we show that rotation of one of the alphabets enlarges the capacity region. We arrive at an optimal angle of rotation by simulation. The effect of rotation on the capacity region at different SNRs is also studied using simulation results. Using the setup of Fading Broadcast Channel (FBC) given by [Li and Goldsmith, 2001], we study the ergodic capacity region with inputs from finite complex alphabets. It is seen that, using the procedure for optimum power allocation obtained in [Li and Goldsmith, 2001] for Gaussian inputs, to allocate power to symbols from finite complex alphabets, relative rotation between the alphabets does not improve the capacity region. Simulation results for a modified heuristic power allocation procedure for finite-constellation case, show that Constellation Constrained capacity region enlarges with rotation.

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The problem of controlling the vibration pattern of a driven string is considered. The basic question dealt with here is to find the control forces which reduce the energy of vibration of a driven string over a prescribed portion of its length while maintaining the energy outside that length above a desired value. The criterion of keeping the response outside the region of energy reduction as close to the original response as possible is introduced as an additional constraint. The slack unconstrained minimization technique (SLUMT) has been successfully applied to solve the above problem. The effect of varying the phase of the control forces (which results in a six-variable control problem) is then studied. The nonlinear programming techniques which have been effectively used to handle problems involving many variables and constraints therefore offer a powerful tool for the solution of vibration control problems.

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Stability results are given for a class of feedback systems arising from the regulation of time-varying discrete-time systems using optimal infinite-horizon and moving-horizon feedback laws. The class is characterized by joint constraints on the state and the control, a general nonlinear cost function and nonlinear equations of motion possessing two special properties. It is shown that weak conditions on the cost function and the constraints are sufficient to guarantee uniform asymptotic stability of both the optimal infinite-horizon and movinghorizon feedback systems. The infinite-horizon cost associated with the moving-horizon feedback law approaches the optimal infinite-horizon cost as the moving horizon is extended.

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A new language concept for high-level distributed programming is proposed. Programs are organised as a collection of concurrently executing processes. Some of these processes, referred to as liaison processes, have a monitor-like structure and contain ports which may be invoked by other processes for the purposes of synchronisation and communication. Synchronisation is achieved by conditional activation of ports and also through port control constructs which may directly specify the execution ordering of ports. These constructs implement a path-expression-like mechanism for synchronisation and are also equipped with options to provide conditional, non-deterministic and priority ordering of ports. The usefulness and expressive power of the proposed concepts are illustrated through solutions of several representative programming problems. Some implementation issues are also considered.

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Conformational energy calculations on the model system N-acetyl- 1 -aminocyclohexanecarboxylic acid N'methylamide (Ac-Acc6-NHMe), using an average geometry derived from 13 crystallographic observations, establish that the Acc6 residue is constrained to adopt conformations in the helical regions of In contrast, the a,a-dialkylated residue with linear hydrocarbon side chains, a,a-di-n-propylglycine favors fully extended backbone structures (6 1= $ = 180'). The crystal structures of two model peptides, Boc-(Acc6),-OMe (type 111 @-turn at -Acc6(1)-Acc6(2)-) and Boc-Pro-Acc6-Ala-OMe (type I1 P-turn at -Pro-Acc6-), establish that Acc6 residues can occupy either position of type 111 P-turns and the i + 2 position of type I1 @-turns. The stereochemical rigidity of these peptides is demonstrated in solution by NMR studies, which establish the presence of one intramolecular hydrogen bond in each peptide in CDCI, and (CDJ2S0. Nuclear Overhauser effects permit characterization of the @-turn conformations in solution and establish their similarity to the solid-state structures. The implications for the use of Acc6 residues in conformational design are considered.

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In this paper, a dual of a given linear fractional program is defined and the weak, direct and converse duality theorems are proved. Both the primal and the dual are linear fractional programs. This duality theory leads to necessary and sufficient conditions for the optimality of a given feasible solution. A unmerical example is presented to illustrate the theory in this connection. The equivalence of Charnes and Cooper dual and Dinkelbach’s parametric dual of a linear fractional program is also established.

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This paper introduces CSP-like communication mechanisms into Backus’ Functional Programming (FP) systems extended by nondeterministic constructs. Several new functionals are used to describe nondeterminism and communication in programs. The functionals union and restriction are introduced into FP systems to develop a simple algebra of programs with nondeterminism. The behaviour of other functionals proposed in this paper are characterized by the properties of union and restriction. The axiomatic semantics of communication constructs are presented. Examples show that it is possible to reason about a communicating program by first transforming it into a non-communicating program by using the axioms of communication, and then reasoning about the resulting non-communicating version of the program. It is also shown that communicating programs can be developed from non-communicating programs given as specifications by using a transformational approach.

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A simple but efficient algorithm is presented for linear programming. The algorithm computes the projection matrix exactly once throughout the computation unlike that of Karmarkar’s algorithm where in the projection matrix is computed at each and every iteration. The algorithm is best suitable to be implemented on a parallel architecture. Complexity of the algorithm is being studied.

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The ability of DNA sequences to adopt unusual structures under the superhelical torsional stress has been studied. Sequences that are forced to adopt unusual conformation in topologically constrained pBR322 form V DNA (Lk=0) were mapped using restriction enzymes as probes. Restriction enzymes such as BamHI, Pstl, Aval and HindIII could not cleave their recognition sequences. The removal of topological constraint relieved this inhibition. The influence of neighbouring sequences on the ability of a given sequence to adopt unusual DNA structure, presumably left handed Z conformation, was studied through single hit analysis. Using multiple cut restriction enzymes such as Narl and Fspl, it could be shown that under identical topological strain, the extent of structural alteration is greatly influenced by the neighbouring sequences. In the light of the variety of sequences and locations that could be mapped to adopt non-6 conformation in pBR322 form V DNA, restriction enzymes appear as potential structural probes for natural DNA sequences.

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A procedure to evaluate surface-to-air missile battery placement patterns for air defense is presented. A measure of defense effectiveness is defined as a function of kill probability of the defense missiles and the nature of the surrounding terrain features. The concept of cumulative danger index is used to select the best path for a penetrating hostile aircraft for any given pattern of placement. The aircraft is assumed to be intelligent and well-informed. The path is generated using a dynamic programming methodology. The software package so developed can be used off-line to choose the best among a number of possible battery placement patterns.

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The design of folded structures in peptides containing the higher homologues of alpha-amino acid residues requires the restriction of the range of local conformational choices In alpha-amino acids stereochemically constrained residues like alpha,alpha-dialkylated residue, aminoisobutyric acid (Aib), and D-Proline ((D)Pro) have proved extremely useful in the design of helices and hairpins in short peptides Extending this approach, backbone substitution and cyclization are anticipated to bc useful in generating conformationally constrained beta- and gamma-residues This brief review provides a survey of work on hybrid peptide sequences concerning the conformationally constrained gamma-amino acid residue 1-aminomethyl cyclohexane acetic acid, gabapentin (Gpn) This achiral, beta,beta-disubstituted, gamma-residue strongly favors gauche-gauche conformations about the C-alpha-C-beta (0(2)) and C-alpha-C-gamma (0(1)) bonds, facilitating local folding The Gpn residue can adopt both C-7 (NH1 -> CO1) and C-9 (CO1 (I)<- NH1+I) hydrogen bonds which are analogous to the C-5 and C7 (gamma-turn) conformations at alpha-residues In conjunction with adjacent residues, Gpn may be used in ay and gamma alpha segments to generate C-12 hydrogen bonded conformations which may be considered as expanded analogs of conventional beta-turns The structural characterization of C-12 helices, C-12/C-10 helices with mixed hydrogen bond directionalities and beta-hairpins incorporating Gpn residues at the turn segment is illustrated (C) 2010 Wiley Periodicals, Inc Biopolymers (Pept Sci) 94 733-741 2010

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We develop four algorithms for simulation-based optimization under multiple inequality constraints. Both the cost and the constraint functions are considered to be long-run averages of certain state-dependent single-stage functions. We pose the problem in the simulation optimization framework by using the Lagrange multiplier method. Two of our algorithms estimate only the gradient of the Lagrangian, while the other two estimate both the gradient and the Hessian of it. In the process, we also develop various new estimators for the gradient and Hessian. All our algorithms use two simulations each. Two of these algorithms are based on the smoothed functional (SF) technique, while the other two are based on the simultaneous perturbation stochastic approximation (SPSA) method. We prove the convergence of our algorithms and show numerical experiments on a setting involving an open Jackson network. The Newton-based SF algorithm is seen to show the best overall performance.

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We develop in this article the first actor-critic reinforcement learning algorithm with function approximation for a problem of control under multiple inequality constraints. We consider the infinite horizon discounted cost framework in which both the objective and the constraint functions are suitable expected policy-dependent discounted sums of certain sample path functions. We apply the Lagrange multiplier method to handle the inequality constraints. Our algorithm makes use of multi-timescale stochastic approximation and incorporates a temporal difference (TD) critic and an actor that makes a gradient search in the space of policy parameters using efficient simultaneous perturbation stochastic approximation (SPSA) gradient estimates. We prove the asymptotic almost sure convergence of our algorithm to a locally optimal policy. (C) 2010 Elsevier B.V. All rights reserved.

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In this paper we develop a Linear Programming (LP) based decentralized algorithm for a group of multiple autonomous agents to achieve positional consensus. Each agent is capable of exchanging information about its position and orientation with other agents within their sensing region. The method is computationally feasible and easy to implement. Analytical results are presented. The effectiveness of the approach is illustrated with simulation results.