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.

Semi-analytical finite element analysis of a strip footing on an elastic reinforced soil

A plane strain elastic interaction analysis of a strip footing resting on a reinforced soil bed has been made by using a combined analytical and finite element method (FEM). In this approach the stiffness matrix for the footing has been obtained using the FEM, For the reinforced soil bed (halfplane) the stiffness matrix has been obtained using an analytical solution. For the latter, the reinforced zone has been idealised as (i) an equivalent orthotropic infinite strip (composite approach) and (ii) a multilayered system (discrete approach). In the analysis, the interface between the strip footing and reinforced halfplane has been assumed as (i) frictionless and (ii) fully bonded. The contact pressure distribution and the settlement reduction have been given for different depths of footing and scheme of reinforcement in soil. The load-deformation behaviour of the reinforced soil obtained using the above modelling has been compared with some available analytical and model test results. The equivalent orthotropic approach proposed in this paper is easy to program and is shown to predict the reinforcing effects reasonably well.

Reservoir Operation for Hydropower Optimization: A Chance-Constrained Approach

This paper presents a chance-constrained linear programming formulation for reservoir operation of a multipurpose reservoir. The release policy is defined by a chance constraint that the probability of irrigation release in any period equalling or exceeding the irrigation demand is at least equal to a specified value P (called reliability level). The model determines the maximum annual hydropower produced while meeting the irrigation demand at a specified reliability level. The model considers variation in reservoir water level elevation and also the operating range within which the turbine operates. A linear approximation for nonlinear power production function is assumed and the solution obtained within a specified tolerance limit. The inflow into the reservoir is considered random. The chance constraint is converted into its deterministic equivalent using a linear decision rule and inflow probability distribution. The model application is demonstrated through a case study.

Rheology of particle-loaded semi-dilute polymer solutions

We present measurements of the rheology of suspensions of rigid spheres in a semi-dilute polymer solution from experiments of steady and oscillatory shear. For a given value of the shear rate gamma, addition of particles enhances the viscosity and the first normal stress difference but decreases the magnitude of the second normal stress difference. The viscosity eta exhibits a power law variation in gamma for a range of gamma that grows with phi. The first normal stress N-1 is positive and its value grows with phi; it exhibits a clear power law variation for the entire range of gamma that was studied. The second normal stress difference N-2 is negative for the pure polymer solution and much smaller in magnitude than N-1; on addition of particles, its magnitude further decreases, and it appears to change sign at large phi. The behavior of N-1 and N-2 is at odds with the findings of recent studies on particle-loaded dilute polymer solutions and polymer melts. The small-amplitude oscillatory shear experiments show the linear viscoelastic properties, G(') and G('), increasing with phi at a given value of the angular frequency omega. The dynamic viscosity of the suspension differs substantially from its steady shear viscosity, and the difference increases as gamma, omega -> 0.

Time dependent rotational flow of a viscous fluid over an infinite porous disk with a magnetic field

Both the semi-similar and self-similar flows due to a viscous fluid rotating with time dependent angular velocity over a porous disk of large radius at rest with or without a magnetic field are investigated. For the self-similar case the resulting equations for the suction and no mass transfer cases are solved numerically by quasilinearization method whereas for the semi-similar case and injection in the self-similar case an implicit finite difference method with Newton's linearization is employed. For rapid deceleration of fluid and for moderate suction in the case of self-similar flow there exists a layer of fluid, close to the disk surface where the sense of rotation is opposite to that of the fluid rotating far away. The velocity profiles in the absence of magnetic field are found to be oscillatory except for suction. For the accelerating freestream, (semi-similar flow) the effect of time is to reduce the amplitude of the oscillations of the velocity components. On the other hand the effect of time for the oscillating case is just the opposite.

Risk Minimizing Option Pricing in a Semi-Markov Modulated Market

We address risk minimizing option pricing in a semi-Markov modulated market where the floating interest rate depends on a finite state semi-Markov process. The growth rate and the volatility of the stock also depend on the semi-Markov process. Using the Föllmer–Schweizer decomposition we find the locally risk minimizing price for European options and the corresponding hedging strategy. We develop suitable numerical methods for computing option prices.

Optimal dynamic inversion-based semi-active control of benchmark bridge using MR dampers

A new two-stage state feedback control design approach has been developed to monitor the voltage supplied to magnetorheological (MR) dampers for semi-active vibration control of the benchmark highway bridge. The first stage contains a primary controller, which provides the force required to obtain a desired closed-loop response of the system. In the second stage, an optimal dynamic inversion (ODI) approach has been developed to obtain the amount of voltage to be supplied to each of the MR dampers such that it provides the required force prescribed by the primary controller. ODI is formulated by optimization with dynamic inversion, such that an optimal voltage is supplied to each damper in a set. The proposed control design has been simulated for both phase-I and phase-II study of the recently developed benchmark highway bridge problem. The efficiency of the proposed controller is analyzed in terms of the performance indices defined in the benchmark problem definition. Simulation results demonstrate that the proposed approach generally reduces peak response quantities over those obtained from the sample semi-active controller, although some response quantities have been seen to be increasing. Overall, the proposed control approach is quite competitive as compared with the sample semi-active control approach.

Trajectory sensitivity modification in optimal linear systems

A new procedure for reducing trajectory sensitivity for the optimal linear regulator is described. The design is achieved without increase in the order of optimization and without the feedback of trajectory sensitivity. The procedure is also used in the input signal design problem for linear system identification by interpreting it as increasing trajectory sensitivity with respect to parameters to be estimated.

Application of optimization methods to vibration control of stretched strings

In this paper, non-linear programming techniques are applied to the problem of controlling the vibration pattern of a stretched string. First, the problem of finding the magnitudes of two control forces applied at two points l1 and l2 on the string to reduce the energy of vibration over the interval (l1, l2) relative to the energy outside the interval (l1, l2) is considered. For this problem the relative merits of various methods of non-linear programming are compared. The more complicated problem of finding the positions and magnitudes of two control forces to obtain the desired energy pattern is then solved by using the slack unconstrained minimization technique with the Fletcher-Powell search. In the discussion of the results it is shown that the position of the control force is very important in controlling the energy pattern of the string.

Semi-active vibration isolation using a near-zero-spring-rate device:steady state analysis of a single-degree-of-freedom model

A vibration isolator is described which incorporates a near-zero-spring-rate device within its operating range. The device is an assembly of a vertical spring in parallel with two inclined springs. A low spring rate is achieved by combining the equivalent stiffness in the vertical direction of the inclined springs with the stiffness of the vertical central spring. It is shown that there is a relation between the geometry and the stiffness of the individual springs that results in a low spring rate. Computer simulation studies of a single-degree-of-freedom model for harmonic base input show that the performance of the proposed scheme is superior to that of the passive schemes with linear springs and skyhook damping configuration. The response curves show that, for small to large amplitudes of base disturbance, the system goes into resonance at low frequencies of excitation. Thus, it is possible to achieve very good isolation over a wide low-frequency band. Also, the damper force requirements for the proposed scheme are much lower than for the damper force of a skyhook configuration or a conventional linear spring with a semi-active damper.

Design Optimization of Field Emission From A Stacked Carbon Nanotube Array

Fluctuation of field emission in carbon nanotubes (CNTs) is riot desirable in many applications and the design of biomedical x-ray devices is one of them. In these applications, it is of great importance to have precise control of electron beams over multiple spatio-temporal scales. In this paper, a new design is proposed in order to optimize the field emission performance of CNT arrays. A diode configuration is used for analysis, where arrays of CNTs act as cathode. The results indicate that the linear height distribution of CNTs, as proposed in this study, shows more stable performance than the conventionally used unifrom distribution.

Real-coded genetic algorithm for machining condition optimization

In this paper, we consider the machining condition optimization models presented in earlier studies. Finding the optimal combination of machining conditions within the constraints is a difficult task. Hence, in earlier studies standard optimization methods are used. The non-linear nature of the objective function, and the constraints that need to be satisfied makes it difficult to use the standard optimization methods for the solution. In this paper, we present a real coded genetic algorithm (RCGA), to find the optimal combination of machining conditions. We present various issues related to real coded genetic algorithm such as solution representation, crossover operators, and repair algorithm in detail. We also present the results obtained for these models using real coded genetic algorithm and discuss the advantages of using real coded genetic algorithm for these problems. From the results obtained, we conclude that real coded genetic algorithm is reliable and accurate for solving the machining condition optimization models.

Non-Linear vibration of an elastic string

Equations proposed in previous work on the non-linear motion of a string show a basic disagreement, which is here traced to an assumption about the longitudinal displacement u. It is shown that it is neither necessary nor justifiable to assume that u is zero; and also that the velocity of propagation of u disturbances in a string is different from that in an infinite medium, although this difference is usually negligible. After formulating the exact equations of motion for the string, a systematic procedure is described for obtaining approximations to these equations to any order, making only the assumption that the strain in the material of the string is small. The lowest order equations in this scheme are non-linear, and are used to describe the response of a string near resonance. Finally, it is shown that in the absence of damping, planar motion of a string is always unstable at sufficiently high amplitudes, the critical amplitude falling to zero at the natural frequency and its subharmonics. The effect of slight damping on this instability is also discussed.

A semi-classical model of the electron containing tachyonic matter

It is shown that the mass of the electron could be conceived as the energy associated with its spinning motion and the angular velocity is such that the linear velocities at the surface exceed the velocity of light; this in fact accounts for its stability against the centrifugal forces in the core region.

Protein sequence design on the basis of topology optimization techniques -Using continuous modeling of discrete amino acid types

The notion of optimization is inherent in protein design. A long linear chain of twenty types of amino acid residues are known to fold to a 3-D conformation that minimizes the combined inter-residue energy interactions. There are two distinct protein design problems, viz. predicting the folded structure from a given sequence of amino acid monomers (folding problem) and determining a sequence for a given folded structure (inverse folding problem). These two problems have much similarity to engineering structural analysis and structural optimization problems respectively. In the folding problem, a protein chain with a given sequence folds to a conformation, called a native state, which has a unique global minimum energy value when compared to all other unfolded conformations. This involves a search in the conformation space. This is somewhat akin to the principle of minimum potential energy that determines the deformed static equilibrium configuration of an elastic structure of given topology, shape, and size that is subjected to certain boundary conditions. In the inverse-folding problem, one has to design a sequence with some objectives (having a specific feature of the folded structure, docking with another protein, etc.) and constraints (sequence being fixed in some portion, a particular composition of amino acid types, etc.) while obtaining a sequence that would fold to the desired conformation satisfying the criteria of folding. This requires a search in the sequence space. This is similar to structural optimization in the design-variable space wherein a certain feature of structural response is optimized subject to some constraints while satisfying the governing static or dynamic equilibrium equations. Based on this similarity, in this work we apply the topology optimization methods to protein design, discuss modeling issues and present some initial results.