Stochastic Approximation Algorithms for Constrained Optimization via Simulation

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.

Binding of active site directed ligands to phospholipase A2: Implications on the molecular constraints and catalytic mechanism

Molecular constraints for the localization of active site directed ligands (competitive inhibitors and substrates) in the active site of phospholipase A2 (PLA2) are characterized. Structure activity relationships with known inhibitors suggest that the head : group interactions dominate the selectivity as well as a substantial part of the affinity. The ab initio fitting of the amide ligands in the active site was carried out to characterize the head group interactions. Based on a systematic coordinate space search, formamide is docked with known experimental constraints such as coordination of the carbonyl group to Ca2+ and hydrogen bond between amide nitrogen and ND1 of His48. An optimal position for a bound water molecule is identified and its significance for the catalytic mechanism is postulated. Unlike the traditional ''pseudo-triad'' mechanism, the ''Ca-coordinatedoxyanion'' mechanism proposed here invokes activation of the catalytic water to form the oxyanion in the coordination sphere of calcium. As it attacks the carbonyl carbon of the ester, a near-tetrahedral intermediate is formed. As the second proton of the catalytic water is abstracted by the ester oxygen, its reorientation and simultaneous cleavage form hydrogen bond with ND1 of His48. In this mechanism of esterolysis, a catalytic role for the water co-ordinated to Ca2+ is recognised.

Model Based Target Tracking in a Wireless Network of Passive Infrared Sensor Nodes

We consider the problem of tracking an intruder in a plane region by using a wireless sensor network comprising motes equipped with passive infrared (PIR) sensors deployed over the region. An input-output model for the PIR sensor and a method to estimate the angular speed of the target from the sensor output are proposed. With the measurement model so obtained, we study the centralized and decentralized tracking performance using the extended Kalman filter.

On Network-Error Correcting Convolutional Codes under the BSC Edge Error Model

Convolutional network-error correcting codes (CNECCs) are known to provide error correcting capability in acyclic instantaneous networks within the network coding paradigm under small field size conditions. In this work, we investigate the performance of CNECCs under the error model of the network where the edges are assumed to be statistically independent binary symmetric channels, each with the same probability of error pe(0 <= p(e) < 0.5). We obtain bounds on the performance of such CNECCs based on a modified generating function (the transfer function) of the CNECCs. For a given network, we derive a mathematical condition on how small p(e) should be so that only single edge network-errors need to be accounted for, thus reducing the complexity of evaluating the probability of error of any CNECC. Simulations indicate that convolutional codes are required to possess different properties to achieve good performance in low p(e) and high p(e) regimes. For the low p(e) regime, convolutional codes with good distance properties show good performance. For the high p(e) regime, convolutional codes that have a good slope ( the minimum normalized cycle weight) are seen to be good. We derive a lower bound on the slope of any rate b/c convolutional code with a certain degree.

Variable Elimination in Linear Constraints

Gauss and Fourier have together provided us with the essential techniques for symbolic computation with linear arithmetic constraints over the reals and the rationals. These variable elimination techniques for linear constraints have particular significance in the context of constraint logic programming languages that have been developed in recent years. Variable elimination in linear equations (Guassian Elimination) is a fundamental technique in computational linear algebra and is therefore quite familiar to most of us. Elimination in linear inequalities (Fourier Elimination), on the other hand, is intimately related to polyhedral theory and aspects of linear programming that are not quite as familiar. In addition, the high complexity of elimination in inequalities has forces the consideration of intricate specializations of Fourier's original method. The intent of this survey article is to acquaint the reader with these connections and developments. The latter part of the article dwells on the thesis that variable elimination in linear constraints over the reals extends quite naturally to constraints in certain discrete domains.

Kinematic analysis and design of articulated manipulators with joint motion constraints

For an articulated manipulator with joint rotation constraints, we show that the maximum workspace is not necessarily obtained for equal link lengths but is also determined by the range and mean positions of the joint motions. We present expressions for sectional area, workspace volume, overlap volume and work area in terms of link ratios, mean positions and ranges of joint motion. We present a numerical procedure to obtain the maximum rectangular area that can be embedded in the workspace of an articulated manipulator with joint motion constraints. We demonstrate the use of analytical expressions and the numerical plots in the kinematic design of an articulated manipulator with joint rotation constraints.

A single network adaptive critic (SNAC) architecture for optimal control synthesis for a class of nonlinear systems

Even though dynamic programming offers an optimal control solution in a state feedback form, the method is overwhelmed by computational and storage requirements. Approximate dynamic programming implemented with an Adaptive Critic (AC) neural network structure has evolved as a powerful alternative technique that obviates the need for excessive computations and storage requirements in solving optimal control problems. In this paper, an improvement to the AC architecture, called the �Single Network Adaptive Critic (SNAC)� is presented. This approach is applicable to a wide class of nonlinear systems where the optimal control (stationary) equation can be explicitly expressed in terms of the state and costate variables. The selection of this terminology is guided by the fact that it eliminates the use of one neural network (namely the action network) that is part of a typical dual network AC setup. As a consequence, the SNAC architecture offers three potential advantages: a simpler architecture, lesser computational load and elimination of the approximation error associated with the eliminated network. In order to demonstrate these benefits and the control synthesis technique using SNAC, two problems have been solved with the AC and SNAC approaches and their computational performances are compared. One of these problems is a real-life Micro-Electro-Mechanical-system (MEMS) problem, which demonstrates that the SNAC technique is applicable to complex engineering systems.

Adaptive optimization of continuous bioreactor using neural network model

An adaptive optimization algorithm using backpropogation neural network model for dynamic identification is developed. The algorithm is applied to maximize the cellular productivity of a continuous culture of baker's yeast. The robustness of the algorithm is demonstrated in determining and maintaining the optimal dilution rate of the continuous bioreactor in presence of disturbances in environmental conditions and microbial culture characteristics. The simulation results show that a significant reduction in time required to reach optimal operating levels can be achieved using neural network model compared with the traditional dynamic linear input-output model. The extension of the algorithm for multivariable adaptive optimization of continuous bioreactor is briefly discussed.

Optimal management of beaver population using a reduced-order distributed parameter model and single network adaptive critics

Beavers are often found to be in conflict with human interests by creating nuisances like building dams on flowing water (leading to flooding), blocking irrigation canals, cutting down timbers, etc. At the same time they contribute to raising water tables, increased vegetation, etc. Consequently, maintaining an optimal beaver population is beneficial. Because of their diffusion externality (due to migratory nature), strategies based on lumped parameter models are often ineffective. Using a distributed parameter model for beaver population that accounts for their spatial and temporal behavior, an optimal control (trapping) strategy is presented in this paper that leads to a desired distribution of the animal density in a region in the long run. The optimal control solution presented, imbeds the solution for a large number of initial conditions (i.e., it has a feedback form), which is otherwise nontrivial to obtain. The solution obtained can be used in real-time by a nonexpert in control theory since it involves only using the neural networks trained offline. Proper orthogonal decomposition-based basis function design followed by their use in a Galerkin projection has been incorporated in the solution process as a model reduction technique. Optimal solutions are obtained through a "single network adaptive critic" (SNAC) neural-network architecture.

A novel neural network design for long range prediction of rainfall pattern

The importance of long-range prediction of rainfall pattern for devising and planning agricultural strategies cannot be overemphasized. However, the prediction of rainfall pattern remains a difficult problem and the desired level of accuracy has not been reached. The conventional methods for prediction of rainfall use either dynamical or statistical modelling. In this article we report the results of a new modelling technique using artificial neural networks. Artificial neural networks are especially useful where the dynamical processes and their interrelations for a given phenomenon are not known with sufficient accuracy. Since conventional neural networks were found to be unsuitable for simulating and predicting rainfall patterns, a generalized structure of a neural network was then explored and found to provide consistent prediction (hindcast) of all-India annual mean rainfall with good accuracy. Performance and consistency of this network are evaluated and compared with those of other (conventional) neural networks. It is shown that the generalized network can make consistently good prediction of annual mean rainfall. Immediate application and potential of such a prediction system are discussed.

Design of logical topologies for wavelength-routed optical networks

his paper studies the problem of designing a logical topology over a wavelength-routed all-optical network (AON) physical topology, The physical topology consists of the nodes and fiber links in the network, On an AON physical topology, we can set up lightpaths between pairs of nodes, where a lightpath represents a direct optical connection without any intermediate electronics, The set of lightpaths along with the nodes constitutes the logical topology, For a given network physical topology and traffic pattern (relative traffic distribution among the source-destination pairs), our objective is to design the logical topology and the routing algorithm on that topology so as to minimize the network congestion while constraining the average delay seen by a source-destination pair and the amount of processing required at the nodes (degree of the logical topology), We will see that ignoring the delay constraints can result in fairly convoluted logical topologies with very long delays, On the other hand, in all our examples, imposing it results in a minimal increase in congestion, While the number of wavelengths required to imbed the resulting logical topology on the physical all optical topology is also a constraint in general, we find that in many cases of interest this number can be quite small, We formulate the combined logical topology design and routing problem described above (ignoring the constraint on the number of available wavelengths) as a mixed integer linear programming problem which we then solve for a number of cases of a six-node network, Since this programming problem is computationally intractable for larger networks, we split it into two subproblems: logical topology design, which is computationally hard and will probably require heuristic algorithms, and routing, which can be solved by a linear program, We then compare the performance of several heuristic topology design algorithms (that do take wavelength assignment constraints into account) against that of randomly generated topologies, as well as lower bounds derived in the paper.

Optimal blood glucose regulation of diabetic patients using single network adaptive critics

Diabetes is a long-term disease during which the body's production and use of insulin are impaired, causing glucose concentration level to increase in the bloodstream. Regulating blood glucose levels as close to normal as possible leads to a substantial decrease in long-term complications of diabetes. In this paper, an intelligent online feedback-treatment strategy is presented for the control of blood glucose levels in diabetic patients using single network adaptive critic (SNAC) neural networks (which is based on nonlinear optimal control theory). A recently developed mathematical model of the nonlinear dynamics of glucose and insulin interaction in the blood system has been revised and considered for synthesizing the neural network for feedback control. The idea is to replicate the function of pancreatic insulin, i.e. to have a fairly continuous measurement of blood glucose and a situation-dependent insulin injection to the body using an external device. Detailed studies are carried out to analyze the effectiveness of this adaptive critic-based feedback medication strategy. A comparison study with linear quadratic regulator (LQR) theory shows that the proposed nonlinear approach offers some important advantages such as quicker response, avoidance of hypoglycemia problems, etc. Robustness of the proposed approach is also demonstrated from a large number of simulations considering random initial conditions and parametric uncertainties. Copyright (C) 2009 John Wiley & Sons, Ltd.

Neural network modeling of associative memory: Beyond the Hopfield model

A number of neural network models, in which fixed-point and limit-cycle attractors of the underlying dynamics are used to store and associatively recall information, are described. In the first class of models, a hierarchical structure is used to store an exponentially large number of strongly correlated memories. The second class of models uses limit cycles to store and retrieve individual memories. A neurobiologically plausible network that generates low-amplitude periodic variations of activity, similar to the oscillations observed in electroencephalographic recordings, is also described. Results obtained from analytic and numerical studies of the properties of these networks are discussed.

Monte Carlo simulation of network formation based on structural fragments in epoxy-anhydride systems

A method combining the Monte Carlo technique and the simple fragment approach has been developed for simulating network formation in amine-catalysed epoxy-anhydride systems. The method affords a detailed insight into the nature and composition of the network, showing the distribution of various fragments. It has been used to characterize the network formation in the reaction of the diglycidyl ester of isophthalic acid with hexahydrophthalic anhydride, catalysed by benzyldimethylamine. Pre-gel properties like number and weight distributions and average molecular weights have been calculated as a function of epoxy conversion, leading to a prediction of the gel-point conversion. Analysis of the simulated network further yields other characteristic properties such as concentration of crosslink points, distribution and concentration of elastically active chains, average molecular weight between crosslinks, sol content and mass fraction of pendent chains. A comparison has been made of the properties obtained through simulation with those predicted by the fragment approach alone, which, however, gives only average properties. The Monte Carlo simulation results clearly show that loops and other cyclic structures occur in the gel. This may account for the differences observed between the results of the simulation and the fragment model in the post-gel phase. Copyright (C) 1996 Elsevier Science Ltd.

Stabilisation of unusual simultaneous binding of four cytosine nucleobases to copper(II) by a novel network of bifurcated hydrogen bonding

The crystal structure of tetrakis(cytosine)copper(II) perchlorate dihydrate has been determined. All the hydrogen atoms were obtained from Fourier-difference synthesis. The geometry around. copper is a bicapped octahedron (4 + 2 + 2*). The adjacent cytosine rings are oriented head-to-tail with respect to each other and are roughly at right angles to the co-ordination plane. The exocyclic oxo groups form an interligand, intracomplex hydrogen-bonding network above and below the co-ordination plane with the exocyclic amino groups of alternate cytosine bases. The EPR and electronic spectra are consistent with the retention of the solid-state structure in solution. The steric effect of the C(2)=O group of cytosine is offset by the presence of the intracomplex hydrogen-bonding network. The trend in Ei values of Cu-II-Cu-I couples for 1.4 complexes of cytosine, cytodine, pyridine, 2-methylpyridine and N-methylimidazole suggests that both steric effects and pi-delocalization in imidazole and pyridine ligands and the steric effect of C(2)=O in pyrimidine ligands are important in stabilising Cu-I relative to Cu-II.