Stochastic Algorithms for Discrete Parameter Simulation Optimization

We present two efficient discrete parameter simulation optimization (DPSO) algorithms for the long-run average cost objective. One of these algorithms uses the smoothed functional approximation (SFA) procedure, while the other is based on simultaneous perturbation stochastic approximation (SPSA). The use of SFA for DPSO had not been proposed previously in the literature. Further, both algorithms adopt an interesting technique of random projections that we present here for the first time. We give a proof of convergence of our algorithms. Next, we present detailed numerical experiments on a problem of admission control with dependent service times. We consider two different settings involving parameter sets that have moderate and large sizes, respectively. On the first setting, we also show performance comparisons with the well-studied optimal computing budget allocation (OCBA) algorithm and also the equal allocation algorithm. Note to Practitioners-Even though SPSA and SFA have been devised in the literature for continuous optimization problems, our results indicate that they can be powerful techniques even when they are adapted to discrete optimization settings. OCBA is widely recognized as one of the most powerful methods for discrete optimization when the parameter sets are of small or moderate size. On a setting involving a parameter set of size 100, we observe that when the computing budget is small, both SPSA and OCBA show similar performance and are better in comparison to SFA, however, as the computing budget is increased, SPSA and SFA show better performance than OCBA. Both our algorithms also show good performance when the parameter set has a size of 10(8). SFA is seen to show the best overall performance. Unlike most other DPSO algorithms in the literature, an advantage with our algorithms is that they are easily implementable regardless of the size of the parameter sets and show good performance in both scenarios.

A Simultaneous Deterministic Perturbation Actor-Critic Algorithm with an Application to Optimal Mortgage Refinancing

We develop a simulation-based, two-timescale actor-critic algorithm for infinite horizon Markov decision processes with finite state and action spaces, with a discounted reward criterion. The algorithm is of the gradient ascent type and performs a search in the space of stationary randomized policies. The algorithm uses certain simultaneous deterministic perturbation stochastic approximation (SDPSA) gradient estimates for enhanced performance. We show an application of our algorithm on a problem of mortgage refinancing. Our algorithm obtains the optimal refinancing strategies in a computationally efficient manner

Convergence problems in a class of model reference adaptive control systems

A class of model reference adaptive control system which make use of an augmented error signal has been introduced by Monopoli. Convergence problems in this attractive class of systems have been investigated in this paper using concepts from hyperstability theory. It is shown that the condition on the linear part of the system has to be stronger than the one given earlier. A boundedness condition on the input to the linear part of the system has been taken into account in the analysis - this condition appears to have been missed in the previous applications of hyperstability theory. Sufficient conditions for the convergence of the adaptive gain to the desired value are also given.

Scattering theory and linear optimal control: Regulator and servo problems

In this paper, several known computational solutions are readily obtained in a very natural way for the linear regulator, fixed end-point and servo-mechanism problems using a certain frame-work from scattering theory. The relationships between the solutions to the linear regulator problem with different terminal costs and the interplay between the forward and backward equations have enabled a concise derivation of the partitioned equations, the forward-backward equations, and Chandrasekhar equations for the problem. These methods have been extended to the fixed end-point, servo, and tracking problems.

Microwave cavity resonators. Some perturbation effects and their applications

Lagrange's equation is utilized to show the analogy of a lossless microwave cavity resonator with the conventional LC network. A brief discussion on the resonant frequencies of a microwave cavity resonator and the two degenerate companion modes H01 and E11 appearing in a cavity is given. The first order perturbation theory of a small deformation of the wall of a cavity is discussed. The effects of perturbation, such as the change in the resonant frequency and the Q of a cavity, the change in the electromagnetic field configurations and hence mixing of modes are also discussed. An expression for the coupling coefficient between the two degenerate modes H01 and E11 is derived with the help of the field equations. Results indicate that in the absence of perturbation the above two degenerate modes can co-exist without losing their individual identities. Several applications of the perturbation theory, such as the measurement of the dielectric properties of matter, study of ferromagnetic resonance, etc., are described.

Phase-plane techniques for the solution of transient-stability problems

The paper presents a graphical-numerical method for determining the transient stability limits of a two-machine system under the usual assumptions of constant input, no damping and constant voltage behind transient reactance. The method presented is based on the phase-plane criterion,1, 2 in contrast to the usual step-by-step and equal-area methods. For the transient stability limit of a two-machine system, under the assumptions stated, the sum of the kinetic energy and the potential energy, at the instant of fault clearing, should just be equal to the maximum value of the potential energy which the machines can accommodate with the fault cleared. The assumption of constant voltage behind transient reactance is then discarded in favour of the more accurate assumption of constant field flux linkages. Finally, the method is extended to include the effect of field decrement and damping. A number of examples corresponding to each case are worked out, and the results obtained by the proposed method are compared with those obtained by the usual methods.

Homogenization of eigenvalue problems in perforated domains

In this paper, we treat some eigenvalue problems in periodically perforated domains and study the asymptotic behaviour of the eigenvalues and the eigenvectors when the number of holes in the domain increases to infinity Using the method of asymptotic expansion, we give explicit formula for the homogenized coefficients and expansion for eigenvalues and eigenvectors. If we denote by ε the size of each hole in the domain, then we obtain the following aysmptotic expansion for the eigenvalues: Dirichlet: λε = ε−2 λ + λ0 +O (ε), Stekloff: λε = ελ1 +O (ε2), Neumann: λε = λ0 + ελ1 +O (ε2).Using the method of energy, we prove a theorem of convergence in each case considered here. We briefly study correctors in the case of Neumann eigenvalue problem.

Mechanism design problems in carbon economics

Reduction of carbon emissions is of paramount importance in the context of global warming and climate change. Countries and global companies are now engaged in understanding systematic ways of solving carbon economics problems, aimed ultimately at achieving well defined emission targets. This paper proposes mechanism design as an approach to solving carbon economics problems. The paper first introduces carbon economics issues in the world today and next focuses on carbon economics problems facing global industries. The paper identifies four problems faced by global industries: carbon credit allocation (CCA), carbon credit buying (CCB), carbon credit selling (CCS), and carbon credit exchange (CCE). It is argued that these problems are best addressed as mechanism design problems. The discipline of mechanism design is founded on game theory and is concerned with settings where a social planner faces the problem of aggregating the announced preferences of multiple agents into a collective decision, when the actual preferences are not known publicly. The paper provides an overview of mechanism design and presents the challenges involved in designing mechanisms with desirable properties. To illustrate the application of mechanism design in carbon economics,the paper describes in detail one specific problem, the carbon credit allocation problem.

Two-dimensional approximations of 3-dimensional eigenvalue problems in plate-theory

The eigenvalues and eigenfunctions corresponding to the three-dimensional equations for the linear elastic equilibrium of a clamped plate of thickness 2ϵ, are shown to converge (in a specific sense) to the eigenvalues and eigenfunctions of the well-known two-dimensional biharmonic operator of plate theory, as ϵ approaches zero. In the process, it is found in particular that the displacements and stresses are indeed of the specific forms usually assumed a priori in the literature. It is also shown that the limit eigenvalues and eigenfunctions can be equivalently characterized as the leading terms in an asymptotic expansion of the three-dimensional solutions, in terms of powers of ϵ. The method presented here applies equally well to the stationary problem of linear plate theory, as shown elsewhere by P. Destuynder.

Inhibition of type IA topoisomerase by a monoclonal antibody through perturbation of DNA cleavage-religation equilibrium

Type IA DNA topoisomerases, typically found in bacteria, are essential enzymes that catalyse the DNA relaxation of negative supercoils. DNA gyrase is the only type II topoisomerase that can carry out the opposite reaction (i.e. the introduction of the DNA supercoils). A number of diverse molecules target DNA gyrase. However, inhibitors that arrest the activity of bacterial topoisomerase I at low concentrations remain to be identified. Towards this end, as a proof of principle, monoclonal antibodies that inhibit Mycobacterium smegmatis topoisomerase I have been characterized and the specific inhibition of Mycobacterium smegmatis topoisomerase I by a monoclonal antibody, 2F3G4, at a nanomolar concentration is described. The enzyme-bound monoclonal antibody stimulated the first transesterification reaction leading to enhanced DNA cleavage, without significantly altering the religation activity of the enzyme. The stimulated DNA cleavage resulted in perturbation of the cleavagereligation equilibrium, increasing single-strand nicks and proteinDNA covalent adducts. Monoclonal antibodies with such a mechanism of inhibition can serve as invaluable tools for probing the structure and mechanism of the enzyme, as well as in the design of novel inhibitors that arrest enzyme activity.

Smooth DMS-FEM: A new approach to solving nearly incompressible nonlinear elasto-static problems

The DMS-FEM, which enables functional approximations with C(1) or still higher inter-element continuity within an FEM-based meshing of the domain, has recently been proposed by Sunilkumar and Roy [39,40]. Through numerical explorations on linear elasto-static problems, the method was found to have conspicuously superior convergence characteristics as well as higher numerical stability against locking. These observations motivate the present study, which aims at extending and exploring the DMS-FEM to (geometrically) nonlinear elasto-static problems of interest in solid mechanics and assessing its numerical performance vis-a-vis the FEM. In particular, the DMS-FEM is shown to vastly outperform the FEM (presently implemented through the commercial software ANSYS (R)) as the former requires fewer linearization and load steps to achieve convergence. In addition, in the context of nearly incompressible nonlinear systems prone to volumetric locking and with no special numerical artefacts (e.g. stabilized or mixed weak forms) employed to arrest locking, the DMS-FEM is shown to approach the incompressibility limit much more closely and with significantly fewer iterations than the FEM. The numerical findings are suggestive of the important role that higher order (uniform) continuity of the approximated field variables play in overcoming volumetric locking and the great promise that the method holds for a range of other numerically ill-conditioned problems of interest in computational structural mechanics. (C) 2011 Elsevier Ltd. All rights reserved.