A Branch and Bound Algorithm for a Transportation Type Problem with Piecewise Linear Convex Objective Function

A branch and bound type algorithm is presented in this paper to the problem of finding a transportation schedule which minimises the total transportation cost, where the transportation cost over each route is assumed to be a piecewice linear continuous convex function with increasing slopes. The algorithm is an extension of the work done by Balachandran and Perry, in which the transportation cost over each route is assumed to beapiecewise linear discontinuous function with decreasing slopes. A numerical example is solved illustrating the algorithm.

Optimal design of multiproduct batch chemical plant using NSGA-II

The optimal design of a multiproduct batch chemical plant is formulated as a multiobjective optimization problem, and the resulting constrained mixed-integer nonlinear program (MINLP) is solved by the nondominated sorting genetic algorithm approach (NSGA-II). By putting bounds on the objective function values, the constrained MINLP problem can be solved efficiently by NSGA-II to generate a set of feasible nondominated solutions in the range desired by the decision-maker in a single run of the algorithm. The evolution of the entire set of nondominated solutions helps the decision-maker to make a better choice of the appropriate design from among several alternatives. The large set of solutions also provides a rich source of excellent initial guesses for solution of the same problem by alternative approaches to achieve any specific target for the objective functions

A Team of Continuous-Action Learning Automata for Noise-Tolerant Learning of Half-Spaces

Learning automata are adaptive decision making devices that are found useful in a variety of machine learning and pattern recognition applications. Although most learning automata methods deal with the case of finitely many actions for the automaton, there are also models of continuous-action-set learning automata (CALA). A team of such CALA can be useful in stochastic optimization problems where one has access only to noise-corrupted values of the objective function. In this paper, we present a novel formulation for noise-tolerant learning of linear classifiers using a CALA team. We consider the general case of nonuniform noise, where the probability that the class label of an example is wrong may be a function of the feature vector of the example. The objective is to learn the underlying separating hyperplane given only such noisy examples. We present an algorithm employing a team of CALA and prove, under some conditions on the class conditional densities, that the algorithm achieves noise-tolerant learning as long as the probability of wrong label for any example is less than 0.5. We also present some empirical results to illustrate the effectiveness of the algorithm.

Parameter estimation in water-distribution systems by least squares

The weighted-least-squares method using sensitivity-analysis technique is proposed for the estimation of parameters in water-distribution systems. The parameters considered are the Hazen-Williams coefficients for the pipes. The objective function used is the sum of the weighted squares of the differences between the computed and the observed values of the variables. The weighted-least-squares method can elegantly handle multiple loading conditions with mixed types of measurements such as heads and consumptions, different sets and number of measurements for each loading condition, and modifications in the network configuration due to inclusion or exclusion of some pipes affected by valve operations in each loading condition. Uncertainty in parameter estimates can also be obtained. The method is applied for the estimation of parameters in a metropolitan urban water-distribution system in India.

Autocalibration of dynamic bacterial growth model for water distribution system using GA

The presence of residual chlorine and organic matter govern the bacterial regrowth within a water distribution system. The bacterial growth model is essential to predict the spatial and temporal variation of all these substances throughout the system. The parameters governing the bacterial growth and biodegradable dissolved organic carbon (BDOC) utilization are difficult to determine by experimentation. In the present study, the estimation of these parameters is addressed by using simulation-optimization procedure. The optimal solution by genetic algorithm (GA) has indicated that the proper combination of parameter values are significant rather than correct individual values. The applicability of the model is illustrated using synthetic data generated by introducing noise in to the error-free measurements. The GA was found to be a potential tool in estimating the parameters controlling the bacterial growth and BDOC utilization. Further, the GA was also used for evaluating the sensitivity issues relating parameter values and objective function. It was observed that mu and k(cl) are more significant and dominating compared to the other parameters. But the magnitude of the parameters is also an important issue in deciding the dominance of a particular parameter. GA is found to be a useful tool in autocalibration of bacterial growth model and a sensitivity study of parameters.

Robust Aeroelastic Optimization Of Composite Helicopter Rotor

A robust aeroelastic optimization is performed to minimize helicopter vibration with uncertainties in the design variables. Polynomial response surfaces and space-¯lling experimental designs are used to generate the surrogate model of aeroelastic analysis code. Aeroelastic simulations are performed at the sample inputs generated by Latin hypercube sampling. The response values which does not satisfy the frequency constraints are eliminated from the data for model ¯tting. This step increased the accuracy of response surface models in the feasible design space. It is found that the response surface models are able to capture the robust optimal regions of design space. The optimal designs show a reduction of 10 percent in the objective function comprising six vibratory hub loads and 1.5 to 80 percent reduction for the individual vibratory forces and moments. This study demonstrates that the second-order response surface models with space ¯lling-designs can be a favorable choice for computationally intensive robust aeroelastic optimization.

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.

SMO: An Integrated Approach to Intra-array and Inter-array Storage Optimization

The polyhedral model provides an expressive intermediate representation that is convenient for the analysis and subsequent transformation of affine loop nests. Several heuristics exist for achieving complex program transformations in this model. However, there is also considerable scope to utilize this model to tackle the problem of automatic memory footprint optimization. In this paper, we present a new automatic storage optimization technique which can be used to achieve both intra-array as well as inter-array storage reuse with a pre-determined schedule for the computation. Our approach works by finding statement-wise storage partitioning hyper planes that partition a unified global array space so that values with overlapping live ranges are not mapped to the same partition. Our heuristic is driven by a fourfold objective function which not only minimizes the dimensionality and storage requirements of arrays required for each high-level statement, but also maximizes inter statement storage reuse. The storage mappings obtained using our heuristic can be asymptotically better than those obtained by any existing technique. We implement our technique and demonstrate its practical impact by evaluating its effectiveness on several benchmarks chosen from the domains of image processing, stencil computations, and high-performance computing.

Identification of parameters in unconfined aquifers

A method is presented for identification of parameters in unconfined aquifers from pumping tests, based on the optimisation of the objective function using the least squares approach. Four parameters are to be evaluated, namely: The hydraulic conductivity in the radial and the vertical directions, the storage coefficient and the specific yield. The sensitivity analysis technique is used for solving the optimisation problem. Besides eliminating the subjectivity involved in the graphical procedure, the method takes into account the field data at all time intervals without classifying them into small and large time intervals and does not use the approximation that the ratio of the storage coefficient to the specific yield tends to zero. Two illustrative examples are presented and it is found that the parameter estimates from the computational and graphical procedures differ fairly significantly.

A Fuzzy Approximation Scheme for Sequential Learning in Pattern Recognition

An adaptive learning scheme, based on a fuzzy approximation to the gradient descent method for training a pattern classifier using unlabeled samples, is described. The objective function defined for the fuzzy ISODATA clustering procedure is used as the loss function for computing the gradient. Learning is based on simultaneous fuzzy decisionmaking and estimation. It uses conditional fuzzy measures on unlabeled samples. An exponential membership function is assumed for each class, and the parameters constituting these membership functions are estimated, using the gradient, in a recursive fashion. The induced possibility of occurrence of each class is useful for estimation and is computed using 1) the membership of the new sample in that class and 2) the previously computed average possibility of occurrence of the same class. An inductive entropy measure is defined in terms of induced possibility distribution to measure the extent of learning. The method is illustrated with relevant examples.

Flux balance analysis of biological systems: applications and challenges

Systems level modelling and simulations of biological processes are proving to be invaluable in obtaining a quantitative and dynamic perspective of various aspects of cellular function. In particular, constraint-based analyses of metabolic networks have gained considerable popularity for simulating cellular metabolism, of which flux balance analysis (FBA), is most widely used. Unlike mechanistic simulations that depend on accurate kinetic data, which are scarcely available, FBA is based on the principle of conservation of mass in a network, which utilizes the stoichiometric matrix and a biologically relevant objective function to identify optimal reaction flux distributions. FBA has been used to analyse genome-scale reconstructions of several organisms; it has also been used to analyse the effect of perturbations, such as gene deletions or drug inhibitions in silico. This article reviews the usefulness of FBA as a tool for gaining biological insights, advances in methodology enabling integration of regulatory information and thermodynamic constraints, and finally addresses the challenges that lie ahead. Various use scenarios and biological insights obtained from FBA, and applications in fields such metabolic engineering and drug target identification, are also discussed. Genome-scale constraint-based models have an immense potential for building and testing hypotheses, as well as to guide experimentation.

Discrete parameter simulation optimization algorithms with applications to admission control with dependent service times

We propose certain discrete parameter variants of well known simulation optimization algorithms. Two of these algorithms are based on the smoothed functional (SF) technique while two others are based on the simultaneous perturbation stochastic approximation (SPSA) method. They differ from each other in the way perturbations are obtained and also the manner in which projections and parameter updates are performed. All our algorithms use two simulations and two-timescale stochastic approximation. As an application setting, we consider the important problem of admission control of packets in communication networks under dependent service times. We consider a discrete time slotted queueing model of the system and consider two different scenarios - one where the service times have a dependence on the system state and the other where they depend on the number of arrivals in a time slot. Under our settings, the simulated objective function appears ill-behaved with multiple local minima and a unique global minimum characterized by a sharp dip in the objective function in a small region of the parameter space. We compare the performance of our algorithms on these settings and observe that the two SF algorithms show the best results overall. In fact, in many cases studied, SF algorithms converge to the global minimum.

Robust joint precoder/receive filter designs for multiuser MIMO downlink

In this paper, we consider robust joint linear precoder/receive filter designs for multiuser multi-input multi-output (MIMO) downlink that minimize the sum mean square error (SMSE) in the presence of imperfect channel state information at the transmitter (CSIT). The base station (BS) is equipped with multiple transmit antennas, and each user terminal is equipped with one or more receive antennas. We consider a stochastic error (SE) model and a norm-bounded error (NBE) model for the CSIT error. In the case of CSIT error following SE model, we compute the desired downlink precoder/receive filter matrices by solving the simpler uplink problem by exploiting the uplink-downlink duality for the MSE region. In the case of the CSIT error following the NBE model, we consider the worst-case SMSE as the objective function, and propose an iterative algorithm for the robust transceiver design. The robustness of the proposed algorithms to imperfections in CSIT is illustrated through simulations.

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.

SPSA algorithms with measurement reuse

Four algorithms, all variants of Simultaneous Perturbation Stochastic Approximation (SPSA), are proposed. The original one-measurement SPSA uses an estimate of the gradient of objective function L containing an additional bias term not seen in two-measurement SPSA. As a result, the asymptotic covariance matrix of the iterate convergence process has a bias term. We propose a one-measurement algorithm that eliminates this bias, and has asymptotic convergence properties making for easier comparison with the two-measurement SPSA. The algorithm, under certain conditions, outperforms both forms of SPSA with the only overhead being the storage of a single measurement. We also propose a similar algorithm that uses perturbations obtained from normalized Hadamard matrices. The convergence w.p. 1 of both algorithms is established. We extend measurement reuse to design two second-order SPSA algorithms and sketch the convergence analysis. Finally, we present simulation results on an illustrative minimization problem.