Second order cone programming approaches for handling missing and uncertain data

We propose a novel second order cone programming formulation for designing robust classifiers which can handle uncertainty in observations. Similar formulations are also derived for designing regression functions which are robust to uncertainties in the regression setting. The proposed formulations are independent of the underlying distribution, requiring only the existence of second order moments. These formulations are then specialized to the case of missing values in observations for both classification and regression problems. Experiments show that the proposed formulations outperform imputation.

Component Inventory Costs in an Assembly Problem with Uncertain Supplier Lead-Times

We present a generic study of inventory costs in a factory stockroom that supplies component parts to an assembly line. Specifically, we are concerned with the increase in component inventories due to uncertainty in supplier lead-times, and the fact that several different components must be present before assembly can begin. It is assumed that the suppliers of the various components are independent, that the suppliers' operations are in statistical equilibrium, and that the same amount of each type of component is demanded by the assembly line each time a new assembly cycle is scheduled to begin. We use, as a measure of inventory cost, the expected time for which an order of components must be held in the stockroom from the time it is delivered until the time it is consumed by the assembly line. Our work reveals the effects of supplier lead-time variability, the number of different types of components, and their desired service levels, on the inventory cost. In addition, under the assumptions that inventory holding costs and the cost of delaying assembly are linear in time, we study optimal ordering policies and present an interesting characterization that is independent of the supplier lead-time distributions.

Spectral element approach to wave propagation in uncertain beam structures

This paper presents a study on the uncertainty in material parameters of wave propagation responses in metallic beam structures. Special effort is made to quantify the effect of uncertainty in the wave propagation responses at high frequencies. Both the modulus of elasticity and the density are considered uncertain. The analysis is performed using a Monte Carlo simulation (MCS) under the spectral finite element method (SEM). The randomness in the material properties is characterized by three different distributions, the normal, Weibull and extreme value distributions. Their effect on wave propagation in beams is investigated. The numerical study shows that the CPU time taken for MCS under SEM is about 48 times less than for MCS under a conventional one-dimensional finite element environment for 50 kHz loading. The numerical results presented investigate effects of material uncertainties on high frequency modes. A study is performed on the usage of different beam theories and their uncertain responses due to dynamic impulse load. These studies show that even for a small coefficient of variation, significant changes in the above parameters are noticed. A number of interesting results are presented, showing the true effects of uncertainty response due to dynamic impulse load.

Chance constrained uncertain classification via robust optimization

This paper studies the problem of constructing robust classifiers when the training is plagued with uncertainty. The problem is posed as a Chance-Constrained Program (CCP) which ensures that the uncertain data points are classified correctly with high probability. Unfortunately such a CCP turns out to be intractable. The key novelty is in employing Bernstein bounding schemes to relax the CCP as a convex second order cone program whose solution is guaranteed to satisfy the probabilistic constraint. Prior to this work, only the Chebyshev based relaxations were exploited in learning algorithms. Bernstein bounds employ richer partial information and hence can be far less conservative than Chebyshev bounds. Due to this efficient modeling of uncertainty, the resulting classifiers achieve higher classification margins and hence better generalization. Methodologies for classifying uncertain test data points and error measures for evaluating classifiers robust to uncertain data are discussed. Experimental results on synthetic and real-world datasets show that the proposed classifiers are better equipped to handle data uncertainty and outperform state-of-the-art in many cases.

Modeling reservoir irrigation in uncertain hydrologic environment

In a detailed model for reservoir irrigation taking into account the soil moisture dynamics in the root zone of the crops, the data set for reservoir inflow and rainfall in the command will usually be of sufficient length to enable their variations to be described by probability distributions. However, the potential evapotranspiration of the crop itself depends on the characteristics of the crop and the reference evaporation, the quantification of both being associated with a high degree of uncertainty. The main purpose of this paper is to propose a mathematical programming model to determine the annual relative yield of crops and to determine its reliability, for a single reservoir meant for irrigation of multiple crops, incorporating variations in inflow, rainfall in the command area, and crop consumptive use. The inflow to the reservoir and rainfall in the reservoir command area are treated as random variables, whereas potential evapotranspiration is modeled as a fuzzy set. The model's application is illustrated with reference to an existing single-reservoir system in Southern India.

Spectral Element Approach to Wave Propagation in Uncertain Composite Beam Structures

This paper presents a study of the wave propagation responses in composite structures in an uncertain environment. Here, the main aim of the work is to quantify the effect of uncertainty in the wave propagation responses at high frequencies. The material properties are considered uncertain and the analysis is performed using Neumann expansion blended with Monte Carlo simulation under the environment of spectral finite element method. The material randomness is included in the conventional wave propagation analysis by different distributions (namely, the normal and the Weibul distribution) and their effect on wave propagation in a composite beam is analyzed. The numerical results presented investigates the effect of material uncertainties on different parameters, namely, wavenumber and group speed, which are relevant in the wave propagation analysis. The effect of the parameters, such as fiber orientation, lay-up sequence, number of layers, and the layer thickness on the uncertain responses due to dynamic impulse load, is thoroughly analyzed. Significant changes are observed in the high frequency responses with the variation in the above parameters, even for a small coefficient of variation. High frequency impact loads are applied and a number of interesting results are presented, which brings out the true effects of uncertainty in the high frequency responses. [DOI: 10.1115/1.4003945]

Discrete time second order sliding mode observer for uncertain linear multi-output system

This paper presents a second order sliding mode observer (SOSMO) design for discrete time uncertain linear multi-output system. The design procedure is effective for both matched and unmatched bounded uncertainties and/or disturbances. A second order sliding function and corresponding sliding manifold for discrete time system are defined similar to the lines of continuous time counterpart. A boundary layer concept is employed to avoid switching across the defined sliding manifold and the sliding trajectory is confined to a boundary layer once it converges to it. The condition for existence of convergent quasi-sliding mode (QSM) is derived. The observer estimation errors satisfying given stability conditions converge to an ultimate finite bound (within the specified boundary layer) with thickness O(T-2) where T is the sampling period. A relation between sliding mode gain and boundary layer is established for the existence of second order discrete sliding motion. The design strategy is very simple to apply and is demonstrated for three examples with different class of disturbances (matched and unmatched) to show the effectiveness of the design. Simulation results to show the robustness with respect to the measurement noise are given for SOSMO and the performance is compared with pseudo-linear Kalman filter (PLKF). (C) 2013 Published by Elsevier Ltd. on behalf of The Franklin Institute

Global response sensitivity analysis of uncertain structures

The problem of characterizing global sensitivity indices of structural response when system uncertainties are represented using probabilistic and (or) non-probabilistic modeling frameworks (which include intervals, convex functions, and fuzzy variables) is considered. These indices are characterized in terms of distance measures between a fiducial model in which uncertainties in all the pertinent variables are taken into account and a family of hypothetical models in which uncertainty in one or more selected variables are suppressed. The distance measures considered include various probability distance measures (Hellinger,l(2), and the Kantorovich metrics, and the Kullback-Leibler divergence) and Hausdorff distance measure as applied to intervals and fuzzy variables. Illustrations include studies on an uncertainly parametered building frame carrying uncertain loads. (C) 2015 Elsevier Ltd. All rights reserved.

Fuzzy optimization model for water quality management of a river system - Closure

A fuzzy waste-load allocation model, FWLAM, is developed for water quality management of a river system using fuzzy multiple-objective optimization. An important feature of this model is its capability to incorporate the aspirations and conflicting objectives of the pollution control agency and dischargers. The vagueness associated with specifying the water quality criteria and fraction removal levels is modeled in a fuzzy framework. The goals related to the pollution control agency and dischargers are expressed as fuzzy sets. The membership functions of these fuzzy sets are considered to represent the variation of satisfaction levels of the pollution control agency and dischargers in attaining their respective goals. Two formulations—namely, the MAX-MIN and MAX-BIAS formulations—are proposed for FWLAM. The MAX-MIN formulation maximizes the minimum satisfaction level in the system. The MAX-BIAS formulation maximizes a bias measure, giving a solution that favors the dischargers. Maximization of the bias measure attempts to keep the satisfaction levels of the dischargers away from the minimum satisfaction level and that of the pollution control agency close to the minimum satisfaction level. Most of the conventional water quality management models use waste treatment cost curves that are uncertain and nonlinear. Unlike such models, FWLAM avoids the use of cost curves. Further, the model provides the flexibility for the pollution control agency and dischargers to specify their aspirations independently.

Interval Data Classification under Partial Information: A Chance-Constraint Approach

This paper presents a Chance-constraint Programming approach for constructing maximum-margin classifiers which are robust to interval-valued uncertainty in training examples. The methodology ensures that uncertain examples are classified correctly with high probability by employing chance-constraints. The main contribution of the paper is to pose the resultant optimization problem as a Second Order Cone Program by using large deviation inequalities, due to Bernstein. Apart from support and mean of the uncertain examples these Bernstein based relaxations make no further assumptions on the underlying uncertainty. Classifiers built using the proposed approach are less conservative, yield higher margins and hence are expected to generalize better than existing methods. Experimental results on synthetic and real-world datasets show that the proposed classifiers are better equipped to handle interval-valued uncertainty than state-of-the-art.

An FETI-preconditioned conjuerate gradient method for large-scale stochastic finite element problems

In the spectral stochastic finite element method for analyzing an uncertain system. the uncertainty is represented by a set of random variables, and a quantity of Interest such as the system response is considered as a function of these random variables Consequently, the underlying Galerkin projection yields a block system of deterministic equations where the blocks are sparse but coupled. The solution of this algebraic system of equations becomes rapidly challenging when the size of the physical system and/or the level of uncertainty is increased This paper addresses this challenge by presenting a preconditioned conjugate gradient method for such block systems where the preconditioning step is based on the dual-primal finite element tearing and interconnecting method equipped with a Krylov subspace reusage technique for accelerating the iterative solution of systems with multiple and repeated right-hand sides. Preliminary performance results on a Linux Cluster suggest that the proposed Solution method is numerically scalable and demonstrate its potential for making the uncertainty quantification Of realistic systems tractable.

Cross-Layer Scheduling with Infrequent Channel and Queue Measurements

The downlink scheduling problem in multi-queue multi-server systems under channel uncertainty is considered. Two policies that make allocations based on predicted channel states are proposed. The first is an extension of the well-known dynamic backpressure policy to the uncertain channel case. The second is a variant that improves delay performance under light loads. The stability region of the system is characterised and the first policy is argued to be throughput optimal. A recently proposed policy of Kar et al [1] has lesser complexity, but is shown to be throughput suboptimal. Further, simulations demonstrate better delay and backlog properties for both our policies at light loads.

Spatial and vertical heterogeneities in aerosol properties over oceanic regions around India: Implications for radiative forcing

The influence of atmospheric aerosols on Earth's radiation budget and hence climate, though well recognized and extensively investigated in recent years, remains largely uncertain mainly because of the large spatio-temporal heterogeneity and the lack of data with adequate resolution. To characterize this diversity, a major multi-platform field campaign ICARB (Integrated Campaign for Aerosols, gases and Radiation Budget) was carried out during the pre-monsoon period of 2006 over the Indian landmass and surrounding oceans, which was the biggest such campaign ever conducted over this region. Based on the extensive and concurrent measurements of the optical and physical properties of atmospheric aerosols during ICARB, the spatial distribution of aerosol radiative forcing was estimated over the entire Bay of Bengal (BoB), northern Indian Ocean and Arabian Sea (AS) as well as large spatial variations within these regions. Besides being considerably lower than the mean values reported earlier for this region, our studies have revealed large differences in the forcing components between the BoB and the AS. While the regionally averaged aerosol-induced atmospheric forcing efficiency was 31 +/- 6 W m(-2) tau(-1) for the BoB, it was only similar to 18 +/- 7 W m(-2) tau(-1) for the AS. Airborne measurements revealed the presence of strong, elevated aerosol layers even over the oceans, leading to vertical structures in the atmospheric forcing, resulting in significant warming in the lower troposphere. These observations suggest serious climate implications and raise issues ranging from the impact of aerosols on vertical thermal structure of the atmospheric and hence cloud formation processes to monsoon circulation.

Design of first- and second-order sliding mode observers for induction motors using a stator-flux model

We extend current research in the area of 'sensorless' control of induction motors by presenting two observers based on first- and second-order sliding mode control theories for the simultaneous estimation of flux and speed. We base the observers on the stator-flux model of the motor instead of the usual rotor-flux model mainly because of the uncertain rotor resistance that plays a significant role in the latter. By designing the observers as if they are sliding mode controllers, we lend the properties of parameter insensitive closed-loop dynamics and finite time convergence to the stator flux and speed estimation schemes. We also present simulation and experimental results to validate the operation of the observers.