Shrinking neighborhood evolution : a novel stochastic algorithm for numerical optimization

Focusing on the conditions that an optimization problem may comply with, the so-called convergence conditions have been proposed and sequentially a stochastic optimization algorithm named as DSZ algorithm is presented in order to deal with both unconstrained and constrained optimizations. The principle is discussed in the theoretical model of DSZ algorithm, from which we present the practical model of DSZ algorithm. Practical model efficiency is demonstrated by the comparison with the similar algorithms such as Enhanced simulated annealing (ESA), Monte Carlo simulated annealing (MCS), Sniffer Global Optimization (SGO), Directed Tabu Search (DTS), and Genetic Algorithm (GA), using a set of well-known unconstrained and constrained optimization test cases. Meanwhile, further attention goes to the strategies how to optimize the high-dimensional unconstrained problem using DSZ algorithm.

QoC Elastic Scheduling for Real-Time Control Systems

The elastic task model, a significant development in scheduling of real-time control tasks, provides a mechanism for flexible workload management in uncertain environments. It tells how to adjust the control periods to fulfill the workload constraints. However, it is not directly linked to the quality-of-control (QoC) management, the ultimate goal of a control system. As a result, it does not tell how to make the best use of the system resources to maximize the QoC improvement. To fill in this gap, a new feedback scheduling framework, which we refer to as QoC elastic scheduling, is developed in this paper for real-time process control systems. It addresses the QoC directly through embedding both the QoC management and workload adaptation into a constrained optimization problem. The resulting solution for period adjustment is in a closed-form expressed in QoC measurements, enabling closed-loop feedback of the QoC to the task scheduler. Whenever the QoC elastic scheduler is activated, it improves the QoC the most while still meeting the system constraints. Examples are given to demonstrate the effectiveness of the QoC elastic scheduling.

An infinite-horizon robust filter for uncertain hidden Markov Models with conditional relative entropy constraints

We consider a robust filtering problem for uncertain discrete-time, homogeneous, first-order, finite-state hidden Markov models (HMMs). The class of uncertain HMMs considered is described by a conditional relative entropy constraint on measures perturbed from a nominal regular conditional probability distribution given the previous posterior state distribution and the latest measurement. Under this class of perturbations, a robust infinite horizon filtering problem is first formulated as a constrained optimization problem before being transformed via variational results into an unconstrained optimization problem; the latter can be elegantly solved using a risk-sensitive information-state based filtering.

High altitude stereo visual odometry

Stereo visual odometry has received little investigation in high altitude applications due to the generally poor performance of rigid stereo rigs at extremely small baseline-to-depth ratios. Without additional sensing, metric scale is considered lost and odometry is seen as effective only for monocular perspectives. This paper presents a novel modification to stereo based visual odometry that allows accurate, metric pose estimation from high altitudes, even in the presence of poor calibration and without additional sensor inputs. By relaxing the (typically fixed) stereo transform during bundle adjustment and reducing the dependence on the fixed geometry for triangulation, metrically scaled visual odometry can be obtained in situations where high altitude and structural deformation from vibration would cause traditional algorithms to fail. This is achieved through the use of a novel constrained bundle adjustment routine and accurately scaled pose initializer. We present visual odometry results demonstrating the technique on a short-baseline stereo pair inside a fixed-wing UAV flying at significant height (~30-100m).

Data-aware task scheduling for all-to-all comparison problems in heterogeneous distributed systems

Solving large-scale all-to-all comparison problems using distributed computing is increasingly significant for various applications. Previous efforts to implement distributed all-to-all comparison frameworks have treated the two phases of data distribution and comparison task scheduling separately. This leads to high storage demands as well as poor data locality for the comparison tasks, thus creating a need to redistribute the data at runtime. Furthermore, most previous methods have been developed for homogeneous computing environments, so their overall performance is degraded even further when they are used in heterogeneous distributed systems. To tackle these challenges, this paper presents a data-aware task scheduling approach for solving all-to-all comparison problems in heterogeneous distributed systems. The approach formulates the requirements for data distribution and comparison task scheduling simultaneously as a constrained optimization problem. Then, metaheuristic data pre-scheduling and dynamic task scheduling strategies are developed along with an algorithmic implementation to solve the problem. The approach provides perfect data locality for all comparison tasks, avoiding rearrangement of data at runtime. It achieves load balancing among heterogeneous computing nodes, thus enhancing the overall computation time. It also reduces data storage requirements across the network. The effectiveness of the approach is demonstrated through experimental studies.

A hybrid genetic algorithm for the optimal constrained web service selection problem in web service composition

Web service composition is an important problem in web service based systems. It is about how to build a new value-added web service using existing web services. A web service may have many implementations, all of which have the same functionality, but may have different QoS values. Thus, a significant research problem in web service composition is how to select a web service implementation for each of the web services such that the composite web service gives the best overall performance. This is so-called optimal web service selection problem. There may be mutual constraints between some web service implementations. Sometimes when an implementation is selected for one web service, a particular implementation for another web service must be selected. This is so called dependency constraint. Sometimes when an implementation for one web service is selected, a set of implementations for another web service must be excluded in the web service composition. This is so called conflict constraint. Thus, the optimal web service selection is a typical constrained ombinatorial optimization problem from the computational point of view. This paper proposes a new hybrid genetic algorithm for the optimal web service selection problem. The hybrid genetic algorithm has been implemented and evaluated. The evaluation results have shown that the hybrid genetic algorithm outperforms other two existing genetic algorithms when the number of web services and the number of constraints are large.

An Introduction to Constrained Control

An ubiquitous problem in control system design is that the system must operate subject to various constraints. Although the topic of constrained control has a long history in practice, there have been recent significant advances in the supporting theory. In this chapter, we give an introduction to constrained control. In particular, we describe contemporary work which shows that the constrained optimal control problem for discrete-time systems has an interesting geometric structure and a simple local solution. We also discuss issues associated with the output feedback solution to this class of problems, and the implication of these results in the closely related problem of anti-windup. As an application, we address the problem of rudder roll stabilization for ships.

On optimal control of constrained linear systems with imperfect state information and stochastic disturbances

We address the problem of finite horizon optimal control of discrete-time linear systems with input constraints and uncertainty. The uncertainty for the problem analysed is related to incomplete state information (output feedback) and stochastic disturbances. We analyse the complexities associated with finding optimal solutions. We also consider two suboptimal strategies that could be employed for larger optimization horizons.

Thrust allocation with linear constrained quadratic cost function

In this paper, a method of thrust allocation based on a linearly constrained quadratic cost function capable of handling rotating azimuths is presented. The problem formulation accounts for magnitude and rate constraints on both thruster forces and azimuth angles. The advantage of this formulation is that the solution can be found with a finite number of iterations for each time step. Experiments with a model ship are used to validate the thrust allocation system.