Second-order negative-curvature methods for box-constrained and general constrained optimization

A Nonlinear Programming algorithm that converges to second-order stationary points is introduced in this paper. The main tool is a second-order negative-curvature method for box-constrained minimization of a certain class of functions that do not possess continuous second derivatives. This method is used to define an Augmented Lagrangian algorithm of PHR (Powell-Hestenes-Rockafellar) type. Convergence proofs under weak constraint qualifications are given. Numerical examples showing that the new method converges to second-order stationary points in situations in which first-order methods fail are exhibited.

Partial spectral projected gradient method with active-set strategy for linearly constrained optimization

A method for linearly constrained optimization which modifies and generalizes recent box-constraint optimization algorithms is introduced. The new algorithm is based on a relaxed form of Spectral Projected Gradient iterations. Intercalated with these projected steps, internal iterations restricted to faces of the polytope are performed, which enhance the efficiency of the algorithm. Convergence proofs are given and numerical experiments are included and commented. Software supporting this paper is available through the Tango Project web page: http://www.ime.usp.br/similar to egbirgin/tango/.

Outer Trust-Region Method for Constrained Optimization

Given an algorithm A for solving some mathematical problem based on the iterative solution of simpler subproblems, an outer trust-region (OTR) modification of A is the result of adding a trust-region constraint to each subproblem. The trust-region size is adaptively updated according to the behavior of crucial variables. The new subproblems should not be more complex than the original ones, and the convergence properties of the OTR algorithm should be the same as those of Algorithm A. In the present work, the OTR approach is exploited in connection with the ""greediness phenomenon"" of nonlinear programming. Convergence results for an OTR version of an augmented Lagrangian method for nonconvex constrained optimization are proved, and numerical experiments are presented.

Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization

Augmented Lagrangian methods for large-scale optimization usually require efficient algorithms for minimization with box constraints. On the other hand, active-set box-constraint methods employ unconstrained optimization algorithms for minimization inside the faces of the box. Several approaches may be employed for computing internal search directions in the large-scale case. In this paper a minimal-memory quasi-Newton approach with secant preconditioners is proposed, taking into account the structure of Augmented Lagrangians that come from the popular Powell-Hestenes-Rockafellar scheme. A combined algorithm, that uses the quasi-Newton formula or a truncated-Newton procedure, depending on the presence of active constraints in the penalty-Lagrangian function, is also suggested. Numerical experiments using the Cute collection are presented.

Efficient solutions to factored MDPs with imprecise transition probabilities

When modeling real-world decision-theoretic planning problems in the Markov Decision Process (MDP) framework, it is often impossible to obtain a completely accurate estimate of transition probabilities. For example, natural uncertainty arises in the transition specification due to elicitation of MOP transition models from an expert or estimation from data, or non-stationary transition distributions arising from insufficient state knowledge. In the interest of obtaining the most robust policy under transition uncertainty, the Markov Decision Process with Imprecise Transition Probabilities (MDP-IPs) has been introduced to model such scenarios. Unfortunately, while various solution algorithms exist for MDP-IPs, they often require external calls to optimization routines and thus can be extremely time-consuming in practice. To address this deficiency, we introduce the factored MDP-IP and propose efficient dynamic programming methods to exploit its structure. Noting that the key computational bottleneck in the solution of factored MDP-IPs is the need to repeatedly solve nonlinear constrained optimization problems, we show how to target approximation techniques to drastically reduce the computational overhead of the nonlinear solver while producing bounded, approximately optimal solutions. Our results show up to two orders of magnitude speedup in comparison to traditional ""flat"" dynamic programming approaches and up to an order of magnitude speedup over the extension of factored MDP approximate value iteration techniques to MDP-IPs while producing the lowest error of any approximation algorithm evaluated. (C) 2011 Elsevier B.V. All rights reserved.

Minimizing the object dimensions in circle and sphere packing problems

Given a fixed set of identical or different-sized circular items, the problem we deal with consists on finding the smallest object within which the items can be packed. Circular, triangular, squared, rectangular and also strip objects are considered. Moreover, 2D and 3D problems are treated. Twice-differentiable models for all these problems are presented. A strategy to reduce the complexity of evaluating the models is employed and, as a consequence, instances with a large number of items can be considered. Numerical experiments show the flexibility and reliability of the new unified approach. (C) 2007 Elsevier Ltd. All rights reserved.

Improving ultimate convergence of an augmented Lagrangian method

Optimization methods that employ the classical Powell-Hestenes-Rockafellar augmented Lagrangian are useful tools for solving nonlinear programming problems. Their reputation decreased in the last 10 years due to the comparative success of interior-point Newtonian algorithms, which are asymptotically faster. In this research, a combination of both approaches is evaluated. The idea is to produce a competitive method, being more robust and efficient than its `pure` counterparts for critical problems. Moreover, an additional hybrid algorithm is defined, in which the interior-point method is replaced by the Newtonian resolution of a Karush-Kuhn-Tucker (KKT) system identified by the augmented Lagrangian algorithm. The software used in this work is freely available through the Tango Project web page:http://www.ime.usp.br/similar to egbirgin/tango/.

Continuous GRASP with a local active-set method for bound-constrained global optimization

Global optimization seeks a minimum or maximum of a multimodal function over a discrete or continuous domain. In this paper, we propose a hybrid heuristic-based on the CGRASP and GENCAN methods-for finding approximate solutions for continuous global optimization problems subject to box constraints. Experimental results illustrate the relative effectiveness of CGRASP-GENCAN on a set of benchmark multimodal test functions.

Box-Behnken design for the optimization of an enantioselective method for the simultaneous analysis of propranolol and 4-hydroxypropranolol by CE

An experimental design optimization (Box-Behnken design, BBD) was used to develop a CE method for the simultaneous resolution of propranolol (Prop) and 4-hydroxypropranolol enantiomers and acetaminophen (internal standard). The method was optimized using an uncoated fused silica capillary, carboxymethyl-beta-cyclodextrin (CM-beta-CD) as chiral selector and triethylamine/phosphoric acid buffer in alkaline conditions. A BBD for four factors was selected to observe the effects of buffer electrolyte concentration, pH, CM-beta-CD concentration and voltage on separation responses. Each factor was studied at three levels: high, central and low, and three center points were added. The buffer electrolyte concentration ranged from 25 to 75 mM, the pH ranged from 8 to 9, the CM-beta-CD concentration ranged from 3.5 to 4.5%w/v, and the applied run voltage ranged from 14 to 20 W. The responses evaluated were resolution and migration time for the last peak. The obtained responses were processed by Minitab (R) to evaluate the significance of the effects and to find the optimum analysis conditions. The best results were obtained using 4%w/v CM-beta-CD in 25 mM triethylamine/H(3)PO(4) buffer at pH 9 as running electrolyte and 17 kV of voltage. Resolution values of 1.98 and 1.95 were obtained for Prop and 4-hydroxypropranolol enantiomers, respectively. The total analysis time was around of 15 min. The BBD showed to be an adequate design for the development of a CE method, resulting in a rapid and efficient optimization of the pH and concentration of the buffer, cyclodextrin concentration and applied voltage.

Flux Pinning Optimization of MgB(2) Bulk Samples Prepared Using High-Energy Ball Milling and Addition of TaB(2)

MgB(2) is considered to be an important conductor for applications. Optimizing flux pinning in these conductors can improve their critical currents. Doping can influence flux pinning efficiency and grain connectivity, and also affect the resistivity, upper critical field and critical temperature. This study was designed to attempt the doping of MgB(2) on the Mg sites with metal-diborides using high-energy ball milling. MgB(2) samples were prepared by milling pre-reacted MgB(2) and TaB(2) powders using a Spex 8000M mill with WC jars and balls in a nitrogen-filled glove box. The mixing concentration in (Mg(1-x)Ta(x))B(2) was up to x = 0.10. Samples were removed from the WC jars after milling times up to 4000 minutes and formed into pellets using cold isostatic pressing. The pellets were heat treated in a hot isostatic press (HIP) at 1000 degrees C under a pressure of 30 kpsi for 24 hours. The influence that milling time and TaB(2) addition had on the microstructure and the resulting superconducting properties of TaB(2)-added MgB(2) is discussed. Improvement J(c) of at high magnetic fields and of pinning could be obtained in milled samples with added TaB(2) The sample with added 5at.% TaB(2) and milled for 300 minutes showed values of J(c) similar to 7 x 10(5) A/cm(2) and F(p) similar to 14 GN/m(3) at 2T, 4.2 K. The milled and TaB(2)-mixed samples showed higher values of mu(0)H(irr) than the unmilled-unmixed sample.

Spectral Region Optimization for Raman-Based Optical Biopsy of Inflammatory Lesions

Objective: The biochemical alterations between inflammatory fibrous hyperplasia (IFH) and normal tissues of buccal mucosa were probed by using the FT-Raman spectroscopy technique. The aim was to find the minimal set of Raman bands that would furnish the best discrimination. Background: Raman-based optical biopsy is a widely recognized potential technique for noninvasive real-time diagnosis. However, few studies had been devoted to the discrimination of very common subtle or early pathologic states as inflammatory processes that are always present on, for example, cancer lesion borders. Methods: Seventy spectra of IFH from 14 patients were compared with 30 spectra of normal tissues from six patients. The statistical analysis was performed with principal components analysis and soft independent modeling class analogy cross-validated, leave-one-out methods. Results: Bands close to 574, 1,100, 1,250 to 1,350, and 1,500 cm(-1) (mainly amino acids and collagen bands) showed the main intragroup variations that are due to the acanthosis process in the IFH epithelium. The 1,200 (C-C aromatic/DNA), 1,350 (CH(2) bending/collagen 1), and 1,730 cm(-1) (collagen III) regions presented the main intergroup variations. This finding was interpreted as originating in an extracellular matrix-degeneration process occurring in the inflammatory tissues. The statistical analysis results indicated that the best discrimination capability (sensitivity of 95% and specificity of 100%) was found by using the 530-580 cm(-1) spectral region. Conclusions: The existence of this narrow spectral window enabling normal and inflammatory diagnosis also had useful implications for an in vivo dispersive Raman setup for clinical applications.

Optimization of the Enzymatic Interesterification of Milk Fat and Canola Oil Blends Using Immobilized Rhizopus oryzae Lipase by Response Surface Methodology

Blends of milk fat and canola oil (MF:CNO) were enzymatically interesterified (EIE) by Rhizopus oryzne lipase immobilized on polysiloxane-polyvinyl alcohol (SiO(2)-PVA) composite, in a solvent-free system. A central composite design (CCD) was used to optimize the reaction, considering the effects of different mass fractions of binary blends of MF:CNO (50:50, 65:35 and 80:20) and temperatures (45, 55 and 65 degrees C) on the composition and texture properties of the interesterified products, taking the interesterification degree (ID) and consistency (at 10 degrees C) as response variables. For the ID variable both mass fraction of milk fat in the blend and temperature were found to be significant, while for the consistency only mass fraction of milk fat was significant. Empiric models for ID and consistency were obtained that allowed establishing the best interesterification conditions: blend with 65 % of milk fat and 35 %, of canola oil, and temperature of 45 degrees C. Under these conditions, the ID was 19.77 %) and the consistency at 10 degrees C was 56 290 Pa. The potential of this eco-friendly process demonstrated that a product could be obtained with the desirable milk fat flavour and better spreadability under refrigerated conditions.

Risk optimization of a steel frame communications tower subject to tornado winds

The structural engineering community in Brazil faces new challenges with the recent occurrence of high intensity tornados. Satellite surveillance data shows that the area covering the south-east of Brazil, Uruguay and some of Argentina is one of the world most tornado-prone areas, second only to the infamous tornado alley in central United States. The design of structures subject to tornado winds is a typical example of decision making in the presence of uncertainty. Structural design involves finding a good balance between the competing goals of safety and economy. This paper presents a methodology to find the optimum balance between these goals in the presence of uncertainty. In this paper, reliability-based risk optimization is used to find the optimal safety coefficient that minimizes the total expected cost of a steel frame communications tower, subject to extreme storm and tornado wind loads. The technique is not new, but it is applied to a practical problem of increasing interest to Brazilian structural engineers. The problem is formulated in the partial safety factor format used in current design codes, with all additional partial factor introduced to serve as optimization variable. The expected cost of failure (or risk) is defined as the product of a. limit state exceedance probability by a limit state exceedance cost. These costs include costs of repairing, rebuilding, and paying compensation for injury and loss of life. The total expected failure cost is the sum of individual expected costs over all failure modes. The steel frame communications, tower subject of this study has become very common in Brazil due to increasing mobile phone coverage. The study shows that optimum reliability is strongly dependent on the cost (or consequences) of failure. Since failure consequences depend oil actual tower location, it turn,,; out that different optimum designs should be used in different locations. Failure consequences are also different for the different parties involved in the design, construction and operation of the tower. Hence, it is important that risk is well understood by the parties involved, so that proper contracts call be made. The investigation shows that when non-structural terms dominate design costs (e.g, in residential or office buildings) it is not too costly to over-design; this observation is in agreement with the observed practice for non-optimized structural systems. In this situation, is much easier to loose money by under-design. When by under-design. When structural material cost is a significant part of design cost (e.g. concrete dam or bridge), one is likely to lose significantmoney by over-design. In this situation, a cost-risk-benefit optimization analysis is highly recommended. Finally, the study also shows that under time-varying loads like tornados, the optimum reliability is strongly dependent on the selected design life.

Multidisciplinary optimization of a catamaran's hydrofoil design with dynamic response surface and distributive processing

This paper presents a rational approach to the design of a catamaran's hydrofoil applied within a modern context of multidisciplinary optimization. The approach used includes the use of response surfaces represented by neural networks and a distributed programming environment that increases the optimization speed. A rational approach to the problem simplifies the complex optimization model; when combined with the distributed dynamic training used for the response surfaces, this model increases the efficiency of the process. The results achieved using this approach have justified this publication.

Phylogenetic position of the acariform mites: sensitivity to homology assessment under total evidence

Background: Mites (Acari) have traditionally been treated as monophyletic, albeit composed of two major lineages: Acariformes and Parasitiformes. Yet recent studies based on morphology, molecular data, or combinations thereof, have increasingly drawn their monophyly into question. Furthermore, the usually basal (molecular) position of one or both mite lineages among the chelicerates is in conflict to their morphology, and to the widely accepted view that mites are close relatives of Ricinulei. Results: The phylogenetic position of the acariform mites is examined through employing SSU, partial LSU sequences, and morphology from 91 chelicerate extant terminals (forty Acariformes). In a static homology framework, molecular sequences were aligned using their secondary structure as guide, whereby regions of ambiguous alignment were discarded, and pre-aligned sequences analyzed under parsimony and different mixed models in a Bayesian inference. Parsimony and Bayesian analyses led to trees largely congruent concerning infraordinal, well-supported branches, but with low support for inter-ordinal relationships. An exception is Solifugae + Acariformes (P. P = 100%, J. = 0.91). In a dynamic homology framework, two analyses were run: a standard POY analysis and an analysis constrained by secondary structure. Both analyses led to largely congruent trees; supporting a (Palpigradi (Solifugae Acariformes)) clade and Ricinulei as sister group of Tetrapulmonata with the topology (Ricinulei (Amblypygi (Uropygi Araneae))). Combined analysis with two different morphological data matrices were run in order to evaluate the impact of constraining the analysis on the recovered topology when employing secondary structure as a guide for homology establishment. The constrained combined analysis yielded two topologies similar to the exclusively molecular analysis for both morphological matrices, except for the recovery of Pedipalpi instead of the (Uropygi Araneae) clade. The standard (direct optimization) POY analysis, however, led to the recovery of trees differing in the absence of the otherwise well-supported group Solifugae + Acariformes. Conclusions: Previous studies combining ribosomal sequences and morphology often recovered topologies similar to purely morphological analyses of Chelicerata. The apparent stability of certain clades not recovered here, like Haplocnemata and Acari, is regarded as a byproduct of the way the molecular homology was previously established using the instrumentalist approach implemented in POY. Constraining the analysis by a priori homology assessment is defended here as a way of maintaining the severity of the test when adding new data to the analysis. Although the strength of the method advocated here is keeping phylogenetic information from regions usually discarded in an exclusively static homology framework; it still has the inconvenience of being uninformative on the effect of alignment ambiguity on resampling methods of clade support estimation. Finally, putative morphological apomorphies of Solifugae + Acariformes are the reduction of the proximal cheliceral podomere, medial abutting of the leg coxae, loss of sperm nuclear membrane, and presence of differentiated germinative and secretory regions in the testis delivering their products into a common lumen.