MODELING VERY LONG BASELINE INTERFEROMETRIC IMAGES WITH THE CROSS-ENTROPY GLOBAL OPTIMIZATION TECHNIQUE

We present a new technique for obtaining model fittings to very long baseline interferometric images of astrophysical jets. The method minimizes a performance function proportional to the sum of the squared difference between the model and observed images. The model image is constructed by summing N(s) elliptical Gaussian sources characterized by six parameters: two-dimensional peak position, peak intensity, eccentricity, amplitude, and orientation angle of the major axis. We present results for the fitting of two main benchmark jets: the first constructed from three individual Gaussian sources, the second formed by five Gaussian sources. Both jets were analyzed by our cross-entropy technique in finite and infinite signal-to-noise regimes, the background noise chosen to mimic that found in interferometric radio maps. Those images were constructed to simulate most of the conditions encountered in interferometric images of active galactic nuclei. We show that the cross-entropy technique is capable of recovering the parameters of the sources with a similar accuracy to that obtained from the very traditional Astronomical Image Processing System Package task IMFIT when the image is relatively simple (e. g., few components). For more complex interferometric maps, our method displays superior performance in recovering the parameters of the jet components. Our methodology is also able to show quantitatively the number of individual components present in an image. An additional application of the cross-entropy technique to a real image of a BL Lac object is shown and discussed. Our results indicate that our cross-entropy model-fitting technique must be used in situations involving the analysis of complex emission regions having more than three sources, even though it is substantially slower than current model-fitting tasks (at least 10,000 times slower for a single processor, depending on the number of sources to be optimized). As in the case of any model fitting performed in the image plane, caution is required in analyzing images constructed from a poorly sampled (u, v) plane.

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.

Global minimization using an Augmented Lagrangian method with variable lower-level constraints

A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration k the method requires the epsilon(k)-global minimization of the Augmented Lagrangian with simple constraints, where epsilon(k) -> epsilon. Global convergence to an epsilon-global minimizer of the original problem is proved. The subproblems are solved using the alpha BB method. Numerical experiments are presented.

A linear optimization approach to the combined production planning model

Two fundamental processes usually arise in the production planning of many industries. The first one consists of deciding how many final products of each type have to be produced in each period of a planning horizon, the well-known lot sizing problem. The other process consists of cutting raw materials in stock in order to produce smaller parts used in the assembly of final products, the well-studied cutting stock problem. In this paper the decision variables of these two problems are dependent of each other in order to obtain a global optimum solution. Setups that are typically present in lot sizing problems are relaxed together with integer frequencies of cutting patterns in the cutting problem. Therefore, a large scale linear optimizations problem arises, which is exactly solved by a column generated technique. It is worth noting that this new combined problem still takes the trade-off between storage costs (for final products and the parts) and trim losses (in the cutting process). We present some sets of computational tests, analyzed over three different scenarios. These results show that, by combining the problems and using an exact method, it is possible to obtain significant gains when compared to the usual industrial practice, which solve them in sequence. (C) 2010 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

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.