Derivative-free optimization and filter methods to solve nonlinear constrained problems

In real optimization problems, usually the analytical expression of the objective function is not known, nor its derivatives, or they are complex. In these cases it becomes essential to use optimization methods where the calculation of the derivatives, or the verification of their existence, is not necessary: the Direct Search Methods or Derivative-free Methods are one solution. When the problem has constraints, penalty functions are often used. Unfortunately the choice of the penalty parameters is, frequently, very difficult, because most strategies for choosing it are heuristics strategies. As an alternative to penalty function appeared the filter methods. A filter algorithm introduces a function that aggregates the constrained violations and constructs a biobjective problem. In this problem the step is accepted if it either reduces the objective function or the constrained violation. This implies that the filter methods are less parameter dependent than a penalty function. In this work, we present a new direct search method, based on simplex methods, for general constrained optimization that combines the features of the simplex method and filter methods. This method does not compute or approximate any derivatives, penalty constants or Lagrange multipliers. The basic idea of simplex filter algorithm is to construct an initial simplex and use the simplex to drive the search. We illustrate the behavior of our algorithm through some examples. The proposed methods were implemented in Java.

Application of Visual-Inertial SLAM for 3D Mapping of Underground Environments

The underground scenarios are one of the most challenging environments for accurate and precise 3d mapping where hostile conditions like absence of Global Positioning Systems, extreme lighting variations and geometrically smooth surfaces may be expected. So far, the state-of-the-art methods in underground modelling remain restricted to environments in which pronounced geometric features are abundant. This limitation is a consequence of the scan matching algorithms used to solve the localization and registration problems. This paper contributes to the expansion of the modelling capabilities to structures characterized by uniform geometry and smooth surfaces, as is the case of road and train tunnels. To achieve that, we combine some state of the art techniques from mobile robotics, and propose a method for 6DOF platform positioning in such scenarios, that is latter used for the environment modelling. A visual monocular Simultaneous Localization and Mapping (MonoSLAM) approach based on the Extended Kalman Filter (EKF), complemented by the introduction of inertial measurements in the prediction step, allows our system to localize himself over long distances, using exclusively sensors carried on board a mobile platform. By feeding the Extended Kalman Filter with inertial data we were able to overcome the major problem related with MonoSLAM implementations, known as scale factor ambiguity. Despite extreme lighting variations, reliable visual features were extracted through the SIFT algorithm, and inserted directly in the EKF mechanism according to the Inverse Depth Parametrization. Through the 1-Point RANSAC (Random Sample Consensus) wrong frame-to-frame feature matches were rejected. The developed method was tested based on a dataset acquired inside a road tunnel and the navigation results compared with a ground truth obtained by post-processing a high grade Inertial Navigation System and L1/L2 RTK-GPS measurements acquired outside the tunnel. Results from the localization strategy are presented and analyzed.