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.

Fractional central pattern generators for bipedal locomotion

Locomotion has been a major research issue in the last few years. Many models for the locomotion rhythms of quadrupeds, hexapods, bipeds and other animals have been proposed. This study has also been extended to the control of rhythmic movements of adaptive legged robots. In this paper, we consider a fractional version of a central pattern generator (CPG) model for locomotion in bipeds. A fractional derivative D α f(x), with α non-integer, is a generalization of the concept of an integer derivative, where α=1. The integer CPG model has been proposed by Golubitsky, Stewart, Buono and Collins, and studied later by Pinto and Golubitsky. It is a network of four coupled identical oscillators which has dihedral symmetry. We study parameter regions where periodic solutions, identified with legs’ rhythms in bipeds, occur, for 0<α≤1. We find that the amplitude and the period of the periodic solutions, identified with biped rhythms, increase as α varies from near 0 to values close to unity.