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.

Derivative-free nonlinear optimization filter simplex

The filter method is a technique for solving nonlinear programming problems. The filter algorithm has two phases in each iteration. The first one reduces a measure of infeasibility, while in the second the objective function value is reduced. In real optimization problems, usually the objective function is not differentiable or its derivatives are unknown. 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: direct search methods or derivative-free methods are examples of such techniques. In this work we present a new direct search method, based on simplex methods, for general constrained optimization that combines the features of simplex and filter methods. This method neither computes nor approximates derivatives, penalty constants or Lagrange multipliers.

Copper, nickel and zinc removal by peanut hulls: batch and column studies in mono, tri-component systems and with real effluent

The main goal of this research study was the removal of Cu(II), Ni(II) and Zn(II) from aqueous solutions using peanut hulls. This work was mainly focused on the following aspects: chemical characterization of the biosorbent, kinetic studies, study of the pH influence in mono-component systems, equilibrium isotherms and column studies, both in mono and tri-component systems, and with a real industrial effluent from the electroplating industry. The chemical characterization of peanut hulls showed a high cellulose (44.8%) and lignin (36.1%) content, which favours biosorption of metal cations. The kinetic studies performed indicate that most of the sorption occurs in the first 30 min for all systems. In general, a pseudo-second order kinetics was followed, both in mono and tri-component systems. The equilibrium isotherms were better described by Freundlich model in all systems. Peanut hulls showed higher affinity for copper than for nickel and zinc when they are both present. The pH value between 5 and 6 was the most favourable for all systems. The sorbent capacity in column was 0.028 and 0.025 mmol g-1 for copper, respectively in mono and tri-component systems. A decrease of capacity for copper (50%) was observed when dealing with the real effluent. The Yoon-Nelson, Thomas and Yan’s models were fitted to the experimental data, being the latter the best fit.

Nephrotoxicity effects of the wood preservative chromium copper arsenate on mice: histopathological and quantitative approaches

Chromium copper arsenate(CCA)was used for the protection of wood building material suntil the restriction by EPA in2002. During a short period of time 14–24h,a comparative nephrotoxicity study was performed regarding the effects of CCA and its compounds per se. Histopathological and histochemical features were correlated with the concentration of the total arsenic and chromium in mice kidney. Animals were subcutaneously injected with CCA(7.2mg/kg arsenic and 10.2mg/kg chromium per body weight), CrO3 (10.2 mg/kg),As2O5 (7.2 mg/kg)andNaCl(0.9%) per se. The histopathological examination of the renal sections evidenced acute tubular necrosis in the groups of animals exposed to CCA(in both periods of time). Although the same contents of pentavalent arsenic and hexavalent chromium were injected in treated animals with CCA and with the prepared solutions of As2O5 and CrO3, the arsenic concentration on kidneys of CCA-exposed animals was much higher than those in animals exposed to As2O5 (32- and28-fold higher at 14 and 24h,respectively). However,the elimination of chromium seems to occur similarly in the kidneys of animals treated with CCA and CrO3 per se. Interactions among the components of CCA result in a marked decrease of the ability of kidney to eliminate simultaneously both analytes.The nephrotoxicity of CCA was higher than its components per se, evidencing a possible synergetic effect.

Copper and lead removal by peanut hulls: equilibrium and kinetic studies

This research work aims to study the use of peanut hulls, an agricultural and food industry waste, for copper and lead removal through equilibrium and kinetic parameters evaluation. Equilibrium batch studies were performed in a batch adsorber. The influence of initial pH was evaluated (3–5) and it was selected between 4.0 and 4.5. The maximum sorption capacities obtained for the Langmuir model were 0.21 ± 0.03 and 0.18 ± 0.02 mmol/g, respectively for copper and lead. In bi-component systems, competitive sorption of copper and lead was verified, the total amount adsorbed being around 0.21 mmol of metal per gram of material in both mono and bi-component systems. In the kinetic studies equilibrium was reached after 200 min contact time using a 400 rpm stirring rate, achieving 78% and 58% removal, in mono-component system, for copper and lead respectively. Their removal follows a pseudo-second-order kinetics. These studies show that most of the metals removal occurred in the first 20 min of contact, which shows a good uptake rate in all systems.

Toxicity of chromated copper arsenate: a study in mice

Chromated copper arsenate (CCA) was widespread used as a chemical wood preservative with application in the construction of playground equipment, fences, jetties, and naval. Environmental protection agency (EPA) had limited the use of CCA-treated wood on 2002, due to probable implications on both human and environmental health. Although this fact, several industries pursue the use of this product within their manufactories. In addition, the durability of this wood for 60 years, makes these treated products an hazard to the public health. In the present work, studies were explored exposing mice to CCA, during 14, 24, 48, and 96 h for the assessment of acute toxicity of CCA. Kidney and liver were removed, prepared for histology and for metalloid, and copper content evaluation by high resolution inductively coupled plasma mass spectroscopy. The histological results evidenced apparently normal structures for control animals and group exposed to As2O5. On the contrary, the renal sections of the animals treated with CCA revealed epithelium cells desquamation, hyaline, and granular casts in renal tubules lumen. Furthermore, high levels of arsenic were detected in the kidney of animals treated with CCA over 14 and 48 h, being significantly greater than controls. Although this approach underlines the potential hazard of CCA on some vital organs, further testing may be required to establish the impacts on other functions.

Penalty fuzzy function for derivative-free optimization

Penalty and Barrier methods are normally used to solve Nonlinear Optimization Problems constrained problems. The problems appear in areas such as engineering and are often characterised by the fact that involved functions (objective and constraints) are non-smooth and/or their derivatives are not know. This means that optimization methods based on derivatives cannot net used. A Java based API was implemented, including only derivative-free optimizationmethods, to solve both constrained and unconstrained problems, which includes Penalty and Barriers methods. In this work a new penalty function, based on Fuzzy Logic, is presented. This function imposes a progressive penalization to solutions that violate the constraints. This means that the function imposes a low penalization when the violation of the constraints is low and a heavy penalisation when the violation is high. The value of the penalization is not known in beforehand, it is the outcome of a fuzzy inference engine. Numerical results comparing the proposed function with two of the classic penalty/barrier functions are presented. Regarding the presented results one can conclude that the prosed penalty function besides being very robust also exhibits a very good performance.

Improvement of a filters method in a derivative free optimization

Constraints nonlinear optimization problems can be solved using penalty or barrier functions. This strategy, based on solving the problems without constraints obtained from the original problem, have shown to be e ective, particularly when used with direct search methods. An alternative to solve the previous problems is the lters method. The lters method introduced by Fletcher and Ley er in 2002, , has been widely used to solve problems of the type mentioned above. These methods use a strategy di erent from the barrier or penalty functions. The previous functions de ne a new one that combine the objective function and the constraints, while the lters method treat optimization problems as a bi-objective problems that minimize the objective function and a function that aggregates the constraints. Motivated by the work of Audet and Dennis in 2004, using lters method with derivative-free algorithms, the authors developed works where other direct search meth- ods were used, combining their potential with the lters method. More recently. In a new variant of these methods was presented, where it some alternative aggregation restrictions for the construction of lters were proposed. This paper presents a variant of the lters method, more robust than the previous ones, that has been implemented with a safeguard procedure where values of the function and constraints are interlinked and not treated completely independently.

Analysis of diffusion process in fractured reservoirs using fractional derivative approach

The fractal geometry is used to model of a naturally fractured reservoir and the concept of fractional derivative is applied to the diffusion equation to incorporate the history of fluid flow in naturally fractured reservoirs. The resulting fractally fractional diffusion (FFD) equation is solved analytically in the Laplace space for three outer boundary conditions. The analytical solutions are used to analyze the response of a naturally fractured reservoir considering the anomalous behavior of oil production. Several synthetic examples are provided to illustrate the methodology proposed in this work and to explain the diffusion process in fractally fractured systems.

What is a fractional derivative?

This paper discusses the concepts underlying the formulation of operators capable of being interpreted as fractional derivatives or fractional integrals. Two criteria for required by a fractional operator are formulated. The Grünwald–Letnikov, Riemann–Liouville and Caputo fractional derivatives and the Riesz potential are accessed in the light of the proposed criteria. A Leibniz rule is also obtained for the Riesz potential.

Strange Dynamics in a Fractional Derivative of Complex-Order Network of Chaotic Oscillators

We study the peculiar dynamical features of a fractional derivative of complex-order network. The network is composed of two unidirectional rings of cells, coupled through a "buffer" cell. The network has a Z3 × Z5 cyclic symmetry group. The complex derivative Dα±jβ, with α, β ∈ R+ is a generalization of the concept of integer order derivative, where α = 1, β = 0. Each cell is modeled by the Chen oscillator. Numerical simulations of the coupled cell system associated with the network expose patterns such as equilibria, periodic orbits, relaxation oscillations, quasiperiodic motion, and chaos, in one or in two rings of cells. In addition, fixing β = 0.8, we perceive differences in the qualitative behavior of the system, as the parameter c ∈ [13, 24] of the Chen oscillator and/or the real part of the fractional derivative, α ∈ {0.5, 0.6, 0.7, 0.8, 0.9, 1.0}, are varied. Some patterns produced by the coupled system are constrained by the network architecture, but other features are only understood in the light of the internal dynamics of each cell, in this case, the Chen oscillator. What is more important, architecture and/or internal dynamics?