Global trajectory optimisation: can we prune the solution space when considering deep space manoeuvres?

This document contains a report on the work done under the ESA/Ariadna study 06/4101 on the global optimization of space trajectories with multiple gravity assist (GA) and deep space manoeuvres (DSM). The study was performed by a joint team of scientists from the University of Reading and the University of Glasgow.

Advanced global optimisation for mission analysis and design

This report describes the analysis and development of novel tools for the global optimisation of relevant mission design problems. A taxonomy was created for mission design problems, and an empirical analysis of their optimisational complexity performed - it was demonstrated that the use of global optimisation was necessary on most classes and informed the selection of appropriate global algorithms. The selected algorithms were then applied to the di®erent problem classes: Di®erential Evolution was found to be the most e±cient. Considering the speci¯c problem of multiple gravity assist trajectory design, a search space pruning algorithm was developed that displays both polynomial time and space complexity. Empirically, this was shown to typically achieve search space reductions of greater than six orders of magnitude, thus reducing signi¯cantly the complexity of the subsequent optimisation. The algorithm was fully implemented in a software package that allows simple visualisation of high-dimensional search spaces, and e®ective optimisation over the reduced search bounds.

Asset allocation, cross-class correlation and the structure of property returns

Practical applications of portfolio optimisation tend to proceed on a “top down” basis where funds are allocated first at asset class level (between, say, bonds, cash, equities and real estate) and then, progressively, at sub-class level (within property to sectors, office, retail, industrial for example). While there are organisational benefits from such an approach, it can potentially lead to sub-optimal allocations when compared to a “global” or “side-by-side” optimisation. This will occur where there are correlations between sub-classes across the asset divide that are masked in aggregation – between, for instance, City offices and the performance of financial services stocks. This paper explores such sub-class linkages using UK monthly stock and property data. Exploratory analysis using clustering procedures and factor analysis suggests that property performance and equity performance are distinctive: there is little persuasive evidence of contemporaneous or lagged sub-class linkages. Formal tests of the equivalence of optimised portfolios using top-down and global approaches failed to demonstrate significant differences, whether or not allocations were constrained. While the results may be a function of measurement of market returns, it is those returns that are used to assess fund performance. Accordingly, the treatment of real estate as a distinct asset class with diversification potential seems justified.

Iterative Methods for Equality-Constrained Least Squares Problems

We consider the linear equality-constrained least squares problem (LSE) of minimizing ${\|c - Gx\|}_2 $, subject to the constraint $Ex = p$. A preconditioned conjugate gradient method is applied to the Kuhn–Tucker equations associated with the LSE problem. We show that our method is well suited for structural optimization problems in reliability analysis and optimal design. Numerical tests are performed on an Alliant FX/8 multiprocessor and a Cray-X-MP using some practical structural analysis data.

Constrained principal component analysis reveals functionally connected load-dependent networks involved in multiple stages of working memory

Constrained principal component analysis (CPCA) with a finite impulse response (FIR) basis set was used to reveal functionally connected networks and their temporal progression over a multistage verbal working memory trial in which memory load was varied. Four components were extracted, and all showed statistically significant sensitivity to the memory load manipulation. Additionally, two of the four components sustained this peak activity, both for approximately 3 s (Components 1 and 4). The functional networks that showed sustained activity were characterized by increased activations in the dorsal anterior cingulate cortex, right dorsolateral prefrontal cortex, and left supramarginal gyrus, and decreased activations in the primary auditory cortex and "default network" regions. The functional networks that did not show sustained activity were instead dominated by increased activation in occipital cortex, dorsal anterior cingulate cortex, sensori-motor cortical regions, and superior parietal cortex. The response shapes suggest that although all four components appear to be invoked at encoding, the two sustained-peak components are likely to be additionally involved in the delay period. Our investigation provides a unique view of the contributions made by a network of brain regions over the course of a multiple-stage working memory trial.

pH-tunable hydrogelators for water purification: structural optimisation and evaluation

A focused library of potential hydrogelators each containing two substituted aromatic residues separated by a urea or thiourea linkage have been synthesised and characterized. Six of these novel compounds are highly efficient hydrogelators, forming gels in aqueous solution at low concentrations (0.03–0.60 wt %). Gels were formed through a pH switching methodology, by acidification of a basic solution (pH 14 to ≈4) either by addition of HCl or via the slow hydrolysis of glucono-δ-lactone. Frequently, gelation was accompanied by a dramatic switch in the absorption spectra of the gelators, resulting in a significant change in colour, typically from a vibrant orange to pale yellow. Each of the gels was capable of sequestering significant quantities of the aromatic cationic dye, methylene blue, from aqueous solution (up to 1.02 g of dye per gram of dry gelator). Cryo-transmission electron microscopy of two of the gels revealed an extensive network of high aspect ratio fibers. The structure of the fibers altered dramatically upon addition of 20 wt % of the dye, resulting in aggregation and significant shortening of the fibrils. This study demonstrates the feasibility for these novel gels finding application as inexpensive and effective water purification platforms.

The role of phase separation and feed cycle length in leach beds coupled to methanogenic reactors for digestion of a solid substrate (Part 1): Optimisation of reactors’ performance

A two-phase system composed by a leach bed and a methanogenic reactor was modified for the first time to improve volumetric substrate degradation and methane yields from a complex substrate (maize; Zea mays). The system, which was operated for consecutive feed cycles of different durations for 120 days, was highly flexible and its performance improved by altering operational conditions. Daily substrate degradation was higher the shorter the feed cycle, reaching 8.5 g TSdestroyed d�1 (7-day feed cycle) but the overall substrate degradation was higher by up to 55% when longer feed cycles (14 and 28 days) were applied. The same occurred with volumetric methane yields, reaching 0.839 m3 (m3)�1 d�1. The system performed better than others on specific methane yields, reaching 0.434 m3 kg�1 TSadded, in the 14-day and 28-day systems. The UASB and AF designs performed similarly as second stage reactors on methane yields, SCOD and VFA removal efficiencies.

Budget constrained tax policy under price uncertainty: implications for supply control

Tax policies that constrain net transfers between the farm sector and the fisc are modeled under price uncertainty. Increasing the level of tax on profits causes the firm to expand output. Implications are derived for supply control and the distributions of profits and net receipts at the fisc.

Modelling the economics of farm-based anaerobic digestion in a UK whole-farm context

Anaerobic digestion (AD) technologies convert organic wastes and crops into methane-rich biogas for heating, electricity generation and vehicle fuel. Farm-based AD has proliferated in some EU countries, driven by favourable policies promoting sustainable energy generation and GHG mitigation. Despite increased state support there are still few AD plants on UK farms leading to a lack of normative data on viability of AD in the whole-farm context. Farmers and lenders are therefore reluctant to fund AD projects and policy makers are hampered in their attempts to design policies that adequately support the industry. Existing AD studies and modelling tools do not adequately capture the farm context within which AD interacts. This paper demonstrates a whole-farm, optimisation modelling approach to assess the viability of AD in a more holistic way, accounting for such issues as: AD scale, synergies and conflicts with other farm enterprises, choice of feedstocks, digestate use and impact on farm Net Margin. This modelling approach demonstrates, for example, that: AD is complementary to dairy enterprises, but competes with arable enterprises for farm resources. Reduced nutrient purchases significantly improve Net Margin on arable farms, but AD scale is constrained by the capacity of farmland to absorb nutrients in AD digestate.

Optimisation of recombinant production of active human cardiac SERCA2a ATPase

Methods for recombinant production of eukaryotic membrane proteins, yielding sufficient quantity and quality of protein for structural biology, remain a challenge. We describe here, expression and purification optimisation of the human SERCA2a cardiac isoform of Ca2+ translocating ATPase, using Saccharomyces cerevisiae as the heterologous expression system of choice. Two different expression vectors were utilised, allowing expression of C-terminal fusion proteins with a biotinylation domain or a GFP- His8 tag. Solubilised membrane fractions containing the protein of interest were purified onto Streptavidin-Sepharose, Ni-NTA or Talon resin, depending on the fusion tag present. Biotinylated protein was detected using specific antibody directed against SERCA2 and, advantageously, GFP-His8 fusion protein was easily traced during the purification steps using in-gel fluorescence. Importantly, talon resin affinity purification proved more specific than Ni-NTA resin for the GFP-His8 tagged protein, providing better separation of oligomers present, during size exclusion chromatography. The optimised method for expression and purification of human cardiac SERCA2a reported herein, yields purified protein (> 90%) that displays a calcium-dependent thapsigargin-sensitive activity and is suitable for further biophysical, structural and physiological studies. This work provides support for the use of Saccharomyces cerevisiae as a suitable expression system for recombinant production of multi-domain eukaryotic membrane proteins.

Particle swarm optimisation assisted classification using elastic net prefiltering

A novel two-stage construction algorithm for linear-in-the-parameters classifier is proposed, aiming at noisy two-class classification problems. The purpose of the first stage is to produce a prefiltered signal that is used as the desired output for the second stage to construct a sparse linear-in-the-parameters classifier. For the first stage learning of generating the prefiltered signal, a two-level algorithm is introduced to maximise the model's generalisation capability, in which an elastic net model identification algorithm using singular value decomposition is employed at the lower level while the two regularisation parameters are selected by maximising the Bayesian evidence using a particle swarm optimization algorithm. Analysis is provided to demonstrate how “Occam's razor” is embodied in this approach. The second stage of sparse classifier construction is based on an orthogonal forward regression with the D-optimality algorithm. Extensive experimental results demonstrate that the proposed approach is effective and yields competitive results for noisy data sets.