SOMS: SurrOgate MultiStart algorithm for use with nonlinear programming for global optimization

SOMS is a general surrogate-based multistart algorithm, which is used in combination with any local optimizer to find global optima for computationally expensive functions with multiple local minima. SOMS differs from previous multistart methods in that a surrogate approximation is used by the multistart algorithm to help reduce the number of function evaluations necessary to identify the most promising points from which to start each nonlinear programming local search. SOMS’s numerical results are compared with four well-known methods, namely, Multi-Level Single Linkage (MLSL), MATLAB’s MultiStart, MATLAB’s GlobalSearch, and GLOBAL. In addition, we propose a class of wavy test functions that mimic the wavy nature of objective functions arising in many black-box simulations. Extensive comparisons of algorithms on the wavy testfunctions and on earlier standard global-optimization test functions are done for a total of 19 different test problems. The numerical results indicate that SOMS performs favorably in comparison to alternative methods and does especially well on wavy functions when the number of function evaluations allowed is limited.

SOP: Parallel surrogate global optimization with Pareto center selection for computationally expensive single objective problems

This paper presents a parallel surrogate-based global optimization method for computationally expensive objective functions that is more effective for larger numbers of processors. To reach this goal, we integrated concepts from multi-objective optimization and tabu search into, single objective, surrogate optimization. Our proposed derivative-free algorithm, called SOP, uses non-dominated sorting of points for which the expensive function has been previously evaluated. The two objectives are the expensive function value of the point and the minimum distance of the point to previously evaluated points. Based on the results of non-dominated sorting, P points from the sorted fronts are selected as centers from which many candidate points are generated by random perturbations. Based on surrogate approximation, the best candidate point is subsequently selected for expensive evaluation for each of the P centers, with simultaneous computation on P processors. Centers that previously did not generate good solutions are tabu with a given tenure. We show almost sure convergence of this algorithm under some conditions. The performance of SOP is compared with two RBF based methods. The test results show that SOP is an efficient method that can reduce time required to find a good near optimal solution. In a number of cases the efficiency of SOP is so good that SOP with 8 processors found an accurate answer in less wall-clock time than the other algorithms did with 32 processors.

False normal Lung Clearance Index in infants with cystic fibrosis due to software algorithms.

BACKGROUND Lung clearance index (LCI), a marker of ventilation inhomogeneity, is elevated early in children with cystic fibrosis (CF). However, in infants with CF, LCI values are found to be normal, although structural lung abnormalities are often detectable. We hypothesized that this discrepancy is due to inadequate algorithms of the available software package. AIM Our aim was to challenge the validity of these software algorithms. METHODS We compared multiple breath washout (MBW) results of current software algorithms (automatic modus) to refined algorithms (manual modus) in 17 asymptomatic infants with CF, and 24 matched healthy term-born infants. The main difference between these two analysis methods lies in the calculation of the molar mass differences that the system uses to define the completion of the measurement. RESULTS In infants with CF the refined manual modus revealed clearly elevated LCI above 9 in 8 out of 35 measurements (23%), all showing LCI values below 8.3 using the automatic modus (paired t-test comparing the means, P < 0.001). Healthy infants showed normal LCI values using both analysis methods (n = 47, paired t-test, P = 0.79). The most relevant reason for false normal LCI values in infants with CF using the automatic modus was the incorrect recognition of the end-of-test too early during the washout. CONCLUSION We recommend the use of the manual modus for the analysis of MBW outcomes in infants in order to obtain more accurate results. This will allow appropriate use of infant lung function results for clinical and scientific purposes.

Decreasing Proportion of Recent Infections among Newly Diagnosed HIV-1 Cases in Switzerland, 2008 to 2013 Based on Line-Immunoassay-Based Algorithms.

BACKGROUND: HIV surveillance requires monitoring of new HIV diagnoses and differentiation of incident and older infections. In 2008, Switzerland implemented a system for monitoring incident HIV infections based on the results of a line immunoassay (Inno-Lia) mandatorily conducted for HIV confirmation and type differentiation (HIV-1, HIV-2) of all newly diagnosed patients. Based on this system, we assessed the proportion of incident HIV infection among newly diagnosed cases in Switzerland during 2008-2013. METHODS AND RESULTS: Inno-Lia antibody reaction patterns recorded in anonymous HIV notifications to the federal health authority were classified by 10 published algorithms into incident (up to 12 months) or older infections. Utilizing these data, annual incident infection estimates were obtained in two ways, (i) based on the diagnostic performance of the algorithms and utilizing the relationship 'incident = true incident + false incident', (ii) based on the window-periods of the algorithms and utilizing the relationship 'Prevalence = Incidence x Duration'. From 2008-2013, 3'851 HIV notifications were received. Adult HIV-1 infections amounted to 3'809 cases, and 3'636 of them (95.5%) contained Inno-Lia data. Incident infection totals calculated were similar for the performance- and window-based methods, amounting on average to 1'755 (95% confidence interval, 1588-1923) and 1'790 cases (95% CI, 1679-1900), respectively. More than half of these were among men who had sex with men. Both methods showed a continuous decline of annual incident infections 2008-2013, totaling -59.5% and -50.2%, respectively. The decline of incident infections continued even in 2012, when a 15% increase in HIV notifications had been observed. This increase was entirely due to older infections. Overall declines 2008-2013 were of similar extent among the major transmission groups. CONCLUSIONS: Inno-Lia based incident HIV-1 infection surveillance proved useful and reliable. It represents a free, additional public health benefit of the use of this relatively costly test for HIV confirmation and type differentiation.

A Logarithmic Image Prior for Blind Deconvolution

Blind Deconvolution consists in the estimation of a sharp image and a blur kernel from an observed blurry image. Because the blur model admits several solutions it is necessary to devise an image prior that favors the true blur kernel and sharp image. Many successful image priors enforce the sparsity of the sharp image gradients. Ideally the L0 “norm” is the best choice for promoting sparsity, but because it is computationally intractable, some methods have used a logarithmic approximation. In this work we also study a logarithmic image prior. We show empirically how well the prior suits the blind deconvolution problem. Our analysis confirms experimentally the hypothesis that a prior should not necessarily model natural image statistics to correctly estimate the blur kernel. Furthermore, we show that a simple Maximum a Posteriori formulation is enough to achieve state of the art results. To minimize such formulation we devise two iterative minimization algorithms that cope with the non-convexity of the logarithmic prior: one obtained via the primal-dual approach and one via majorization-minimization.