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.

Computational Comparison of Continuous and Discontinuous Galerkin Time-Stepping Methods for Nonlinear Initial Value Problems

This article centers on the computational performance of the continuous and discontinuous Galerkin time stepping schemes for general first-order initial value problems in R n , with continuous nonlinearities. We briefly review a recent existence result for discrete solutions from [6], and provide a numerical comparison of the two time discretization methods.

An insulin infusion advisory system based on autotuning nonlinear model-predictive control

This paper aims at the development and evaluation of a personalized insulin infusion advisory system (IIAS), able to provide real-time estimations of the appropriate insulin infusion rate for type 1 diabetes mellitus (T1DM) patients using continuous glucose monitors and insulin pumps. The system is based on a nonlinear model-predictive controller (NMPC) that uses a personalized glucose-insulin metabolism model, consisting of two compartmental models and a recurrent neural network. The model takes as input patient's information regarding meal intake, glucose measurements, and insulin infusion rates, and provides glucose predictions. The predictions are fed to the NMPC, in order for the latter to estimate the optimum insulin infusion rates. An algorithm based on fuzzy logic has been developed for the on-line adaptation of the NMPC control parameters. The IIAS has been in silico evaluated using an appropriate simulation environment (UVa T1DM simulator). The IIAS was able to handle various meal profiles, fasting conditions, interpatient variability, intraday variation in physiological parameters, and errors in meal amount estimations.

Establishing glycaemic control with continuous subcutaneous insulin infusion in children and adolescents with type 1 diabetes: experience of the PedPump Study in 17 countries

AIMS/HYPOTHESIS: To assess the use of paediatric continuous subcutaneous infusion (CSII) under real-life conditions by analysing data recorded for up to 90 days and relating them to outcome. METHODS: Pump programming data from patients aged 0-18 years treated with CSII in 30 centres from 16 European countries and Israel were recorded during routine clinical visits. HbA(1c) was measured centrally. RESULTS: A total of 1,041 patients (age: 11.8 +/- 4.2 years; diabetes duration: 6.0 +/- 3.6 years; average CSII duration: 2.0 +/- 1.3 years; HbA(1c): 8.0 +/- 1.3% [means +/- SD]) participated. Glycaemic control was better in preschool (n = 142; 7.5 +/- 0.9%) and pre-adolescent (6-11 years, n = 321; 7.7 +/- 1.0%) children than in adolescent patients (12-18 years, n = 578; 8.3 +/- 1.4%). There was a significant negative correlation between HbA(1c) and daily bolus number, but not between HbA(1c) and total daily insulin dose. The use of <6.7 daily boluses was a significant predictor of an HbA(1c) level >7.5%. The incidence of severe hypoglycaemia and ketoacidosis was 6.63 and 6.26 events per 100 patient-years, respectively. CONCLUSIONS/INTERPRETATION: This large paediatric survey of CSII shows that glycaemic targets can be frequently achieved, particularly in young children, and the incidence of acute complications is low. Adequate substitution of basal and prandial insulin is associated with a better HbA(1c).

A continuous-time MILP model for short-term scheduling of make-and-pack production processes

In process industries, make-and-pack production is used to produce food and beverages, chemicals, and metal products, among others. This type of production process allows the fabrication of a wide range of products in relatively small amounts using the same equipment. In this article, we consider a real-world production process (cf. Honkomp et al. 2000. The curse of reality – why process scheduling optimization problems are diffcult in practice. Computers & Chemical Engineering, 24, 323–328.) comprising sequence-dependent changeover times, multipurpose storage units with limited capacities, quarantine times, batch splitting, partial equipment connectivity, and transfer times. The planning problem consists of computing a production schedule such that a given demand of packed products is fulfilled, all technological constraints are satisfied, and the production makespan is minimised. None of the models in the literature covers all of the technological constraints that occur in such make-and-pack production processes. To close this gap, we develop an efficient mixed-integer linear programming model that is based on a continuous time domain and general-precedence variables. We propose novel types of symmetry-breaking constraints and a preprocessing procedure to improve the model performance. In an experimental analysis, we show that small- and moderate-sized instances can be solved to optimality within short CPU times.

Detecting determinism with improved sensitivity in time series: Rank-based nonlinear predictability score

The rank-based nonlinear predictability score was recently introduced as a test for determinism in point processes. We here adapt this measure to time series sampled from time-continuous flows. We use noisy Lorenz signals to compare this approach against a classical amplitude-based nonlinear prediction error. Both measures show an almost identical robustness against Gaussian white noise. In contrast, when the amplitude distribution of the noise has a narrower central peak and heavier tails than the normal distribution, the rank-based nonlinear predictability score outperforms the amplitude-based nonlinear prediction error. For this type of noise, the nonlinear predictability score has a higher sensitivity for deterministic structure in noisy signals. It also yields a higher statistical power in a surrogate test of the null hypothesis of linear stochastic correlated signals. We show the high relevance of this improved performance in an application to electroencephalographic (EEG) recordings from epilepsy patients. Here the nonlinear predictability score again appears of higher sensitivity to nonrandomness. Importantly, it yields an improved contrast between signals recorded from brain areas where the first ictal EEG signal changes were detected (focal EEG signals) versus signals recorded from brain areas that were not involved at seizure onset (nonfocal EEG signals).