ACCELERATING ITERATIVE ALGORITHMS FOR SYMMETRICAL LINEAR COMPLEMENTARITY-PROBLEMS

We propose a method for accelerating iterative algorithms for solving symmetric linear complementarity problems. The method consists in performing a one-dimensional optimization in the direction generated by a splitting method even for non-descent directions. We give strong convergence proofs and present numerical experiments that justify using this acceleration.

Gradient-domain Path Tracing

We introduce gradient-domain rendering for Monte Carlo image synthesis.While previous gradient-domain Metropolis Light Transport sought to distribute more samples in areas of high gradients, we show, in contrast, that estimating image gradients is also possible using standard (non-Metropolis) Monte Carlo algorithms, and furthermore, that even without changing the sample distribution, this often leads to significant error reduction. This broadens the applicability of gradient rendering considerably. To gain insight into the conditions under which gradient-domain sampling is beneficial, we present a frequency analysis that compares Monte Carlo sampling of gradients followed by Poisson reconstruction to traditional Monte Carlo sampling. Finally, we describe Gradient-Domain Path Tracing (G-PT), a relatively simple modification of the standard path tracing algorithm that can yield far superior results.

Regression analysis of top of descent location for idle-thrust descents

In this paper, multiple regression analysis is used to model the top of descent (TOD) location of user-preferred descent trajectories computed by the flight management system (FMS) on over 1000 commercial flights into Melbourne, Australia. In addition to recording TOD, the cruise altitude, final altitude, cruise Mach, descent speed, wind, and engine type were also identified for use as the independent variables in the regression analysis. Both first-order and second-order models are considered, where cross-validation, hypothesis testing, and additional analysis are used to compare models. This identifies the models that should give the smallest errors if used to predict TOD location for new data in the future. A model that is linear in TOD altitude, final altitude, descent speed, and wind gives an estimated standard deviation of 3.9 nmi for TOD location given the trajectory parame- ters, which means about 80% of predictions would have error less than 5 nmi in absolute value. This accuracy is better than demonstrated by other ground automation predictions using kinetic models. Furthermore, this approach would enable online learning of the model. Additional data or further knowledge of algorithms is necessary to conclude definitively that no second-order terms are appropriate. Possible applications of the linear model are described, including enabling arriving aircraft to fly optimized descents computed by the FMS even in congested airspace.

Time trials on second-order and variable-learning-rate algorithms

The performance of seven minimization algorithms are compared on five neural network problems. These include a variable-step-size algorithm, conjugate gradient, and several methods with explicit analytic or numerical approximations to the Hessian.

Using interior point algorithms for the solution of linear programs with special structural features

Linear Programming (LP) is a powerful decision making tool extensively used in various economic and engineering activities. In the early stages the success of LP was mainly due to the efficiency of the simplex method. After the appearance of Karmarkar's paper, the focus of most research was shifted to the field of interior point methods. The present work is concerned with investigating and efficiently implementing the latest techniques in this field taking sparsity into account. The performance of these implementations on different classes of LP problems is reported here. The preconditional conjugate gradient method is one of the most powerful tools for the solution of the least square problem, present in every iteration of all interior point methods. The effect of using different preconditioners on a range of problems with various condition numbers is presented. Decomposition algorithms has been one of the main fields of research in linear programming over the last few years. After reviewing the latest decomposition techniques, three promising methods were chosen the implemented. Sparsity is again a consideration and suggestions have been included to allow improvements when solving problems with these methods. Finally, experimental results on randomly generated data are reported and compared with an interior point method. The efficient implementation of the decomposition methods considered in this study requires the solution of quadratic subproblems. A review of recent work on algorithms for convex quadratic was performed. The most promising algorithms are discussed and implemented taking sparsity into account. The related performance of these algorithms on randomly generated separable and non-separable problems is also reported.

Coupled CFD Shape Optimization for aerodynamic profiles

The present document deals with the optimization of shape of aerodynamic profiles -- The objective is to reduce the drag coefficient on a given profile without penalising the lift coefficient -- A set of control points defining the geometry are passed and parameterized as a B-Spline curve -- These points are modified automatically by means of CFD analysis -- A given shape is defined by an user and a valid volumetric CFD domain is constructed from this planar data and a set of user-defined parameters -- The construction process involves the usage of 2D and 3D meshing algorithms that were coupled into own- code -- The volume of air surrounding the airfoil and mesh quality are also parametrically defined -- Some standard NACA profiles were used by obtaining first its control points in order to test the algorithm -- Navier-Stokes equations were solved for turbulent, steady-state ow of compressible uids using the k-epsilon model and SIMPLE algorithm -- In order to obtain data for the optimization process an utility to extract drag and lift data from the CFD simulation was added -- After a simulation is run drag and lift data are passed to the optimization process -- A gradient-based method using the steepest descent was implemented in order to define the magnitude and direction of the displacement of each control point -- The control points and other parameters defined as the design variables are iteratively modified in order to achieve an optimum -- Preliminary results on conceptual examples show a decrease in drag and a change in geometry that obeys to aerodynamic behavior principles