On Infinite Time Performance of Nonlinear Model Predictive Controllers

This paper addresses the problem of infinite time performance of model predictive controllers applied to constrained nonlinear systems. The total performance is compared with a finite horizon optimal cost to reveal performance limits of closed-loop model predictive control systems. Based on the Principle of Optimality, an upper and a lower bound of the ratio between the total performance and the finite horizon optimal cost are obtained explicitly expressed by the optimization horizon. The results also illustrate, from viewpoint of performance, how model predictive controllers approaches to infinite optimal controllers as the optimization horizon increases.

Cell Coverage Optimization for the Multicell Massive MIMO Uplink

We investigate the cell coverage optimization problem for the massive multiple-input multiple-output (MIMO) uplink. By deploying tilt-adjustable antenna arrays at the base stations, cell coverage optimization can become a promising technique which is able to strike a compromise between covering cell-edge users and pilot contamination suppression. We formulate a detailed description of this optimization problem by maximizing the cell throughput, which is shown to be mainly determined by the user distribution within several key geometrical regions. Then, the formulated problem is applied to different example scenarios: for a network with hexagonal shaped cells and uniformly distributed users, we derive an analytical lower bound of the ergodic throughput in the objective cell, based on which, it is shown that the optimal choice for the cell coverage should ensure that the coverage of different cells does not overlap; for a more generic network with sectoral shaped cells and non-uniformly distributed users, we propose an analytical approximation of the ergodic throughput. After that, a practical coverage optimization algorithm is proposed, where the optimal solution can be easily obtained through a simple one-dimensional line searching within a confined searching region. Our numerical results show that the proposed coverage optimization method is able to greatly increase the system throughput in macrocells for the massive MIMO uplink transmission, compared with the traditional schemes where the cell coverage is fixed.

A generalization of the Hoffman-Lovász upper bound on the independence number of a regular graph

A family of quadratic programming problems whose optimal values are upper bounds on the independence number of a graph is introduced. Among this family, the quadratic programming problem which gives the best upper bound is identified. Also the proof that the upper bound introduced by Hoffman and Lovász for regular graphs is a particular case of this family is given. In addition, some new results characterizing the class of graphs for which the independence number attains the optimal value of the above best upper bound are given. Finally a polynomial-time algorithm for approximating the size of the maximum independent set of an arbitrary graph is described and the computational experiments carried out on 36 DIMACS clique benchmark instances are reported.

Implementing and testing branch-and-bound algorithm for the quadratic 0-1 problem on transputers

Discrete optimization problems are very difficult to solve, even if the dimention is small. For most of them the problem of finding an ε-approximate solution is already NP-hard. The branch-and-bound algorithms are the most used algorithms for solving exactly this sort of problems.

A computational study of a parallel Branch and Bound algorithm for the quadratic 0-1 programming problem on transputers

Discrete optimization problems are very difficult to solve, even if the dimantion is small. For most of them the problem of finding an ε-approximate solution is already NP-hard.

Convex optimization framework for intermediate deadline assignment in soft and hard real-time distributed systems

It is generally challenging to determine end-to-end delays of applications for maximizing the aggregate system utility subject to timing constraints. Many practical approaches suggest the use of intermediate deadline of tasks in order to control and upper-bound their end-to-end delays. This paper proposes a unified framework for different time-sensitive, global optimization problems, and solves them in a distributed manner using Lagrangian duality. The framework uses global viewpoints to assign intermediate deadlines, taking resource contention among tasks into consideration. For soft real-time tasks, the proposed framework effectively addresses the deadline assignment problem while maximizing the aggregate quality of service. For hard real-time tasks, we show that existing heuristic solutions to the deadline assignment problem can be incorporated into the proposed framework, enriching their mathematical interpretation.

Constrained Consumption Shifting Management in the Distributed Energy Resources Scheduling Considering Demand Response

Demand response concept has been gaining increasing importance while the success of several recent implementations makes this resource benefits unquestionable. This happens in a power systems operation environment that also considers an intensive use of distributed generation. However, more adequate approaches and models are needed in order to address the small size consumers and producers aggregation, while taking into account these resources goals. The present paper focuses on the demand response programs and distributed generation resources management by a Virtual Power Player that optimally aims to minimize its operation costs taking the consumption shifting constraints into account. The impact of the consumption shifting in the distributed generation resources schedule is also considered. The methodology is applied to three scenarios based on 218 consumers and 4 types of distributed generation, in a time frame of 96 periods.

A musculoskeletal shoulder model based on pseudo-inverse and null-space optimization.

The goal of the present work was assess the feasibility of using a pseudo-inverse and null-space optimization approach in the modeling of the shoulder biomechanics. The method was applied to a simplified musculoskeletal shoulder model. The mechanical system consisted in the arm, and the external forces were the arm weight, 6 scapulo-humeral muscles and the reaction at the glenohumeral joint, which was considered as a spherical joint. The muscle wrapping was considered around the humeral head assumed spherical. The dynamical equations were solved in a Lagrangian approach. The mathematical redundancy of the mechanical system was solved in two steps: a pseudo-inverse optimization to minimize the square of the muscle stress and a null-space optimization to restrict the muscle force to physiological limits. Several movements were simulated. The mathematical and numerical aspects of the constrained redundancy problem were efficiently solved by the proposed method. The prediction of muscle moment arms was consistent with cadaveric measurements and the joint reaction force was consistent with in vivo measurements. This preliminary work demonstrated that the developed algorithm has a great potential for more complex musculoskeletal modeling of the shoulder joint. In particular it could be further applied to a non-spherical joint model, allowing for the natural translation of the humeral head in the glenoid fossa.

Particle swarm optimization for two-connected networks with bounded rings

The Two-Connected Network with Bounded Ring (2CNBR) problem is a network design problem addressing the connection of servers to create a survivable network with limited redirections in the event of failures. Particle Swarm Optimization (PSO) is a stochastic population-based optimization technique modeled on the social behaviour of flocking birds or schooling fish. This thesis applies PSO to the 2CNBR problem. As PSO is originally designed to handle a continuous solution space, modification of the algorithm was necessary in order to adapt it for such a highly constrained discrete combinatorial optimization problem. Presented are an indirect transcription scheme for applying PSO to such discrete optimization problems and an oscillating mechanism for averting stagnation.

Staffing Optimization with Chance Constraints in Call Centers

Les centres d’appels sont des éléments clés de presque n’importe quelle grande organisation. Le problème de gestion du travail a reçu beaucoup d’attention dans la littérature. Une formulation typique se base sur des mesures de performance sur un horizon infini, et le problème d’affectation d’agents est habituellement résolu en combinant des méthodes d’optimisation et de simulation. Dans cette thèse, nous considérons un problème d’affection d’agents pour des centres d’appels soumis a des contraintes en probabilité. Nous introduisons une formulation qui exige que les contraintes de qualité de service (QoS) soient satisfaites avec une forte probabilité, et définissons une approximation de ce problème par moyenne échantillonnale dans un cadre de compétences multiples. Nous établissons la convergence de la solution du problème approximatif vers celle du problème initial quand la taille de l’échantillon croit. Pour le cas particulier où tous les agents ont toutes les compétences (un seul groupe d’agents), nous concevons trois méthodes d’optimisation basées sur la simulation pour le problème de moyenne échantillonnale. Étant donné un niveau initial de personnel, nous augmentons le nombre d’agents pour les périodes où les contraintes sont violées, et nous diminuons le nombre d’agents pour les périodes telles que les contraintes soient toujours satisfaites après cette réduction. Des expériences numériques sont menées sur plusieurs modèles de centre d’appels à faible occupation, au cours desquelles les algorithmes donnent de bonnes solutions, i.e. la plupart des contraintes en probabilité sont satisfaites, et nous ne pouvons pas réduire le personnel dans une période donnée sont introduire de violation de contraintes. Un avantage de ces algorithmes, par rapport à d’autres méthodes, est la facilité d’implémentation.

Improving sampling, optimization and feature extraction in Boltzmann machines

L’apprentissage supervisé de réseaux hiérarchiques à grande échelle connaît présentement un succès fulgurant. Malgré cette effervescence, l’apprentissage non-supervisé représente toujours, selon plusieurs chercheurs, un élément clé de l’Intelligence Artificielle, où les agents doivent apprendre à partir d’un nombre potentiellement limité de données. Cette thèse s’inscrit dans cette pensée et aborde divers sujets de recherche liés au problème d’estimation de densité par l’entremise des machines de Boltzmann (BM), modèles graphiques probabilistes au coeur de l’apprentissage profond. Nos contributions touchent les domaines de l’échantillonnage, l’estimation de fonctions de partition, l’optimisation ainsi que l’apprentissage de représentations invariantes. Cette thèse débute par l’exposition d’un nouvel algorithme d'échantillonnage adaptatif, qui ajuste (de fa ̧con automatique) la température des chaînes de Markov sous simulation, afin de maintenir une vitesse de convergence élevée tout au long de l’apprentissage. Lorsqu’utilisé dans le contexte de l’apprentissage par maximum de vraisemblance stochastique (SML), notre algorithme engendre une robustesse accrue face à la sélection du taux d’apprentissage, ainsi qu’une meilleure vitesse de convergence. Nos résultats sont présent ́es dans le domaine des BMs, mais la méthode est générale et applicable à l’apprentissage de tout modèle probabiliste exploitant l’échantillonnage par chaînes de Markov. Tandis que le gradient du maximum de vraisemblance peut-être approximé par échantillonnage, l’évaluation de la log-vraisemblance nécessite un estimé de la fonction de partition. Contrairement aux approches traditionnelles qui considèrent un modèle donné comme une boîte noire, nous proposons plutôt d’exploiter la dynamique de l’apprentissage en estimant les changements successifs de log-partition encourus à chaque mise à jour des paramètres. Le problème d’estimation est reformulé comme un problème d’inférence similaire au filtre de Kalman, mais sur un graphe bi-dimensionnel, où les dimensions correspondent aux axes du temps et au paramètre de température. Sur le thème de l’optimisation, nous présentons également un algorithme permettant d’appliquer, de manière efficace, le gradient naturel à des machines de Boltzmann comportant des milliers d’unités. Jusqu’à présent, son adoption était limitée par son haut coût computationel ainsi que sa demande en mémoire. Notre algorithme, Metric-Free Natural Gradient (MFNG), permet d’éviter le calcul explicite de la matrice d’information de Fisher (et son inverse) en exploitant un solveur linéaire combiné à un produit matrice-vecteur efficace. L’algorithme est prometteur: en terme du nombre d’évaluations de fonctions, MFNG converge plus rapidement que SML. Son implémentation demeure malheureusement inefficace en temps de calcul. Ces travaux explorent également les mécanismes sous-jacents à l’apprentissage de représentations invariantes. À cette fin, nous utilisons la famille de machines de Boltzmann restreintes “spike & slab” (ssRBM), que nous modifions afin de pouvoir modéliser des distributions binaires et parcimonieuses. Les variables latentes binaires de la ssRBM peuvent être rendues invariantes à un sous-espace vectoriel, en associant à chacune d’elles, un vecteur de variables latentes continues (dénommées “slabs”). Ceci se traduit par une invariance accrue au niveau de la représentation et un meilleur taux de classification lorsque peu de données étiquetées sont disponibles. Nous terminons cette thèse sur un sujet ambitieux: l’apprentissage de représentations pouvant séparer les facteurs de variations présents dans le signal d’entrée. Nous proposons une solution à base de ssRBM bilinéaire (avec deux groupes de facteurs latents) et formulons le problème comme l’un de “pooling” dans des sous-espaces vectoriels complémentaires.

An Error-Localization, Validation and Optimization Tool for Embedded Code Augmentation: an Architecture Oriented Approach

Embedded systems are usually designed for a single or a specified set of tasks. This specificity means the system design as well as its hardware/software development can be highly optimized. Embedded software must meet the requirements such as high reliability operation on resource-constrained platforms, real time constraints and rapid development. This necessitates the adoption of static machine codes analysis tools running on a host machine for the validation and optimization of embedded system codes, which can help meet all of these goals. This could significantly augment the software quality and is still a challenging field.Embedded systems are usually designed for a single or a specified set of tasks. This specificity means the system design as well as its hardware/software development can be highly optimized. Embedded software must meet the requirements such as high reliability operation on resource-constrained platforms, real time constraints and rapid development. This necessitates the adoption of static machine codes analysis tools running on a host machine for the validation and optimization of embedded system codes, which can help meet all of these goals. This could significantly augment the software quality and is still a challenging field.Embedded systems are usually designed for a single or a specified set of tasks. This specificity means the system design as well as its hardware/software development can be highly optimized. Embedded software must meet the requirements such as high reliability operation on resource-constrained platforms, real time constraints and rapid development. This necessitates the adoption of static machine codes analysis tools running on a host machine for the validation and optimization of embedded system codes, which can help meet all of these goals. This could significantly augment the software quality and is still a challenging field.Embedded systems are usually designed for a single or a specified set of tasks. This specificity means the system design as well as its hardware/software development can be highly optimized. Embedded software must meet the requirements such as high reliability operation on resource-constrained platforms, real time constraints and rapid development. This necessitates the adoption of static machine codes analysis tools running on a host machine for the validation and optimization of embedded system codes, which can help meet all of these goals. This could significantly augment the software quality and is still a challenging field.This dissertation contributes to an architecture oriented code validation, error localization and optimization technique assisting the embedded system designer in software debugging, to make it more effective at early detection of software bugs that are otherwise hard to detect, using the static analysis of machine codes. The focus of this work is to develop methods that automatically localize faults as well as optimize the code and thus improve the debugging process as well as quality of the code.Validation is done with the help of rules of inferences formulated for the target processor. The rules govern the occurrence of illegitimate/out of place instructions and code sequences for executing the computational and integrated peripheral functions. The stipulated rules are encoded in propositional logic formulae and their compliance is tested individually in all possible execution paths of the application programs. An incorrect sequence of machine code pattern is identified using slicing techniques on the control flow graph generated from the machine code.An algorithm to assist the compiler to eliminate the redundant bank switching codes and decide on optimum data allocation to banked memory resulting in minimum number of bank switching codes in embedded system software is proposed. A relation matrix and a state transition diagram formed for the active memory bank state transition corresponding to each bank selection instruction is used for the detection of redundant codes. Instances of code redundancy based on the stipulated rules for the target processor are identified.This validation and optimization tool can be integrated to the system development environment. It is a novel approach independent of compiler/assembler, applicable to a wide range of processors once appropriate rules are formulated. Program states are identified mainly with machine code pattern, which drastically reduces the state space creation contributing to an improved state-of-the-art model checking. Though the technique described is general, the implementation is architecture oriented, and hence the feasibility study is conducted on PIC16F87X microcontrollers. The proposed tool will be very useful in steering novices towards correct use of difficult microcontroller features in developing embedded systems.

Particle swarm optimization aided orthogonal forward regression for unified data modeling

We propose a unified data modeling approach that is equally applicable to supervised regression and classification applications, as well as to unsupervised probability density function estimation. A particle swarm optimization (PSO) aided orthogonal forward regression (OFR) algorithm based on leave-one-out (LOO) criteria is developed to construct parsimonious radial basis function (RBF) networks with tunable nodes. Each stage of the construction process determines the center vector and diagonal covariance matrix of one RBF node by minimizing the LOO statistics. For regression applications, the LOO criterion is chosen to be the LOO mean square error, while the LOO misclassification rate is adopted in two-class classification applications. By adopting the Parzen window estimate as the desired response, the unsupervised density estimation problem is transformed into a constrained regression problem. This PSO aided OFR algorithm for tunable-node RBF networks is capable of constructing very parsimonious RBF models that generalize well, and our analysis and experimental results demonstrate that the algorithm is computationally even simpler than the efficient regularization assisted orthogonal least square algorithm based on LOO criteria for selecting fixed-node RBF models. Another significant advantage of the proposed learning procedure is that it does not have learning hyperparameters that have to be tuned using costly cross validation. The effectiveness of the proposed PSO aided OFR construction procedure is illustrated using several examples taken from regression and classification, as well as density estimation applications.

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.

The constrained compartmentalized knapsack problem: mathematical models and solution methods

The constrained compartmentalized knapsack problem can be seen as an extension of the constrained knapsack problem. However, the items are grouped into different classes so that the overall knapsack has to be divided into compartments, and each compartment is loaded with items from the same class. Moreover, building a compartment incurs a fixed cost and a fixed loss of the capacity in the original knapsack, and the compartments are lower and upper bounded. The objective is to maximize the total value of the items loaded in the overall knapsack minus the cost of the compartments. This problem has been formulated as an integer non-linear program, and in this paper, we reformulate the non-linear model as an integer linear master problem with a large number of variables. Some heuristics based on the solution of the restricted master problem are investigated. A new and more compact integer linear model is also presented, which can be solved by a branch-and-bound commercial solver that found most of the optimal solutions for the constrained compartmentalized knapsack problem. On the other hand, heuristics provide good solutions with low computational effort. (C) 2011 Elsevier BM. All rights reserved.