Derivative-free optimization and filter methods to solve nonlinear constrained problems

In real optimization problems, usually the analytical expression of the objective function is not known, nor its derivatives, or they are complex. In these cases it becomes essential to use optimization methods where the calculation of the derivatives, or the verification of their existence, is not necessary: the Direct Search Methods or Derivative-free Methods are one solution. When the problem has constraints, penalty functions are often used. Unfortunately the choice of the penalty parameters is, frequently, very difficult, because most strategies for choosing it are heuristics strategies. As an alternative to penalty function appeared the filter methods. A filter algorithm introduces a function that aggregates the constrained violations and constructs a biobjective problem. In this problem the step is accepted if it either reduces the objective function or the constrained violation. This implies that the filter methods are less parameter dependent than a penalty function. In this work, we present a new direct search method, based on simplex methods, for general constrained optimization that combines the features of the simplex method and filter methods. This method does not compute or approximate any derivatives, penalty constants or Lagrange multipliers. The basic idea of simplex filter algorithm is to construct an initial simplex and use the simplex to drive the search. We illustrate the behavior of our algorithm through some examples. The proposed methods were implemented in Java.

Analysis of diffusion process in fractured reservoirs using fractional derivative approach

The fractal geometry is used to model of a naturally fractured reservoir and the concept of fractional derivative is applied to the diffusion equation to incorporate the history of fluid flow in naturally fractured reservoirs. The resulting fractally fractional diffusion (FFD) equation is solved analytically in the Laplace space for three outer boundary conditions. The analytical solutions are used to analyze the response of a naturally fractured reservoir considering the anomalous behavior of oil production. Several synthetic examples are provided to illustrate the methodology proposed in this work and to explain the diffusion process in fractally fractured systems.

Strange Dynamics in a Fractional Derivative of Complex-Order Network of Chaotic Oscillators

We study the peculiar dynamical features of a fractional derivative of complex-order network. The network is composed of two unidirectional rings of cells, coupled through a "buffer" cell. The network has a Z3 × Z5 cyclic symmetry group. The complex derivative Dα±jβ, with α, β ∈ R+ is a generalization of the concept of integer order derivative, where α = 1, β = 0. Each cell is modeled by the Chen oscillator. Numerical simulations of the coupled cell system associated with the network expose patterns such as equilibria, periodic orbits, relaxation oscillations, quasiperiodic motion, and chaos, in one or in two rings of cells. In addition, fixing β = 0.8, we perceive differences in the qualitative behavior of the system, as the parameter c ∈ [13, 24] of the Chen oscillator and/or the real part of the fractional derivative, α ∈ {0.5, 0.6, 0.7, 0.8, 0.9, 1.0}, are varied. Some patterns produced by the coupled system are constrained by the network architecture, but other features are only understood in the light of the internal dynamics of each cell, in this case, the Chen oscillator. What is more important, architecture and/or internal dynamics?

Redirection of T cells by delivering a transgenic mouse-derived MDM2 tumor antigen-specific TCR and its humanized derivative is governed by the CD8 coreceptor and affects natural human TCR expression.

Retroviral transfer of T cell antigen receptor (TCR) genes selected by circumventing tolerance to broad tumor- and leukemia-associated antigens in human leukocyte antigen (HLA)-A*0201 (A2.1) transgenic (Tg) mice allows the therapeutic reprogramming of human T lymphocytes. Using a human CD8 x A2.1/Kb mouse derived TCR specific for natural peptide-A2.1 (pA2.1) complexes comprising residues 81-88 of the human homolog of the murine double-minute 2 oncoprotein, MDM2(81-88), we found that the heterodimeric CD8 alpha beta coreceptor, but not normally expressed homodimeric CD8 alpha alpha, is required for tetramer binding and functional redirection of TCR- transduced human T cells. CD8+T cells that received a humanized derivative of the MDM2 TCR bound pA2.1 tetramers only in the presence of an anti-human-CD8 anti-body and required more peptide than wild-type (WT) MDM2 TCR+T cells to mount equivalent cytotoxicity. They were, however, sufficiently effective in recognizing malignant targets including fresh leukemia cells. Most efficient expression of transduced TCR in human T lymphocytes was governed by mouse as compared to human constant (C) alphabeta domains, as demonstrated with partially humanized and murinized TCR of primary mouse and human origin, respectively. We further observed a reciprocal relationship between the level of Tg WT mouse relative to natural human TCR expression, resulting in T cells with decreased normal human cell surface TCR. In contrast, natural human TCR display remained unaffected after delivery of the humanized MDM2 TCR. These results provide important insights into the molecular basis of TCR gene therapy of malignant disease.

Does friendship give us non-derivative partial reasons ?

Une des façons d’approcher la question de l’existence de raisons partiales non-dérivatives d’une quelconque sorte consiste à expliquer ce que sont les raisons partiales et ensuite à chercher à savoir s’il y a des raisons de cette sorte. Si de telles raisons existent, alors il est au moins possible qu’il y ait des raisons partiales d’amitié. C’est cette approche que j’adopterai ici, et elle produit des résultats intéressants. Le premier a trait à la structure des raisons partiales. C’est au moins une condition nécessaire pour qu’une raison soit partiale qu’elle aie une composante relationnelle explicite. Cette composante, techniquement parlant, est un relatum dans la relation d’être une raison qui elle-même est une relation entre la personne à qui la raison s’applique et la personne concernée par l’action pour laquelle il y a une raison. La deuxième conclusion de ce texte est que cette composante relationnelle est aussi requise dans de nombreuses sortes de raisons admises comme impartiales. Afin d’éviter de banaliser la distinction entre raisons partiales et impartiales nous devons appliquer une condition suffisante additionnelle. Finalement, bien qu’il pourrait s’avérer possible de distinguer les raisons impartiales ayant une composante relationnelle des raisons partiales, cette approche suggère que la question de savoir si l’éthique est partiale ou impartiale devra se régler au niveau de l’éthique normative, ou à tout le moins, qu’elle ne pourra se régler au niveau du discours sur la nature des raisons d’agir.

A PVC Plasticized Sensor for Ni(II) Ion Based on a Simple Ethylenediamine Derivative

new PVC membrane ion selective electrode which is highly selective towards Ni(II) ions was constructed using a Schiff base containing a binaphthyl moiety as the ionophore. The sensor exhibited a good Nernstian response for nickel ions over the concentration range 1.0 × 10–1 – 5.0 × 10–6 M with a lower limit of detection of 1.3 × 10–6 M. It has a fast response time and can be used for a period of 4 months with a good reproducibility. The sensor is suitable for use in aqueous solutions in a wide pH range of 3.6 – 7.4 and works satisfactorily in the presence of 25% (v/v) methanol or ethanol. The sensor shows high selectivity to nickel ions over a wide variety of cations. It has been successfully used as an indicator electrode in the potentiometric titration of nickel ions against EDTA and also for the direct determination of nickel content in real samples: effluent samples, chocolates and hydrogenated oils.

A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks

We propose a nonparametric method for estimating derivative financial asset pricing formulae using learning networks. To demonstrate feasibility, we first simulate Black-Scholes option prices and show that learning networks can recover the Black-Scholes formula from a two-year training set of daily options prices, and that the resulting network formula can be used successfully to both price and delta-hedge options out-of-sample. For comparison, we estimate models using four popular methods: ordinary least squares, radial basis functions, multilayer perceptrons, and projection pursuit. To illustrate practical relevance, we also apply our approach to S&P 500 futures options data from 1987 to 1991.

General derivative relations for anharmonic force fields

The brace notation, introduced by Allen and Csaszar (1993, J. chem. Phys., 98, 2983), provides a simple and compact way to deal with derivatives of arbitrary non-tensorial quantities. One of its main advantages is that it builds the permutational symmetry of the derivatives directly into the formalism. The brace notation is applied to formulate the general nth-order Cartesian derivatives of internal coordinates, and to provide closed forms for general, nth-order transformation equations of anharmonic force fields, expressed as Taylor series, from internal to Cartesian or normal coordinate spaces.

X-ray crystallographic study of DNA duplex cross-linking: simultaneous binding to two d(CGTACG)(2) molecules by a bis(9-aminoacridine-4-carboxamide) derivative

Acridine-4-carboxamides form a class of known DNA mono-intercalating agents that exhibit cytotoxic activity against tumour cell lines due to their ability to inhibit topoisomerases. Previous studies of bis-acridine derivatives have yielded equivocal results regarding the minimum length of linker necessary between the two acridine chromophores to allow bis-intercalation of duplex DNA. We report here the 1.7 angstrom resolution X-ray crystal structure of a six-carbon-linked bis(acridine-4-carboxamide) ligand bound to d(CGTACG)(2) molecules by non-covalent duplex cross-linking. The asymmetric unit consists of one DNA duplex containing an intercalated acridine-4-carboxamide chromophore at each of the two CG steps. The other half of each ligand is bound to another DNA molecule in a symmetry-related manner, with the alkyl linker threading through the minor grooves. The two crystallographically independent ligand molecules adopt distinct side chain interactions, forming hydrogen bonds to either O6 or N7 on the major groove face of guanine, in contrast to the semi-disordered state of mono-intercalators bound to the same DNA molecule. The complex described here provides the first structural evidence for the non-covalent cross-linking of DNA by a small molecule ligand and suggests a possible explanation for the inconsistent behaviour of six-carbon linked bis-acridines in previous assays of DNA bis-intercalation.

Design of a minimum variance multiple input-multiple output neuro self-tuning proportional-integral-derivative controller for non-linear dynamic systems

In this study a minimum variance neuro self-tuning proportional-integral-derivative (PID) controller is designed for complex multiple input-multiple output (MIMO) dynamic systems. An approximation model is constructed, which consists of two functional blocks. The first block uses a linear submodel to approximate dominant system dynamics around a selected number of operating points. The second block is used as an error agent, implemented by a neural network, to accommodate the inaccuracy possibly introduced by the linear submodel approximation, various complexities/uncertainties, and complicated coupling effects frequently exhibited in non-linear MIMO dynamic systems. With the proposed model structure, controller design of an MIMO plant with n inputs and n outputs could be, for example, decomposed into n independent single input-single output (SISO) subsystem designs. The effectiveness of the controller design procedure is initially verified through simulations of industrial examples.

Electronic energy transfer in a dinuclear Ru/Os complex containing a photoresponsive dithienylethene derivative as bridging ligand

In order to build up a multicomponent system able to perform useful light-induced functions, a dithienylethene-bridged heterodinuclear metal complex (Ru/Os) has been prepared. The compound was characterized and its photophysical properties studied in detail.

A neural network enhanced generalized minimum variance self-tuning proportional, integral and derivative control algorithm for complex dynamic systems

A neural network enhanced proportional, integral and derivative (PID) controller is presented that combines the attributes of neural network learning with a generalized minimum-variance self-tuning control (STC) strategy. The neuro PID controller is structured with plant model identification and PID parameter tuning. The plants to be controlled are approximated by an equivalent model composed of a simple linear submodel to approximate plant dynamics around operating points, plus an error agent to accommodate the errors induced by linear submodel inaccuracy due to non-linearities and other complexities. A generalized recursive least-squares algorithm is used to identify the linear submodel, and a layered neural network is used to detect the error agent in which the weights are updated on the basis of the error between the plant output and the output from the linear submodel. The procedure for controller design is based on the equivalent model, and therefore the error agent is naturally functioned within the control law. In this way the controller can deal not only with a wide range of linear dynamic plants but also with those complex plants characterized by severe non-linearity, uncertainties and non-minimum phase behaviours. Two simulation studies are provided to demonstrate the effectiveness of the controller design procedure.

Self-tuning proportional, integral and derivative controller based on genetic algorithm least squares

A self-tuning proportional, integral and derivative control scheme based on genetic algorithms (GAs) is proposed and applied to the control of a real industrial plant. This paper explores the improvement in the parameter estimator, which is an essential part of an adaptive controller, through the hybridization of recursive least-squares algorithms by making use of GAs and the possibility of the application of GAs to the control of industrial processes. Both the simulation results and the experiments on a real plant show that the proposed scheme can be applied effectively.

Eliminativism about derivative prima facie duties

Ross divides prima facie duties into derivative and foundational ones, but seems to understand the notion of a derivative prima facie duty in two very different ways. Sometimes he understands them in a non-eliminativist way. According to this understanding, basic prima facie duties ground distinct derivative ones. According to the eliminativist understanding, basic duties do not ground distinct derivative duties, but replace (eliminate) them. On the eliminativist view, discovering that a prima facie duty is derivative is discovering that it is not genuine. The genuine one is the basic one. I argue that Ross is best understood as an eliminativist.