A mathematical programming approach to optimal Markovian switching of Poisson arrival streams to queueing systems

Motivated by certain situations in manufacturing systems and communication networks, we look into the problem of maximizing the profit in a queueing system with linear reward and cost structure and having a choice of selecting the streams of Poisson arrivals according to an independent Markov chain. We view the system as a MMPP/GI/1 queue and seek to maximize the profits by optimally choosing the stationary probabilities of the modulating Markov chain. We consider two formulations of the optimization problem. The first one (which we call the PUT problem) seeks to maximize the profit per unit time whereas the second one considers the maximization of the profit per accepted customer (the PAC problem). In each of these formulations, we explore three separate problems. In the first one, the constraints come from bounding the utilization of an infinite capacity server; in the second one the constraints arise from bounding the mean queue length of the same queue; and in the third one the finite capacity of the buffer reflect as a set of constraints. In the problems bounding the utilization factor of the queue, the solutions are given by essentially linear programs, while the problems with mean queue length constraints are linear programs if the service is exponentially distributed. The problems modeling the finite capacity queue are non-convex programs for which global maxima can be found. There is a rich relationship between the solutions of the PUT and PAC problems. In particular, the PUT solutions always make the server work at a utilization factor that is no less than that of the PAC solutions.

Distributed nonlinear optimization algorithms for general network problems

There are a number of large networks which occur in many problems dealing with the flow of power, communication signals, water, gas, transportable goods, etc. Both design and planning of these networks involve optimization problems. The first part of this paper introduces the common characteristics of a nonlinear network (the network may be linear, the objective function may be non linear, or both may be nonlinear). The second part develops a mathematical model trying to put together some important constraints based on the abstraction for a general network. The third part deals with solution procedures; it converts the network to a matrix based system of equations, gives the characteristics of the matrix and suggests two solution procedures, one of them being a new one. The fourth part handles spatially distributed networks and evolves a number of decomposition techniques so that we can solve the problem with the help of a distributed computer system. Algorithms for parallel processors and spatially distributed systems have been described.There are a number of common features that pertain to networks. A network consists of a set of nodes and arcs. In addition at every node, there is a possibility of an input (like power, water, message, goods etc) or an output or none. Normally, the network equations describe the flows amoungst nodes through the arcs. These network equations couple variables associated with nodes. Invariably, variables pertaining to arcs are constants; the result required will be flows through the arcs. To solve the normal base problem, we are given input flows at nodes, output flows at nodes and certain physical constraints on other variables at nodes and we should find out the flows through the network (variables at nodes will be referred to as across variables).The optimization problem involves in selecting inputs at nodes so as to optimise an objective function; the objective may be a cost function based on the inputs to be minimised or a loss function or an efficiency function. The above mathematical model can be solved using Lagrange Multiplier technique since the equalities are strong compared to inequalities. The Lagrange multiplier technique divides the solution procedure into two stages per iteration. Stage one calculates the problem variables % and stage two the multipliers lambda. It is shown that the Jacobian matrix used in stage one (for solving a nonlinear system of necessary conditions) occurs in the stage two also.A second solution procedure has also been imbedded into the first one. This is called total residue approach. It changes the equality constraints so that we can get faster convergence of the iterations.Both solution procedures are found to coverge in 3 to 7 iterations for a sample network.The availability of distributed computer systems — both LAN and WAN — suggest the need for algorithms to solve the optimization problems. Two types of algorithms have been proposed — one based on the physics of the network and the other on the property of the Jacobian matrix. Three algorithms have been deviced, one of them for the local area case. These algorithms are called as regional distributed algorithm, hierarchical regional distributed algorithm (both using the physics properties of the network), and locally distributed algorithm (a multiprocessor based approach with a local area network configuration). The approach used was to define an algorithm that is faster and uses minimum communications. These algorithms are found to converge at the same rate as the non distributed (unitary) case.

Connectionist approach for global optimization

A connectionist approach for global optimization is proposed. The standard function set is tested. Results obtained, in the case of large scale problems, indicate excellent scalability of the proposed approach

A Comparative Study of the Formulations for Topology Optimization of Compliant Mechanisms

The topology optimization problem for the synthesis of compliant mechanisms has been formulated in many different ways in the last 15 years, but there is not yet a definitive formulation that is universally accepted. Furthermore, there are two unresolved issues in this problem. In this paper, we present a comparative study of five distinctly different formulations that are reported in the literature. Three benchmark examples are solved with these formulations using the same input and output specifications and the same numerical optimization algorithm. A total of 35 different synthesis examples are implemented. The examples are limited to desired instantaneous output direction for prescribed input force direction. Hence, this study is limited to linear elastic modeling with small deformations. Two design parameterizations, namely, the frame element based ground structure and the density approach using continuum elements, are used. The obtained designs are evaluated with all other objective functions and are compared with each other. The checkerboard patterns, point flexures, the ability to converge from an unbiased uniform initial guess, and the computation time are analyzed. Some observations are noted based on the extensive implementation done in this study. Complete details of the benchmark problems and the results are included. The computer codes related to this study are made available on the internet for ready access.

Robust Approach for Identification of Bad Data in State Estimation Using SLP Technique

This paper proposes a new approach for solving the state estimation problem. The approach is aimed at producing a robust estimator that rejects bad data, even if they are associated with leverage-point measurements. This is achieved by solving a sequence of Linear Programming (LP) problems. Optimization is carried via a new algorithm which is a combination of “upper bound optimization technique" and “an improved algorithm for discrete linear approximation". In this formulation of the LP problem, in addition to the constraints corresponding to the measurement set, constraints corresponding to bounds of state variables are also involved, which enables the LP problem more efficient in rejecting bad data, even if they are associated with leverage-point measurements. Results of the proposed estimator on IEEE 39-bus system and a 24-bus EHV equivalent system of the southern Indian grid are presented for illustrative purpose.

A UNIFIED APPROACH FOR OPTIMIZATION OF SNAKUSCULES AND OVUSCULES

Automated image segmentation techniques are useful tools in biological image analysis and are an essential step in tracking applications. Typically, snakes or active contours are used for segmentation and they evolve under the influence of certain internal and external forces. Recently, a new class of shape-specific active contours have been introduced, which are known as Snakuscules and Ovuscules. These contours are based on a pair of concentric circles and ellipses as the shape templates, and the optimization is carried out by maximizing a contrast function between the outer and inner templates. In this paper, we present a unified approach to the formulation and optimization of Snakuscules and Ovuscules by considering a specific form of affine transformations acting on a pair of concentric circles. We show how the parameters of the affine transformation may be optimized for, to generate either Snakuscules or Ovuscules. Our approach allows for a unified formulation and relies only on generic regularization terms and not shape-specific regularization functions. We show how the calculations of the partial derivatives may be made efficient thanks to the Green's theorem. Results on synthesized as well as real data are presented.

A practical approach for cross-functional vehicle body weight optimization

The goal of optimization in vehicle design is often blurred by the myriads of requirements belonging to attributes that may not be quite related. If solutions are sought by optimizing attribute performance-related objectives separately starting with a common baseline design configuration as in a traditional design environment, it becomes an arduous task to integrate the potentially conflicting solutions into one satisfactory design. It may be thus more desirable to carry out a combined multi-disciplinary design optimization (MDO) with vehicle weight as an objective function and cross-functional attribute performance targets as constraints. For the particular case of vehicle body structure design, the initial design is likely to be arrived at taking into account styling, packaging and market-driven requirements. The problem with performing a combined cross-functional optimization is the time associated with running such CAE algorithms that can provide a single optimal solution for heterogeneous areas such as NVH and crash safety. In the present paper, a practical MDO methodology is suggested that can be applied to weight optimization of automotive body structures by specifying constraints on frequency and crash performance. Because of the reduced number of cases to be analyzed for crash safety in comparison with other MDO approaches, the present methodology can generate a single size-optimized solution without having to take recourse to empirical techniques such as response surface-based prediction of crash performance and associated successive response surface updating for convergence. An example of weight optimization of spaceframe-based BIW of an aluminum-intensive vehicle is given to illustrate the steps involved in the current optimization process.

Topology optimization-based design of a compliant aircraft compliant aircraft wing for morphing leading and trailing edges

In this paper, we present a methodology for designing a compliant aircraft wing, which can morph from a given airfoil shape to another given shape under the actuation of internal forces and can offer sufficient stiffness in both configurations under the respective aerodynamic loads. The least square error in displacements, Fourier descriptors, geometric moments, and moment invariants are studied to compare candidate shapes and to pose the optimization problem. Their relative merits and demerits are discussed in this paper. The `frame finite element ground structure' approach is used for topology optimization and the resulting solutions are converted to continuum solutions. The introduction of a notch-like feature is the key to the success of the design. It not only gives a good match for the target morphed shape for the leading and trailing edges but also minimizes the extension of the flexible skin that is to be put on the airfoil frame. Even though linear small-displacement elastic analysis is used in optimization, the obtained designs are analysed for large displacement behavior. The methodology developed here is not restricted to aircraft wings; it can be used to solve any shape-morphing requirement in flexible structures and compliant mechanisms.

State estimation in power systems using linear model infinity norm-based trust region approach

State estimation is one of the most important functions in an energy control centre. An computationally efficient state estimator which is free from numerical instability/ill-conditioning is essential for security assessment of electric power grid. Whereas approaches to successfully overcome the numerical ill-conditioning issues have been proposed, an efficient algorithm for addressing the convergence issues in the presence of topological errors is yet to be evolved. Trust region (TR) methods have been successfully employed to overcome the divergence problem to certain extent. In this study, case studies are presented where the conventional algorithms including the existing TR methods would fail to converge. A linearised model-based TR method for successfully overcoming the convergence issues is proposed. On the computational front, unlike the existing TR methods for state estimation which employ quadratic models, the proposed linear model-based estimator is computationally efficient because the model minimiser can be computed in a single step. The model minimiser at each step is computed by minimising the linearised model in the presence of TR and measurement mismatch constraints. The infinity norm is used to define the geometry of the TR. Measurement mismatch constraints are employed to improve the accuracy. The proposed algorithm is compared with the quadratic model-based TR algorithm with case studies on the IEEE 30-bus system, 205-bus and 514-bus equivalent systems of part of Indian grid.

A transform approach to linear network coding for acyclic networks with delay

The algebraic formulation for linear network coding in acyclic networks with each link having an integer delay is well known. Based on this formulation, for a given set of connections over an arbitrary acyclic network with integer delay assumed for the links, the output symbols at the sink nodes at any given time instant is a Fq-linear combination of the input symbols across different generations, where Fq denotes the field over which the network operates. We use finite-field discrete Fourier transform (DFT) to convert the output symbols at the sink nodes at any given time instant into a Fq-linear combination of the input symbols generated during the same generation. We call this as transforming the acyclic network with delay into n-instantaneous networks (n is sufficiently large). We show that under certain conditions, there exists a network code satisfying sink demands in the usual (non-transform) approach if and only if there exists a network code satisfying sink demands in the transform approach. Furthermore, assuming time invariant local encoding kernels, we show that the transform method can be employed to achieve half the rate corresponding to the individual source-destination mincut (which are assumed to be equal to 1) for some classes of three-source three-destination multiple unicast network with delays using alignment strategies when the zero-interference condition is not satisfied.

A perturbed martingale approach to global optimization

A new global stochastic search, guided mainly through derivative-free directional information computable from the sample statistical moments of the design variables within a Monte Carlo setup, is proposed. The search is aided by imparting to the directional update term additional layers of random perturbations referred to as `coalescence' and `scrambling'. A selection step, constituting yet another avenue for random perturbation, completes the global search. The direction-driven nature of the search is manifest in the local extremization and coalescence components, which are posed as martingale problems that yield gain-like update terms upon discretization. As anticipated and numerically demonstrated, to a limited extent, against the problem of parameter recovery given the chaotic response histories of a couple of nonlinear oscillators, the proposed method appears to offer a more rational, more accurate and faster alternative to most available evolutionary schemes, prominently the particle swarm optimization. (C) 2014 Elsevier B.V. All rights reserved.

An Eigen Approach to Transmit Beamforming in Wireless Networks With Single Antenna Receivers

In this paper, we propose an eigen framework for transmit beamforming for single-hop and dual-hop network models with single antenna receivers. In cases where number of receivers is not more than three, the proposed Eigen approach is vastly superior in terms of ease of implementation and computational complexity compared with the existing convex-relaxation-based approaches. The essential premise is that the precoding problems can be posed as equivalent optimization problems of searching for an optimal vector in the joint numerical range of Hermitian matrices. We show that the latter problem has two convex approximations: the first one is a semi-definite program that yields a lower bound on the solution, and the second one is a linear matrix inequality that yields an upper bound on the solution. We study the performance of the proposed and existing techniques using numerical simulations.

A bottom-up approach for optimization of friction stir processing parameters; a study on aluminium 2024-T3 alloy

Friction stir processing (FSP) is emerging as one of the most competent severe plastic deformation (SPD) method for producing bulk ultra-fine grained materials with improved properties. Optimizing the process parameters for a defect free process is one of the challenging aspects of FSP to mark its commercial use. For the commercial aluminium alloy 2024-T3 plate of 6 mm thickness, a bottom-up approach has been attempted to optimize major independent parameters of the process such as plunge depth, tool rotation speed and traverse speed. Tensile properties of the optimum friction stir processed sample were correlated with the microstructural characterization done using Scanning Electron Microscope (SEM) and Electron Back-Scattered Diffraction (EBSD). Optimum parameters from the bottom-up approach have led to a defect free FSP having a maximum strength of 93% the base material strength. Micro tensile testing of the samples taken from the center of processed zone has shown an increased strength of 1.3 times the base material. Measured maximum longitudinal residual stress on the processed surface was only 30 MPa which was attributed to the solid state nature of FSP. Microstructural observation reveals significant grain refinement with less variation in the grain size across the thickness and a large amount of grain boundary precipitation compared to the base metal. The proposed experimental bottom-up approach can be applied as an effective method for optimizing parameters during FSP of aluminium alloys, which is otherwise difficult through analytical methods due to the complex interactions between work-piece, tool and process parameters. Precipitation mechanisms during FSP were responsible for the fine grained microstructure in the nugget zone that provided better mechanical properties than the base metal. (C) 2014 Elsevier Ltd. All rights reserved.