Use of information on the manufacture of samples for the optical characterization of multilayers through a global optimization

We present a procedure for the optical characterization of thin-film stacks from spectrophotometric data. The procedure overcomes the intrinsic limitations arising in the numerical determination of manyparameters from reflectance or transmittance spectra measurements. The key point is to use all theinformation available from the manufacturing process in a single global optimization process. The method is illustrated by a case study of solgel applications.

Identifying the preferred subset of enzymatic profiles in nonlinear kinetic metabolic models via multiobjective global optimization and pareto filters

Optimization models in metabolic engineering and systems biology focus typically on optimizing a unique criterion, usually the synthesis rate of a metabolite of interest or the rate of growth. Connectivity and non-linear regulatory effects, however, make it necessary to consider multiple objectives in order to identify useful strategies that balance out different metabolic issues. This is a fundamental aspect, as optimization of maximum yield in a given condition may involve unrealistic values in other key processes. Due to the difficulties associated with detailed non-linear models, analysis using stoichiometric descriptions and linear optimization methods have become rather popular in systems biology. However, despite being useful, these approaches fail in capturing the intrinsic nonlinear nature of the underlying metabolic systems and the regulatory signals involved. Targeting more complex biological systems requires the application of global optimization methods to non-linear representations. In this work we address the multi-objective global optimization of metabolic networks that are described by a special class of models based on the power-law formalism: the generalized mass action (GMA) representation. Our goal is to develop global optimization methods capable of efficiently dealing with several biological criteria simultaneously. In order to overcome the numerical difficulties of dealing with multiple criteria in the optimization, we propose a heuristic approach based on the epsilon constraint method that reduces the computational burden of generating a set of Pareto optimal alternatives, each achieving a unique combination of objectives values. To facilitate the post-optimal analysis of these solutions and narrow down their number prior to being tested in the laboratory, we explore the use of Pareto filters that identify the preferred subset of enzymatic profiles. We demonstrate the usefulness of our approach by means of a case study that optimizes the ethanol production in the fermentation of Saccharomyces cerevisiae.

On the use of convex underestimators in global optimization

Många kvantitativa problem från vitt skilda områden kan beskrivas som optimeringsproblem. Ett mått på lösningens kvalitet bör optimeras samtidigt som vissa villkor på lösningen uppfylls. Kvalitetsmåttet kallas vanligen objektfunktion och kan beskriva kostnader (exempelvis produktion, logistik), potentialenergi (molekylmodellering, proteinveckning), risk (finans, försäkring) eller något annat relevant mått. I min doktorsavhandling diskuteras speciellt icke-linjär programmering, NLP, i ändliga dimensioner. Problem med enkel struktur, till exempel någon form av konvexitet, kan lösas effektivt. Tyvärr kan inte alla kvantitativa samband modelleras på ett konvext vis. Icke-konvexa problem kan angripas med heuristiska metoder, algoritmer som söker lösningar med hjälp av deterministiska eller stokastiska tumregler. Ibland fungerar det här väl, men heuristikerna kan sällan garantera kvaliteten på lösningen eller ens att en lösning påträffas. För vissa tillämpningar är det här oacceptabelt. Istället kan man tillämpa så kallad global optimering. Genom att successivt dela variabeldomänen i mindre delar och beräkna starkare gränser på det optimala värdet hittas en lösning inom feltoleransen. Den här metoden kallas branch-and-bound, ungefär dela-och-begränsa. För att ge undre gränser (vid minimering) approximeras problemet med enklare problem, till exempel konvexa, som kan lösas effektivt. I avhandlingen studeras tillvägagångssätt för att approximera differentierbara funktioner med konvexa underskattningar, speciellt den så kallade alphaBB-metoden. Denna metod adderar störningar av en viss form och garanterar konvexitet genom att sätta villkor på den perturberade Hessematrisen. Min forskning har lyft fram en naturlig utvidgning av de perturbationer som används i alphaBB. Nya metoder för att bestämma underskattningsparametrar har beskrivits och jämförts. I sammanfattningsdelen diskuteras global optimering ur bredare perspektiv på optimering och beräkningsalgoritmer.

Efficient Optimization Algorithms for Nonlinear Data Analysis

Identification of low-dimensional structures and main sources of variation from multivariate data are fundamental tasks in data analysis. Many methods aimed at these tasks involve solution of an optimization problem. Thus, the objective of this thesis is to develop computationally efficient and theoretically justified methods for solving such problems. Most of the thesis is based on a statistical model, where ridges of the density estimated from the data are considered as relevant features. Finding ridges, that are generalized maxima, necessitates development of advanced optimization methods. An efficient and convergent trust region Newton method for projecting a point onto a ridge of the underlying density is developed for this purpose. The method is utilized in a differential equation-based approach for tracing ridges and computing projection coordinates along them. The density estimation is done nonparametrically by using Gaussian kernels. This allows application of ridge-based methods with only mild assumptions on the underlying structure of the data. The statistical model and the ridge finding methods are adapted to two different applications. The first one is extraction of curvilinear structures from noisy data mixed with background clutter. The second one is a novel nonlinear generalization of principal component analysis (PCA) and its extension to time series data. The methods have a wide range of potential applications, where most of the earlier approaches are inadequate. Examples include identification of faults from seismic data and identification of filaments from cosmological data. Applicability of the nonlinear PCA to climate analysis and reconstruction of periodic patterns from noisy time series data are also demonstrated. Other contributions of the thesis include development of an efficient semidefinite optimization method for embedding graphs into the Euclidean space. The method produces structure-preserving embeddings that maximize interpoint distances. It is primarily developed for dimensionality reduction, but has also potential applications in graph theory and various areas of physics, chemistry and engineering. Asymptotic behaviour of ridges and maxima of Gaussian kernel densities is also investigated when the kernel bandwidth approaches infinity. The results are applied to the nonlinear PCA and to finding significant maxima of such densities, which is a typical problem in visual object tracking.

Revisiting optimization algorithms for maximum likelihood estimation

Parmi les méthodes d’estimation de paramètres de loi de probabilité en statistique, le maximum de vraisemblance est une des techniques les plus populaires, comme, sous des conditions l´egères, les estimateurs ainsi produits sont consistants et asymptotiquement efficaces. Les problèmes de maximum de vraisemblance peuvent être traités comme des problèmes de programmation non linéaires, éventuellement non convexe, pour lesquels deux grandes classes de méthodes de résolution sont les techniques de région de confiance et les méthodes de recherche linéaire. En outre, il est possible d’exploiter la structure de ces problèmes pour tenter d’accélerer la convergence de ces méthodes, sous certaines hypothèses. Dans ce travail, nous revisitons certaines approches classiques ou récemment d´eveloppées en optimisation non linéaire, dans le contexte particulier de l’estimation de maximum de vraisemblance. Nous développons également de nouveaux algorithmes pour résoudre ce problème, reconsidérant différentes techniques d’approximation de hessiens, et proposons de nouvelles méthodes de calcul de pas, en particulier dans le cadre des algorithmes de recherche linéaire. Il s’agit notamment d’algorithmes nous permettant de changer d’approximation de hessien et d’adapter la longueur du pas dans une direction de recherche fixée. Finalement, nous évaluons l’efficacité numérique des méthodes proposées dans le cadre de l’estimation de modèles de choix discrets, en particulier les modèles logit mélangés.

Search space pruning and global optimization of multiple gravity assist trajectories with deep space manoeuvres

This paper deals with the design of optimal multiple gravity assist trajectories with deep space manoeuvres. A pruning method which considers the sequential nature of the problem is presented. The method locates feasible vectors using local optimization and applies a clustering algorithm to find reduced bounding boxes which can be used in a subsequent optimization step. Since multiple local minima remain within the pruned search space, the use of a global optimization method, such as Differential Evolution, is suggested for finding solutions which are likely to be close to the global optimum. Two case studies are presented.

Optimization algorithms in FMRF model-based segmentation for LIDAR data and co-registered bands

In this paper, a fuzzy Markov random field (FMRF) model is used to segment land-objects into free, grass, building, and road regions by fusing remotely, sensed LIDAR data and co-registered color bands, i.e. scanned aerial color (RGB) photo and near infra-red (NIR) photo. An FMRF model is defined as a Markov random field (MRF) model in a fuzzy domain. Three optimization algorithms in the FMRF model, i.e. Lagrange multiplier (LM), iterated conditional mode (ICM), and simulated annealing (SA), are compared with respect to the computational cost and segmentation accuracy. The results have shown that the FMRF model-based ICM algorithm balances the computational cost and segmentation accuracy in land-cover segmentation from LIDAR data and co-registered bands.

Distributed parallelization of greedy Mobile Network Optimization algorithms

The Mobile Network Optimization (MNO) technologies have advanced at a tremendous pace in recent years. And the Dynamic Network Optimization (DNO) concept emerged years ago, aimed to continuously optimize the network in response to variations in network traffic and conditions. Yet, DNO development is still at its infancy, mainly hindered by a significant bottleneck of the lengthy optimization runtime. This paper identifies parallelism in greedy MNO algorithms and presents an advanced distributed parallel solution. The solution is designed, implemented and applied to real-life projects whose results yield a significant, highly scalable and nearly linear speedup up to 6.9 and 14.5 on distributed 8-core and 16-core systems respectively. Meanwhile, optimization outputs exhibit self-consistency and high precision compared to their sequential counterpart. This is a milestone in realizing the DNO. Further, the techniques may be applied to similar greedy optimization algorithm based applications.

Asynchronous distributed parallelization of mobile network optimization algorithms

It has been years since the introduction of the Dynamic Network Optimization (DNO) concept, yet the DNO development is still at its infant stage, largely due to a lack of breakthrough in minimizing the lengthy optimization runtime. Our previous work, a distributed parallel solution, has achieved a significant speed gain. To cater for the increased optimization complexity pressed by the uptake of smartphones and tablets, however, this paper examines the potential areas for further improvement and presents a novel asynchronous distributed parallel design that minimizes the inter-process communications. The new approach is implemented and applied to real-life projects whose results demonstrate an augmented acceleration of 7.5 times on a 16-core distributed system compared to 6.1 of our previous solution. Moreover, there is no degradation in the optimization outcome. This is a solid sprint towards the realization of DNO.

MODELING VERY LONG BASELINE INTERFEROMETRIC IMAGES WITH THE CROSS-ENTROPY GLOBAL OPTIMIZATION TECHNIQUE

We present a new technique for obtaining model fittings to very long baseline interferometric images of astrophysical jets. The method minimizes a performance function proportional to the sum of the squared difference between the model and observed images. The model image is constructed by summing N(s) elliptical Gaussian sources characterized by six parameters: two-dimensional peak position, peak intensity, eccentricity, amplitude, and orientation angle of the major axis. We present results for the fitting of two main benchmark jets: the first constructed from three individual Gaussian sources, the second formed by five Gaussian sources. Both jets were analyzed by our cross-entropy technique in finite and infinite signal-to-noise regimes, the background noise chosen to mimic that found in interferometric radio maps. Those images were constructed to simulate most of the conditions encountered in interferometric images of active galactic nuclei. We show that the cross-entropy technique is capable of recovering the parameters of the sources with a similar accuracy to that obtained from the very traditional Astronomical Image Processing System Package task IMFIT when the image is relatively simple (e. g., few components). For more complex interferometric maps, our method displays superior performance in recovering the parameters of the jet components. Our methodology is also able to show quantitatively the number of individual components present in an image. An additional application of the cross-entropy technique to a real image of a BL Lac object is shown and discussed. Our results indicate that our cross-entropy model-fitting technique must be used in situations involving the analysis of complex emission regions having more than three sources, even though it is substantially slower than current model-fitting tasks (at least 10,000 times slower for a single processor, depending on the number of sources to be optimized). As in the case of any model fitting performed in the image plane, caution is required in analyzing images constructed from a poorly sampled (u, v) plane.

Continuous GRASP with a local active-set method for bound-constrained global optimization

Global optimization seeks a minimum or maximum of a multimodal function over a discrete or continuous domain. In this paper, we propose a hybrid heuristic-based on the CGRASP and GENCAN methods-for finding approximate solutions for continuous global optimization problems subject to box constraints. Experimental results illustrate the relative effectiveness of CGRASP-GENCAN on a set of benchmark multimodal test functions.

A common Tabu search algorithm for the global optimization of engineering problems

A novel common Tabu algorithm for global optimizations of engineering problems is presented. The robustness and efficiency of the presented method are evaluated by using standard mathematical functions and hy solving a practical engineering problem. The numerical results show that the proposed method is (i) superior to the conventional Tabu search algorithm in robustness, and (ii) superior to the simulated annealing algorithm in efficiency. (C) 2001 Elsevier B.V. B.V. All rights reserved.

New Optimization Algorithms for Structural Reliability Analysis

Solution of structural reliability problems by the First Order method require optimization algorithms to find the smallest distance between a limit state function and the origin of standard Gaussian space. The Hassofer-Lind-Rackwitz-Fiessler (HLRF) algorithm, developed specifically for this purpose, has been shown to be efficient but not robust, as it fails to converge for a significant number of problems. On the other hand, recent developments in general (augmented Lagrangian) optimization techniques have not been tested in aplication to structural reliability problems. In the present article, three new optimization algorithms for structural reliability analysis are presented. One algorithm is based on the HLRF, but uses a new differentiable merit function with Wolfe conditions to select step length in linear search. It is shown in the article that, under certain assumptions, the proposed algorithm generates a sequence that converges to the local minimizer of the problem. Two new augmented Lagrangian methods are also presented, which use quadratic penalties to solve nonlinear problems with equality constraints. Performance and robustness of the new algorithms is compared to the classic augmented Lagrangian method, to HLRF and to the improved HLRF (iHLRF) algorithms, in the solution of 25 benchmark problems from the literature. The new proposed HLRF algorithm is shown to be more robust than HLRF or iHLRF, and as efficient as the iHLRF algorithm. The two augmented Lagrangian methods proposed herein are shown to be more robust and more efficient than the classical augmented Lagrangian method.

A COMPARATIVE STUDY OF HEURISTIC OPTIMIZATION ALGORITHMS

Heuristic optimization algorithms are of great importance for reaching solutions to various real world problems. These algorithms have a wide range of applications such as cost reduction, artificial intelligence, and medicine. By the term cost, one could imply that that cost is associated with, for instance, the value of a function of several independent variables. Often, when dealing with engineering problems, we want to minimize the value of a function in order to achieve an optimum, or to maximize another parameter which increases with a decrease in the cost (the value of this function). The heuristic cost reduction algorithms work by finding the optimum values of the independent variables for which the value of the function (the “cost”) is the minimum. There is an abundance of heuristic cost reduction algorithms to choose from. We will start with a discussion of various optimization algorithms such as Memetic algorithms, force-directed placement, and evolution-based algorithms. Following this initial discussion, we will take up the working of three algorithms and implement the same in MATLAB. The focus of this report is to provide detailed information on the working of three different heuristic optimization algorithms, and conclude with a comparative study on the performance of these algorithms when implemented in MATLAB. In this report, the three algorithms we will take in to consideration will be the non-adaptive simulated annealing algorithm, the adaptive simulated annealing algorithm, and random restart hill climbing algorithm. The algorithms are heuristic in nature, that is, the solution these achieve may not be the best of all the solutions but provide a means to reach a quick solution that may be a reasonably good solution without taking an indefinite time to implement.