960 resultados para multiple-try Metropolis algorithm
Resumo:
The problem of optimal design of a multi-gravity-assist space trajectories, with free number of deep space maneuvers (MGADSM) poses multi-modal cost functions. In the general form of the problem, the number of design variables is solution dependent. To handle global optimization problems where the number of design variables varies from one solution to another, two novel genetic-based techniques are introduced: hidden genes genetic algorithm (HGGA) and dynamic-size multiple population genetic algorithm (DSMPGA). In HGGA, a fixed length for the design variables is assigned for all solutions. Independent variables of each solution are divided into effective and ineffective (hidden) genes. Hidden genes are excluded in cost function evaluations. Full-length solutions undergo standard genetic operations. In DSMPGA, sub-populations of fixed size design spaces are randomly initialized. Standard genetic operations are carried out for a stage of generations. A new population is then created by reproduction from all members based on their relative fitness. The resulting sub-populations have different sizes from their initial sizes. The process repeats, leading to increasing the size of sub-populations of more fit solutions. Both techniques are applied to several MGADSM problems. They have the capability to determine the number of swing-bys, the planets to swing by, launch and arrival dates, and the number of deep space maneuvers as well as their locations, magnitudes, and directions in an optimal sense. The results show that solutions obtained using the developed tools match known solutions for complex case studies. The HGGA is also used to obtain the asteroids sequence and the mission structure in the global trajectory optimization competition (GTOC) problem. As an application of GA optimization to Earth orbits, the problem of visiting a set of ground sites within a constrained time frame is solved. The J2 perturbation and zonal coverage are considered to design repeated Sun-synchronous orbits. Finally, a new set of orbits, the repeated shadow track orbits (RSTO), is introduced. The orbit parameters are optimized such that the shadow of a spacecraft on the Earth visits the same locations periodically every desired number of days.
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We present Tethered Monte Carlo, a simple, general purpose method of computing the effective potential of the order parameter (Helmholtz free energy). This formalism is based on a new statistical ensemble, closely related to the micromagnetic one, but with an extended configuration space (through Creutz-like demons). Canonical averages for arbitrary values of the external magnetic field are computed without additional simulations. The method is put to work in the two-dimensional Ising model, where the existence of exact results enables us to perform high precision checks. A rather peculiar feature of our implementation, which employs a local Metropolis algorithm, is the total absence, within errors, of critical slowing down for magnetic observables. Indeed, high accuracy results are presented for lattices as large as L = 1024.
Resumo:
We present Tethered Monte Carlo, a simple, general purpose method of computing the effective potential of the order parameter (Helmholtz free energy). This formalism is based on a new statistical ensemble, closely related to the micromagnetic one, but with an extended configuration space (through Creutz-like demons). Canonical averages for arbitrary values of the external magnetic field are computed without additional simulations. The method is put to work in the two-dimensional Ising model, where the existence of exact results enables us to perform high precision checks. A rather peculiar feature of our implementation, which employs a local Metropolis algorithm, is the total absence, within errors, of critical slowing down for magnetic observables. Indeed, high accuracy results are presented for lattices as large as L = 1024.
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The authors would like to express their gratitude to organizations and people that supported this research. Piotr Omenzetter’s work within the Lloyd’s Register Foundation Centre for Safety and Reliability Engineering at the University of Aberdeen is supported by Lloyd’s Register Foundation. The Foundation helps to protect life and property by supporting engineering-related education, public engagement and the application of research. Ben Ryder of Aurecon and Graeme Cummings of HEB Construction assisted in obtaining access to the bridge and information for modelling. Luke Williams and Graham Bougen, undergraduate research students, assisted with testing.
Resumo:
The U.S. railroad companies spend billions of dollars every year on railroad track maintenance in order to ensure safety and operational efficiency of their railroad networks. Besides maintenance costs, other costs such as train accident costs, train and shipment delay costs and rolling stock maintenance costs are also closely related to track maintenance activities. Optimizing the track maintenance process on the extensive railroad networks is a very complex problem with major cost implications. Currently, the decision making process for track maintenance planning is largely manual and primarily relies on the knowledge and judgment of experts. There is considerable potential to improve the process by using operations research techniques to develop solutions to the optimization problems on track maintenance. In this dissertation study, we propose a range of mathematical models and solution algorithms for three network-level scheduling problems on track maintenance: track inspection scheduling problem (TISP), production team scheduling problem (PTSP) and job-to-project clustering problem (JTPCP). TISP involves a set of inspection teams which travel over the railroad network to identify track defects. It is a large-scale routing and scheduling problem where thousands of tasks are to be scheduled subject to many difficult side constraints such as periodicity constraints and discrete working time constraints. A vehicle routing problem formulation was proposed for TISP, and a customized heuristic algorithm was developed to solve the model. The algorithm iteratively applies a constructive heuristic and a local search algorithm in an incremental scheduling horizon framework. The proposed model and algorithm have been adopted by a Class I railroad in its decision making process. Real-world case studies show the proposed approach outperforms the manual approach in short-term scheduling and can be used to conduct long-term what-if analyses to yield managerial insights. PTSP schedules capital track maintenance projects, which are the largest track maintenance activities and account for the majority of railroad capital spending. A time-space network model was proposed to formulate PTSP. More than ten types of side constraints were considered in the model, including very complex constraints such as mutual exclusion constraints and consecution constraints. A multiple neighborhood search algorithm, including a decomposition and restriction search and a block-interchange search, was developed to solve the model. Various performance enhancement techniques, such as data reduction, augmented cost function and subproblem prioritization, were developed to improve the algorithm. The proposed approach has been adopted by a Class I railroad for two years. Our numerical results show the model solutions are able to satisfy all hard constraints and most soft constraints. Compared with the existing manual procedure, the proposed approach is able to bring significant cost savings and operational efficiency improvement. JTPCP is an intermediate problem between TISP and PTSP. It focuses on clustering thousands of capital track maintenance jobs (based on the defects identified in track inspection) into projects so that the projects can be scheduled in PTSP. A vehicle routing problem based model and a multiple-step heuristic algorithm were developed to solve this problem. Various side constraints such as mutual exclusion constraints and rounding constraints were considered. The proposed approach has been applied in practice and has shown good performance in both solution quality and efficiency.
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Ant colony optimisation algorithms model the way ants use pheromones for marking paths to important locations in their environment. Pheromone traces are picked up, followed, and reinforced by other ants but also evaporate over time. Optimal paths attract more pheromone and less useful paths fade away. The main innovation of the proposed Multiple Pheromone Ant Clustering Algorithm (MPACA) is to mark objects using many pheromones, one for each value of each attribute describing the objects in multidimensional space. Every object has one or more ants assigned to each attribute value and the ants then try to find other objects with matching values, depositing pheromone traces that link them. Encounters between ants are used to determine when ants should combine their features to look for conjunctions and whether they should belong to the same colony. This paper explains the algorithm and explores its potential effectiveness for cluster analysis. © 2014 Springer International Publishing Switzerland.
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In this paper the continuous Verhulst dynamic model is used to synthesize a new distributed power control algorithm (DPCA) for use in direct sequence code division multiple access (DS-CDMA) systems. The Verhulst model was initially designed to describe the population growth of biological species under food and physical space restrictions. The discretization of the corresponding differential equation is accomplished via the Euler numeric integration (ENI) method. Analytical convergence conditions for the proposed DPCA are also established. Several properties of the proposed recursive algorithm, such as Euclidean distance from optimum vector after convergence, convergence speed, normalized mean squared error (NSE), average power consumption per user, performance under dynamics channels, and implementation complexity aspects, are analyzed through simulations. The simulation results are compared with two other DPCAs: the classic algorithm derived by Foschini and Miljanic and the sigmoidal of Uykan and Koivo. Under estimated errors conditions, the proposed DPCA exhibits smaller discrepancy from the optimum power vector solution and better convergence (under fixed and adaptive convergence factor) than the classic and sigmoidal DPCAs. (C) 2010 Elsevier GmbH. All rights reserved.
Resumo:
The resource constrained project scheduling problem (RCPSP) is a difficult problem in combinatorial optimization for which extensive investigation has been devoted to the development of efficient algorithms. During the last couple of years many heuristic procedures have been developed for this problem, but still these procedures often fail in finding near-optimal solutions. This paper proposes a genetic algorithm for the resource constrained project scheduling problem. The chromosome representation of the problem is based on random keys. The schedule is constructed using a heuristic priority rule in which the priorities and delay times of the activities are defined by the genetic algorithm. The approach was tested on a set of standard problems taken from the literature and compared with other approaches. The computational results validate the effectiveness of the proposed algorithm.
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BACKGROUND: Surveillance of multiple congenital anomalies is considered to be more sensitive for the detection of new teratogens than surveillance of all or isolated congenital anomalies. Current literature proposes the manual review of all cases for classification into isolated or multiple congenital anomalies. METHODS: Multiple anomalies were defined as two or more major congenital anomalies, excluding sequences and syndromes. A computer algorithm for classification of major congenital anomaly cases in the EUROCAT database according to International Classification of Diseases (ICD)v10 codes was programmed, further developed, and implemented for 1 year's data (2004) from 25 registries. The group of cases classified with potential multiple congenital anomalies were manually reviewed by three geneticists to reach a final agreement of classification as "multiple congenital anomaly" cases. RESULTS: A total of 17,733 cases with major congenital anomalies were reported giving an overall prevalence of major congenital anomalies at 2.17%. The computer algorithm classified 10.5% of all cases as "potentially multiple congenital anomalies". After manual review of these cases, 7% were agreed to have true multiple congenital anomalies. Furthermore, the algorithm classified 15% of all cases as having chromosomal anomalies, 2% as monogenic syndromes, and 76% as isolated congenital anomalies. The proportion of multiple anomalies varies by congenital anomaly subgroup with up to 35% of cases with bilateral renal agenesis. CONCLUSIONS: The implementation of the EUROCAT computer algorithm is a feasible, efficient, and transparent way to improve classification of congenital anomalies for surveillance and research.
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Background: Research in epistasis or gene-gene interaction detection for human complex traits has grown over the last few years. It has been marked by promising methodological developments, improved translation efforts of statistical epistasis to biological epistasis and attempts to integrate different omics information sources into the epistasis screening to enhance power. The quest for gene-gene interactions poses severe multiple-testing problems. In this context, the maxT algorithm is one technique to control the false-positive rate. However, the memory needed by this algorithm rises linearly with the amount of hypothesis tests. Gene-gene interaction studies will require a memory proportional to the squared number of SNPs. A genome-wide epistasis search would therefore require terabytes of memory. Hence, cache problems are likely to occur, increasing the computation time. In this work we present a new version of maxT, requiring an amount of memory independent from the number of genetic effects to be investigated. This algorithm was implemented in C++ in our epistasis screening software MBMDR-3.0.3. We evaluate the new implementation in terms of memory efficiency and speed using simulated data. The software is illustrated on real-life data for Crohn’s disease. Results: In the case of a binary (affected/unaffected) trait, the parallel workflow of MBMDR-3.0.3 analyzes all gene-gene interactions with a dataset of 100,000 SNPs typed on 1000 individuals within 4 days and 9 hours, using 999 permutations of the trait to assess statistical significance, on a cluster composed of 10 blades, containing each four Quad-Core AMD Opteron(tm) Processor 2352 2.1 GHz. In the case of a continuous trait, a similar run takes 9 days. Our program found 14 SNP-SNP interactions with a multiple-testing corrected p-value of less than 0.05 on real-life Crohn’s disease (CD) data. Conclusions: Our software is the first implementation of the MB-MDR methodology able to solve large-scale SNP-SNP interactions problems within a few days, without using much memory, while adequately controlling the type I error rates. A new implementation to reach genome-wide epistasis screening is under construction. In the context of Crohn’s disease, MBMDR-3.0.3 could identify epistasis involving regions that are well known in the field and could be explained from a biological point of view. This demonstrates the power of our software to find relevant phenotype-genotype higher-order associations.
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An improved algorithm for the generation of gridded window brightness temperatures is presented. The primary data source is the International Satellite Cloud Climatology Project, level B3 data, covering the period from July 1983 to the present. The algorithm rakes window brightness, temperatures from multiple satellites, both geostationary and polar orbiting, which have already been navigated and normalized radiometrically to the National Oceanic and Atmospheric Administration's Advanced Very High Resolution Radiometer, and generates 3-hourly global images on a 0.5 degrees by 0.5 degrees latitude-longitude grid. The gridding uses a hierarchical scheme based on spherical kernel estimators. As part of the gridding procedure, the geostationary data are corrected for limb effects using a simple empirical correction to the radiances, from which the corrected temperatures are computed. This is in addition to the application of satellite zenith angle weighting to downweight limb pixels in preference to nearer-nadir pixels. The polar orbiter data are windowed on the target time with temporal weighting to account for the noncontemporaneous nature of the data. Large regions of missing data are interpolated from adjacent processed images using a form of motion compensated interpolation based on the estimation of motion vectors using an hierarchical block matching scheme. Examples are shown of the various stages in the process. Also shown are examples of the usefulness of this type of data in GCM validation.
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In this paper, we develop a novel constrained recursive least squares algorithm for adaptively combining a set of given multiple models. With data available in an online fashion, the linear combination coefficients of submodels are adapted via the proposed algorithm.We propose to minimize the mean square error with a forgetting factor, and apply the sum to one constraint to the combination parameters. Moreover an l1-norm constraint to the combination parameters is also applied with the aim to achieve sparsity of multiple models so that only a subset of models may be selected into the final model. Then a weighted l2-norm is applied as an approximation to the l1-norm term. As such at each time step, a closed solution of the model combination parameters is available. The contribution of this paper is to derive the proposed constrained recursive least squares algorithm that is computational efficient by exploiting matrix theory. The effectiveness of the approach has been demonstrated using both simulated and real time series examples.