868 resultados para Nonlinear constrained optimization problems
Resumo:
The work presented in this thesis revolves around erasure correction coding, as applied to distributed data storage and real-time streaming communications.
First, we examine the problem of allocating a given storage budget over a set of nodes for maximum reliability. The objective is to find an allocation of the budget that maximizes the probability of successful recovery by a data collector accessing a random subset of the nodes. This optimization problem is challenging in general because of its combinatorial nature, despite its simple formulation. We study several variations of the problem, assuming different allocation models and access models, and determine the optimal allocation and the optimal symmetric allocation (in which all nonempty nodes store the same amount of data) for a variety of cases. Although the optimal allocation can have nonintuitive structure and can be difficult to find in general, our results suggest that, as a simple heuristic, reliable storage can be achieved by spreading the budget maximally over all nodes when the budget is large, and spreading it minimally over a few nodes when it is small. Coding would therefore be beneficial in the former case, while uncoded replication would suffice in the latter case.
Second, we study how distributed storage allocations affect the recovery delay in a mobile setting. Specifically, two recovery delay optimization problems are considered for a network of mobile storage nodes: the maximization of the probability of successful recovery by a given deadline, and the minimization of the expected recovery delay. We show that the first problem is closely related to the earlier allocation problem, and solve the second problem completely for the case of symmetric allocations. It turns out that the optimal allocations for the two problems can be quite different. In a simulation study, we evaluated the performance of a simple data dissemination and storage protocol for mobile delay-tolerant networks, and observed that the choice of allocation can have a significant impact on the recovery delay under a variety of scenarios.
Third, we consider a real-time streaming system where messages created at regular time intervals at a source are encoded for transmission to a receiver over a packet erasure link; the receiver must subsequently decode each message within a given delay from its creation time. For erasure models containing a limited number of erasures per coding window, per sliding window, and containing erasure bursts whose maximum length is sufficiently short or long, we show that a time-invariant intrasession code asymptotically achieves the maximum message size among all codes that allow decoding under all admissible erasure patterns. For the bursty erasure model, we also show that diagonally interleaved codes derived from specific systematic block codes are asymptotically optimal over all codes in certain cases. We also study an i.i.d. erasure model in which each transmitted packet is erased independently with the same probability; the objective is to maximize the decoding probability for a given message size. We derive an upper bound on the decoding probability for any time-invariant code, and show that the gap between this bound and the performance of a family of time-invariant intrasession codes is small when the message size and packet erasure probability are small. In a simulation study, these codes performed well against a family of random time-invariant convolutional codes under a number of scenarios.
Finally, we consider the joint problems of routing and caching for named data networking. We propose a backpressure-based policy that employs virtual interest packets to make routing and caching decisions. In a packet-level simulation, the proposed policy outperformed a basic protocol that combines shortest-path routing with least-recently-used (LRU) cache replacement.
Resumo:
A general framework for multi-criteria optimal design is presented which is well-suited for automated design of structural systems. A systematic computer-aided optimal design decision process is developed which allows the designer to rapidly evaluate and improve a proposed design by taking into account the major factors of interest related to different aspects such as design, construction, and operation.
The proposed optimal design process requires the selection of the most promising choice of design parameters taken from a large design space, based on an evaluation using specified criteria. The design parameters specify a particular design, and so they relate to member sizes, structural configuration, etc. The evaluation of the design uses performance parameters which may include structural response parameters, risks due to uncertain loads and modeling errors, construction and operating costs, etc. Preference functions are used to implement the design criteria in a "soft" form. These preference functions give a measure of the degree of satisfaction of each design criterion. The overall evaluation measure for a design is built up from the individual measures for each criterion through a preference combination rule. The goal of the optimal design process is to obtain a design that has the highest overall evaluation measure - an optimization problem.
Genetic algorithms are stochastic optimization methods that are based on evolutionary theory. They provide the exploration power necessary to explore high-dimensional search spaces to seek these optimal solutions. Two special genetic algorithms, hGA and vGA, are presented here for continuous and discrete optimization problems, respectively.
The methodology is demonstrated with several examples involving the design of truss and frame systems. These examples are solved by using the proposed hGA and vGA.
Resumo:
O surgimento de novos serviços de telecomunicações tem provocado um enorme aumento no tráfego de dados nas redes de transmissão. Para atender a essa demanda crescente, novas tecnologias foram desenvolvidas e implementadas ao longo dos anos, sendo que um dos principais avanços está na área de transmissão óptica, devido à grande capacidade de transporte de informação da fibra óptica. A tecnologia que melhor explora a capacidade desse meio de transmissão atualmente é a multiplexação por divisão de comprimento de onda ou Wavelength Division Multiplexing (WDM) que permite a transmissão de diversos sinais utilizando apenas uma fibra óptica. Redes ópticas WDM se tornaram muito complexas, com enorme capacidade de transmissão de informação (terabits por segundo), para atender à explosão de necessidade por largura de banda. Nesse contexto, é de extrema importância que os recursos dessas redes sejam utilizados de forma inteligente e otimizada. Um dos maiores desafios em uma rede óptica é a escolha de uma rota e a seleção de um comprimento de onda disponível na rede para atender uma solicitação de conexão utilizando o menor número de recursos possível. Esse problema é bastante complexo e ficou conhecido como problema de roteamento e alocação de comprimento de onda ou, simplesmente, problema RWA (Routing and Wavelentgh Assignment problem). Muitos estudos foram realizados com o objetivo de encontrar uma solução eficiente para esse problema, mas nem sempre é possível aliar bom desempenho com baixo tempo de execução, requisito fundamental em redes de telecomunicações. A técnica de algoritmo genético (AG) tem sido utilizada para encontrar soluções de problemas de otimização, como é o caso do problema RWA, e tem obtido resultados superiores quando comparada com soluções heurísticas tradicionais encontradas na literatura. Esta dissertação apresenta, resumidamente, os conceitos de redes ópticas e de algoritmos genéticos, e descreve uma formulação do problema RWA adequada à solução por algoritmo genético.
Resumo:
Os métodos de otimização que adotam condições de otimalidade de primeira e/ou segunda ordem são eficientes e normalmente esses métodos iterativos são desenvolvidos e analisados através da análise matemática do espaço euclidiano n-dimensional, o qual tem caráter local. Esses métodos levam a algoritmos iterativos que são usados para o cálculo de minimizadores globais de uma função não linear, principalmente não-convexas e multimodais, dependendo da posição dos pontos de partida. Método de Otimização Global Topográfico é um algoritmo de agrupamento, o qual é fundamentado nos conceitos elementares da teoria dos grafos, com a finalidade de gerar bons pontos de partida para os métodos de busca local, com base nos pontos distribuídos de modo uniforme no interior da região viável. Este trabalho tem como objetivo a aplicação do método de Otimização Global Topográfica junto com um método robusto e eficaz de direções viáveis por pontos-interiores a problemas de otimização que tem restrições de igualdade e/ou desigualdade lineares e/ou não lineares, que constituem conjuntos viáveis com interiores não vazios. Para cada um destes problemas, é representado também um hiper-retângulo compreendendo cada conjunto viável, onde os pontos amostrais são gerados.
Resumo:
The architecture of model predictive control (MPC), with its explicit internal model and constrained optimization is presented. Since MPC relies on an explicit internal model, one can imagine dealing with failures by updating the internal model, and letting the on-line optimizer work out how to control the system in its new condition. This aspects rely on assumptions such that the nature of the fault can be located, and the model can be updated automatically. A standard form of MPC, with linear inequality constraints on inputs and outputs, linear internal model, and quadriatic cost function.
Resumo:
When searching for characteristic subpatterns in potentially noisy graph data, it appears self-evident that having multiple observations would be better than having just one. However, it turns out that the inconsistencies introduced when different graph instances have different edge sets pose a serious challenge. In this work we address this challenge for the problem of finding maximum weighted cliques. We introduce the concept of most persistent soft-clique. This is subset of vertices, that 1) is almost fully or at least densely connected, 2) occurs in all or almost all graph instances, and 3) has the maximum weight. We present a measure of clique-ness, that essentially counts the number of edge missing to make a subset of vertices into a clique. With this measure, we show that the problem of finding the most persistent soft-clique problem can be cast either as: a) a max-min two person game optimization problem, or b) a min-min soft margin optimization problem. Both formulations lead to the same solution when using a partial Lagrangian method to solve the optimization problems. By experiments on synthetic data and on real social network data we show that the proposed method is able to reliably find soft cliques in graph data, even if that is distorted by random noise or unreliable observations. Copyright 2012 by the author(s)/owner(s).
Resumo:
We apply adjoint-based sensitivity analysis to a time-delayed thermo-acoustic system: a Rijke tube containing a hot wire. We calculate how the growth rate and frequency of small oscillations about a base state are affected either by a generic passive control element in the system (the structural sensitivity analysis) or by a generic change to its base state (the base-state sensitivity analysis). We illustrate the structural sensitivity by calculating the effect of a second hot wire with a small heat-release parameter. In a single calculation, this shows how the second hot wire changes the growth rate and frequency of the small oscillations, as a function of its position in the tube. We then examine the components of the structural sensitivity in order to determine the passive control mechanism that has the strongest influence on the growth rate. We find that a force applied to the acoustic momentum equation in the opposite direction to the instantaneous velocity is the most stabilizing feedback mechanism. We also find that its effect is maximized when it is placed at the downstream end of the tube. This feedback mechanism could be supplied, for example, by an adiabatic mesh. We illustrate the base-state sensitivity by calculating the effects of small variations in the damping factor, the heat-release time-delay coefficient, the heat-release parameter, and the hot-wire location. The successful application of sensitivity analysis to thermo-acoustics opens up new possibilities for the passive control of thermo-acoustic oscillations by providing gradient information that can be combined with constrained optimization algorithms in order to reduce linear growth rates. © Cambridge University Press 2013.
Resumo:
The notion of coupling within a design, particularly within the context of Multidisciplinary Design Optimization (MDO), is much used but ill-defined. There are many different ways of measuring design coupling, but these measures vary in both their conceptions of what design coupling is and how such coupling may be calculated. Within the differential geometry framework which we have previously developed for MDO systems, we put forth our own design coupling metric for consideration. Our metric is not commensurate with similar types of coupling metrics, but we show that it both provides a helpful geo- metric interpretation of coupling (and uncoupledness in particular) and exhibits greater generality and potential for analysis than those similar metrics. Furthermore, we discuss how the metric might be profitably extended to time-varying problems and show how the metric's measure of coupling can be applied to multi-objective optimization problems (in unconstrained optimization and in MDO). © 2013 by the American Institute of Aeronautics and Astronautics, Inc. All rights reserved.
Resumo:
A field programmable gate array (FPGA)-based predictive controller for a spacecraft rendezvous manoeuvre is presented. A linear time varying prediction model is used to accommodate elliptical orbits, and a variable prediction horizon is used to facilitate finite time completion of manoeuvres. The resulting constrained optimisation problems are solved using a primal dual interior point algorithm. The majority of the computational demand is in solving a set of linear equations at each iteration of this algorithm. To accelerate this operation, a custom circuit is implemented, using a combination of Mathworks HDL Coder and Xilinx System Generator for DSP, and used as a peripheral to a MicroBlaze soft core processor. The system is demonstrated in closed loop by linking the FPGA with a simulation of the plant dynamics running in Simulink on a PC, using Ethernet. © 2013 EUCA.
Resumo:
The solution time of the online optimization problems inherent to Model Predictive Control (MPC) can become a critical limitation when working in embedded systems. One proposed approach to reduce the solution time is to split the optimization problem into a number of reduced order problems, solve such reduced order problems in parallel and selecting the solution which minimises a global cost function. This approach is known as Parallel MPC. The potential capabilities of disturbance rejection are introduced using a simulation example. The algorithm is implemented in a linearised model of a Boeing 747-200 under nominal flight conditions and with an induced wind disturbance. Under significant output disturbances Parallel MPC provides a significant improvement in performance when compared to Multiplexed MPC (MMPC) and Linear Quadratic Synchronous MPC (SMPC). © 2013 IEEE.
Resumo:
Copyright © 2014 John Wiley & Sons, Ltd. Copyright © 2014 John Wiley & Sons, Ltd. Summary A field programmable gate array (FPGA) based model predictive controller for two phases of spacecraft rendezvous is presented. Linear time-varying prediction models are used to accommodate elliptical orbits, and a variable prediction horizon is used to facilitate finite time completion of the longer range manoeuvres, whilst a fixed and receding prediction horizon is used for fine-grained tracking at close range. The resulting constrained optimisation problems are solved using a primal-dual interior point algorithm. The majority of the computational demand is in solving a system of simultaneous linear equations at each iteration of this algorithm. To accelerate these operations, a custom circuit is implemented, using a combination of Mathworks HDL Coder and Xilinx System Generator for DSP, and used as a peripheral to a MicroBlaze soft-core processor on the FPGA, on which the remainder of the system is implemented. Certain logic that can be hard-coded for fixed sized problems is implemented to be configurable online, in order to accommodate the varying problem sizes associated with the variable prediction horizon. The system is demonstrated in closed-loop by linking the FPGA with a simulation of the spacecraft dynamics running in Simulink on a PC, using Ethernet. Timing comparisons indicate that the custom implementation is substantially faster than pure embedded software-based interior point methods running on the same MicroBlaze and could be competitive with a pure custom hardware implementation.
Resumo:
标准约束优化问题的等式或不等式约束之间是逻辑“与”关系,目前已经有很多高效、收敛的优化算法.但是,在实际应用中有很多更一般的约束优化问题,其等式或不等式约束之间不仅包含逻辑“与”关系,而且还包含逻辑“或”关系,现有的针对标准约束优化问题的各种算法不再适用,给出一种新的数学变换方法,把具有逻辑“或”关系的不等式约束转换为一组具有逻辑“与”关系的不等式,并应用到实时单调速率调度算法的可调度性判定充要条件中,把实时系统设计表示成混合布尔型整数规划问题,利用经典的分支定界法求解.实验部分指出了各种方法的优缺点.
Resumo:
许多问题最终可以归结为求解一个组合优化问题,GA是求解组合优化问题的一个强有力的工具,但遗传算法在应用中常出现收敛过慢和封闭竞争问题,本文提出贪心遗传算法。该算法的初始种群建立、交叉和变异等过程,都引入贪心选择策略指导搜索;移民操作向种群引进新的遗传物质,克服了封闭竞争缺点。贪心遗传算法可以避免早熟收敛并改进算法的性能,算法搜索起步阶段的效率是非常高的,本文通过TSP问题仿真试验证明了算法的有效性,在较少的计算量下,得到令人满意的结果。
Resumo:
We propose an estimation-theoretic approach to the inference of an incoherent 3D scattering density from 2D scattered speckle field measurements. The object density is derived from the covariance of the speckle field. The inference is performed by a constrained optimization technique inspired by compressive sensing theory. Experimental results demonstrate and verify the performance of our estimates.