Min-Max Moving Horizon Estimation for a Class of Hybrid Systems

In this paper, a strategy for min-max Moving Horizon Estimation (MHE) of a class of uncertain hybrid systems is proposed. The class of hybrid systems being considered are Piecewise Affine systems (PWA) with both continuous valued and logic components. Furthermore, we consider the case when there is a (possibly structured) norm bounded uncertainty in each subsystem. Sufficient conditions on the time horizon and the penalties on the state at the beginning of the estimation horizon to guarantee convergence of the MHE scheme will be provided. The MHE scheme will be implemented as a mixed integer semidefinite optimisation for which an efficient algorithm was recently introduced.

Minimum maneuver time calculation using convex optimization

The problem of calculating the minimum lap or maneuver time of a nonlinear vehicle, which is linearized at each time step, is formulated as a convex optimization problem. The formulation provides an alternative to previously used quasi-steady-state analysis or nonlinear optimization. Key steps are: the use of model predictive control; expressing the minimum time problem as one of maximizing distance traveled along the track centerline; and linearizing the track and vehicle trajectories by expressing them as small displacements from a fixed reference. A consequence of linearizing the vehicle dynamics is that nonoptimal steering control action can be generated, but attention to the constraints and the cost function minimizes the effect. Optimal control actions and vehicle responses for a 90 deg bend are presented and compared to the nonconvex nonlinear programming solution. Copyright © 2013 by ASME.

双机械臂协调系统的一类最优轨迹规划方法

基于动力学约束的机械臂最优关节轨迹规划

本文提出了基于机械臂关节驱动力矩约束方程规划其关节最优运动轨迹的一种有效方法.该方法运用矩阵范数理论简化机械臂的动力学约束方程;在机械臂的关节空间内采用归一化的无因次量运用非线性规划法优化其运动轨迹.将所规划的无因次量轨迹方程作为机械臂产生实际运动轨迹的发生器,通过给定机械臂各运动段的起始和终止关节坐标,由系统的动力学约束方程计算出整个运动段所允许的最短运行时间,即生成所期望的运动轨迹.本文的轨迹规划方法计算效率高,可用于在线轨迹规划,文中通过算例证实了该方法的实用性.

A Hybrid Forward Algorithm for RBF Neural Network Construction

This paper proposes a novel hybrid forward algorithm (HFA) for the construction of radial basis function (RBF) neural networks with tunable nodes. The main objective is to efficiently and effectively produce a parsimonious RBF neural network that generalizes well. In this study, it is achieved through simultaneous network structure determination and parameter optimization on the continuous parameter space. This is a mixed integer hard problem and the proposed HFA tackles this problem using an integrated analytic framework, leading to significantly improved network performance and reduced memory usage for the network construction. The computational complexity analysis confirms the efficiency of the proposed algorithm, and the simulation results demonstrate its effectiveness

Kuznetsov independence for interval-valued expectations and sets of probability distributions: Properties and algorithms

Kuznetsov independence of variables X and Y means that, for any pair of bounded functions f(X) and g(Y), E[f(X)g(Y)]=E[f(X)] *times* E[g(Y)], where E[.] denotes interval-valued expectation and *times* denotes interval multiplication. We present properties of Kuznetsov independence for several variables, and connect it with other concepts of independence in the literature; in particular we show that strong extensions are always included in sets of probability distributions whose lower and upper expectations satisfy Kuznetsov independence. We introduce an algorithm that computes lower expectations subject to judgments of Kuznetsov independence by mixing column generation techniques with nonlinear programming. Finally, we define a concept of conditional Kuznetsov independence, and study its graphoid properties.

Network virtualisation from an operator perspective

Network virtualisation is seen as a promising approach to overcome the so-called “Internet impasse” and bring innovation back into the Internet, by allowing easier migration towards novel networking approaches as well as the coexistence of complementary network architectures on a shared infrastructure in a commercial context. Recently, the interest from the operators and mainstream industry in network virtualisation has grown quite significantly, as the potential benefits of virtualisation became clearer, both from an economical and an operational point of view. In the beginning, the concept has been mainly a research topic and has been materialized in small-scale testbeds and research network environments. This PhD Thesis aims to provide the network operator with a set of mechanisms and algorithms capable of managing and controlling virtual networks. To this end, we propose a framework that aims to allocate, monitor and control virtual resources in a centralized and efficient manner. In order to analyse the performance of the framework, we performed the implementation and evaluation on a small-scale testbed. To enable the operator to make an efficient allocation, in real-time, and on-demand, of virtual networks onto the substrate network, it is proposed a heuristic algorithm to perform the virtual network mapping. For the network operator to obtain the highest profit of the physical network, it is also proposed a mathematical formulation that aims to maximize the number of allocated virtual networks onto the physical network. Since the power consumption of the physical network is very significant in the operating costs, it is important to make the allocation of virtual networks in fewer physical resources and onto physical resources already active. To address this challenge, we propose a mathematical formulation that aims to minimize the energy consumption of the physical network without affecting the efficiency of the allocation of virtual networks. To minimize fragmentation of the physical network while increasing the revenue of the operator, it is extended the initial formulation to contemplate the re-optimization of previously mapped virtual networks, so that the operator has a better use of its physical infrastructure. It is also necessary to address the migration of virtual networks, either for reasons of load balancing or for reasons of imminent failure of physical resources, without affecting the proper functioning of the virtual network. To this end, we propose a method based on cloning techniques to perform the migration of virtual networks across the physical infrastructure, transparently, and without affecting the virtual network. In order to assess the resilience of virtual networks to physical network failures, while obtaining the optimal solution for the migration of virtual networks in case of imminent failure of physical resources, the mathematical formulation is extended to minimize the number of nodes migrated and the relocation of virtual links. In comparison with our optimization proposals, we found out that existing heuristics for mapping virtual networks have a poor performance. We also found that it is possible to minimize the energy consumption without penalizing the efficient allocation. By applying the re-optimization on the virtual networks, it has been shown that it is possible to obtain more free resources as well as having the physical resources better balanced. Finally, it was shown that virtual networks are quite resilient to failures on the physical network.

Solving MPCC problem with the hyperbolic penalty function

The main goal of this work is to solve mathematical program with complementarity constraints (MPCC) using nonlinear programming techniques (NLP). An hyperbolic penalty function is used to solve MPCC problems by including the complementarity constraints in the penalty term. This penalty function [1] is twice continuously differentiable and combines features of both exterior and interior penalty methods. A set of AMPL problems from MacMPEC [2] are tested and a comparative study is performed.

Inexact restoration approaches to solve mathematical program with complementarity constraints

Mathematical Program with Complementarity Constraints (MPCC) finds applica- tion in many fields. As the complementarity constraints fail the standard Linear In- dependence Constraint Qualification (LICQ) or the Mangasarian-Fromovitz constraint qualification (MFCQ), at any feasible point, the nonlinear programming theory may not be directly applied to MPCC. However, the MPCC can be reformulated as NLP problem and solved by nonlinear programming techniques. One of them, the Inexact Restoration (IR) approach, performs two independent phases in each iteration - the feasibility and the optimality phases. This work presents two versions of an IR algorithm to solve MPCC. In the feasibility phase two strategies were implemented, depending on the constraints features. One gives more importance to the complementarity constraints, while the other considers the priority of equality and inequality constraints neglecting the complementarity ones. The optimality phase uses the same approach for both algorithm versions. The algorithms were implemented in MATLAB and the test problems are from MACMPEC collection.

Filters method in direct search optimization, new measures to admissibility

Constrained nonlinear optimization problems are usually solved using penalty or barrier methods combined with unconstrained optimization methods. Another alternative used to solve constrained nonlinear optimization problems is the lters method. Filters method, introduced by Fletcher and Ley er in 2002, have been widely used in several areas of constrained nonlinear optimization. These methods treat optimization problem as bi-objective attempts to minimize the objective function and a continuous function that aggregates the constraint violation functions. Audet and Dennis have presented the rst lters method for derivative-free nonlinear programming, based on pattern search methods. Motivated by this work we have de- veloped a new direct search method, based on simplex methods, for general constrained optimization, that combines the features of the simplex method and lters method. This work presents a new variant of these methods which combines the lters method with other direct search methods and are proposed some alternatives to aggregate the constraint violation functions.

Direct-search penalty/barrier methods

In Nonlinear Optimization Penalty and Barrier Methods are normally used to solve Constrained Problems. There are several Penalty/Barrier Methods and they are used in several areas from Engineering to Economy, through Biology, Chemistry, Physics among others. In these areas it often appears Optimization Problems in which the involved functions (objective and constraints) are non-smooth and/or their derivatives are not know. In this work some Penalty/Barrier functions are tested and compared, using in the internal process, Derivative-free, namely Direct Search, methods. This work is a part of a bigger project involving the development of an Application Programming Interface, that implements several Optimization Methods, to be used in applications that need to solve constrained and/or unconstrained Nonlinear Optimization Problems. Besides the use of it in applied mathematics research it is also to be used in engineering software packages.

Scalable and Efficient Configuration of TimeDivision Multiplexed Resources

Consumer-electronics systems are becoming increasingly complex as the number of integrated applications is growing. Some of these applications have real-time requirements, while other non-real-time applications only require good average performance. For cost-efficient design, contemporary platforms feature an increasing number of cores that share resources, such as memories and interconnects. However, resource sharing causes contention that must be resolved by a resource arbiter, such as Time-Division Multiplexing. A key challenge is to configure this arbiter to satisfy the bandwidth and latency requirements of the real-time applications, while maximizing the slack capacity to improve performance of their non-real-time counterparts. As this configuration problem is NP-hard, a sophisticated automated configuration method is required to avoid negatively impacting design time. The main contributions of this article are: 1) An optimal approach that takes an existing integer linear programming (ILP) model addressing the problem and wraps it in a branch-and-price framework to improve scalability. 2) A faster heuristic algorithm that typically provides near-optimal solutions. 3) An experimental evaluation that quantitatively compares the branch-and-price approach to the previously formulated ILP model and the proposed heuristic. 4) A case study of an HD video and graphics processing system that demonstrates the practical applicability of the approach.

A Multiple Criteria Utility-based Approa h for the Unit Commitment with Wind Power and Pumped Storage Hydro

The integration of wind power in eletricity generation brings new challenges to unit commitment due to the random nature of wind speed. For this particular optimisation problem, wind uncertainty has been handled in practice by means of conservative stochastic scenario-based optimisation models, or through additional operating reserve settings. However, generation companies may have different attitudes towards operating costs, load curtailment, or waste of wind energy, when considering the risk caused by wind power variability. Therefore, alternative and possibly more adequate approaches should be explored. This work is divided in two main parts. Firstly we survey the main formulations presented in the literature for the integration of wind power in the unit commitment problem (UCP) and present an alternative model for the wind-thermal unit commitment. We make use of the utility theory concepts to develop a multi-criteria stochastic model. The objectives considered are the minimisation of costs, load curtailment and waste of wind energy. Those are represented by individual utility functions and aggregated in a single additive utility function. This last function is adequately linearised leading to a mixed-integer linear program (MILP) model that can be tackled by general-purpose solvers in order to find the most preferred solution. In the second part we discuss the integration of pumped-storage hydro (PSH) units in the UCP with large wind penetration. Those units can provide extra flexibility by using wind energy to pump and store water in the form of potential energy that can be generated after during peak load periods. PSH units are added to the first model, yielding a MILP model with wind-hydro-thermal coordination. Results showed that the proposed methodology is able to reflect the risk profiles of decision makers for both models. By including PSH units, the results are significantly improved.

Vérification temporelle des systèmes cycliques et acycliques basée sur l’analyse des contraintes

Nous présentons une nouvelle approche pour formuler et calculer le temps de séparation des événements utilisé dans l’analyse et la vérification de différents systèmes cycliques et acycliques sous des contraintes linéaires-min-max avec des composants ayant des délais finis et infinis. Notre approche consiste à formuler le problème sous la forme d’un programme entier mixte, puis à utiliser le solveur Cplex pour avoir les temps de séparation entre les événements. Afin de démontrer l’utilité en pratique de notre approche, nous l’avons utilisée pour la vérification et l’analyse d’une puce asynchrone d’Intel de calcul d’équations différentielles. Comparée aux travaux précédents, notre approche est basée sur une formulation exacte et elle permet non seulement de calculer le maximum de séparation, mais aussi de trouver un ordonnancement cyclique et de calculer les temps de séparation correspondant aux différentes périodes possibles de cet ordonnancement.

« Resolution Search » et problèmes d’optimisation discrète

Thèse réalisée en cotutelle avec l'Université d'Avignon.