A Bayesian optimization algorithm for the nurse scheduling problem

A Bayesian optimization algorithm for the nurse scheduling problem is presented, which involves choosing a suitable scheduling rule from a set for each nurse’s assignment. Unlike our previous work that used GAs to implement implicit learning, the learning in the proposed algorithm is explicit, i.e. eventually, we will be able to identify and mix building blocks directly. The Bayesian optimization algorithm is applied to implement such explicit learning by building a Bayesian network of the joint distribution of solutions. The conditional probability of each variable in the network is computed according to an initial set of promising solutions. Subsequently, each new instance for each variable is generated by using the corresponding conditional probabilities, until all variables have been generated, i.e. in our case, a new rule string has been obtained. Another set of rule strings will be generated in this way, some of which will replace previous strings based on fitness selection. If stopping conditions are not met, the conditional probabilities for all nodes in the Bayesian network are updated again using the current set of promising rule strings. Computational results from 52 real data instances demonstrate the success of this approach. It is also suggested that the learning mechanism in the proposed approach might be suitable for other scheduling problems.

Risk optimization of a steel frame communications tower subject to tornado winds

The structural engineering community in Brazil faces new challenges with the recent occurrence of high intensity tornados. Satellite surveillance data shows that the area covering the south-east of Brazil, Uruguay and some of Argentina is one of the world most tornado-prone areas, second only to the infamous tornado alley in central United States. The design of structures subject to tornado winds is a typical example of decision making in the presence of uncertainty. Structural design involves finding a good balance between the competing goals of safety and economy. This paper presents a methodology to find the optimum balance between these goals in the presence of uncertainty. In this paper, reliability-based risk optimization is used to find the optimal safety coefficient that minimizes the total expected cost of a steel frame communications tower, subject to extreme storm and tornado wind loads. The technique is not new, but it is applied to a practical problem of increasing interest to Brazilian structural engineers. The problem is formulated in the partial safety factor format used in current design codes, with all additional partial factor introduced to serve as optimization variable. The expected cost of failure (or risk) is defined as the product of a. limit state exceedance probability by a limit state exceedance cost. These costs include costs of repairing, rebuilding, and paying compensation for injury and loss of life. The total expected failure cost is the sum of individual expected costs over all failure modes. The steel frame communications, tower subject of this study has become very common in Brazil due to increasing mobile phone coverage. The study shows that optimum reliability is strongly dependent on the cost (or consequences) of failure. Since failure consequences depend oil actual tower location, it turn,,; out that different optimum designs should be used in different locations. Failure consequences are also different for the different parties involved in the design, construction and operation of the tower. Hence, it is important that risk is well understood by the parties involved, so that proper contracts call be made. The investigation shows that when non-structural terms dominate design costs (e.g, in residential or office buildings) it is not too costly to over-design; this observation is in agreement with the observed practice for non-optimized structural systems. In this situation, is much easier to loose money by under-design. When by under-design. When structural material cost is a significant part of design cost (e.g. concrete dam or bridge), one is likely to lose significantmoney by over-design. In this situation, a cost-risk-benefit optimization analysis is highly recommended. Finally, the study also shows that under time-varying loads like tornados, the optimum reliability is strongly dependent on the selected design life.

Multidisciplinary optimization of a catamaran's hydrofoil design with dynamic response surface and distributive processing

This paper presents a rational approach to the design of a catamaran's hydrofoil applied within a modern context of multidisciplinary optimization. The approach used includes the use of response surfaces represented by neural networks and a distributed programming environment that increases the optimization speed. A rational approach to the problem simplifies the complex optimization model; when combined with the distributed dynamic training used for the response surfaces, this model increases the efficiency of the process. The results achieved using this approach have justified this publication.

Estimation of the thickness and the optical parameters of several stacked thin films using optimization

The reverse engineering problem addressed in the present research consists of estimating the thicknesses and the optical constants of two thin films deposited on a transparent substrate using only transmittance data through the whole stack. No functional dispersion relation assumptions are made on the complex refractive index. Instead, minimal physical constraints are employed, as in previous works of some of the authors where only one film was considered in the retrieval algorithm. To our knowledge this is the first report on the retrieval of the optical constants and the thickness of multiple film structures using only transmittance data that does not make use of dispersion relations. The same methodology may be used if the available data correspond to normal reflectance. The software used in this work is freely available through the PUMA Project web page (http://www.ime.usp.br/similar to egbirgin/puma/). (C) 2008 Optical Society of America

Simultaneous optimization by neuro-genetic approach for analysis of plant materials by laser induced breakdown spectroscopy

A simultaneous optimization strategy based on a neuro-genetic approach is proposed for selection of laser induced breakdown spectroscopy operational conditions for the simultaneous determination of macronutrients (Ca, Mg and P), micro-nutrients (B, Cu, Fe, Mn and Zn), Al and Si in plant samples. A laser induced breakdown spectroscopy system equipped with a 10 Hz Q-switched Nd:YAG laser (12 ns, 532 nm, 140 mJ) and an Echelle spectrometer with intensified coupled-charge device was used. Integration time gate, delay time, amplification gain and number of pulses were optimized. Pellets of spinach leaves (NIST 1570a) were employed as laboratory samples. In order to find a model that could correlate laser induced breakdown spectroscopy operational conditions with compromised high peak areas of all elements simultaneously, a Bayesian Regularized Artificial Neural Network approach was employed. Subsequently, a genetic algorithm was applied to find optimal conditions for the neural network model, in an approach called neuro-genetic, A single laser induced breakdown spectroscopy working condition that maximizes peak areas of all elements simultaneously, was obtained with the following optimized parameters: 9.0 mu s integration time gate, 1.1 mu s delay time, 225 (a.u.) amplification gain and 30 accumulated laser pulses. The proposed approach is a useful and a suitable tool for the optimization process of such a complex analytical problem. (C) 2009 Elsevier B.V. All rights reserved.

Optimization and validation of a LIBS method for the determination of macro and micronutrients in sugar cane leaves

Laser induced breakdown spectrometry (LIBS) was applied for the determination of macro (P, K, Ca, Mg) and micronutrients (B, Cu, Fe, Mn and Zn) in sugar cane leaves, which is one of the most economically important crops in Brazil. Operational conditions were previously optimized by a neuro-genetic approach, by using a laser Nd:YAG at 1064 nm with 110 mJ per pulse focused on a pellet surface prepared with ground plant samples. Emission intensities were measured after 2.0 mu s delay time, with 4.5 mu s integration time gate and 25 accumulated laser pulses. Measurements of LIBS spectra were based on triplicate and each replicate consisted of an average of ten spectra collected in different sites (craters) of the pellet. Quantitative determinations were carried out by using univariate calibration and chemometric methods, such as PLSR and iPLS. The calibration models were obtained by using 26 laboratory samples and the validation was carried out by using 15 test samples. For comparative purpose, these samples were also microwave-assisted digested and further analyzed by ICP OES. In general, most results obtained by LIBS did not differ significantly from ICP OES data by applying a t-test at 95% confidence level. Both LIBS multivariate and univariate calibration methods produced similar results, except for Fe where better results were achieved by the multivariate approach. Repeatability precision varied from 0.7 to 15% and 1.3 to 20% from measurements obtained by multivariate and univariate calibration, respectively. It is demonstrated that LIBS is a powerful tool for analysis of pellets of plant materials for determination of macro and micronutrients by choosing calibration and validation samples with similar matrix composition.

A hybrid Particle Swarm Optimization - Simplex algorithm (PSOS) for structural damage identification

This study proposes a new PSOS-model based damage identification procedure using frequency domain data. The formulation of the objective function for the minimization problem is based on the Frequency Response Functions (FRFs) of the system. A novel strategy for the control of the Particle Swarm Optimization (PSO) parameters based on the Nelder-Mead algorithm (Simplex method) is presented; consequently, the convergence of the PSOS becomes independent of the heuristic constants and its stability and confidence are enhanced. The formulated hybrid method performs better in different benchmark functions than the Simulated Annealing (SA) and the basic PSO (PSO(b)). Two damage identification problems, taking into consideration the effects of noisy and incomplete data, were studied: first, a 10-bar truss and second, a cracked free-free beam, both modeled with finite elements. In these cases, the damage location and extent were successfully determined. Finally, a non-linear oscillator (Duffing oscillator) was identified by PSOS providing good results. (C) 2009 Elsevier Ltd. All rights reserved

Parallel Dynamic Optimization of Steel Risers

This paper addresses the use of optimization techniques in the design of a steel riser. Two methods are used: the genetic algorithm, which imitates the process of natural selection, and the simulated annealing, which is based on the process of annealing of a metal. Both of them are capable of searching a given solution space for the best feasible riser configuration according to predefined criteria. Optimization issues are discussed, such as problem codification, parameter selection, definition of objective function, and restrictions. A comparison between the results obtained for economic and structural objective functions is made for a case study. Optimization method parallelization is also addressed. [DOI: 10.1115/1.4001955]

Combined production of sugar, ethanol and electricity: Thermoeconomic and environmental analysis and optimization

Many works have shown the potential of the Brazilian sugarcane industry as an electricity supplier. However, few studies have studied how this potential could be achieved without jeopardizing the production of sugar and ethanol. Also, the impact of modifications in the cogeneration plant on the costs of production of sugar and ethanol has not been evaluated. This paper presents an approach to the problem of exergy optimization of cogeneration systems in sugarcane mills. A general model to the sugar and ethanol production processes is developed based on data supplied by a real plant, and an exergy analysis is performed. A discussion is made about the variables that most affect the performance of the processes. Then, a procedure is presented to evaluate modifications in the cogeneration system and in the process, and their impact on the production costs of sugar, ethanol and electricity. Furthermore, a discussion on the renewability of processes is made based on an exergy index of renewability. As a general conclusion, besides adding a new revenue to the mill, the generation of excess electricity improves the exergo-environmental performance of the mill as a whole. (C) 2010 Elsevier Ltd. All rights reserved.

Integral Piezoactuator System with Optimum Placement of Functionally Graded Material - A Topology Optimization Paradigm

Piezoactuators consist of compliant mechanisms actuated by two or more piezoceramic devices. During the assembling process, such flexible structures are usually bonded to the piezoceramics. The thin bonding layer(s) between the compliant mechanism and the piezoceramic may induce undesirable behavior, including unusual interfacial nonlinearities. This constitutes a drawback of piezoelectric actuators and, in some applications, such as those associated to vibration control and structural health monitoring (e. g., aircraft industry), their use may become either unfeasible or at least limited. A possible solution to this standing problem can be achieved through the functionally graded material concept and consists of developing `integral piezoactuators`, that is those with no bonding layer(s) and whose performance can be improved by tailoring their structural topology and material gradation. Thus, a topology optimization formulation is developed, which allows simultaneous distribution of void and functionally graded piezoelectric materials (including both piezo and non-piezoelectric materials) in the design domain in order to achieve certain specified actuation movements. Two concurrent design problems are considered, that is the optimum design of the piezoceramic property gradation, and the design of the functionally graded structural topology. Two-dimensional piezoactuator designs are investigated because the applications of interest consist of planar devices. Moreover, material gradation is considered in only one direction in order to account for manufacturability issues. To broaden the range of such devices in the field of smart structures, the design of integral Moonie-type functionally graded piezoactuators is provided according to specified performance requirements.

A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters

In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

Protein sequence threading, the alignment problem, and a two-step strategy

Conventionally, protein structure prediction via threading relies on some nonoptimal method to align a protein sequence to each member of a library of known structures. We show how a score function (force field) can be modified so as to allow the direct application of a dynamic programming algorithm to the problem. This involves an approximation whose damage can be minimized by an optimization process during score function parameter determination. The method is compared to sequence to structure alignments using a more conventional pair-wise score function and the frozen approximation. The new method produces results comparable to the frozen approximation, but is faster and has fewer adjustable parameters. It is also free of memory of the template's original amino acid sequence, and does not suffer from a problem of nonconvergence, which can be shown to occur with the frozen approximation. Alignments generated by the simplified score function can then be ranked using a second score function with the approximations removed. (C) 1999 John Wiley & Sons, Inc.

Three-dimensional electrical impedance, tomography: A topology optimization approach

Electrical impedance tomography is a technique to estimate the impedance distribution within a domain, based on measurements on its boundary. In other words, given the mathematical model of the domain, its geometry and boundary conditions, a nonlinear inverse problem of estimating the electric impedance distribution can be solved. Several impedance estimation algorithms have been proposed to solve this problem. In this paper, we present a three-dimensional algorithm, based on the topology optimization method, as an alternative. A sequence of linear programming problems, allowing for constraints, is solved utilizing this method. In each iteration, the finite element method provides the electric potential field within the model of the domain. An electrode model is also proposed (thus, increasing the accuracy of the finite element results). The algorithm is tested using numerically simulated data and also experimental data, and absolute resistivity values are obtained. These results, corresponding to phantoms with two different conductive materials, exhibit relatively well-defined boundaries between them, and show that this is a practical and potentially useful technique to be applied to monitor lung aeration, including the possibility of imaging a pneumothorax.

Structure optimization combining soft-core interaction functions, the diffusion equation method, and molecular dynamics

Smoothing the potential energy surface for structure optimization is a general and commonly applied strategy. We propose a combination of soft-core potential energy functions and a variation of the diffusion equation method to smooth potential energy surfaces, which is applicable to complex systems such as protein structures; The performance of the method was demonstrated by comparison with simulated annealing using the refinement of the undecapeptide Cyclosporin A as a test case. Simulations were repeated many times using different initial conditions and structures since the methods are heuristic and results are only meaningful in a statistical sense.