Local convergence of quasi-Newton methods under metric regularity

We consider quasi-Newton methods for generalized equations in Banach spaces under metric regularity and give a sufficient condition for q-linear convergence. Then we show that the well-known Broyden update satisfies this sufficient condition in Hilbert spaces. We also establish various modes of q-superlinear convergence of the Broyden update under strong metric subregularity, metric regularity and strong metric regularity. In particular, we show that the Broyden update applied to a generalized equation in Hilbert spaces satisfies the Dennis–Moré condition for q-superlinear convergence. Simple numerical examples illustrate the results.

Integration of modular process simulators under the Generalized Disjunctive Programming framework for the structural flowsheet optimization

The optimization of chemical processes where the flowsheet topology is not kept fixed is a challenging discrete-continuous optimization problem. Usually, this task has been performed through equation based models. This approach presents several problems, as tedious and complicated component properties estimation or the handling of huge problems (with thousands of equations and variables). We propose a GDP approach as an alternative to the MINLP models coupled with a flowsheet program. The novelty of this approach relies on using a commercial modular process simulator where the superstructure is drawn directly on the graphical use interface of the simulator. This methodology takes advantage of modular process simulators (specially tailored numerical methods, reliability, and robustness) and the flexibility of the GDP formulation for the modeling and solution. The optimization tool proposed is successfully applied to the synthesis of a methanol plant where different alternatives are available for the streams, equipment and process conditions.

Rigorous Design of Complex Distillation Columns Using Process Simulators and the Particle Swarm Optimization Algorithm

We present a derivative-free optimization algorithm coupled with a chemical process simulator for the optimal design of individual and complex distillation processes using a rigorous tray-by-tray model. The proposed approach serves as an alternative tool to the various models based on nonlinear programming (NLP) or mixed-integer nonlinear programming (MINLP) . This is accomplished by combining the advantages of using a commercial process simulator (Aspen Hysys), including especially suited numerical methods developed for the convergence of distillation columns, with the benefits of the particle swarm optimization (PSO) metaheuristic algorithm, which does not require gradient information and has the ability to escape from local optima. Our method inherits the superstructure developed in Yeomans, H.; Grossmann, I. E.Optimal design of complex distillation columns using rigorous tray-by-tray disjunctive programming models. Ind. Eng. Chem. Res.2000, 39 (11), 4326–4335, in which the nonexisting trays are considered as simple bypasses of liquid and vapor flows. The implemented tool provides the optimal configuration of distillation column systems, which includes continuous and discrete variables, through the minimization of the total annual cost (TAC). The robustness and flexibility of the method is proven through the successful design and synthesis of three distillation systems of increasing complexity.

Thermogravimetry and Py–GC/MS techniques as fast qualitative methods for comparing the biochemical composition of Nannochloropsis oculata samples obtained under different culture conditions

Microalgae have many applications, such as biodiesel production or food supplement. Depending on the application, the optimization of certain fractions of the biochemical composition (proteins, carbohydrates and lipids) is required. Therefore, samples obtained in different culture conditions must be analyzed in order to compare the content of such fractions. Nevertheless, traditional methods necessitate lengthy analytical procedures with prolonged sample turn-around times. Results of the biochemical composition of Nannochloropsis oculata samples with different protein, carbohydrate and lipid contents obtained by conventional analytical methods have been compared to those obtained by thermogravimetry (TGA) and a Pyroprobe device connected to a gas chromatograph with mass spectrometer detector (Py–GC/MS), showing a clear correlation. These results suggest a potential applicability of these techniques as fast and easy methods to qualitatively compare the biochemical composition of microalgal samples.

Stability in Linear Optimization Under Perturbations of the Left-Hand Side Coefficients

This paper studies stability properties of linear optimization problems with finitely many variables and an arbitrary number of constraints, when only left hand side coefficients can be perturbed. The coefficients of the constraints are assumed to be continuous functions with respect to an index which ranges on certain compact Hausdorff topological space, and these properties are preserved by the admissible perturbations. More in detail, the paper analyzes the continuity properties of the feasible set, the optimal set and the optimal value, as well as the preservation of desirable properties (boundedness, uniqueness) of the feasible and of the optimal sets, under sufficiently small perturbations.

Optimization of Chemical Processes Using Surrogate Models Based on a Kriging Interpolation

Superstructure approaches are the solution to the difficult problem which involves the rigorous economic design of a distillation column. These methods require complex initialization procedures and they are hard to solve. For this reason, these methods have not been extensively used. In this work, we present a methodology for the rigorous optimization of chemical processes implemented on a commercial simulator using surrogate models based on a kriging interpolation. Several examples were studied, but in this paper, we perform the optimization of a superstructure for a non-sharp separation to show the efficiency and effectiveness of the method. Noteworthy that it is possible to get surrogate models accurate enough with up to seven degrees of freedom.

Dynamic, convex, and robust optimization with Bayesian learning for response-guided dosing

Thesis (Ph.D.)--University of Washington, 2016-08

Understanding human genome regulation through entropic graph-based regularization and submodular optimization

Thesis (Ph.D.)--University of Washington, 2016-06

Optimization and Machine Learning Frameworks for Complex Network Analysis

Thesis (Ph.D.)--University of Washington, 2016-06

Area-under-the-curve monitoring of prednisolone for dose optimization in a stable renal transplant population

Background: Renal transplant recipients were noted to appear cushingoid while on low doses of steroid as part of a triple therapy immunosuppression of cyclosporin A (CsA), prednisolone, and azathioprine. Methods: The study group comprised adult renal transplant recipients with stable graft function who had received their renal allograft a minimum of 1 year previously (43 studies undertaken in 22 men and 20 women) with median daily prednisone dose of 7 mg (range 3-10). The control group was healthy nontransplant subjects [median dose 10 mg (10-30)]. Prednisolone bioavailability was measured using a limited 6-hour area under the curve (AUC), with prednisolone measured using specific HPLC assay. Results: The median prednisolone AUC/mg dose for all transplant recipients was significantly greater than the control group by approximately 50% (316 nmol(.)h/L/mg prednisolone versus 218). AUC was significantly higher in female recipients (median 415 versus 297 for men) and in recipients receiving cyclospotin (348 versus 285). The highest AUC was in women on estrogen supplements who were receiving cyclosporin (median 595). A significantly higher proportion of patients on triple therapy had steroid side effects compared with those on steroid and azathioprine (17/27 versus 4/15), more women than men had side effects (14/16 versus 7/22), and the AUC/mg prednisone was greater in those with side effects than without (median 377 versus 288 nmol-h/L/mg). Discussion: The results are consistent with the hypothesis that CsA increases the bioavailability of prednisolone, most likely through inhibition of beta-glycoprotein. The increased exposure to steroid increased the side-effect profile of steroids in the majority of patients. Because the major contributor to AUC is the maximum postdose concentration, it may be possible to use single-point monitoring (2 hours postdose) for routine clinical studies.

Population-based continuous optimization, probabilistic modelling and mean shift

Evolutionary algorithms perform optimization using a population of sample solution points. An interesting development has been to view population-based optimization as the process of evolving an explicit, probabilistic model of the search space. This paper investigates a formal basis for continuous, population-based optimization in terms of a stochastic gradient descent on the Kullback-Leibler divergence between the model probability density and the objective function, represented as an unknown density of assumed form. This leads to an update rule that is related and compared with previous theoretical work, a continuous version of the population-based incremental learning algorithm, and the generalized mean shift clustering framework. Experimental results are presented that demonstrate the dynamics of the new algorithm on a set of simple test problems.

Multiresolution query optimization in an online environment

Multiresolution (or multi-scale) techniques make it possible for Web-based GIS applications to access large dataset. The performance of such systems relies on data transmission over network and multiresolution query processing. In the literature the latter has received little research attention so far, and the existing methods are not capable of processing large dataset. In this paper, we aim to improve multiresolution query processing in an online environment. A cost model for such query is proposed first, followed by three strategies for its optimization. Significant theoretical improvement can be observed when comparing against available methods. Application of these strategies is also discussed, and similar performance enhancement can be expected if implemented in online GIS applications.

Distributed algorithms for global optimization on sparse networks of arbitrary bandwidths

The optimization of resource allocation in sparse networks with real variables is studied using methods of statistical physics. Efficient distributed algorithms are devised on the basis of insight gained from the analysis and are examined using numerical simulations, showing excellent performance and full agreement with the theoretical results.

Inference and optimization of real edges on sparse graphs:A statistical physics perspective

Inference and optimization of real-value edge variables in sparse graphs are studied using the Bethe approximation and replica method of statistical physics. Equilibrium states of general energy functions involving a large set of real edge variables that interact at the network nodes are obtained in various cases. When applied to the representative problem of network resource allocation, efficient distributed algorithms are also devised. Scaling properties with respect to the network connectivity and the resource availability are found, and links to probabilistic Bayesian approximation methods are established. Different cost measures are considered and algorithmic solutions in the various cases are devised and examined numerically. Simulation results are in full agreement with the theory. © 2007 The American Physical Society.