Scaling laws and thermodynamic analysis for vascular branching of microvessels

When blood flows through small vessels, the two-phase nature of blood as a suspension of red cells (erythrocytes) in plasma cannot be neglected, and with decreasing vessel size, a homogeneous continuum model become less adequate in describing blood flow. Following the Haynes’ marginal zone theory, and viewing the flow as the result of concentric laminae of fluid moving axially, the present work provides models for fluid flow in dichotomous branching composed by larger and smaller vessels, respectively. Expressions for the branching sizes of parent and daughter vessels, that provides easier flow access, are obtained by means of a constrained optimization approach using the Lagrange multipliers. This study shows that when blood behaves as a Newtonian fluid, Hess – Murray law that states that the daughters-to-parent diameter ratio must equal to 2^(-1/3) is valid. However, when the nature of blood as a suspension becomes important, the expression for optimum branching diameters of vessels is dependent on the separation phase lengths. It is also shown that the same effect occurs for the relative lengths of daughters and parent vessels. For smaller vessels (e. g., arterioles and capillaries), it is found that the daughters-to-parent diameter ratio may varies from 0,741 to 0,849, and the daughters-to-parent length ratio varies from 0,260 to 2,42. For larger vessels (e. g., arteries), the daughters-to-parent diameter ratio and the daughters-to-parent length ratio range from 0,458 to 0,819, and from 0,100 to 6,27, respectively. In this paper, it is also demonstrated that the entropy generated when blood behaves as a single phase fluid (i. e., continuum viscous fluid) is greater than the entropy generated when the nature of blood as a suspension becomes important. Another important finding is that the manifestation of the particulate nature of blood in small vessels reduces entropy generation due to fluid friction, thereby maintaining the flow through dichotomous branching vessels at a relatively lower cost.

Implementación de un algoritmo genético para la asignación de aulas en un centro de estudio (ING)

The genetic algorithm is a very efficient tool to solve optimization problems. On the other hand, the classroom assignation in any education center, particularly those that does not have enough quantity of classrooms for the courseʼs demand converts it in an optimization problem. In the Department of Computer Science (Universidad de Costa Rica) this work is carried out manually every six months. Besides, at least two persons of the department are dedicated full time to this labor for one week or more. The present article describes an automatic solution that not only reduces the response time to seconds but it also finds an optimal solution in the majority of the cases. In addition gives flexibility in using the program when the information involved with classroom assignation has to be updated. The interface is simple an easy to use.

Colocated multiple-input multiple-output radars for smart mobility

In recent years, radars have been used in many applications such as precision agriculture and advanced driver assistant systems. Optimal techniques for the estimation of the number of targets and of their coordinates require solving multidimensional optimization problems entailing huge computational efforts. This has motivated the development of sub-optimal estimation techniques able to achieve good accuracy at a manageable computational cost. Another technical issue in advanced driver assistant systems is the tracking of multiple targets. Even if various filtering techniques have been developed, new efficient and robust algorithms for target tracking can be devised exploiting a probabilistic approach, based on the use of the factor graph and the sum-product algorithm. The two contributions provided by this dissertation are the investigation of the filtering and smoothing problems from a factor graph perspective and the development of efficient algorithms for two and three-dimensional radar imaging. Concerning the first contribution, a new factor graph for filtering is derived and the sum-product rule is applied to this graphical model; this allows to interpret known algorithms and to develop new filtering techniques. Then, a general method, based on graphical modelling, is proposed to derive filtering algorithms that involve a network of interconnected Bayesian filters. Finally, the proposed graphical approach is exploited to devise a new smoothing algorithm. Numerical results for dynamic systems evidence that our algorithms can achieve a better complexity-accuracy tradeoff and tracking capability than other techniques in the literature. Regarding radar imaging, various algorithms are developed for frequency modulated continuous wave radars; these algorithms rely on novel and efficient methods for the detection and estimation of multiple superimposed tones in noise. The accuracy achieved in the presence of multiple closely spaced targets is assessed on the basis of both synthetically generated data and of the measurements acquired through two commercial multiple-input multiple-output radars.

A framework for risk analysis in automotive cybersecurity

We address the problem of automotive cybersecurity from the point of view of Threat Analysis and Risk Assessment (TARA). The central question that motivates the thesis is the one about the acceptability of risk, which is vital in taking a decision about the implementation of cybersecurity solutions. For this purpose, we develop a quantitative framework in which we take in input the results of risk assessment and define measures of various facets of a possible risk response; we then exploit the natural presence of trade-offs (cost versus effectiveness) to formulate the problem as a multi-objective optimization. Finally, we develop a stochastic model of the future evolution of the risk factors, by means of Markov chains; we adapt the formulations of the optimization problems to this non-deterministic context. The thesis is the result of a collaboration with the Vehicle Electrification division of Marelli, in particular with the Cybersecurity team based in Bologna; this allowed us to consider a particular instance of the problem, deriving from a real TARA, in order to test both the deterministic and the stochastic framework in a real world application. The collaboration also explains why in the work we often assume the point of view of a tier-1 supplier; however, the analyses performed can be adapted to any other level of the supply chain.

Machine Learning in Automatic Tabulation for Constraint Model Reformulation

Combinatorial decision and optimization problems belong to numerous applications, such as logistics and scheduling, and can be solved with various approaches. Boolean Satisfiability and Constraint Programming solvers are some of the most used ones and their performance is significantly influenced by the model chosen to represent a given problem. This has led to the study of model reformulation methods, one of which is tabulation, that consists in rewriting the expression of a constraint in terms of a table constraint. To apply it, one should identify which constraints can help and which can hinder the solving process. So far this has been performed by hand, for example in MiniZinc, or automatically with manually designed heuristics, in Savile Row. Though, it has been shown that the performances of these heuristics differ across problems and solvers, in some cases helping and in others hindering the solving procedure. However, recent works in the field of combinatorial optimization have shown that Machine Learning (ML) can be increasingly useful in the model reformulation steps. This thesis aims to design a ML approach to identify the instances for which Savile Row’s heuristics should be activated. Additionally, it is possible that the heuristics miss some good tabulation opportunities, so we perform an exploratory analysis for the creation of a ML classifier able to predict whether or not a constraint should be tabulated. The results reached towards the first goal show that a random forest classifier leads to an increase in the performances of 4 different solvers. The experimental results in the second task show that a ML approach could improve the performance of a solver for some problem classes.

A neural system to robust Nonlinear optimization subject to disjoint and constrained sets

The ability of neural networks to realize some complex nonlinear function makes them attractive for system identification. This paper describes a novel method using artificial neural networks to solve robust parameter estimation problems for nonlinear models with unknown-but-bounded errors and uncertainties. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the network convergence to the equilibrium points. A solution for the robust estimation problem with unknown-but-bounded error corresponds to an equilibrium point of the network. Simulation results are presented as an illustration of the proposed approach.

Optimization-based solutions to constrained trajectory-tracking and path-following problems

Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2012

Automated wordlength optimization framework for multi-source statistical interval-based analysis of nonlinear systems with control-flow structures

El uso de aritmética de punto fijo es una opción de diseño muy extendida en sistemas con fuertes restricciones de área, consumo o rendimiento. Para producir implementaciones donde los costes se minimicen sin impactar negativamente en la precisión de los resultados debemos llevar a cabo una asignación cuidadosa de anchuras de palabra. Encontrar la combinación óptima de anchuras de palabra en coma fija para un sistema dado es un problema combinatorio NP-hard al que los diseñadores dedican entre el 25 y el 50 % del ciclo de diseño. Las plataformas hardware reconfigurables, como son las FPGAs, también se benefician de las ventajas que ofrece la aritmética de coma fija, ya que éstas compensan las frecuencias de reloj más bajas y el uso más ineficiente del hardware que hacen estas plataformas respecto a los ASICs. A medida que las FPGAs se popularizan para su uso en computación científica los diseños aumentan de tamaño y complejidad hasta llegar al punto en que no pueden ser manejados eficientemente por las técnicas actuales de modelado de señal y ruido de cuantificación y de optimización de anchura de palabra. En esta Tesis Doctoral exploramos distintos aspectos del problema de la cuantificación y presentamos nuevas metodologías para cada uno de ellos: Las técnicas basadas en extensiones de intervalos han permitido obtener modelos de propagación de señal y ruido de cuantificación muy precisos en sistemas con operaciones no lineales. Nosotros llevamos esta aproximación un paso más allá introduciendo elementos de Multi-Element Generalized Polynomial Chaos (ME-gPC) y combinándolos con una técnica moderna basada en Modified Affine Arithmetic (MAA) estadístico para así modelar sistemas que contienen estructuras de control de flujo. Nuestra metodología genera los distintos caminos de ejecución automáticamente, determina las regiones del dominio de entrada que ejercitarán cada uno de ellos y extrae los momentos estadísticos del sistema a partir de dichas soluciones parciales. Utilizamos esta técnica para estimar tanto el rango dinámico como el ruido de redondeo en sistemas con las ya mencionadas estructuras de control de flujo y mostramos la precisión de nuestra aproximación, que en determinados casos de uso con operadores no lineales llega a tener tan solo una desviación del 0.04% con respecto a los valores de referencia obtenidos mediante simulación. Un inconveniente conocido de las técnicas basadas en extensiones de intervalos es la explosión combinacional de términos a medida que el tamaño de los sistemas a estudiar crece, lo cual conlleva problemas de escalabilidad. Para afrontar este problema presen tamos una técnica de inyección de ruidos agrupados que hace grupos con las señales del sistema, introduce las fuentes de ruido para cada uno de los grupos por separado y finalmente combina los resultados de cada uno de ellos. De esta forma, el número de fuentes de ruido queda controlado en cada momento y, debido a ello, la explosión combinatoria se minimiza. También presentamos un algoritmo de particionado multi-vía destinado a minimizar la desviación de los resultados a causa de la pérdida de correlación entre términos de ruido con el objetivo de mantener los resultados tan precisos como sea posible. La presente Tesis Doctoral también aborda el desarrollo de metodologías de optimización de anchura de palabra basadas en simulaciones de Monte-Cario que se ejecuten en tiempos razonables. Para ello presentamos dos nuevas técnicas que exploran la reducción del tiempo de ejecución desde distintos ángulos: En primer lugar, el método interpolativo aplica un interpolador sencillo pero preciso para estimar la sensibilidad de cada señal, y que es usado después durante la etapa de optimización. En segundo lugar, el método incremental gira en torno al hecho de que, aunque es estrictamente necesario mantener un intervalo de confianza dado para los resultados finales de nuestra búsqueda, podemos emplear niveles de confianza más relajados, lo cual deriva en un menor número de pruebas por simulación, en las etapas iniciales de la búsqueda, cuando todavía estamos lejos de las soluciones optimizadas. Mediante estas dos aproximaciones demostramos que podemos acelerar el tiempo de ejecución de los algoritmos clásicos de búsqueda voraz en factores de hasta x240 para problemas de tamaño pequeño/mediano. Finalmente, este libro presenta HOPLITE, una infraestructura de cuantificación automatizada, flexible y modular que incluye la implementación de las técnicas anteriores y se proporciona de forma pública. Su objetivo es ofrecer a desabolladores e investigadores un entorno común para prototipar y verificar nuevas metodologías de cuantificación de forma sencilla. Describimos el flujo de trabajo, justificamos las decisiones de diseño tomadas, explicamos su API pública y hacemos una demostración paso a paso de su funcionamiento. Además mostramos, a través de un ejemplo sencillo, la forma en que conectar nuevas extensiones a la herramienta con las interfaces ya existentes para poder así expandir y mejorar las capacidades de HOPLITE. ABSTRACT Using fixed-point arithmetic is one of the most common design choices for systems where area, power or throughput are heavily constrained. In order to produce implementations where the cost is minimized without negatively impacting the accuracy of the results, a careful assignment of word-lengths is required. The problem of finding the optimal combination of fixed-point word-lengths for a given system is a combinatorial NP-hard problem to which developers devote between 25 and 50% of the design-cycle time. Reconfigurable hardware platforms such as FPGAs also benefit of the advantages of fixed-point arithmetic, as it compensates for the slower clock frequencies and less efficient area utilization of the hardware platform with respect to ASICs. As FPGAs become commonly used for scientific computation, designs constantly grow larger and more complex, up to the point where they cannot be handled efficiently by current signal and quantization noise modelling and word-length optimization methodologies. In this Ph.D. Thesis we explore different aspects of the quantization problem and we present new methodologies for each of them: The techniques based on extensions of intervals have allowed to obtain accurate models of the signal and quantization noise propagation in systems with non-linear operations. We take this approach a step further by introducing elements of MultiElement Generalized Polynomial Chaos (ME-gPC) and combining them with an stateof- the-art Statistical Modified Affine Arithmetic (MAA) based methodology in order to model systems that contain control-flow structures. Our methodology produces the different execution paths automatically, determines the regions of the input domain that will exercise them, and extracts the system statistical moments from the partial results. We use this technique to estimate both the dynamic range and the round-off noise in systems with the aforementioned control-flow structures. We show the good accuracy of our approach, which in some case studies with non-linear operators shows a 0.04 % deviation respect to the simulation-based reference values. A known drawback of the techniques based on extensions of intervals is the combinatorial explosion of terms as the size of the targeted systems grows, which leads to scalability problems. To address this issue we present a clustered noise injection technique that groups the signals in the system, introduces the noise terms in each group independently and then combines the results at the end. In this way, the number of noise sources in the system at a given time is controlled and, because of this, the combinato rial explosion is minimized. We also present a multi-way partitioning algorithm aimed at minimizing the deviation of the results due to the loss of correlation between noise terms, in order to keep the results as accurate as possible. This Ph.D. Thesis also covers the development of methodologies for word-length optimization based on Monte-Carlo simulations in reasonable times. We do so by presenting two novel techniques that explore the reduction of the execution times approaching the problem in two different ways: First, the interpolative method applies a simple but precise interpolator to estimate the sensitivity of each signal, which is later used to guide the optimization effort. Second, the incremental method revolves on the fact that, although we strictly need to guarantee a certain confidence level in the simulations for the final results of the optimization process, we can do it with more relaxed levels, which in turn implies using a considerably smaller amount of samples, in the initial stages of the process, when we are still far from the optimized solution. Through these two approaches we demonstrate that the execution time of classical greedy techniques can be accelerated by factors of up to ×240 for small/medium sized problems. Finally, this book introduces HOPLITE, an automated, flexible and modular framework for quantization that includes the implementation of the previous techniques and is provided for public access. The aim is to offer a common ground for developers and researches for prototyping and verifying new techniques for system modelling and word-length optimization easily. We describe its work flow, justifying the taken design decisions, explain its public API and we do a step-by-step demonstration of its execution. We also show, through an example, the way new extensions to the flow should be connected to the existing interfaces in order to expand and improve the capabilities of HOPLITE.

Global vs. local nonlinear optimization techniques for human-like movement of an anthropomorphic robot

In this paper a comparison between using global and local optimization techniques for solving the problem of generating human-like arm and hand movements for an anthropomorphic dual arm robot is made. Although the objective function involved in each optimization problem is convex, there is no evidence that the admissible regions of these problems are convex sets. For the sequence of movements for which the numerical tests were done there were no significant differences between the optimal solutions obtained using the global and the local techniques. This suggests that the optimal solution obtained using the local solver is indeed a global solution.

Efficient Optimization Algorithms for Nonlinear Data Analysis

Identification of low-dimensional structures and main sources of variation from multivariate data are fundamental tasks in data analysis. Many methods aimed at these tasks involve solution of an optimization problem. Thus, the objective of this thesis is to develop computationally efficient and theoretically justified methods for solving such problems. Most of the thesis is based on a statistical model, where ridges of the density estimated from the data are considered as relevant features. Finding ridges, that are generalized maxima, necessitates development of advanced optimization methods. An efficient and convergent trust region Newton method for projecting a point onto a ridge of the underlying density is developed for this purpose. The method is utilized in a differential equation-based approach for tracing ridges and computing projection coordinates along them. The density estimation is done nonparametrically by using Gaussian kernels. This allows application of ridge-based methods with only mild assumptions on the underlying structure of the data. The statistical model and the ridge finding methods are adapted to two different applications. The first one is extraction of curvilinear structures from noisy data mixed with background clutter. The second one is a novel nonlinear generalization of principal component analysis (PCA) and its extension to time series data. The methods have a wide range of potential applications, where most of the earlier approaches are inadequate. Examples include identification of faults from seismic data and identification of filaments from cosmological data. Applicability of the nonlinear PCA to climate analysis and reconstruction of periodic patterns from noisy time series data are also demonstrated. Other contributions of the thesis include development of an efficient semidefinite optimization method for embedding graphs into the Euclidean space. The method produces structure-preserving embeddings that maximize interpoint distances. It is primarily developed for dimensionality reduction, but has also potential applications in graph theory and various areas of physics, chemistry and engineering. Asymptotic behaviour of ridges and maxima of Gaussian kernel densities is also investigated when the kernel bandwidth approaches infinity. The results are applied to the nonlinear PCA and to finding significant maxima of such densities, which is a typical problem in visual object tracking.

Nonlinear channel equalizer design using directional evolutionary multi-objective optimization

In this paper, a new equalizer learning scheme is introduced based on the algorithm of the directional evolutionary multi-objective optimization (EMOO). Whilst nonlinear channel equalizers such as the radial basis function (RBF) equalizers have been widely studied to combat the linear and nonlinear distortions in the modern communication systems, most of them do not take into account the equalizers' generalization capabilities. In this paper, equalizers are designed aiming at improving their generalization capabilities. It is proposed that this objective can be achieved by treating the equalizer design problem as a multi-objective optimization (MOO) problem, with each objective based on one of several training sets, followed by deriving equalizers with good capabilities of recovering the signals for all the training sets. Conventional EMOO which is widely applied in the MOO problems suffers from disadvantages such as slow convergence speed. Directional EMOO improves the computational efficiency of the conventional EMOO by explicitly making use of the directional information. The new equalizer learning scheme based on the directional EMOO is applied to the RBF equalizer design. Computer simulation demonstrates that the new scheme can be used to derive RBF equalizers with good generalization capabilities, i.e., good performance on predicting the unseen samples.

Dynamic integrated system optimization and parameter estimation for discrete time optimal control of nonlinear systems

An algorithm for solving nonlinear discrete time optimal control problems with model-reality differences is presented. The technique uses Dynamic Integrated System Optimization and Parameter Estimation (DISOPE), which achieves the correct optimal solution in spite of deficiencies in the mathematical model employed in the optimization procedure. A version of the algorithm with a linear-quadratic model-based problem, implemented in the C+ + programming language, is developed and applied to illustrative simulation examples. An analysis of the optimality and convergence properties of the algorithm is also presented.

Exact penalties for variational inequalities with applications to nonlinear complementarity problems

In this paper, we present a new reformulation of the KKT system associated to a variational inequality as a semismooth equation. The reformulation is derived from the concept of differentiable exact penalties for nonlinear programming. The best theoretical results are presented for nonlinear complementarity problems, where simple, verifiable, conditions ensure that the penalty is exact. We close the paper with some preliminary computational tests on the use of a semismooth Newton method to solve the equation derived from the new reformulation. We also compare its performance with the Newton method applied to classical reformulations based on the Fischer-Burmeister function and on the minimum. The new reformulation combines the best features of the classical ones, being as easy to solve as the reformulation that uses the Fischer-Burmeister function while requiring as few Newton steps as the one that is based on the minimum.

The reformulation of nonlinear complementarity problems using the Fischer-Burmeister function

A bounded-level-set result for a reformulation of the box-constrained variational inequality problem proposed recently by Facchinei, Fischer and Kanzow is proved. An application of this result to the (unbounded) nonlinear complementarity problem is suggested. © 1999 Elsevier Science Ltd. All rights reserved.