965 resultados para Interior point algorithm
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In this paper we study the problem of designing SVM classifiers when the kernel matrix, K, is affected by uncertainty. Specifically K is modeled as a positive affine combination of given positive semi definite kernels, with the coefficients ranging in a norm-bounded uncertainty set. We treat the problem using the Robust Optimization methodology. This reduces the uncertain SVM problem into a deterministic conic quadratic problem which can be solved in principle by a polynomial time Interior Point (IP) algorithm. However, for large-scale classification problems, IP methods become intractable and one has to resort to first-order gradient type methods. The strategy we use here is to reformulate the robust counterpart of the uncertain SVM problem as a saddle point problem and employ a special gradient scheme which works directly on the convex-concave saddle function. The algorithm is a simplified version of a general scheme due to Juditski and Nemirovski (2011). It achieves an O(1/T-2) reduction of the initial error after T iterations. A comprehensive empirical study on both synthetic data and real-world protein structure data sets show that the proposed formulations achieve the desired robustness, and the saddle point based algorithm outperforms the IP method significantly.
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Métodos de otimização que utilizam condições de otimalidade de primeira e/ou segunda ordem são conhecidos por serem eficientes. Comumente, esses métodos iterativos são desenvolvidos e analisados à luz da análise matemática do espaço euclidiano n-dimensional, cuja natureza é de caráter local. Consequentemente, esses métodos levam a algoritmos iterativos que executam apenas as buscas locais. Assim, a aplicação de tais algoritmos para o cálculo de minimizadores globais de uma função não linear,especialmente não-convexas e multimodais, depende fortemente da localização dos pontos de partida. O método de Otimização Global Topográfico é um algoritmo de agrupamento, que utiliza uma abordagem baseada em conceitos elementares da teoria dos grafos, a fim de gerar bons pontos de partida para os métodos de busca local, a partir de pontos distribuídos de modo uniforme no interior da região viável. Este trabalho tem dois objetivos. O primeiro é realizar uma nova abordagem sobre método de Otimização Global Topográfica, onde, pela primeira vez, seus fundamentos são formalmente descritos e suas propriedades básicas são matematicamente comprovadas. Neste contexto, propõe-se uma fórmula semi-empírica para calcular o parâmetro chave deste algoritmo de agrupamento, e, usando um método robusto e eficiente de direções viáveis por pontos-interiores, estendemos o uso do método de Otimização Global Topográfica a problemas com restrições de desigualdade. O segundo objetivo é a aplicação deste método para a análise de estabilidade de fase em misturas termodinâmicas,o qual consiste em determinar se uma dada mistura se apresenta em uma ou mais fases. A solução deste problema de otimização global é necessária para o cálculo do equilíbrio de fases, que é um problema de grande importância em processos da engenharia, como, por exemplo, na separação por destilação, em processos de extração e simulação da recuperação terciária de petróleo, entre outros. Além disso, afim de ter uma avaliação inicial do potencial dessa técnica, primeiro vamos resolver 70 problemas testes, e então comparar o desempenho do método proposto aqui com o solver MIDACO, um poderoso software recentemente introduzido no campo da otimização global.
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Alternative and more efficient computational methods can extend the applicability of model predictive control (MPC) to systems with tight real-time requirements. This paper presents a system-on-a-chip MPC system, implemented on a field-programmable gate array (FPGA), consisting of a sparse structure-exploiting primal dual interior point (PDIP) quadratic program (QP) solver for MPC reference tracking and a fast gradient QP solver for steady-state target calculation. A parallel reduced precision iterative solver is used to accelerate the solution of the set of linear equations forming the computational bottleneck of the PDIP algorithm. A numerical study of the effect of reducing the number of iterations highlights the effectiveness of the approach. The system is demonstrated with an FPGA-in-the-loop testbench controlling a nonlinear simulation of a large airliner. This paper considers many more manipulated inputs than any previous FPGA-based MPC implementation to date, yet the implementation comfortably fits into a midrange FPGA, and the controller compares well in terms of solution quality and latency to state-of-the-art QP solvers running on a standard PC. © 1993-2012 IEEE.
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In this text, we present two stereo-based head tracking techniques along with a fast 3D model acquisition system. The first tracking technique is a robust implementation of stereo-based head tracking designed for interactive environments with uncontrolled lighting. We integrate fast face detection and drift reduction algorithms with a gradient-based stereo rigid motion tracking technique. Our system can automatically segment and track a user's head under large rotation and illumination variations. Precision and usability of this approach are compared with previous tracking methods for cursor control and target selection in both desktop and interactive room environments. The second tracking technique is designed to improve the robustness of head pose tracking for fast movements. Our iterative hybrid tracker combines constraints from the ICP (Iterative Closest Point) algorithm and normal flow constraint. This new technique is more precise for small movements and noisy depth than ICP alone, and more robust for large movements than the normal flow constraint alone. We present experiments which test the accuracy of our approach on sequences of real and synthetic stereo images. The 3D model acquisition system we present quickly aligns intensity and depth images, and reconstructs a textured 3D mesh. 3D views are registered with shape alignment based on our iterative hybrid tracker. We reconstruct the 3D model using a new Cubic Ray Projection merging algorithm which takes advantage of a novel data structure: the linked voxel space. We present experiments to test the accuracy of our approach on 3D face modelling using real-time stereo images.
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En este trabajo se implementa una metodología para incluir momentos de orden superior en la selección de portafolios, haciendo uso de la Distribución Hiperbólica Generalizada, para posteriormente hacer un análisis comparativo frente al modelo de Markowitz.
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Optimization methods that employ the classical Powell-Hestenes-Rockafellar augmented Lagrangian are useful tools for solving nonlinear programming problems. Their reputation decreased in the last 10 years due to the comparative success of interior-point Newtonian algorithms, which are asymptotically faster. In this research, a combination of both approaches is evaluated. The idea is to produce a competitive method, being more robust and efficient than its `pure` counterparts for critical problems. Moreover, an additional hybrid algorithm is defined, in which the interior-point method is replaced by the Newtonian resolution of a Karush-Kuhn-Tucker (KKT) system identified by the augmented Lagrangian algorithm. The software used in this work is freely available through the Tango Project web page:http://www.ime.usp.br/similar to egbirgin/tango/.
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An optimisation technique to solve transmission network expansion planning problem, using the AC model, is presented. This is a very complex mixed integer nonlinear programming problem. A constructive heuristic algorithm aimed at obtaining an excellent quality solution for this problem is presented. An interior point method is employed to solve nonlinear programming problems during the solution steps of the algorithm. Results of the tests, carried out with three electrical energy systems, show the capabilities of the method and also the viability of using the AC model to solve the problem.
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The paper presents a constructive heuristic algorithm (CHA) for solving directly the long-term transmission-network-expansion-planning (LTTNEP) problem using the DC model. The LTTNEP is a very complex mixed-integer nonlinear-programming problem and presents a combinatorial growth in the search space. The CHA is used to find a solution for the LTTNEP problem of good quality. A sensitivity index is used in each step of the CHA to add circuits to the system. This sensitivity index is obtained by solving the relaxed problem of LTTNEP, i.e. considering the number of circuits to be added as a continuous variable. The relaxed problem is a large and complex nonlinear-programming problem and was solved through the interior-point method (IPM). Tests were performed using Garver's system, the modified IEEE 24-Bus system and the Southern Brazilian reduced system. The results presented show the good performance of IPM inside the CHA.
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A new approach to solving the Optimal Power Flow problem is described, making use of some recent findings, especially in the area of primal-dual methods for complex programming. In this approach, equality constraints are handled by Newton's method inequality constraints for voltage and transformer taps by the logarithmic barrier method and the other inequality constraints by the augmented Lagrangian method. Numerical test results are presented, showing the effective performance of this algorithm. © 2001 IEEE.
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In this paper a heuristic technique for solving simultaneous short-term transmission network expansion and reactive power planning problem (TEPRPP) via an AC model is presented. A constructive heuristic algorithm (CHA) aimed to obtaining a significant quality solution for such problem is employed. An interior point method (IPM) is applied to solve TEPRPP as a nonlinear programming (NLP) during the solution steps of the algorithm. For each proposed network topology, an indicator is deployed to identify the weak buses for reactive power sources placement. The objective function of NLP includes the costs of new transmission lines, real power losses as well as reactive power sources. By allocating reactive power sources at load buses, the circuit capacity may increase while the cost of new lines can be decreased. The proposed methodology is tested on Garver's system and the obtained results shows its capability and the viability of using AC model for solving such non-convex optimization problem. © 2011 IEEE.
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In this paper, a hybrid heuristic methodology that employs fuzzy logic for solving the AC transmission network expansion planning (AC-TEP) problem is presented. An enhanced constructive heuristic algorithm aimed at obtaining a significant quality solution for such complicated problems considering contingency is proposed. In order to indicate the severity of the contingency, 2 performance indices, namely the line flow performance index and voltage performance index, are calculated. An interior point method is applied as a nonlinear programming solver to handle such nonconvex optimization problems, while the objective function includes the costs of the new transmission lines as well as the real power losses. The performance of the proposed method is examined by applying it to the well-known Garver system for different cases. The simulation studies and result analysis demonstrate that the proposed method provides a promising way to find an optimal plan. Obtaining the best quality solution shows the capability and the viability of the proposed algorithm in AC-TEP. © Tübi̇tak..
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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The aim of solving the Optimal Power Flow problem is to determine the optimal state of an electric power transmission system, that is, the voltage magnitude and phase angles and the tap ratios of the transformers that optimize the performance of a given system, while satisfying its physical and operating constraints. The Optimal Power Flow problem is modeled as a large-scale mixed-discrete nonlinear programming problem. This paper proposes a method for handling the discrete variables of the Optimal Power Flow problem. A penalty function is presented. Due to the inclusion of the penalty function into the objective function, a sequence of nonlinear programming problems with only continuous variables is obtained and the solutions of these problems converge to a solution of the mixed problem. The obtained nonlinear programming problems are solved by a Primal-Dual Logarithmic-Barrier Method. Numerical tests using the IEEE 14, 30, 118 and 300-Bus test systems indicate that the method is efficient. (C) 2012 Elsevier B.V. All rights reserved.