Impulsive Fractional Differential Inclusions Involving the Caputo Fractional Derivative

Mathematics Subject Classification: 26A33, 34A37.

Duality in Constrained DC-Optimization via Toland’s Duality Approach

2000 Mathematics Subject Classification: 90C48, 49N15, 90C25

Caractérisation tridimensionnelle de l’amplitude articulaire de l’épaule

L’épaule est l’articulation la plus mobile et la plus instable du corps humain dû à la faible quantité de contraintes osseuses et au rôle des tissus mous qui lui confèrent au moins une dizaine de degrés de liberté. La mobilité de l’épaule est un facteur de performance dans plusieurs sports. Mais son instabilité engendre des troubles musculo-squelettiques, dont les déchirures de la coiffe des rotateurs sont fréquentes et les plus handicapantes. L’évaluation de l’amplitude articulaire est un indice commun de la fonction de l’épaule, toutefois elle est souvent limitée à quelques mesures planaires pour lesquelles les degrés de liberté varient indépendamment les uns des autres. Ces valeurs utilisées dans les modèles de simulation musculo-squelettiques peuvent amener à des solutions non physiologiques. L’objectif de cette thèse était de développer des outils pour la caractérisation de la mobilité articulaire tri-dimensionnelle de l’épaule, en passant par i) fournir une méthode et son approche expérimentale pour évaluer l’amplitude articulaire tridimensionnelle de l’épaule incluant des interactions entre les degrés de liberté ; ii) proposer une représentation permettant d’interpréter les données tri-dimensionnelles obtenues; iii) présenter des amplitudes articulaires normalisées, iv) implémenter une amplitude articulaire tridimensionnelle au sein d’un modèle de simulation numérique afin de générer des mouvements sportifs optimaux plus réalistes; v) prédire des amplitudes articulaires sécuritaires et vi) des exercices de rééducation sécuritaires pour des patients ayant subi une réparation de la coiffe des rotateurs. i) Seize sujets ont été réalisé séries de mouvements d’amplitudes maximales actifs avec des combinaisons entre les différents degrés de liberté de l’épaule. Un système d’analyse du mouvement couplé à un modèle cinématique du membre supérieur a été utilisé pour estimer les cinématiques articulaires tridimensionnelles. ii) L’ensemble des orientations définies par une séquence de trois angles a été inclus dans un polyèdre non convexe représentant l’espace de mobilité articulaire prenant en compte les interactions entre les degrés de liberté. La combinaison des séries d’élévation et de rotation est recommandée pour évaluer l’amplitude articulaire complète de l’épaule. iii) Un espace de mobilité normalisé a également été défini en englobant les positions atteintes par au moins 50% des sujets et de volume moyen. iv) Cet espace moyen, définissant la mobilité physiologiques, a été utilisé au sein d’un modèle de simulation cinématique utilisé pour optimiser la technique d’un élément acrobatique de lâcher de barres réalisée par des gymnastes. Avec l’utilisation régulière de limites articulaires planaires pour contraindre la mobilité de l’épaule, seulement 17% des solutions optimales sont physiologiques. En plus, d’assurer le réalisme des solutions, notre contrainte articulaire tridimensionnelle n’a pas affecté le coût de calculs de l’optimisation. v) et vi) Les seize participants ont également réalisé des séries d’amplitudes articulaires passives et des exercices de rééducation passifs. La contrainte dans l’ensemble des muscles de la coiffe des rotateurs au cours de ces mouvements a été estimée à l’aide d’un modèle musculo-squelettique reproduisant différents types et tailles de déchirures. Des seuils de contrainte sécuritaires ont été utilisés pour distinguer les amplitudes de mouvements risquées ou non pour l’intégrité de la réparation chirurgicale. Une taille de déchirure plus grande ainsi que les déchirures affectant plusieurs muscles ont contribué à réduire l’espace de mobilité articulaire sécuritaire. Principalement les élévations gléno-humérales inférieures à 38° et supérieures à 65°, ou réalisées avec le bras maintenu en rotation interne engendrent des contraintes excessives pour la plupart des types et des tailles de blessure lors de mouvements d’abduction, de scaption ou de flexion. Cette thèse a développé une représentation innovante de la mobilité de l’épaule, qui tient compte des interactions entre les degrés de liberté. Grâce à cette représentation, l’évaluation clinique pourra être plus exhaustive et donc élargir les possibilités de diagnostiquer les troubles de l’épaule. La simulation de mouvement peut maintenant être plus réaliste. Finalement, nous avons montré l’importance de personnaliser la rééducation des patients en termes d’amplitude articulaire, puisque des exercices passifs de rééducation précoces peuvent contribuer à une re-déchirure à cause d’une contrainte trop importante qu’ils imposent aux tendons.

Joint Information and Jamming Beamforming for Secrecy Rate Maximization in Cognitive Radio Networks

In this paper, we consider the secure beamforming design for an underlay cognitive radio multiple-input singleoutput broadcast channel in the presence of multiple passive eavesdroppers. Our goal is to design a jamming noise (JN) transmit strategy to maximize the secrecy rate of the secondary system. By utilizing the zero-forcing method to eliminate the interference caused by JN to the secondary user, we study the joint optimization of the information and JN beamforming for secrecy rate maximization of the secondary system while satisfying all the interference power constraints at the primary users, as well as the per-antenna power constraint at the secondary transmitter. For an optimal beamforming design, the original problem is a nonconvex program, which can be reformulated as a convex program by applying the rank relaxation method. To this end, we prove that the rank relaxation is tight and propose a barrier interior-point method to solve the resulting saddle point problem based on a duality result. To find the global optimal solution, we transform the considered problem into an unconstrained optimization problem. We then employ Broyden-Fletcher-Goldfarb-Shanno (BFGS) method to solve the resulting unconstrained problem which helps reduce the complexity significantly, compared to conventional methods. Simulation results show the fast convergence of the proposed algorithm and substantial performance improvements over existing approaches.

Essays on Macroeconomic Trends and Cycles

This dissertation describes two studies on macroeconomic trends and cycles. The first chapter studies the impact of Information Technology (IT) on the U.S. labor market. Over the past 30 years, employment and income shares of routine-intensive occupations have declined significantly relative to nonroutine occupations, and the overall U.S. labor income share has declined relative to capital. Furthermore, the decline of routine employment has been largely concentrated during recessions and ensuing recoveries. I build a model of unbalanced growth to assess the role of computerization and IT in driving these labor market trends and cycles. I augment a neoclassical growth model with exogenous IT progress as a form of Routine-Biased Technological Change (RBTC). I show analytically that RBTC causes the overall labor income share to follow a U-shaped time path, as the monotonic decline of routine labor share is increasingly offset by the monotonic rise of nonroutine labor share and the elasticity of substitution between the overall labor and capital declines under IT progress. Quantitatively, the model explains nearly all the divergence between routine and nonroutine labor in the period 1986-2014, as well as the mild decline of the overall labor share between 1986 and the early 2000s. However, the model with IT progress alone cannot explain the accelerated decline of labor income share after the early 2000s, suggesting that other factors, such as globalization, may have played a larger role in this period. Lastly, when nonconvex labor adjustment costs are present, the model generates a stepwise decline in routine labor hours, qualitatively consistent with the data. The timing of these trend adjustments can be significantly affected by aggregate productivity shocks and concentrated in recessions. The second chapter studies the implications of loss aversion on the business cycle dynamics of aggregate consumption and labor hours. Loss aversion refers to the fact that people are distinctively more sensitive to losses than to gains. Loss averse agents are very risk averse around the reference point and exhibit asymmetric responses to positive and negative income shocks. In an otherwise standard Real Business Cycle (RBC) model, I study loss aversion in both consumption alone and consumption-and-leisure together. My results indicate that how loss aversion affects business cycle dynamics depends critically on the nature of the reference point. If, for example, the reference point is status quo, loss aversion dramatically lowers the effective inter-temporal rate of substitution and induces excessive consumption smoothing. In contrast, if the reference point is fixed at a constant level, loss aversion generates a flat region in the decision rules and asymmetric impulse responses to technology shocks. Under a reasonable parametrization, loss aversion has the potential to generate asymmetric business cycles with deeper and more prolonged recessions.

Interrupted searches in the BBMCSFilter context for MINLP problems

The BBMCSFilter method was developed to solve mixed integer nonlinear programming problems. This kind of problems have integer and continuous variables and they appear very frequently in process engineering problems. The objective of this work is to analyze the performance of the method when the coordinate searches are interrupted in the context of the multistart strategy. From the numerical experiments, we observed a reduction on the number of function evaluations and on the CPU time.

Noninvasive imaging of three-dimensional micro and nanostructures by topological methods

We present topological derivative and energy based procedures for the imaging of micro and nano structures using one beam of visible light of a single wavelength. Objects with diameters as small as 10 nm can be located and their position tracked with nanometer precision. Multiple objects dis-tributed either on planes perpendicular to the incidence direction or along axial lines in the incidence direction are distinguishable. More precisely, the shape and size of plane sections perpendicular to the incidence direction can be clearly determined, even for asymmetric and nonconvex scatterers. Axial resolution improves as the size of the objects decreases. Initial reconstructions may proceed by gluing together two-dimensional horizontal slices between axial peaks or by locating objects at three-dimensional peaks of topological energies, depending on the effective wavenumber. Below a threshold size, topological derivative based iterative schemes improve initial predictions of the lo-cation, size, and shape of objects by postprocessing fixed measured data. For larger sizes, tracking the peaks of topological energy fields that average information from additional incident light beams seems to be more effective.

New Rigorous Decomposition Methods for Mixed-integer Linear and Nonlinear Programming

Process systems design, operation and synthesis problems under uncertainty can readily be formulated as two-stage stochastic mixed-integer linear and nonlinear (nonconvex) programming (MILP and MINLP) problems. These problems, with a scenario based formulation, lead to large-scale MILPs/MINLPs that are well structured. The first part of the thesis proposes a new finitely convergent cross decomposition method (CD), where Benders decomposition (BD) and Dantzig-Wolfe decomposition (DWD) are combined in a unified framework to improve the solution of scenario based two-stage stochastic MILPs. This method alternates between DWD iterations and BD iterations, where DWD restricted master problems and BD primal problems yield a sequence of upper bounds, and BD relaxed master problems yield a sequence of lower bounds. A variant of CD, which includes multiple columns per iteration of DW restricted master problem and multiple cuts per iteration of BD relaxed master problem, called multicolumn-multicut CD is then developed to improve solution time. Finally, an extended cross decomposition method (ECD) for solving two-stage stochastic programs with risk constraints is proposed. In this approach, a CD approach at the first level and DWD at a second level is used to solve the original problem to optimality. ECD has a computational advantage over a bilevel decomposition strategy or solving the monolith problem using an MILP solver. The second part of the thesis develops a joint decomposition approach combining Lagrangian decomposition (LD) and generalized Benders decomposition (GBD), to efficiently solve stochastic mixed-integer nonlinear nonconvex programming problems to global optimality, without the need for explicit branch and bound search. In this approach, LD subproblems and GBD subproblems are systematically solved in a single framework. The relaxed master problem obtained from the reformulation of the original problem, is solved only when necessary. A convexification of the relaxed master problem and a domain reduction procedure are integrated into the decomposition framework to improve solution efficiency. Using case studies taken from renewable resource and fossil-fuel based application in process systems engineering, it can be seen that these novel decomposition approaches have significant benefit over classical decomposition methods and state-of-the-art MILP/MINLP global optimization solvers.

Problem of Hydroelectric Resources Management: Numerical Approach

In this work we analyze an optimal control problem for a system of two hydroelectric power stations in cascade with reversible turbines. The objective is to optimize the profit of power production while respecting the system’s restrictions. Some of these restrictions translate into state constraints and the cost function is nonconvex. This increases the complexity of the optimal control problem. The problem is solved numerically and two different approaches are adopted. These approaches focus on global optimization techniques (Chen-Burer algorithm) and on a projection estimation refinement method (PERmethod). PERmethod is used as a technique to reduce the dimension of the problem. Results and execution time of the two procedures are compared.

A pointwise constrained version of the Liapunov convexity theorem for vectorial linear first-order control systems

We generalize the Liapunov convexity theorem's version for vectorial control systems driven by linear ODEs of first-order p = 1 , in any dimension d ∈ N , by including a pointwise state-constraint. More precisely, given a x ‾ ( ⋅ ) ∈ W p , 1 ( [ a , b ] , R d ) solving the convexified p-th order differential inclusion L p x ‾ ( t ) ∈ co { u 0 ( t ) , u 1 ( t ) , … , u m ( t ) } a.e., consider the general problem consisting in finding bang-bang solutions (i.e. L p x ˆ ( t ) ∈ { u 0 ( t ) , u 1 ( t ) , … , u m ( t ) } a.e.) under the same boundary-data, x ˆ ( k ) ( a ) = x ‾ ( k ) ( a ) & x ˆ ( k ) ( b ) = x ‾ ( k ) ( b ) ( k = 0 , 1 , … , p − 1 ); but restricted, moreover, by a pointwise state constraint of the type 〈 x ˆ ( t ) , ω 〉 ≤ 〈 x ‾ ( t ) , ω 〉 ∀ t ∈ [ a , b ] (e.g. ω = ( 1 , 0 , … , 0 ) yielding x ˆ 1 ( t ) ≤ x ‾ 1 ( t ) ). Previous results in the scalar d = 1 case were the pioneering Amar & Cellina paper (dealing with L p x ( ⋅ ) = x ′ ( ⋅ ) ), followed by Cerf & Mariconda results, who solved the general case of linear differential operators L p of order p ≥ 2 with C 0 ( [ a , b ] ) -coefficients. This paper is dedicated to: focus on the missing case p = 1 , i.e. using L p x ( ⋅ ) = x ′ ( ⋅ ) + A ( ⋅ ) x ( ⋅ ) ; generalize the dimension of x ( ⋅ ) , from the scalar case d = 1 to the vectorial d ∈ N case; weaken the coefficients, from continuous to integrable, so that A ( ⋅ ) now becomes a d × d -integrable matrix; and allow the directional vector ω to become a moving AC function ω ( ⋅ ) . Previous vectorial results had constant ω, no matrix (i.e. A ( ⋅ ) ≡ 0 ) and considered: constant control-vertices (Amar & Mariconda) and, more recently, integrable control-vertices (ourselves).

Distributed Large-scale Mixed-Integer Optimization with Application to Energy and Multi-robot Networks

Several decision and control tasks in cyber-physical networks can be formulated as large- scale optimization problems with coupling constraints. In these "constraint-coupled" problems, each agent is associated to a local decision variable, subject to individual constraints. This thesis explores the use of primal decomposition techniques to develop tailored distributed algorithms for this challenging set-up over graphs. We first develop a distributed scheme for convex problems over random time-varying graphs with non-uniform edge probabilities. The approach is then extended to unknown cost functions estimated online. Subsequently, we consider Mixed-Integer Linear Programs (MILPs), which are of great interest in smart grid control and cooperative robotics. We propose a distributed methodological framework to compute a feasible solution to the original MILP, with guaranteed suboptimality bounds, and extend it to general nonconvex problems. Monte Carlo simulations highlight that the approach represents a substantial breakthrough with respect to the state of the art, thus representing a valuable solution for new toolboxes addressing large-scale MILPs. We then propose a distributed Benders decomposition algorithm for asynchronous unreliable networks. The framework has been then used as starting point to develop distributed methodologies for a microgrid optimal control scenario. We develop an ad-hoc distributed strategy for a stochastic set-up with renewable energy sources, and show a case study with samples generated using Generative Adversarial Networks (GANs). We then introduce a software toolbox named ChoiRbot, based on the novel Robot Operating System 2, and show how it facilitates simulations and experiments in distributed multi-robot scenarios. Finally, we consider a Pickup-and-Delivery Vehicle Routing Problem for which we design a distributed method inspired to the approach of general MILPs, and show the efficacy through simulations and experiments in ChoiRbot with ground and aerial robots.

Distributed optimization and games over networks: a system theoretical perspective

Several decision and control tasks involve networks of cyber-physical systems that need to be coordinated and controlled according to a fully-distributed paradigm involving only local communications without any central unit. This thesis focuses on distributed optimization and games over networks from a system theoretical perspective. In the addressed frameworks, we consider agents communicating only with neighbors and running distributed algorithms with optimization-oriented goals. The distinctive feature of this thesis is to interpret these algorithms as dynamical systems and, thus, to resort to powerful system theoretical tools for both their analysis and design. We first address the so-called consensus optimization setup. In this context, we provide an original system theoretical analysis of the well-known Gradient Tracking algorithm in the general case of nonconvex objective functions. Then, inspired by this method, we provide and study a series of extensions to improve the performance and to deal with more challenging settings like, e.g., the derivative-free framework or the online one. Subsequently, we tackle the recently emerged framework named distributed aggregative optimization. For this setup, we develop and analyze novel schemes to handle (i) online instances of the problem, (ii) ``personalized'' optimization frameworks, and (iii) feedback optimization settings. Finally, we adopt a system theoretical approach to address aggregative games over networks both in the presence or absence of linear coupling constraints among the decision variables of the players. In this context, we design and inspect novel fully-distributed algorithms, based on tracking mechanisms, that outperform state-of-the-art methods in finding the Nash equilibrium of the game.