Parallel hyperspectral unmixing on GPUs

This letter presents a new parallel method for hyperspectral unmixing composed by the efficient combination of two popular methods: vertex component analysis (VCA) and sparse unmixing by variable splitting and augmented Lagrangian (SUNSAL). First, VCA extracts the endmember signatures, and then, SUNSAL is used to estimate the abundance fractions. Both techniques are highly parallelizable, which significantly reduces the computing time. A design for the commodity graphics processing units of the two methods is presented and evaluated. Experimental results obtained for simulated and real hyperspectral data sets reveal speedups up to 100 times, which grants real-time response required by many remotely sensed hyperspectral applications.

Hyperspectral imagery framework for unmixing and dimensionality estimation

In hyperspectral imagery a pixel typically consists mixture of spectral signatures of reference substances, also called endmembers. Linear spectral mixture analysis, or linear unmixing, aims at estimating the number of endmembers, their spectral signatures, and their abundance fractions. This paper proposes a framework for hyperpsectral unmixing. A blind method (SISAL) is used for the estimation of the unknown endmember signature and their abundance fractions. This method solve a non-convex problem by a sequence of augmented Lagrangian optimizations, where the positivity constraints, forcing the spectral vectors to belong to the convex hull of the endmember signatures, are replaced by soft constraints. The proposed framework simultaneously estimates the number of endmembers present in the hyperspectral image by an algorithm based on the minimum description length (MDL) principle. Experimental results on both synthetic and real hyperspectral data demonstrate the effectiveness of the proposed algorithm.

Parallel sparse unmixing of hyperspectral data

In this paper, a new parallel method for sparse spectral unmixing of remotely sensed hyperspectral data on commodity graphics processing units (GPUs) is presented. A semi-supervised approach is adopted, which relies on the increasing availability of spectral libraries of materials measured on the ground instead of resorting to endmember extraction methods. This method is based on the spectral unmixing by splitting and augmented Lagrangian (SUNSAL) that estimates the material's abundance fractions. The parallel method is performed in a pixel-by-pixel fashion and its implementation properly exploits the GPU architecture at low level, thus taking full advantage of the computational power of GPUs. Experimental results obtained for simulated and real hyperspectral datasets reveal significant speedup factors, up to 1 64 times, with regards to optimized serial implementation.

Methods to solve the equations of motion

"Series title: Springerbriefs in applied sciences and technology, ISSN 2191-530X"

Enhanced compressed sensing recovery with level set normals.

We propose a compressive sensing algorithm that exploits geometric properties of images to recover images of high quality from few measurements. The image reconstruction is done by iterating the two following steps: 1) estimation of normal vectors of the image level curves, and 2) reconstruction of an image fitting the normal vectors, the compressed sensing measurements, and the sparsity constraint. The proposed technique can naturally extend to nonlocal operators and graphs to exploit the repetitive nature of textured images to recover fine detail structures. In both cases, the problem is reduced to a series of convex minimization problems that can be efficiently solved with a combination of variable splitting and augmented Lagrangian methods, leading to fast and easy-to-code algorithms. Extended experiments show a clear improvement over related state-of-the-art algorithms in the quality of the reconstructed images and the robustness of the proposed method to noise, different kind of images, and reduced measurements.

Orthogonal packing of identical rectangles within isotropic convex regions

A mixed integer continuous nonlinear model and a solution method for the problem of orthogonally packing identical rectangles within an arbitrary convex region are introduced in the present work. The convex region is assumed to be made of an isotropic material in such a way that arbitrary rotations of the items, preserving the orthogonality constraint, are allowed. The solution method is based on a combination of branch and bound and active-set strategies for bound-constrained minimization of smooth functions. Numerical results show the reliability of the presented approach. (C) 2010 Elsevier Ltd. All rights reserved.

New and improved results for packing identical unitary radius circles within triangles, rectangles and strips

The focus of study in this paper is the class of packing problems. More specifically, it deals with the placement of a set of N circular items of unitary radius inside an object with the aim of minimizing its dimensions. Differently shaped containers are considered, namely circles, squares, rectangles, strips and triangles. By means of the resolution of non-linear equations systems through the Newton-Raphson method, the herein presented algorithm succeeds in improving the accuracy of previous results attained by continuous optimization approaches up to numerical machine precision. The computer implementation and the data sets are available at http://www.ime.usp.br/similar to egbirgin/packing/. (C) 2009 Elsevier Ltd, All rights reserved.

Second-order negative-curvature methods for box-constrained and general constrained optimization

A Nonlinear Programming algorithm that converges to second-order stationary points is introduced in this paper. The main tool is a second-order negative-curvature method for box-constrained minimization of a certain class of functions that do not possess continuous second derivatives. This method is used to define an Augmented Lagrangian algorithm of PHR (Powell-Hestenes-Rockafellar) type. Convergence proofs under weak constraint qualifications are given. Numerical examples showing that the new method converges to second-order stationary points in situations in which first-order methods fail are exhibited.

Um método primal-dual aplicado na resolução do problema de fluxo de potência ótimo

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

TWO DECOMPOSITION APPROACHES APPLIED TO THE MULTI-AREA OPTIMAL REACTIVE POWER FLOW PROBLEM

This paper applies two methods of mathematical decomposition to carry out an optimal reactive power flow (ORPF) in a coordinated decentralized way in the context of an interconnected multi-area power system. The first method is based on an augmented Lagrangian approach using the auxiliary problem principle (APP). The second method uses a decomposition technique based on the Karush-Kuhn-Tucker (KKT) first-order optimality conditions. The viability of each method to be used in the decomposition of multi-area ORPF is studied and the corresponding mathematical models are presented. The IEEE RTS-96, the IEEE 118-bus test systems and a 9-bus didactic system are used in order to show the operation and effectiveness of the decomposition methods.

Analysis of numeric conditioning of Hessian matrix of Lagrangian via singular values

This paper presents an analyze of numeric conditioning of the Hessian matrix of Lagrangian of modified barrier function Lagrangian method (MBFL) and primal-dual logarithmic barrier method (PDLB), which are obtained in the process of solution of an optimal power flow problem (OPF). This analyze is done by a comparative study through the singular values decomposition (SVD) of those matrixes. In the MBLF method the inequality constraints are treated by the modified barrier and PDLB methods. The inequality constraints are transformed into equalities by introducing positive auxiliary variables and are perturbed by the barrier parameter. The first-order necessary conditions of the Lagrangian function are solved by Newton's method. The perturbation of the auxiliary variables results in an expansion of the feasible set of the original problem, allowing the limits of the inequality constraints to be reached. The electric systems IEEE 14, 162 and 300 buses were used in the comparative analysis. ©2007 IEEE.

Multi-areas optimal reactive power flow

This paper describes a method for the decentralized solution of the optimal reactive power flow (ORPF) problem in interconnected power systems. The ORPF model is solved in a decentralized framework, consisting of regions, where the transmission system operator in each area operates its system independently of the other areas, obtaining an optimal coordinated but decentralized solution. The proposed scheme is based on an augmented Lagrangian approach using the auxiliary problem principle (APP). An implementation of an interior point method is described to solve the decoupled problem in each area. The described method is successfully implemented and tested using the IEEE two area RTS 96 test system. Numerical results comparing the solutions obtained by the traditional and the proposed decentralized methods are presented for validation. ©2008 IEEE.

Hyperspectral unmixing with simultaneous dimensionality estimation

This paper is an elaboration of the simplex identification via split augmented Lagrangian (SISAL) algorithm (Bioucas-Dias, 2009) to blindly unmix hyperspectral data. SISAL is a linear hyperspectral unmixing method of the minimum volume class. This method solve a non-convex problem by a sequence of augmented Lagrangian optimizations, where the positivity constraints, forcing the spectral vectors to belong to the convex hull of the endmember signatures, are replaced by soft constraints. With respect to SISAL, we introduce a dimensionality estimation method based on the minimum description length (MDL) principle. The effectiveness of the proposed algorithm is illustrated with simulated and real data.

Development of new scenario decomposition techniques for linear and nonlinear stochastic programming

Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.

Development of new scenario decomposition techniques for linear and nonlinear stochastic programming

Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.