A fast dual algorithm for kernel logistic regression

This paper gives a new iterative algorithm for kernel logistic regression. It is based on the solution of a dual problem using ideas similar to those of the Sequential Minimal Optimization algorithm for Support Vector Machines. Asymptotic convergence of the algorithm is proved. Computational experiments show that the algorithm is robust and fast. The algorithmic ideas can also be used to give a fast dual algorithm for solving the optimization problem arising in the inner loop of Gaussian Process classifiers.

Optimization of an ammonia reactor using regression analysis

This paper presents an optimization algorithm for an ammonia reactor based on a regression model relating the yield to several parameters, control inputs and disturbances. This model is derived from the data generated by hybrid simulation of the steady-state equations describing the reactor behaviour. The simplicity of the optimization program along with its ability to take into account constraints on flow variables make it best suited in supervisory control applications.

A Deterministic Optimization Approach to Protein Sequence Design Using Continuous Models

Determining the sequence of amino acid residues in a heteropolymer chain of a protein with a given conformation is a discrete combinatorial problem that is not generally amenable for gradient-based continuous optimization algorithms. In this paper we present a new approach to this problem using continuous models. In this modeling, continuous "state functions" are proposed to designate the type of each residue in the chain. Such a continuous model helps define a continuous sequence space in which a chosen criterion is optimized to find the most appropriate sequence. Searching a continuous sequence space using a deterministic optimization algorithm makes it possible to find the optimal sequences with much less computation than many other approaches. The computational efficiency of this method is further improved by combining it with a graph spectral method, which explicitly takes into account the topology of the desired conformation and also helps make the combined method more robust. The continuous modeling used here appears to have additional advantages in mimicking the folding pathways and in creating the energy landscapes that help find sequences with high stability and kinetic accessibility. To illustrate the new approach, a widely used simplifying assumption is made by considering only two types of residues: hydrophobic (H) and polar (P). Self-avoiding compact lattice models are used to validate the method with known results in the literature and data that can be practically obtained by exhaustive enumeration on a desktop computer. We also present examples of sequence design for the HP models of some real proteins, which are solved in less than five minutes on a single-processor desktop computer Some open issues and future extensions are noted.

Adaptive optimization of continuous bioreactor using neural network model

An adaptive optimization algorithm using backpropogation neural network model for dynamic identification is developed. The algorithm is applied to maximize the cellular productivity of a continuous culture of baker's yeast. The robustness of the algorithm is demonstrated in determining and maintaining the optimal dilution rate of the continuous bioreactor in presence of disturbances in environmental conditions and microbial culture characteristics. The simulation results show that a significant reduction in time required to reach optimal operating levels can be achieved using neural network model compared with the traditional dynamic linear input-output model. The extension of the algorithm for multivariable adaptive optimization of continuous bioreactor is briefly discussed.

A Nash Bargaining Approach to Retention Enhancing Bid Optimization in Sponsored Search Auctions with Discrete Bids

Bid optimization is now becoming quite popular in sponsored search auctions on the Web. Given a keyword and the maximum willingness to pay of each advertiser interested in the keyword, the bid optimizer generates a profile of bids for the advertisers with the objective of maximizing customer retention without compromising the revenue of the search engine. In this paper, we present a bid optimization algorithm that is based on a Nash bargaining model where the first player is the search engine and the second player is a virtual agent representing all the bidders. We make the realistic assumption that each bidder specifies a maximum willingness to pay values and a discrete, finite set of bid values. We show that the Nash bargaining solution for this problem always lies on a certain edge of the convex hull such that one end point of the edge is the vector of maximum willingness to pay of all the bidders. We show that the other endpoint of this edge can be computed as a solution of a linear programming problem. We also show how the solution can be transformed to a bid profile of the advertisers.

Accurate Parameter Estimation of Contaminant Transport Inverse Problem using Paartaicle Swarm Optimization

Swarm Intelligence techniques such as particle swarm optimization (PSO) are shown to be incompetent for an accurate estimation of global solutions in several engineering applications. This problem is more severe in case of inverse optimization problems where fitness calculations are computationally expensive. In this work, a novel strategy is introduced to alleviate this problem. The proposed inverse model based on modified particle swarm optimization algorithm is applied for a contaminant transport inverse model. The inverse models based on standard-PSO and proposed-PSO are validated to estimate the accuracy of the models. The proposed model is shown to be out performing the standard one in terms of accuracy in parameter estimation. The preliminary results obtained using the proposed model is presented in this work.

A Comparative Study of the Formulations for Topology Optimization of Compliant Mechanisms

The topology optimization problem for the synthesis of compliant mechanisms has been formulated in many different ways in the last 15 years, but there is not yet a definitive formulation that is universally accepted. Furthermore, there are two unresolved issues in this problem. In this paper, we present a comparative study of five distinctly different formulations that are reported in the literature. Three benchmark examples are solved with these formulations using the same input and output specifications and the same numerical optimization algorithm. A total of 35 different synthesis examples are implemented. The examples are limited to desired instantaneous output direction for prescribed input force direction. Hence, this study is limited to linear elastic modeling with small deformations. Two design parameterizations, namely, the frame element based ground structure and the density approach using continuum elements, are used. The obtained designs are evaluated with all other objective functions and are compared with each other. The checkerboard patterns, point flexures, the ability to converge from an unbiased uniform initial guess, and the computation time are analyzed. Some observations are noted based on the extensive implementation done in this study. Complete details of the benchmark problems and the results are included. The computer codes related to this study are made available on the internet for ready access.

Stochastic optimization for adaptive labor staffing in service systems

Service systems are labor intensive. Further, the workload tends to vary greatly with time. Adapting the staffing levels to the workloads in such systems is nontrivial due to a large number of parameters and operational variations, but crucial for business objectives such as minimal labor inventory. One of the central challenges is to optimize the staffing while maintaining system steady-state and compliance to aggregate SLA constraints. We formulate this problem as a parametrized constrained Markov process and propose a novel stochastic optimization algorithm for solving it. Our algorithm is a multi-timescale stochastic approximation scheme that incorporates a SPSA based algorithm for ‘primal descent' and couples it with a ‘dual ascent' scheme for the Lagrange multipliers. We validate this optimization scheme on five real-life service systems and compare it with a state-of-the-art optimization tool-kit OptQuest. Being two orders of magnitude faster than OptQuest, our scheme is particularly suitable for adaptive labor staffing. Also, we observe that it guarantees convergence and finds better solutions than OptQuest in many cases.

Loop transformations: convexity, pruning, and optimization

High-level loop transformations are a key instrument in mapping computational kernels to effectively exploit the resources in modern processor architectures. Nevertheless, selecting required compositions of loop transformations to achieve this remains a significantly challenging task; current compilers may be off by orders of magnitude in performance compared to hand-optimized programs. To address this fundamental challenge, we first present a convex characterization of all distinct, semantics-preserving, multidimensional affine transformations. We then bring together algebraic, algorithmic, and performance analysis results to design a tractable optimization algorithm over this highly expressive space. Our framework has been implemented and validated experimentally on a representative set of benchmarks running on state-of-the-art multi-core platforms.

Modified particle swarm optimization for pattern clustering

Data clustering is a common technique for statistical data analysis, which is used in many fields, including machine learning and data mining. Clustering is grouping of a data set or more precisely, the partitioning of a data set into subsets (clusters), so that the data in each subset (ideally) share some common trait according to some defined distance measure. In this paper we present the genetically improved version of particle swarm optimization algorithm which is a population based heuristic search technique derived from the analysis of the particle swarm intelligence and the concepts of genetic algorithms (GA). The algorithm combines the concepts of PSO such as velocity and position update rules together with the concepts of GA such as selection, crossover and mutation. The performance of the above proposed algorithm is evaluated using some benchmark datasets from Machine Learning Repository. The performance of our method is better than k-means and PSO algorithm.

Role of melt convection on optimization of PCM-based heat sink under cyclic heat load

In this article, we study the thermal performance of phase-change material (PCM)-based heat sinks under cyclic heat load and subjected to melt convection. Plate fin type heat sinks made of aluminum and filled with PCM are considered in this study. The heat sink is heated from the bottom. For a prescribed value of heat flux, design of such a heat sink can be optimized with respect to its geometry, with the objective of minimizing the temperature rise during heating and ensuring complete solidification of PCM at the end of the cooling period for a given cycle. For given length and base plate thickness of a heat sink, a genetic algorithm (GA)-based optimization is carried out with respect to geometrical variables such as fin thickness, fin height, and the number of fins. The thermal performance of the heat sink for a given set of parameters is evaluated using an enthalpy-based heat transfer model, which provides the necessary data for the optimization algorithm. The effect of melt convection is studied by taking two cases, one without melt convection (conduction regime) and the other with convection. The results show that melt convection alters the results of geometrical optimization.

Newton-based stochastic optimization using q-Gaussian smoothed functional algorithms

We present the first q-Gaussian smoothed functional (SF) estimator of the Hessian and the first Newton-based stochastic optimization algorithm that estimates both the Hessian and the gradient of the objective function using q-Gaussian perturbations. Our algorithm requires only two system simulations (regardless of the parameter dimension) and estimates both the gradient and the Hessian at each update epoch using these. We also present a proof of convergence of the proposed algorithm. In a related recent work (Ghoshdastidar, Dukkipati, & Bhatnagar, 2014), we presented gradient SF algorithms based on the q-Gaussian perturbations. Our work extends prior work on SF algorithms by generalizing the class of perturbation distributions as most distributions reported in the literature for which SF algorithms are known to work turn out to be special cases of the q-Gaussian distribution. Besides studying the convergence properties of our algorithm analytically, we also show the results of numerical simulations on a model of a queuing network, that illustrate the significance of the proposed method. In particular, we observe that our algorithm performs better in most cases, over a wide range of q-values, in comparison to Newton SF algorithms with the Gaussian and Cauchy perturbations, as well as the gradient q-Gaussian SF algorithms. (C) 2014 Elsevier Ltd. All rights reserved.

Robust design of multiple trailing edge flaps for helicopter vibration reduction: A multi-objective bat algorithm approach

The objective of this study is to determine an optimal trailing edge flap configuration and flap location to achieve minimum hub vibration levels and flap actuation power simultaneously. An aeroelastic analysis of a soft in-plane four-bladed rotor is performed in conjunction with optimal control. A second-order polynomial response surface based on an orthogonal array (OA) with 3-level design describes both the objectives adequately. Two new orthogonal arrays called MGB2P-OA and MGB4P-OA are proposed to generate nonlinear response surfaces with all interaction terms for two and four parameters, respectively. A multi-objective bat algorithm (MOBA) approach is used to obtain the optimal design point for the mutually conflicting objectives. MOBA is a recently developed nature-inspired metaheuristic optimization algorithm that is based on the echolocation behaviour of bats. It is found that MOBA inspired Pareto optimal trailing edge flap design reduces vibration levels by 73% and flap actuation power by 27% in comparison with the baseline design.

Design of NRAs having higher aperture opening ratio and autocorrelation compression ratio by means of a global optimization method

When noises considerations are made, nonredundant arrays (NRAs) are endowed with many advantages which other arrays e.g., uniformly redundant arrays (URAs) do not possess in applications of coded aperture imaging. However, lower aperture opening ratio limits the applications of NRA in practice. In this paper, we present a computer searching method based on a global optimization algorithm named DIRECT to design NRAs. Compared with the existing NRAs e.g., Golay's NRAs, which are well known and widely used in various applications, NRAs found by our method have higher aperture opening ratio and auto correlation compression ratio. These advantages make our aperture arrays be very useful for practical applications especially for which of aperture size are limited. Here, we also present some aperture arrays we found. These aperture arrays have an interesting property that they belong to both NRA and URA. (C) 2006 Elsevier GmbH. All rights reserved.

Multi-objective foundation optimization and its application to pile reuse

Pile reuse has become an increasingly popular option in foundation design, mainly due to its potential cost and environmental benefits and the problem of underground congestion in urban areas. However, key geotechnical concerns remain regarding the behavior of reused piles and the modeling of foundation systems involving old and new piles to support building loads of the new structure. In this paper, a design and analysis tool for pile reuse projects will be introduced. The tool allows coupling of superstructure stiffness with the foundation model, and includes an optimization algorithm to obtain the best configuration of new piles to work alongside reused piles. Under the concept of Pareto Optimality, multi-objective optimization analyses can also reveal the relationship between material usage and the corresponding foundation performance, providing a series of reuse options at various foundation costs. The components of this analysis tool will be discussed and illustrated through a case history in London, where 110 existing piles are reused at a site to support the proposed new development. The case history reveals the difficulties faced by foundation reuse in urban areas and demonstrates the application of the design tool to tackle these challenges. © ASCE 2011.