SOMS: SurrOgate MultiStart algorithm for use with nonlinear programming for global optimization

SOMS is a general surrogate-based multistart algorithm, which is used in combination with any local optimizer to find global optima for computationally expensive functions with multiple local minima. SOMS differs from previous multistart methods in that a surrogate approximation is used by the multistart algorithm to help reduce the number of function evaluations necessary to identify the most promising points from which to start each nonlinear programming local search. SOMS’s numerical results are compared with four well-known methods, namely, Multi-Level Single Linkage (MLSL), MATLAB’s MultiStart, MATLAB’s GlobalSearch, and GLOBAL. In addition, we propose a class of wavy test functions that mimic the wavy nature of objective functions arising in many black-box simulations. Extensive comparisons of algorithms on the wavy testfunctions and on earlier standard global-optimization test functions are done for a total of 19 different test problems. The numerical results indicate that SOMS performs favorably in comparison to alternative methods and does especially well on wavy functions when the number of function evaluations allowed is limited.

NONLINEAR TIME SERIES/SYSTEM ANALYSIS (STATE-SPACE, DYNAMICS, INTERVENTION, RESILIENCE, KALMAN)

A discussion of nonlinear dynamics, demonstrated by the familiar automobile, is followed by the development of a systematic method of analysis of a possibly nonlinear time series using difference equations in the general state-space format. This format allows recursive state-dependent parameter estimation after each observation thereby revealing the dynamics inherent in the system in combination with random external perturbations.^ The one-step ahead prediction errors at each time period, transformed to have constant variance, and the estimated parametric sequences provide the information to (1) formally test whether time series observations y(,t) are some linear function of random errors (ELEM)(,s), for some t and s, or whether the series would more appropriately be described by a nonlinear model such as bilinear, exponential, threshold, etc., (2) formally test whether a statistically significant change has occurred in structure/level either historically or as it occurs, (3) forecast nonlinear system with a new and innovative (but very old numerical) technique utilizing rational functions to extrapolate individual parameters as smooth functions of time which are then combined to obtain the forecast of y and (4) suggest a measure of resilience, i.e. how much perturbation a structure/level can tolerate, whether internal or external to the system, and remain statistically unchanged. Although similar to one-step control, this provides a less rigid way to think about changes affecting social systems.^ Applications consisting of the analysis of some familiar and some simulated series demonstrate the procedure. Empirical results suggest that this state-space or modified augmented Kalman filter may provide interesting ways to identify particular kinds of nonlinearities as they occur in structural change via the state trajectory.^ A computational flow-chart detailing computations and software input and output is provided in the body of the text. IBM Advanced BASIC program listings to accomplish most of the analysis are provided in the appendix. ^

Analysis of life expectancy using linear and nonlinear models

Life expectancy has consistently increased over the last 150 years due to improvements in nutrition, medicine, and public health. Several studies found that in many developed countries, life expectancy continued to rise following a nearly linear trend, which was contrary to a common belief that the rate of improvement in life expectancy would decelerate and was fit with an S-shaped curve. Using samples of countries that exhibited a wide range of economic development levels, we explored the change in life expectancy over time by employing both nonlinear and linear models. We then observed if there were any significant differences in estimates between linear models, assuming an auto-correlated error structure. When data did not have a sigmoidal shape, nonlinear growth models sometimes failed to provide meaningful parameter estimates. The existence of an inflection point and asymptotes in the growth models made them inflexible with life expectancy data. In linear models, there was no significant difference in the life expectancy growth rate and future estimates between ordinary least squares (OLS) and generalized least squares (GLS). However, the generalized least squares model was more robust because the data involved time-series variables and residuals were positively correlated. ^

Stable oxygen isotope ratios of pore waters from ODP Leg 166 sites

This study investigates the d18O of pore waters from Sites 1003 through 1007, drilled along the western margin of the Great Bahama Bank during Leg 166 of the Ocean Drilling Program. These pore waters generally show a positive correlation between d18O and the concentration of chloride. The exception to this trend is Site 1006, where the pore waters exhibit nonlinear behavior with respect to chloride. The correlation between the concentration of Cl- and d18O at most of the sites appears to be a coincidence because although the increase in Cl- is a result of diffusion from an underlying source, the increases in d18O result from the recrystallization of metastable carbonates in the presence of a geothermal gradient. The difference in behavior in the d18O of the pore water at Site 1006 is probably a result of the relative reduced rate of carbonate recrystallization at this site. The d18O of the pore waters in the upper portion of the cores shows a pattern similar to the concentration of chloride in that there is an interval of 30-50 m in which neither the d18O nor the concentration of Cl- changes. This interval is consistent with either an interval of very rapid deposition of sediment or the advection of fluid through the platform. Both the d18O and the concentration of Cl- increase toward the platform, suggesting an input of saline and isotopically heavy water from the platform surface.

Fractional abundance and indices for brGDGTs and crenarchaeol in dust samples, surface water samples and surface sediment samples

Branched glycerol dialkyl glycerol tetraethers (brGDGTs) are membrane lipids produced by soil bacteria and occur in near coastal marine sediments as a result of soil organic matter input. Their abundance relative to marine-derived crenarchaeol, quantified in the BIT index, generally decreases offshore. However, in distal marine sediments, low relative amounts of brGDGTs can often still be observed. Sedimentary in situ production as well as dust input have been suggested as potential, though as yet not well constrained, sources. In this study brGDGT distributions in dust were examined and compared with those in distal marine sediments. Dust was sampled along the equatorial West African coast and brGDGTs were detected in most of the samples, albeit in low abundance. Their degree of methylation and cyclisation, expressed in the MBT' (methylation index of branched tetraethers) and DC (degree of cyclisation) indices, respectively, were comparable with those for African soils, their presumed source. Comparison of DC index values for brGDGTS in global soils, Congo deep-sea river fan sediments and dust with those of distal marine sediments clearly showed, however, that distal marine sediments had significantly higher values. This distinctive distribution is suggestive of sedimentary in situ production as a source of brGDGTs in marine sediments, rather than dust input. The presence of in situ produced brGDGTs in marine sediments means that caution should be exercised when applying the MBT'-CBT palaeothermometer to sediments with low BIT index values, i.e. < 0.1, based on our dataset.

Organic matter and trace element concentrations in sapropels from ODP Leg 160 sites

A distinct Pliocene eastern Mediterranean sapropel (i-282), recovered from three Ocean Drilling Program (ODP) Leg 160 Sites, has been investigated for its organic and inorganic composition. This sapropel is characterized by high organic carbon (Corg) and trace element contents, and the presence of isorenieratene derivatives. The latter suggests that the base of the photic zone was sulphidic during formation of the sapropel. Combined with evidence of bottom water anoxia (preservation of laminae, high redox-sensitive trace element contents, and the abundance and isotopic composition of pyrite) this leads to the tentative conclusion that almost the entire water column may have been anoxic. This anoxia resulted from high productivity and not from stagnation, because an approximation of the trace element budget during sapropel formation shows that water exchange with the western Mediterranean is needed. Entire water column anoxia has been suggested earlier for several black shales. With regard to the depositional environment and the Corg content, however, only the Cenomanian=Turonian Boundary Event (CTBE) black shales appear to be comparable to this sapropel. The proposed trace element removal mechanism of scavenging and (co-)precipitation in an anoxic water column, is thought to be similar for both types of deposits. The ultimate trace element source for the sapropel, however, is seawater, whereas it is hydrothermal and fluvial input for CTBE black shales (because they have a larger temporal and spatial distribution). Nonetheless, the Corg-rich eastern Mediterranean Pliocene sapropel discussed here may be considered to be a younger analogue of CTBE black shales.

Neighborhood-corrected interface discontinuity factors for multi-group pin-by-pin diffusion calculations for LWR

Performing three-dimensional pin-by-pin full core calculations based on an improved solution of the multi-group diffusion equation is an affordable option nowadays to compute accurate local safety parameters for light water reactors. Since a transport approximation is solved, appropriate correction factors, such as interface discontinuity factors, are required to nearly reproduce the fully heterogeneous transport solution. Calculating exact pin-by-pin discontinuity factors requires the knowledge of the heterogeneous neutron flux distribution, which depends on the boundary conditions of the pin-cell as well as the local variables along the nuclear reactor operation. As a consequence, it is impractical to compute them for each possible configuration; however, inaccurate correction factors are one major source of error in core analysis when using multi-group diffusion theory. An alternative to generate accurate pin-by-pin interface discontinuity factors is to build a functional-fitting that allows incorporating the environment dependence in the computed values. This paper suggests a methodology to consider the neighborhood effect based on the Analytic Coarse-Mesh Finite Difference method for the multi-group diffusion equation. It has been applied to both definitions of interface discontinuity factors, the one based on the Generalized Equivalence Theory and the one based on Black-Box Homogenization, and for different few energy groups structures. Conclusions are drawn over the optimal functional-fitting and demonstrative results are obtained with the multi-group pin-by-pin diffusion code COBAYA3 for representative PWR configurations.

Column Generation Algorithms for Nonlinear Optimization II: Numerical Investigations

García et al. present a class of column generation (CG) algorithms for nonlinear programs. Its main motivation from a theoretical viewpoint is that under some circumstances, finite convergence can be achieved, in much the same way as for the classic simplicial decomposition method; the main practical motivation is that within the class there are certain nonlinear column generation problems that can accelerate the convergence of a solution approach which generates a sequence of feasible points. This algorithm can, for example, accelerate simplicial decomposition schemes by making the subproblems nonlinear. This paper complements the theoretical study on the asymptotic and finite convergence of these methods given in [1] with an experimental study focused on their computational efficiency. Three types of numerical experiments are conducted. The first group of test problems has been designed to study the parameters involved in these methods. The second group has been designed to investigate the role and the computation of the prolongation of the generated columns to the relative boundary. The last one has been designed to carry out a more complete investigation of the difference in computational efficiency between linear and nonlinear column generation approaches. In order to carry out this investigation, we consider two types of test problems: the first one is the nonlinear, capacitated single-commodity network flow problem of which several large-scale instances with varied degrees of nonlinearity and total capacity are constructed and investigated, and the second one is a combined traffic assignment model

Polynomial approximation using particle swarm optimization of lineal enhanced neural networks with no hidden layers.

This paper presents some ideas about a new neural network architecture that can be compared to a Taylor analysis when dealing with patterns. Such architecture is based on lineal activation functions with an axo-axonic architecture. A biological axo-axonic connection between two neurons is defined as the weight in a connection in given by the output of another third neuron. This idea can be implemented in the so called Enhanced Neural Networks in which two Multilayer Perceptrons are used; the first one will output the weights that the second MLP uses to computed the desired output. This kind of neural network has universal approximation properties even with lineal activation functions. There exists a clear difference between cooperative and competitive strategies. The former ones are based on the swarm colonies, in which all individuals share its knowledge about the goal in order to pass such information to other individuals to get optimum solution. The latter ones are based on genetic models, that is, individuals can die and new individuals are created combining information of alive one; or are based on molecular/celular behaviour passing information from one structure to another. A swarm-based model is applied to obtain the Neural Network, training the net with a Particle Swarm algorithm.

A new approach to fuzzy estimation of Takagi-Sugeno model and its applications to optimal control for nonlinear systems

An efficient approach is presented to improve the local and global approximation and modelling capability of Takagi-Sugeno (T-S) fuzzy model. The main aim is obtaining high function approximation accuracy. The main problem is that T-S identification method cannot be applied when the membership functions are overlapped by pairs. This restricts the use of the T-S method because this type of membership function has been widely used during the last two decades in the stability, controller design and are popular in industrial control applications. The approach developed here can be considered as a generalized version of T-S method with optimized performance in approximating nonlinear functions. A simple approach with few computational effort, based on the well known parameters' weighting method is suggested for tuning T-S parameters to improve the choice of the performance index and minimize it. A global fuzzy controller (FC) based Linear Quadratic Regulator (LQR) is proposed in order to show the effectiveness of the estimation method developed here in control applications. Illustrative examples of an inverted pendulum and Van der Pol system are chosen to evaluate the robustness and remarkable performance of the proposed method and the high accuracy obtained in approximating nonlinear and unstable systems locally and globally in comparison with the original T-S model. Simulation results indicate the potential, simplicity and generality of the algorithm.

Super-resolution for a point source using positive refraction

Leonhardt demonstrated (2009) that the 2D Maxwell Fish Eye lens (MFE) can focus perfectly 2D Helmholtz waves of arbitrary frequency, i.e., it can transport perfectly an outward (monopole) 2D Helmholtz wave field, generated by a point source, towards a receptor called "perfect drain" (PD) located at the corresponding MFE image point. The PD has the property of absorbing the complete radiation without radiation or scattering and it has been claimed as necessary to obtain super-resolution (SR) in the MFE. However, a prototype using a "drain" different from the PD has shown λ/5 resolution for microwave frequencies (Ma et al, 2010). Recently, the SR properties of a device equivalent to the MFE, called the Spherical Geodesic Waveguide (SGW) (Miñano et al, 2012) have been analyzed. The reported results show resolution up to λ /3000, for the SGW loaded with the perfect drain, and up to λ /500 f for the SGW without perfect drain. The perfect drain was realized as a coaxial probe loaded with properly calculated impedance. The SGW provides SR only in a narrow band of frequencies close to the resonance Schumann frequencies. Here we analyze the SGW loaded with a small "perfect drain region" (González et al, 2011). This drain is designed as a region made of a material with complex permittivity. The comparative results show that there is no significant difference in the SR properties for both perfect drain designs.

Fault detection and isolation on a noisy nonlinear circuit

In this paper fault detection and isolation (FDI) schemes are applied in the context of the surveillance of emerging faults in an electrical circuit. The FDI problem is studied on a noisy nonlinear circuit, where both abrupt and incipient faults in the voltage source are considered. A rigorous analysis of fault detectability precedes the application of the fault detection (FD) scheme; then, the fault isolation (FI) phase is accomplished with two alternative FI approaches, proposed as new extensions of that FD approach. Numerical simulations illustrate the applicability of the mentioned schemes.

Procedure for verification of sound source coverage over façades according to the International Standard ISO 140-5

This paper presents a new verification procedure for sound source coverage according to ISO 140?5 requirements. The ISO 140?5 standard applies to the measurement of façade insulation and requires a sound source able to achieve a sufficiently uniform sound field in free field conditions on the façade under study. The proposed method involves the electroacoustic characterisation of the sound source in laboratory free field conditions (anechoic room) and the subsequent prediction by computer simulation of the sound free field radiated on a rectangular surface equal in size to the façade being measured. The loudspeaker is characterised in an anechoic room under laboratory controlled conditions, carefully measuring directivity, and then a computer model is designed to calculate the acoustic free field coverage for different loudspeaker positions and façade sizes. For each sound source position, the method provides the maximum direct acoustic level differences on a façade specimen and therefore determines whether the loudspeaker verifies the maximum allowed level difference of 5 dB (or 10 dB for façade dimensions greater than 5 m) required by the ISO standard. Additionally, the maximum horizontal dimension of the façade meeting the standard is calculated and provided for each sound source position, both with the 5 dB and 10 dB criteria. In the last section of the paper, the proposed procedure is compared with another method used by the authors in the past to achieve the same purpose: in situ outdoor measurements attempting to recreate free field conditions. From this comparison, it is concluded that the proposed method is able to reproduce the actual measurements with high accuracy, for example, the ground reflection effect, at least at low frequencies, which is difficult to avoid in the outdoor measurement method, and it is fully eliminated with the proposed method to achieve the free field requisite.

Optimal polygonal L1 linearization and fast interpolation of nonlinear systems

The analysis of complex nonlinear systems is often carried out using simpler piecewise linear representations of them. A principled and practical technique is proposed to linearize and evaluate arbitrary continuous nonlinear functions using polygonal (continuous piecewise linear) models under the L1 norm. A thorough error analysis is developed to guide an optimal design of two kinds of polygonal approximations in the asymptotic case of a large budget of evaluation subintervals N. The method allows the user to obtain the level of linearization (N) for a target approximation error and vice versa. It is suitable for, but not limited to, an efficient implementation in modern Graphics Processing Units (GPUs), allowing real-time performance of computationally demanding applications. The quality and efficiency of the technique has been measured in detail on two nonlinear functions that are widely used in many areas of scientific computing and are expensive to evaluate.