Periodic time series modeling of environmental proxy records with guaranteed positive growth rate estimation

Identifying a periodic time-series model from environmental records, without imposing the positivity of the growth rate, does not necessarily respect the time order of the data observations. Consequently, subsequent observations, sampled in the environmental archive, can be inversed on the time axis, resulting in a non-physical signal model. In this paper an optimization technique with linear constraints on the signal model parameters is proposed that prevents time inversions. The activation conditions for this constrained optimization are based upon the physical constraint of the growth rate, namely, that it cannot take values smaller than zero. The actual constraints are defined for polynomials and first-order splines as basis functions for the nonlinear contribution in the distance-time relationship. The method is compared with an existing method that eliminates the time inversions, and its noise sensitivity is tested by means of Monte Carlo simulations. Finally, the usefulness of the method is demonstrated on the measurements of the vessel density, in a mangrove tree, Rhizophora mucronata, and the measurement of Mg/Ca ratios, in a bivalve, Mytilus trossulus.

Application of complex extreme learning machine to multiclass classification problems with high dimensionality: a THz spectra classification problem

We extend extreme learning machine (ELM) classifiers to complex Reproducing Kernel Hilbert Spaces (RKHS) where the input/output variables as well as the optimization variables are complex-valued. A new family of classifiers, called complex-valued ELM (CELM) suitable for complex-valued multiple-input–multiple-output processing is introduced. In the proposed method, the associated Lagrangian is computed using induced RKHS kernels, adopting a Wirtinger calculus approach formulated as a constrained optimization problem similarly to the conventional ELM classifier formulation. When training the CELM, the Karush–Khun–Tuker (KKT) theorem is used to solve the dual optimization problem that consists of satisfying simultaneously smallest training error as well as smallest norm of output weights criteria. The proposed formulation also addresses aspects of quaternary classification within a Clifford algebra context. For 2D complex-valued inputs, user-defined complex-coupled hyper-planes divide the classifier input space into four partitions. For 3D complex-valued inputs, the formulation generates three pairs of complex-coupled hyper-planes through orthogonal projections. The six hyper-planes then divide the 3D space into eight partitions. It is shown that the CELM problem formulation is equivalent to solving six real-valued ELM tasks, which are induced by projecting the chosen complex kernel across the different user-defined coordinate planes. A classification example of powdered samples on the basis of their terahertz spectral signatures is used to demonstrate the advantages of the CELM classifiers compared to their SVM counterparts. The proposed classifiers retain the advantages of their ELM counterparts, in that they can perform multiclass classification with lower computational complexity than SVM classifiers. Furthermore, because of their ability to perform classification tasks fast, the proposed formulations are of interest to real-time applications.

Efficient solutions to factored MDPs with imprecise transition probabilities

When modeling real-world decision-theoretic planning problems in the Markov Decision Process (MDP) framework, it is often impossible to obtain a completely accurate estimate of transition probabilities. For example, natural uncertainty arises in the transition specification due to elicitation of MOP transition models from an expert or estimation from data, or non-stationary transition distributions arising from insufficient state knowledge. In the interest of obtaining the most robust policy under transition uncertainty, the Markov Decision Process with Imprecise Transition Probabilities (MDP-IPs) has been introduced to model such scenarios. Unfortunately, while various solution algorithms exist for MDP-IPs, they often require external calls to optimization routines and thus can be extremely time-consuming in practice. To address this deficiency, we introduce the factored MDP-IP and propose efficient dynamic programming methods to exploit its structure. Noting that the key computational bottleneck in the solution of factored MDP-IPs is the need to repeatedly solve nonlinear constrained optimization problems, we show how to target approximation techniques to drastically reduce the computational overhead of the nonlinear solver while producing bounded, approximately optimal solutions. Our results show up to two orders of magnitude speedup in comparison to traditional ""flat"" dynamic programming approaches and up to an order of magnitude speedup over the extension of factored MDP approximate value iteration techniques to MDP-IPs while producing the lowest error of any approximation algorithm evaluated. (C) 2011 Elsevier B.V. All rights reserved.

Minimizing the object dimensions in circle and sphere packing problems

Given a fixed set of identical or different-sized circular items, the problem we deal with consists on finding the smallest object within which the items can be packed. Circular, triangular, squared, rectangular and also strip objects are considered. Moreover, 2D and 3D problems are treated. Twice-differentiable models for all these problems are presented. A strategy to reduce the complexity of evaluating the models is employed and, as a consequence, instances with a large number of items can be considered. Numerical experiments show the flexibility and reliability of the new unified approach. (C) 2007 Elsevier Ltd. All rights reserved.

Improving ultimate convergence of an augmented Lagrangian method

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/.

Uma abordagem usando redes neurais artificiais para resolução de problemas de otimização restrita

Sistemas baseados em redes neurais artificiais fornecem altas taxas de computação devido ao uso de um número massivo de elementos processadores simples. Redes neurais com conexões realimentadas fornecem um modelo computacional capaz de resolver uma rica classe de problemas de otimização. Este artigo apresenta uma nova abordagem para resolver problemas de otimização restrita utilizando redes neurais artificiais. Mais especificamente, uma rede de Hopfield modificada é desenvolvida cujos parâmetros internos são calculados usando a técnica de subespaço válido de soluções. A partir da obtenção destes parâmetros a rede tende a convergir aos pontos de equilíbrio que representam as possíveis soluções para o problema. Exemplos de simulação são apresentados para justificar a validade da abordagem proposta.

The reformulation of nonlinear complementarity problems using the Fischer-Burmeister function

A bounded-level-set result for a reformulation of the box-constrained variational inequality problem proposed recently by Facchinei, Fischer and Kanzow is proved. An application of this result to the (unbounded) nonlinear complementarity problem is suggested. © 1999 Elsevier Science Ltd. All rights reserved.

On the solution of mathematical programming problems with equilibrium constraints

Mathematical programming problems with equilibrium constraints (MPEC) are nonlinear programming problems where the constraints have a form that is analogous to first-order optimality conditions of constrained optimization. We prove that, under reasonable sufficient conditions, stationary points of the sum of squares of the constraints are feasible points of the MPEC. In usual formulations of MPEC all the feasible points are nonregular in the sense that they do not satisfy the Mangasarian-Fromovitz constraint qualification of nonlinear programming. Therefore, all the feasible points satisfy the classical Fritz-John necessary optimality conditions. In principle, this can cause serious difficulties for nonlinear programming algorithms applied to MPEC. However, we show that most feasible points do not satisfy a recently introduced stronger optimality condition for nonlinear programming. This is the reason why, in general, nonlinear programming algorithms are successful when applied to MPEC.

Multiarea optimal power flow using multiobjective evolutionary algorithm

In this work the multiarea optimal power flow (OPF) problem is decoupled into areas creating a set of regional OPF subproblems. The objective is to solve the optimal dispatch of active and reactive power for a determined area, without interfering in the neighboring areas. The regional OPF subproblems are modeled as a large-scale nonlinear constrained optimization problem, with both continuous and discrete variables. Constraints violated are handled as objective functions of the problem. In this way the original problem is converted to a multiobjective optimization problem, and a specifically-designed multiobjective evolutionary algorithm is proposed for solving the regional OPF subproblems. The proposed approach has been examined and tested on the RTS-96 and IEEE 354-bus test systems. Good quality suboptimal solutions were obtained, proving the effectiveness and robustness of the proposed approach. ©2009 IEEE.

Algoritmo genético especializado na resolução de problemas com variáveis contínuas e altamente restritos

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Kinematics of the Sicily and Calabria Subduction System from Elastic Block Modeling of GPS Data

We use data from about 700 GPS stations in the EuroMediterranen region to investigate the present-day behavior of the the Calabrian subduction zone within the Mediterranean-scale plates kinematics and to perform local scale studies about the strain accumulation on active structures. We focus attenction on the Messina Straits and Crati Valley faults where GPS data show extentional velocity gradients of ∼3 mm/yr and ∼2 mm/yr, respectively. We use dislocation model and a non-linear constrained optimization algorithm to invert for fault geometric parameters and slip-rates and evaluate the associated uncertainties adopting a bootstrap approach. Our analysis suggest the presence of two partially locked normal faults. To investigate the impact of elastic strain contributes from other nearby active faults onto the observed velocity gradient we use a block modeling approach. Our models show that the inferred slip-rates on the two analyzed structures are strongly impacted by the assumed locking width of the Calabrian subduction thrust. In order to frame the observed local deformation features within the present- day central Mediterranean kinematics we realyze a statistical analysis testing the indipendent motion (w.r.t. the African and Eurasias plates) of the Adriatic, Cal- abrian and Sicilian blocks. Our preferred model confirms a microplate like behaviour for all the investigated blocks. Within these kinematic boundary conditions we fur- ther investigate the Calabrian Slab interface geometry using a combined approach of block modeling and χ2ν statistic. Almost no information is obtained using only the horizontal GPS velocities that prove to be a not sufficient dataset for a multi-parametric inversion approach. Trying to stronger constrain the slab geometry we estimate the predicted vertical velocities performing suites of forward models of elastic dislocations varying the fault locking depth. Comparison with the observed field suggest a maximum resolved locking depth of 25 km.

Packing a trunk : a physically based approach with full motional freedom

Geometric packing problems may be formulated mathematically as constrained optimization problems. But finding a good solution is a challenging task. The more complicated the geometry of the container or the objects to be packed, the more complex the non-penetration constraints become. In this work we propose the use of a physics engine that simulates a system of colliding rigid bodies. It is a tool to resolve interpenetration conflicts and to optimize configurations locally. We develop an efficient and easy-to-implement physics engine that is specialized for collision detection and contact handling. In succession of the development of this engine a number of novel algorithms for distance calculation and intersection volume were designed and imple- mented, which are presented in this work. They are highly specialized to pro- vide fast responses for cuboids and triangles as input geometry whereas the concepts they are based on can easily be extended to other convex shapes. Especially noteworthy in this context is our ε-distance algorithm - a novel application that is not only very robust and fast but also compact in its im- plementation. Several state-of-the-art third party implementations are being presented and we show that our implementations beat them in runtime and robustness. The packing algorithm that lies on top of the physics engine is a Monte Carlo based approach implemented for packing cuboids into a container described by a triangle soup. We give an implementation for the SAE J1100 variant of the trunk packing problem. We compare this implementation to several established approaches and we show that it gives better results in faster time than these existing implementations.

OSIA: Out-of-order scheduling for in-order arriving in concurrent multi-path transfer.

One major problem of concurrent multi-path transfer (CMT) scheme in multi-homed mobile networks is that the utilization of different paths with diverse delays may cause packet reordering among packets of the same ?ow. In the case of TCP-like, the reordering exacerbates the problem by bringing more timeouts and unnecessary retransmissions, which eventually degrades the throughput of connections considerably. To address this issue, we ?rst propose an Out-of-order Scheduling for In-order Arriving (OSIA), which exploits the sending time discrepancy to preserve the in-order packet arrival. Then, we formulate the optimal traf?c scheduling as a constrained optimization problem and derive its closedform solution by our proposed progressive water-?lling solution. We also present an implementation to enforce the optimal scheduling scheme using cascaded leaky buckets with multiple faucets, which provides simple guidelines on maximizing the utilization of aggregate bandwidth while decreasing the probability of triggering 3 dupACKs. Compared with previous work, the proposed scheme has lower computation complexity and can also provide the possibility for dynamic network adaptability and ?ner-grain load balancing. Simulation results show that our scheme signi?cantly alleviates reordering and enhances transmission performance.

Design equations for reinforced concrete members strengthened in shear with external FRP reinforcement formulated in an evolutionary multi-objective framework

Methods for predicting the shear capacity of FRP shear strengthened RC beams assume the traditional approach of superimposing the contribution of the FRP reinforcing to the contributions from the reinforcing steel and the concrete. These methods become the basis for most guides for the design of externally bonded FRP systems for strengthening concrete structures. The variations among them come from the way they account for the effect of basic shear design parameters on shear capacity. This paper presents a simple method for defining improved equations to calculate the shear capacity of reinforced concrete beams externally shear strengthened with FRP. For the first time, the equations are obtained in a multiobjective optimization framework solved by using genetic algorithms, resulting from considering simultaneously the experimental results of beams with and without FRP external reinforcement. The performance of the new proposed equations is compared to the predictions with some of the current shear design guidelines for strengthening concrete structures using FRPs. The proposed procedure is also reformulated as a constrained optimization problem to provide more conservative shear predictions.

A general-purpose tunable landscape generator

The research literature on metalieuristic and evolutionary computation has proposed a large number of algorithms for the solution of challenging real-world optimization problems. It is often not possible to study theoretically the performance of these algorithms unless significant assumptions are made on either the algorithm itself or the problems to which it is applied, or both. As a consequence, metalieuristics are typically evaluated empirically using a set of test problems. Unfortunately, relatively little attention has been given to the development of methodologies and tools for the large-scale empirical evaluation and/or comparison of metaheuristics. In this paper, we propose a landscape (test-problem) generator that can be used to generate optimization problem instances for continuous, bound-constrained optimization problems. The landscape generator is parameterized by a small number of parameters, and the values of these parameters have a direct and intuitive interpretation in terms of the geometric features of the landscapes that they produce. An experimental space is defined over algorithms and problems, via a tuple of parameters for any specified algorithm and problem class (here determined by the landscape generator). An experiment is then clearly specified as a point in this space, in a way that is analogous to other areas of experimental algorithmics, and more generally in experimental design. Experimental results are presented, demonstrating the use of the landscape generator. In particular, we analyze some simple, continuous estimation of distribution algorithms, and gain new insights into the behavior of these algorithms using the landscape generator.