Communication-efficient decentralized sequential detection

The problem of decentralized sequential detection is studied in this thesis, where local sensors are memoryless, receive independent observations, and no feedback from the fusion center. In addition to traditional criteria of detection delay and error probability, we introduce a new constraint: the number of communications between local sensors and the fusion center. This metric is able to reflect both the cost of establishing communication links as well as overall energy consumption over time. A new formulation for communication-efficient decentralized sequential detection is proposed where the overall detection delay is minimized with constraints on both error probabilities and the communication cost. Two types of problems are investigated based on the communication-efficient formulation: decentralized hypothesis testing and decentralized change detection. In the former case, an asymptotically person-by-person optimum detection framework is developed, where the fusion center performs a sequential probability ratio test based on dependent observations. The proposed algorithm utilizes not only reported statistics from local sensors, but also the reporting times. The asymptotically relative efficiency of proposed algorithm with respect to the centralized strategy is expressed in closed form. When the probabilities of false alarm and missed detection are close to one another, a reduced-complexity algorithm is proposed based on a Poisson arrival approximation. In addition, decentralized change detection with a communication cost constraint is also investigated. A person-by-person optimum change detection algorithm is proposed, where transmissions of sensing reports are modeled as a Poisson process. The optimum threshold value is obtained through dynamic programming. An alternative method with a simpler fusion rule is also proposed, where the threshold values in the algorithm are determined by a combination of sequential detection analysis and constrained optimization. In both decentralized hypothesis testing and change detection problems, tradeoffs in parameter choices are investigated through Monte Carlo simulations.

Dimensionality hyper-reduction and machine learning for dynamical systems with varying parameters

Thesis (Ph.D.)--University of Washington, 2016-08

Numerical methods for solar tomography in the STEREO era

In this thesis, we propose several advances in the numerical and computational algorithms that are used to determine tomographic estimates of physical parameters in the solar corona. We focus on methods for both global dynamic estimation of the coronal electron density and estimation of local transient phenomena, such as coronal mass ejections, from empirical observations acquired by instruments onboard the STEREO spacecraft. We present a first look at tomographic reconstructions of the solar corona from multiple points-of-view, which motivates the developments in this thesis. In particular, we propose a method for linear equality constrained state estimation that leads toward more physical global dynamic solar tomography estimates. We also present a formulation of the local static estimation problem, i.e., the tomographic estimation of local events and structures like coronal mass ejections, that couples the tomographic imaging problem to a phase field based level set method. This formulation will render feasible the 3D tomography of coronal mass ejections from limited observations. Finally, we develop a scalable algorithm for ray tracing dense meshes, which allows efficient computation of many of the tomographic projection matrices needed for the applications in this thesis.

Real-time load-side control of electric power systems

Two trends are emerging from modern electric power systems: the growth of renewable (e.g., solar and wind) generation, and the integration of information technologies and advanced power electronics. The former introduces large, rapid, and random fluctuations in power supply, demand, frequency, and voltage, which become a major challenge for real-time operation of power systems. The latter creates a tremendous number of controllable intelligent endpoints such as smart buildings and appliances, electric vehicles, energy storage devices, and power electronic devices that can sense, compute, communicate, and actuate. Most of these endpoints are distributed on the load side of power systems, in contrast to traditional control resources such as centralized bulk generators. This thesis focuses on controlling power systems in real time, using these load side resources. Specifically, it studies two problems.

(1) Distributed load-side frequency control: We establish a mathematical framework to design distributed frequency control algorithms for flexible electric loads. In this framework, we formulate a category of optimization problems, called optimal load control (OLC), to incorporate the goals of frequency control, such as balancing power supply and demand, restoring frequency to its nominal value, restoring inter-area power flows, etc., in a way that minimizes total disutility for the loads to participate in frequency control by deviating from their nominal power usage. By exploiting distributed algorithms to solve OLC and analyzing convergence of these algorithms, we design distributed load-side controllers and prove stability of closed-loop power systems governed by these controllers. This general framework is adapted and applied to different types of power systems described by different models, or to achieve different levels of control goals under different operation scenarios. We first consider a dynamically coherent power system which can be equivalently modeled with a single synchronous machine. We then extend our framework to a multi-machine power network, where we consider primary and secondary frequency controls, linear and nonlinear power flow models, and the interactions between generator dynamics and load control.

(2) Two-timescale voltage control: The voltage of a power distribution system must be maintained closely around its nominal value in real time, even in the presence of highly volatile power supply or demand. For this purpose, we jointly control two types of reactive power sources: a capacitor operating at a slow timescale, and a power electronic device, such as a smart inverter or a D-STATCOM, operating at a fast timescale. Their control actions are solved from optimal power flow problems at two timescales. Specifically, the slow-timescale problem is a chance-constrained optimization, which minimizes power loss and regulates the voltage at the current time instant while limiting the probability of future voltage violations due to stochastic changes in power supply or demand. This control framework forms the basis of an optimal sizing problem, which determines the installation capacities of the control devices by minimizing the sum of power loss and capital cost. We develop computationally efficient heuristics to solve the optimal sizing problem and implement real-time control. Numerical experiments show that the proposed sizing and control schemes significantly improve the reliability of voltage control with a moderate increase in cost.

Scaling laws and thermodynamic analysis for vascular branching of microvessels

When blood flows through small vessels, the two-phase nature of blood as a suspension of red cells (erythrocytes) in plasma cannot be neglected, and with decreasing vessel size, a homogeneous continuum model become less adequate in describing blood flow. Following the Haynes’ marginal zone theory, and viewing the flow as the result of concentric laminae of fluid moving axially, the present work provides models for fluid flow in dichotomous branching composed by larger and smaller vessels, respectively. Expressions for the branching sizes of parent and daughter vessels, that provides easier flow access, are obtained by means of a constrained optimization approach using the Lagrange multipliers. This study shows that when blood behaves as a Newtonian fluid, Hess – Murray law that states that the daughters-to-parent diameter ratio must equal to 2^(-1/3) is valid. However, when the nature of blood as a suspension becomes important, the expression for optimum branching diameters of vessels is dependent on the separation phase lengths. It is also shown that the same effect occurs for the relative lengths of daughters and parent vessels. For smaller vessels (e. g., arterioles and capillaries), it is found that the daughters-to-parent diameter ratio may varies from 0,741 to 0,849, and the daughters-to-parent length ratio varies from 0,260 to 2,42. For larger vessels (e. g., arteries), the daughters-to-parent diameter ratio and the daughters-to-parent length ratio range from 0,458 to 0,819, and from 0,100 to 6,27, respectively. In this paper, it is also demonstrated that the entropy generated when blood behaves as a single phase fluid (i. e., continuum viscous fluid) is greater than the entropy generated when the nature of blood as a suspension becomes important. Another important finding is that the manifestation of the particulate nature of blood in small vessels reduces entropy generation due to fluid friction, thereby maintaining the flow through dichotomous branching vessels at a relatively lower cost.

Trajectory planning of single and dual-arm robots for time-optimal handling of liquids and objects

This Thesis studies the optimal control problem of single-arm and dual-arm serial robots to achieve the time-optimal handling of liquids and objects. The first topic deals with the planning of time-optimal anti-sloshing trajectories of an industrial robot carrying a cylindrical container filled with a liquid, considering 1-dimensional and 2-dimensional planar motions. A technique for the estimation of the sloshing height is presented, together with its extension to 3-dimensional motions. An experimental validation campaign is provided and discussed to assess the thoroughness of such a technique. As far as anti-sloshing trajectories are concerned, 2-dimensional paths are considered and, for each one of them, three constrained optimizations with different values of the sloshing-height thresholds are solved. Experimental results are presented to compare optimized and non-optimized motions. The second part focuses on the time-optimal trajectory planning for dual-arm object handling, employing two collaborative robots (cobots) and adopting an admittance-control strategy. The chosen manipulation approach, known as cooperative grasping, is based on unilateral contact between the cobots and the object, and it may lead to slipping during motion if an internal prestress along the contact-normal direction is not prescribed. Thus, a virtual penetration is considered, aimed at generating the necessary internal prestress. The stability of cooperative grasping is ensured as long as the exerted forces on the object remain inside the static-friction cone. Constrained-optimization problems are solved for 3-dimensional paths: the virtual penetration is chosen among the control inputs of the problem and friction-cone conditions are treated as inequality constraints. Also in this case experiments are presented in order to prove evidence of the firm handling of the object, even for fast motions.

Continuous GRASP with a local active-set method for bound-constrained global optimization

Global optimization seeks a minimum or maximum of a multimodal function over a discrete or continuous domain. In this paper, we propose a hybrid heuristic-based on the CGRASP and GENCAN methods-for finding approximate solutions for continuous global optimization problems subject to box constraints. Experimental results illustrate the relative effectiveness of CGRASP-GENCAN on a set of benchmark multimodal test functions.

Efficient Hill Climber for Constrained Pseudo-Boolean Optimization Problems

Efficient hill climbers have been recently proposed for single- and multi-objective pseudo-Boolean optimization problems. For $k$-bounded pseudo-Boolean functions where each variable appears in at most a constant number of subfunctions, it has been theoretically proven that the neighborhood of a solution can be explored in constant time. These hill climbers, combined with a high-level exploration strategy, have shown to improve state of the art methods in experimental studies and open the door to the so-called Gray Box Optimization, where part, but not all, of the details of the objective functions are used to better explore the search space. One important limitation of all the previous proposals is that they can only be applied to unconstrained pseudo-Boolean optimization problems. In this work, we address the constrained case for multi-objective $k$-bounded pseudo-Boolean optimization problems. We find that adding constraints to the pseudo-Boolean problem has a linear computational cost in the hill climber.

Box-Behnken design for the optimization of an enantioselective method for the simultaneous analysis of propranolol and 4-hydroxypropranolol by CE

An experimental design optimization (Box-Behnken design, BBD) was used to develop a CE method for the simultaneous resolution of propranolol (Prop) and 4-hydroxypropranolol enantiomers and acetaminophen (internal standard). The method was optimized using an uncoated fused silica capillary, carboxymethyl-beta-cyclodextrin (CM-beta-CD) as chiral selector and triethylamine/phosphoric acid buffer in alkaline conditions. A BBD for four factors was selected to observe the effects of buffer electrolyte concentration, pH, CM-beta-CD concentration and voltage on separation responses. Each factor was studied at three levels: high, central and low, and three center points were added. The buffer electrolyte concentration ranged from 25 to 75 mM, the pH ranged from 8 to 9, the CM-beta-CD concentration ranged from 3.5 to 4.5%w/v, and the applied run voltage ranged from 14 to 20 W. The responses evaluated were resolution and migration time for the last peak. The obtained responses were processed by Minitab (R) to evaluate the significance of the effects and to find the optimum analysis conditions. The best results were obtained using 4%w/v CM-beta-CD in 25 mM triethylamine/H(3)PO(4) buffer at pH 9 as running electrolyte and 17 kV of voltage. Resolution values of 1.98 and 1.95 were obtained for Prop and 4-hydroxypropranolol enantiomers, respectively. The total analysis time was around of 15 min. The BBD showed to be an adequate design for the development of a CE method, resulting in a rapid and efficient optimization of the pH and concentration of the buffer, cyclodextrin concentration and applied voltage.

Sensing Cloud Optimization applied to a non-convex constrained economical dispatch

Conferência: 39th Annual Conference of the IEEE Industrial-Electronics-Society (IECON) - NOV 10-14, 2013

Optimization-based solutions to constrained trajectory-tracking and path-following problems

Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2012

An Analysis of black-box optimization problems in reinsurance: evolutionary-based approaches

Black-box optimization problems (BBOP) are de ned as those optimization problems in which the objective function does not have an algebraic expression, but it is the output of a system (usually a computer program). This paper is focussed on BBOPs that arise in the eld of insurance, and more speci cally in reinsurance problems. In this area, the complexity of the models and assumptions considered to de ne the reinsurance rules and conditions produces hard black-box optimization problems, that must be solved in order to obtain the optimal output of the reinsurance. The application of traditional optimization approaches is not possible in BBOP, so new computational paradigms must be applied to solve these problems. In this paper we show the performance of two evolutionary-based techniques (Evolutionary Programming and Particle Swarm Optimization). We provide an analysis in three BBOP in reinsurance, where the evolutionary-based approaches exhibit an excellent behaviour, nding the optimal solution within a fraction of the computational cost used by inspection or enumeration methods.

Improving sampling, optimization and feature extraction in Boltzmann machines

L’apprentissage supervisé de réseaux hiérarchiques à grande échelle connaît présentement un succès fulgurant. Malgré cette effervescence, l’apprentissage non-supervisé représente toujours, selon plusieurs chercheurs, un élément clé de l’Intelligence Artificielle, où les agents doivent apprendre à partir d’un nombre potentiellement limité de données. Cette thèse s’inscrit dans cette pensée et aborde divers sujets de recherche liés au problème d’estimation de densité par l’entremise des machines de Boltzmann (BM), modèles graphiques probabilistes au coeur de l’apprentissage profond. Nos contributions touchent les domaines de l’échantillonnage, l’estimation de fonctions de partition, l’optimisation ainsi que l’apprentissage de représentations invariantes. Cette thèse débute par l’exposition d’un nouvel algorithme d'échantillonnage adaptatif, qui ajuste (de fa ̧con automatique) la température des chaînes de Markov sous simulation, afin de maintenir une vitesse de convergence élevée tout au long de l’apprentissage. Lorsqu’utilisé dans le contexte de l’apprentissage par maximum de vraisemblance stochastique (SML), notre algorithme engendre une robustesse accrue face à la sélection du taux d’apprentissage, ainsi qu’une meilleure vitesse de convergence. Nos résultats sont présent ́es dans le domaine des BMs, mais la méthode est générale et applicable à l’apprentissage de tout modèle probabiliste exploitant l’échantillonnage par chaînes de Markov. Tandis que le gradient du maximum de vraisemblance peut-être approximé par échantillonnage, l’évaluation de la log-vraisemblance nécessite un estimé de la fonction de partition. Contrairement aux approches traditionnelles qui considèrent un modèle donné comme une boîte noire, nous proposons plutôt d’exploiter la dynamique de l’apprentissage en estimant les changements successifs de log-partition encourus à chaque mise à jour des paramètres. Le problème d’estimation est reformulé comme un problème d’inférence similaire au filtre de Kalman, mais sur un graphe bi-dimensionnel, où les dimensions correspondent aux axes du temps et au paramètre de température. Sur le thème de l’optimisation, nous présentons également un algorithme permettant d’appliquer, de manière efficace, le gradient naturel à des machines de Boltzmann comportant des milliers d’unités. Jusqu’à présent, son adoption était limitée par son haut coût computationel ainsi que sa demande en mémoire. Notre algorithme, Metric-Free Natural Gradient (MFNG), permet d’éviter le calcul explicite de la matrice d’information de Fisher (et son inverse) en exploitant un solveur linéaire combiné à un produit matrice-vecteur efficace. L’algorithme est prometteur: en terme du nombre d’évaluations de fonctions, MFNG converge plus rapidement que SML. Son implémentation demeure malheureusement inefficace en temps de calcul. Ces travaux explorent également les mécanismes sous-jacents à l’apprentissage de représentations invariantes. À cette fin, nous utilisons la famille de machines de Boltzmann restreintes “spike & slab” (ssRBM), que nous modifions afin de pouvoir modéliser des distributions binaires et parcimonieuses. Les variables latentes binaires de la ssRBM peuvent être rendues invariantes à un sous-espace vectoriel, en associant à chacune d’elles, un vecteur de variables latentes continues (dénommées “slabs”). Ceci se traduit par une invariance accrue au niveau de la représentation et un meilleur taux de classification lorsque peu de données étiquetées sont disponibles. Nous terminons cette thèse sur un sujet ambitieux: l’apprentissage de représentations pouvant séparer les facteurs de variations présents dans le signal d’entrée. Nous proposons une solution à base de ssRBM bilinéaire (avec deux groupes de facteurs latents) et formulons le problème comme l’un de “pooling” dans des sous-espaces vectoriels complémentaires.

A novel approach for solving constrained nonlinear optimization problems using neurofuzzy systems

A neural network model for solving constrained nonlinear optimization problems with bounded variables is presented in this paper. More specifically, a modified Hopfield network is developed and its internal parameters are completed using the valid-subspace technique. These parameters guarantee the convergence of the network to the equilibrium points. The network is shown to be completely stable and globally convergent to the solutions of constrained nonlinear optimization problems. A fuzzy logic controller is incorporated in the network to minimize convergence time. Simulation results are presented to validate the proposed approach.

A neural system to robust Nonlinear optimization subject to disjoint and constrained sets

The ability of neural networks to realize some complex nonlinear function makes them attractive for system identification. This paper describes a novel method using artificial neural networks to solve robust parameter estimation problems for nonlinear models with unknown-but-bounded errors and uncertainties. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the network convergence to the equilibrium points. A solution for the robust estimation problem with unknown-but-bounded error corresponds to an equilibrium point of the network. Simulation results are presented as an illustration of the proposed approach.