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.

On the solution of the extended linear complementarity problem

The extended linear complementarity problem (XLCP) has been introduced in a recent paper by Mangasarian and Pang. In the present research, minimization problems with simple bounds associated to this problem are defined. When the XLCP is solvable, their solutions are global minimizers of the associated problems. Sufficient conditions that guarantee that stationary points of the associated problems are solutions of the XLCP will be proved. These theoretical results support the conjecture that local methods for box constrained optimization applied to the associated problems could be efficient tools for solving the XLCP. (C) 1998 Elsevier B.V. All rights reserved.

On the resolution of the generalized nonlinear complementarity problem

Minimization of a differentiable function subject to box constraints is proposed as a strategy to solve the generalized nonlinear complementarity problem (GNCP) defined on a polyhedral cone. It is not necessary to calculate projections that complicate and sometimes even disable the implementation of algorithms for solving these kinds of problems. Theoretical results that relate stationary points of the function that is minimized to the solutions of the GNCP are presented. Perturbations of the GNCP are also considered, and results are obtained related to the resolution of GNCPs with very general assumptions on the data. These theoretical results show that local methods for box-constrained optimization applied to the associated problem are efficient tools for solving the GNCP. Numerical experiments are presented that encourage the use of this approach.

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.

A decision support system for supplier selection and order allocation in stochastic, multi-stakeholder and multi-criteria environments

Integrated supplier selection and order allocation is an important decision for both designing and operating supply chains. This decision is often influenced by the concerned stakeholders, suppliers, plant operators and customers in different tiers. As firms continue to seek competitive advantage through supply chain design and operations they aim to create optimized supply chains. This calls for on one hand consideration of multiple conflicting criteria and on the other hand consideration of uncertainties of demand and supply. Although there are studies on supplier selection using advanced mathematical models to cover a stochastic approach, multiple criteria decision making techniques and multiple stakeholder requirements separately, according to authors' knowledge there is no work that integrates these three aspects in a common framework. This paper proposes an integrated method for dealing with such problems using a combined Analytic Hierarchy Process-Quality Function Deployment (AHP-QFD) and chance constrained optimization algorithm approach that selects appropriate suppliers and allocates orders optimally between them. The effectiveness of the proposed decision support system has been demonstrated through application and validation in the bioenergy industry.

Один Класс Отраслевых Производственных Функций и Функций Прибыли для Экологической Экономики

Исследуется вопрос построения эколого-экономической производственной функции отрасли, мощности которой распределены по технологиям. Установлены двойственные соотношения, связывающие производственную функцию и функцию прибыли и позволяющие одну из них восстанавливать по другой. Для случая конечного числа технологий и линейности функций затрат экономических и экологических ресурсов указан эффективный путь построения производственной функции.

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.