A Variance-Minimizing Filter for Large-Scale Applications

A truly variance-minimizing filter is introduced and its per for mance is demonstrated with the Korteweg– DeV ries (KdV) equation and with a multilayer quasigeostrophic model of the ocean area around South Africa. It is recalled that Kalman-like filters are not variance minimizing for nonlinear model dynamics and that four - dimensional variational data assimilation (4DV AR)-like methods relying on per fect model dynamics have dif- ficulty with providing error estimates. The new method does not have these drawbacks. In fact, it combines advantages from both methods in that it does provide error estimates while automatically having balanced states after analysis, without extra computations. It is based on ensemble or Monte Carlo integrations to simulate the probability density of the model evolution. When obser vations are available, the so-called importance resampling algorithm is applied. From Bayes’ s theorem it follows that each ensemble member receives a new weight dependent on its ‘ ‘distance’ ’ t o the obser vations. Because the weights are strongly var ying, a resampling of the ensemble is necessar y. This resampling is done such that members with high weights are duplicated according to their weights, while low-weight members are largely ignored. In passing, it is noted that data assimilation is not an inverse problem by nature, although it can be for mulated that way . Also, it is shown that the posterior variance can be larger than the prior if the usual Gaussian framework is set aside. However , i n the examples presented here, the entropy of the probability densities is decreasing. The application to the ocean area around South Africa, gover ned by strongly nonlinear dynamics, shows that the method is working satisfactorily . The strong and weak points of the method are discussed and possible improvements are proposed.

Exact penalties for variational inequalities with applications to nonlinear complementarity problems

In this paper, we present a new reformulation of the KKT system associated to a variational inequality as a semismooth equation. The reformulation is derived from the concept of differentiable exact penalties for nonlinear programming. The best theoretical results are presented for nonlinear complementarity problems, where simple, verifiable, conditions ensure that the penalty is exact. We close the paper with some preliminary computational tests on the use of a semismooth Newton method to solve the equation derived from the new reformulation. We also compare its performance with the Newton method applied to classical reformulations based on the Fischer-Burmeister function and on the minimum. The new reformulation combines the best features of the classical ones, being as easy to solve as the reformulation that uses the Fischer-Burmeister function while requiring as few Newton steps as the one that is based on the minimum.

A novel approach based on recurrent neural networks applied to nonlinear systems optimization

This paper presents an efficient approach based on recurrent neural network for solving nonlinear optimization. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid subspace technique. These parameters guarantee the convergence of the network to the equilibrium points that represent an optimal feasible solution. The main advantage of the developed network is that it treats optimization and constraint terms in different stages with no interference with each other. Moreover, the proposed approach does not require specification of penalty and weighting parameters for its initialization. A study of the modified Hopfield model is also developed to analyze its stability and convergence. Simulation results are provided to demonstrate the performance of the proposed neural network. (c) 2005 Elsevier B.V. All rights reserved.

Stability and convergence analysis of a neural model applied in nonlinear systems optimization

A neural model for solving nonlinear optimization problems is presented in this paper. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the convergence of the network to the equilibrium points that represent an optimal feasible solution. The network is shown to be completely stable and globally convergent to the solutions of nonlinear optimization problems. A study of the modified Hopfield model is also developed to analyze its stability and convergence. Simulation results are presented to validate the developed methodology.

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.

Imposing Radiality Constraints in Distribution System Optimization Problems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A barrier method for constrained nonlinear optimization using a modified Hopfield network

The ability of neural networks to realize some complex nonlinear function makes them attractive for system identification. This paper describes a novel barrier method using artificial neural networks to solve robust parameter estimation problems for nonlinear model with unknown-but-bounded errors and uncertainties. This problem can be represented by a typical constrained optimization problem. 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.

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.

A new method for decision making in multi-objective optimization problems

Many engineering sectors are challenged by multi-objective optimization problems. Even if the idea behind these problems is simple and well established, the implementation of any procedure to solve them is not a trivial task. The use of evolutionary algorithms to find candidate solutions is widespread. Usually they supply a discrete picture of the non-dominated solutions, a Pareto set. Although it is very interesting to know the non-dominated solutions, an additional criterion is needed to select one solution to be deployed. To better support the design process, this paper presents a new method of solving non-linear multi-objective optimization problems by adding a control function that will guide the optimization process over the Pareto set that does not need to be found explicitly. The proposed methodology differs from the classical methods that combine the objective functions in a single scale, and is based on a unique run of non-linear single-objective optimizers.

Multi-objective evolutionary algorithm for single and multiple fault service restoration in large-scale distribution systems

Network reconfiguration for service restoration (SR) in distribution systems is a complex optimization problem. For large-scale distribution systems, it is computationally hard to find adequate SR plans in real time since the problem is combinatorial and non-linear, involving several constraints and objectives. Two Multi-Objective Evolutionary Algorithms that use Node-Depth Encoding (NDE) have proved able to efficiently generate adequate SR plans for large distribution systems: (i) one of them is the hybridization of the Non-Dominated Sorting Genetic Algorithm-II (NSGA-II) with NDE, named NSGA-N; (ii) the other is a Multi-Objective Evolutionary Algorithm based on subpopulation tables that uses NDE, named MEAN. Further challenges are faced now, i.e. the design of SR plans for larger systems as good as those for relatively smaller ones and for multiple faults as good as those for one fault (single fault). In order to tackle both challenges, this paper proposes a method that results from the combination of NSGA-N, MEAN and a new heuristic. Such a heuristic focuses on the application of NDE operators to alarming network zones according to technical constraints. The method generates similar quality SR plans in distribution systems of significantly different sizes (from 3860 to 30,880 buses). Moreover, the number of switching operations required to implement the SR plans generated by the proposed method increases in a moderate way with the number of faults.

Development of parallelizable flood inundation models for large scale analysis

Flood disasters are a major cause of fatalities and economic losses, and several studies indicate that global flood risk is currently increasing. In order to reduce and mitigate the impact of river flood disasters, the current trend is to integrate existing structural defences with non structural measures. This calls for a wider application of advanced hydraulic models for flood hazard and risk mapping, engineering design, and flood forecasting systems. Within this framework, two different hydraulic models for large scale analysis of flood events have been developed. The two models, named CA2D and IFD-GGA, adopt an integrated approach based on the diffusive shallow water equations and a simplified finite volume scheme. The models are also designed for massive code parallelization, which has a key importance in reducing run times in large scale and high-detail applications. The two models were first applied to several numerical cases, to test the reliability and accuracy of different model versions. Then, the most effective versions were applied to different real flood events and flood scenarios. The IFD-GGA model showed serious problems that prevented further applications. On the contrary, the CA2D model proved to be fast and robust, and able to reproduce 1D and 2D flow processes in terms of water depth and velocity. In most applications the accuracy of model results was good and adequate to large scale analysis. Where complex flow processes occurred local errors were observed, due to the model approximations. However, they did not compromise the correct representation of overall flow processes. In conclusion, the CA model can be a valuable tool for the simulation of a wide range of flood event types, including lowland and flash flood events.

Large-scale coupled-cluster calculations

Coupled-cluster theory provides one of the most successful concepts in electronic-structure theory. This work covers the parallelization of coupled-cluster energies, gradients, and second derivatives and its application to selected large-scale chemical problems, beside the more practical aspects such as the publication and support of the quantum-chemistry package ACES II MAB and the design and development of a computational environment optimized for coupled-cluster calculations. The main objective of this thesis was to extend the range of applicability of coupled-cluster models to larger molecular systems and their properties and therefore to bring large-scale coupled-cluster calculations into day-to-day routine of computational chemistry. A straightforward strategy for the parallelization of CCSD and CCSD(T) energies, gradients, and second derivatives has been outlined and implemented for closed-shell and open-shell references. Starting from the highly efficient serial implementation of the ACES II MAB computer code an adaptation for affordable workstation clusters has been obtained by parallelizing the most time-consuming steps of the algorithms. Benchmark calculations for systems with up to 1300 basis functions and the presented applications show that the resulting algorithm for energies, gradients and second derivatives at the CCSD and CCSD(T) level of theory exhibits good scaling with the number of processors and substantially extends the range of applicability. Within the framework of the ’High accuracy Extrapolated Ab initio Thermochemistry’ (HEAT) protocols effects of increased basis-set size and higher excitations in the coupled- cluster expansion were investigated. The HEAT scheme was generalized for molecules containing second-row atoms in the case of vinyl chloride. This allowed the different experimental reported values to be discriminated. In the case of the benzene molecule it was shown that even for molecules of this size chemical accuracy can be achieved. Near-quantitative agreement with experiment (about 2 ppm deviation) for the prediction of fluorine-19 nuclear magnetic shielding constants can be achieved by employing the CCSD(T) model together with large basis sets at accurate equilibrium geometries if vibrational averaging and temperature corrections via second-order vibrational perturbation theory are considered. Applying a very similar level of theory for the calculation of the carbon-13 NMR chemical shifts of benzene resulted in quantitative agreement with experimental gas-phase data. The NMR chemical shift study for the bridgehead 1-adamantyl cation at the CCSD(T) level resolved earlier discrepancies of lower-level theoretical treatment. The equilibrium structure of diacetylene has been determined based on the combination of experimental rotational constants of thirteen isotopic species and zero-point vibrational corrections calculated at various quantum-chemical levels. These empirical equilibrium structures agree to within 0.1 pm irrespective of the theoretical level employed. High-level quantum-chemical calculations on the hyperfine structure parameters of the cyanopolyynes were found to be in excellent agreement with experiment. Finally, the theoretically most accurate determination of the molecular equilibrium structure of ferrocene to date is presented.

Spectral estimates and preconditioning for saddle point systems arising from optimization problems

In this thesis, we consider the problem of solving large and sparse linear systems of saddle point type stemming from optimization problems. The focus of the thesis is on iterative methods, and new preconditioning srategies are proposed, along with novel spectral estimtates for the matrices involved.

Weighted geometric mean of large-scale matrices: numerical analysis and algorithms

Computing the weighted geometric mean of large sparse matrices is an operation that tends to become rapidly intractable, when the size of the matrices involved grows. However, if we are not interested in the computation of the matrix function itself, but just in that of its product times a vector, the problem turns simpler and there is a chance to solve it even when the matrix mean would actually be impossible to compute. Our interest is motivated by the fact that this calculation has some practical applications, related to the preconditioning of some operators arising in domain decomposition of elliptic problems. In this thesis, we explore how such a computation can be efficiently performed. First, we exploit the properties of the weighted geometric mean and find several equivalent ways to express it through real powers of a matrix. Hence, we focus our attention on matrix powers and examine how well-known techniques can be adapted to the solution of the problem at hand. In particular, we consider two broad families of approaches for the computation of f(A) v, namely quadrature formulae and Krylov subspace methods, and generalize them to the pencil case f(A\B) v. Finally, we provide an extensive experimental evaluation of the proposed algorithms and also try to assess how convergence speed and execution time are influenced by some characteristics of the input matrices. Our results suggest that a few elements have some bearing on the performance and that, although there is no best choice in general, knowing the conditioning and the sparsity of the arguments beforehand can considerably help in choosing the best strategy to tackle the problem.

Large-scale temperature response to external forcing in simulations and reconstructions of the last millennium

Understanding natural climate variability and its driving factors is crucial to assessing future climate change. Therefore, comparing proxy-based climate reconstructions with forcing factors as well as comparing these with paleoclimate model simulations is key to gaining insights into the relative roles of internal versus forced variability. A review of the state of modelling of the climate of the last millennium prior to the CMIP5–PMIP3 (Coupled Model Intercomparison Project Phase 5–Paleoclimate Modelling Intercomparison Project Phase 3) coordinated effort is presented and compared to the available temperature reconstructions. Simulations and reconstructions broadly agree on reproducing the major temperature changes and suggest an overall linear response to external forcing on multidecadal or longer timescales. Internal variability is found to have an important influence at hemispheric and global scales. The spatial distribution of simulated temperature changes during the transition from the Medieval Climate Anomaly to the Little Ice Age disagrees with that found in the reconstructions. Thus, either internal variability is a possible major player in shaping temperature changes through the millennium or the model simulations have problems realistically representing the response pattern to external forcing. A last millennium transient climate response (LMTCR) is defined to provide a quantitative framework for analysing the consistency between simulated and reconstructed climate. Beyond an overall agreement between simulated and reconstructed LMTCR ranges, this analysis is able to single out specific discrepancies between some reconstructions and the ensemble of simulations. The disagreement is found in the cases where the reconstructions show reduced covariability with external forcings or when they present high rates of temperature change.