An efficient, approximate path-following algorithm for elastic net based nonlinear spike enhancement

Unwanted spike noise in a digital signal is a common problem in digital filtering. However, sometimes the spikes are wanted and other, superimposed, signals are unwanted, and linear, time invariant (LTI) filtering is ineffective because the spikes are wideband - overlapping with independent noise in the frequency domain. So, no LTI filter can separate them, necessitating nonlinear filtering. However, there are applications in which the noise includes drift or smooth signals for which LTI filters are ideal. We describe a nonlinear filter formulated as the solution to an elastic net regularization problem, which attenuates band-limited signals and independent noise, while enhancing superimposed spikes. Making use of known analytic solutions a novel, approximate path-following algorithm is given that provides a good, filtered output with reduced computational effort by comparison to standard convex optimization methods. Accurate performance is shown on real, noisy electrophysiological recordings of neural spikes.

ADVERTISEMENT ALLOCATION AND TRUST MECHANISMS DESIGN IN SOCIAL NETWORKS

Social network sites (SNS), such as Facebook, Google+ and Twitter, have attracted hundreds of millions of users daily since their appearance. Within SNS, users connect to each other, express their identity, disseminate information and form cooperation by interacting with their connected peers. The increasing popularity and ubiquity of SNS usage and the invaluable user behaviors and connections give birth to many applications and business models. We look into several important problems within the social network ecosystem. The first one is the SNS advertisement allocation problem. The other two are related to trust mechanisms design in social network setting, including local trust inference and global trust evaluation. In SNS advertising, we study the problem of advertisement allocation from the ad platform's angle, and discuss its differences with the advertising model in the search engine setting. By leveraging the connection between social networks and hyperbolic geometry, we propose to solve the problem via approximation using hyperbolic embedding and convex optimization. A hyperbolic embedding method, \hcm, is designed for the SNS ad allocation problem, and several components are introduced to realize the optimization formulation. We show the advantages of our new approach in solving the problem compared to the baseline integer programming (IP) formulation. In studying the problem of trust mechanisms in social networks, we consider the existence of distrust (i.e. negative trust) relationships, and differentiate between the concept of local trust and global trust in social network setting. In the problem of local trust inference, we propose a 2-D trust model. Based on the model, we develop a semiring-based trust inference framework. In global trust evaluation, we consider a general setting with conflicting opinions, and propose a consensus-based approach to solve the complex problem in signed trust networks.

Motion Planning and Controls with Safety and Temporal Constraints

Motion planning, or trajectory planning, commonly refers to a process of converting high-level task specifications into low-level control commands that can be executed on the system of interest. For different applications, the system will be different. It can be an autonomous vehicle, an Unmanned Aerial Vehicle(UAV), a humanoid robot, or an industrial robotic arm. As human machine interaction is essential in many of these systems, safety is fundamental and crucial. Many of the applications also involve performing a task in an optimal manner within a given time constraint. Therefore, in this thesis, we focus on two aspects of the motion planning problem. One is the verification and synthesis of the safe controls for autonomous ground and air vehicles in collision avoidance scenarios. The other part focuses on the high-level planning for the autonomous vehicles with the timed temporal constraints. In the first aspect of our work, we first propose a verification method to prove the safety and robustness of a path planner and the path following controls based on reachable sets. We demonstrate the method on quadrotor and automobile applications. Secondly, we propose a reachable set based collision avoidance algorithm for UAVs. Instead of the traditional approaches of collision avoidance between trajectories, we propose a collision avoidance scheme based on reachable sets and tubes. We then formulate the problem as a convex optimization problem seeking control set design for the aircraft to avoid collision. We apply our approach to collision avoidance scenarios of quadrotors and fixed-wing aircraft. In the second aspect of our work, we address the high level planning problems with timed temporal logic constraints. Firstly, we present an optimization based method for path planning of a mobile robot subject to timed temporal constraints, in a dynamic environment. Temporal logic (TL) can address very complex task specifications such as safety, coverage, motion sequencing etc. We use metric temporal logic (MTL) to encode the task specifications with timing constraints. We then translate the MTL formulae into mixed integer linear constraints and solve the associated optimization problem using a mixed integer linear program solver. We have applied our approach on several case studies in complex dynamical environments subjected to timed temporal specifications. Secondly, we also present a timed automaton based method for planning under the given timed temporal logic specifications. We use metric interval temporal logic (MITL), a member of the MTL family, to represent the task specification, and provide a constructive way to generate a timed automaton and methods to look for accepting runs on the automaton to find an optimal motion (or path) sequence for the robot to complete the task.

Adaptive Sampling with Mobile Sensor Networks

Mobile sensor networks have unique advantages compared with wireless sensor networks. The mobility enables mobile sensors to flexibly reconfigure themselves to meet sensing requirements. In this dissertation, an adaptive sampling method for mobile sensor networks is presented. Based on the consideration of sensing resource constraints, computing abilities, and onboard energy limitations, the adaptive sampling method follows a down sampling scheme, which could reduce the total number of measurements, and lower sampling cost. Compressive sensing is a recently developed down sampling method, using a small number of randomly distributed measurements for signal reconstruction. However, original signals cannot be reconstructed using condensed measurements, as addressed by Shannon Sampling Theory. Measurements have to be processed under a sparse domain, and convex optimization methods should be applied to reconstruct original signals. Restricted isometry property would guarantee signals can be recovered with little information loss. While compressive sensing could effectively lower sampling cost, signal reconstruction is still a great research challenge. Compressive sensing always collects random measurements, whose information amount cannot be determined in prior. If each measurement is optimized as the most informative measurement, the reconstruction performance can perform much better. Based on the above consideration, this dissertation is focusing on an adaptive sampling approach, which could find the most informative measurements in unknown environments and reconstruct original signals. With mobile sensors, measurements are collect sequentially, giving the chance to uniquely optimize each of them. When mobile sensors are about to collect a new measurement from the surrounding environments, existing information is shared among networked sensors so that each sensor would have a global view of the entire environment. Shared information is analyzed under Haar Wavelet domain, under which most nature signals appear sparse, to infer a model of the environments. The most informative measurements can be determined by optimizing model parameters. As a result, all the measurements collected by the mobile sensor network are the most informative measurements given existing information, and a perfect reconstruction would be expected. To present the adaptive sampling method, a series of research issues will be addressed, including measurement evaluation and collection, mobile network establishment, data fusion, sensor motion, signal reconstruction, etc. Two dimensional scalar field will be reconstructed using the method proposed. Both single mobile sensors and mobile sensor networks will be deployed in the environment, and reconstruction performance of both will be compared.In addition, a particular mobile sensor, a quadrotor UAV is developed, so that the adaptive sampling method can be used in three dimensional scenarios.

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

On the use of convex underestimators in global optimization

Många kvantitativa problem från vitt skilda områden kan beskrivas som optimeringsproblem. Ett mått på lösningens kvalitet bör optimeras samtidigt som vissa villkor på lösningen uppfylls. Kvalitetsmåttet kallas vanligen objektfunktion och kan beskriva kostnader (exempelvis produktion, logistik), potentialenergi (molekylmodellering, proteinveckning), risk (finans, försäkring) eller något annat relevant mått. I min doktorsavhandling diskuteras speciellt icke-linjär programmering, NLP, i ändliga dimensioner. Problem med enkel struktur, till exempel någon form av konvexitet, kan lösas effektivt. Tyvärr kan inte alla kvantitativa samband modelleras på ett konvext vis. Icke-konvexa problem kan angripas med heuristiska metoder, algoritmer som söker lösningar med hjälp av deterministiska eller stokastiska tumregler. Ibland fungerar det här väl, men heuristikerna kan sällan garantera kvaliteten på lösningen eller ens att en lösning påträffas. För vissa tillämpningar är det här oacceptabelt. Istället kan man tillämpa så kallad global optimering. Genom att successivt dela variabeldomänen i mindre delar och beräkna starkare gränser på det optimala värdet hittas en lösning inom feltoleransen. Den här metoden kallas branch-and-bound, ungefär dela-och-begränsa. För att ge undre gränser (vid minimering) approximeras problemet med enklare problem, till exempel konvexa, som kan lösas effektivt. I avhandlingen studeras tillvägagångssätt för att approximera differentierbara funktioner med konvexa underskattningar, speciellt den så kallade alphaBB-metoden. Denna metod adderar störningar av en viss form och garanterar konvexitet genom att sätta villkor på den perturberade Hessematrisen. Min forskning har lyft fram en naturlig utvidgning av de perturbationer som används i alphaBB. Nya metoder för att bestämma underskattningsparametrar har beskrivits och jämförts. I sammanfattningsdelen diskuteras global optimering ur bredare perspektiv på optimering och beräkningsalgoritmer.

Projections Onto Convex Sets through Particle Swarm Optimization and its application for remote sensing image restoration

Image restoration attempts to enhance images corrupted by noise and blurring effects. Iterative approaches can better control the restoration algorithm in order to find a compromise of restoring high details in smoothed regions without increasing the noise. Techniques based on Projections Onto Convex Sets (POCS) have been extensively used in the context of image restoration by projecting the solution onto hyperspaces until some convergence criteria be reached. It is expected that an enhanced image can be obtained at the final of an unknown number of projections. The number of convex sets and its combinations allow designing several image restoration algorithms based on POCS. Here, we address two convex sets: Row-Action Projections (RAP) and Limited Amplitude (LA). Although RAP and LA have already been used in image restoration domain, the former has a relaxation parameter (A) that strongly depends on the characteristics of the image that will be restored, i.e., wrong values of A can lead to poorly restoration results. In this paper, we proposed a hybrid Particle Swarm Optimization (PS0)-POCS image restoration algorithm, in which the A value is obtained by PSO to be further used to restore images by POCS approach. Results showed that the proposed PSO-based restoration algorithm outperformed the widely used Wiener and Richardson-Lucy image restoration algorithms. (C) 2010 Elsevier B.V. All rights reserved.

Nonsmooth continuous-time optimization problems: Necessary conditions

We consider Lipschitz continuous-time nonlinear optimization problems and provide first-order necessary optimality conditions of both Fritz John and Karush-Kuhn-Tucker types. (C) 2001 Elsevier B.V. Ltd. All rights reserved.

Nonsmooth continuous-time optimization problems: Sufficient conditions

We discuss sufficient conditions of optimality for nonsmooth continuous-time nonlinear optimization problems under generalized convexity assumptions. These include both first-order and second-order criteria. (C) 1998 Academic Press.

A note on KKT-invexity in nonsmooth continuous-time optimization

We introduce the notion of KKT-inverity for nonsmooth continuous-time nonlinear optimization problems and prove that this notion is a necessary and sufficient condition for every KKT solution to be a global optimal solution.

Passenger vehicle, light truck and van convex mirror optimization and evaluation studies. Volume 1: convex mirror optimization. Final report.

National Highway Traffic Safety Administration, Washington, D.C.

Passenger vehicle, light truck and van convex mirror optimization and evaluation studies. Volume 2: evaluation of alternative mirror configurations. Final report.

National Highway Traffic Safety Administration, Washington, D.C.

First-Order Conditions for Optimization Problems with Quasiconvex Inequality Constraints

2000 Mathematics Subject Classification: 90C46, 90C26, 26B25, 49J52.

Using sentinels to detect intersections of convex and nonconvex polygons

We describe finite sets of points, called sentinels, which allow us to decide if isometric copies of polygons, convex or not, intersect. As an example of the applicability of the concept of sentinel, we explain how they can be used to formulate an algorithm based on the optimization of differentiable models to pack polygons in convex sets. Mathematical subject classification: 90C53, 65K05.