Quantum annealing of an ising spin-glass by Green's function Monte Carlo

We present an implementation of quantum annealing (QA) via lattice Green's function Monte Carlo (GFMC), focusing on its application to the Ising spin glass in transverse field. In particular, we study whether or not such a method is more effective than the path-integral Monte Carlo- (PIMC) based QA, as well as classical simulated annealing (CA), previously tested on the same optimization problem. We identify the issue of importance sampling, i.e., the necessity of possessing reasonably good (variational) trial wave functions, as the key point of the algorithm. We performed GFMC-QA runs using such a Boltzmann-type trial wave function, finding results for the residual energies that are qualitatively similar to those of CA (but at a much larger computational cost), and definitely worse than PIMC-QA. We conclude that, at present, without a serious effort in constructing reliable importance sampling variational wave functions for a quantum glass, GFMC-QA is not a true competitor of PIMC-QA.

Monte Carlo studies of quantum and classical annealing on a double well

We present results for a variety of Monte Carlo annealing approaches, both classical and quantum, benchmarked against one another for the textbook optimization exercise of a simple one-dimensional double well. In classical (thermal) annealing, the dependence upon the move chosen in a Metropolis scheme is studied and correlated with the spectrum of the associated Markov transition matrix. In quantum annealing, the path integral Monte Carlo approach is found to yield nontrivial sampling difficulties associated with the tunneling between the two wells. The choice of fictitious quantum kinetic energy is also addressed. We find that a "relativistic" kinetic energy form, leading to a higher probability of long real-space jumps, can be considerably more effective than the standard nonrelativistic one.

Efficient Marginal Likelihood Computation for Gaussian Process Regression

In a Bayesian learning setting, the posterior distribution of a predictive model arises from a trade-off between its prior distribution and the conditional likelihood of observed data. Such distribution functions usually rely on additional hyperparameters which need to be tuned in order to achieve optimum predictive performance; this operation can be efficiently performed in an Empirical Bayes fashion by maximizing the posterior marginal likelihood of the observed data. Since the score function of this optimization problem is in general characterized by the presence of local optima, it is necessary to resort to global optimization strategies, which require a large number of function evaluations. Given that the evaluation is usually computationally intensive and badly scaled with respect to the dataset size, the maximum number of observations that can be treated simultaneously is quite limited. In this paper, we consider the case of hyperparameter tuning in Gaussian process regression. A straightforward implementation of the posterior log-likelihood for this model requires O(N^3) operations for every iteration of the optimization procedure, where N is the number of examples in the input dataset. We derive a novel set of identities that allow, after an initial overhead of O(N^3), the evaluation of the score function, as well as the Jacobian and Hessian matrices, in O(N) operations. We prove how the proposed identities, that follow from the eigendecomposition of the kernel matrix, yield a reduction of several orders of magnitude in the computation time for the hyperparameter optimization problem. Notably, the proposed solution provides computational advantages even with respect to state of the art approximations that rely on sparse kernel matrices.

Multiple Roots of Systems of Equations by Repulsion Merit Functions

In this paper we address the problem of computing multiple roots of a system of nonlinear equations through the global optimization of an appropriate merit function. The search procedure for a global minimizer of the merit function is carried out by a metaheuristic, known as harmony search, which does not require any derivative information. The multiple roots of the system are sequentially determined along several iterations of a single run, where the merit function is accordingly modified by penalty terms that aim to create repulsion areas around previously computed minimizers. A repulsion algorithm based on a multiplicative kind penalty function is proposed. Preliminary numerical experiments with a benchmark set of problems show the effectiveness of the proposed method.

Tarification logit dans un réseau

Le problème de tarification qui nous intéresse ici consiste à maximiser le revenu généré par les usagers d'un réseau de transport. Pour se rendre à leurs destinations, les usagers font un choix de route et utilisent des arcs sur lesquels nous imposons des tarifs. Chaque route est caractérisée (aux yeux de l'usager) par sa "désutilité", une mesure de longueur généralisée tenant compte à la fois des tarifs et des autres coûts associés à son utilisation. Ce problème a surtout été abordé sous une modélisation déterministe de la demande selon laquelle seules des routes de désutilité minimale se voient attribuer une mesure positive de flot. Le modèle déterministe se prête bien à une résolution globale, mais pèche par manque de réalisme. Nous considérons ici une extension probabiliste de ce modèle, selon laquelle les usagers d'un réseau sont alloués aux routes d'après un modèle de choix discret logit. Bien que le problème de tarification qui en résulte est non linéaire et non convexe, il conserve néanmoins une forte composante combinatoire que nous exploitons à des fins algorithmiques. Notre contribution se répartit en trois articles. Dans le premier, nous abordons le problème d'un point de vue théorique pour le cas avec une paire origine-destination. Nous développons une analyse de premier ordre qui exploite les propriétés analytiques de l'affectation logit et démontrons la validité de règles de simplification de la topologie du réseau qui permettent de réduire la dimension du problème sans en modifier la solution. Nous établissons ensuite l'unimodalité du problème pour une vaste gamme de topologies et nous généralisons certains de nos résultats au problème de la tarification d'une ligne de produits. Dans le deuxième article, nous abordons le problème d'un point de vue numérique pour le cas avec plusieurs paires origine-destination. Nous développons des algorithmes qui exploitent l'information locale et la parenté des formulations probabilistes et déterministes. Un des résultats de notre analyse est l'obtention de bornes sur l'erreur commise par les modèles combinatoires dans l'approximation du revenu logit. Nos essais numériques montrent qu'une approximation combinatoire rudimentaire permet souvent d'identifier des solutions quasi-optimales. Dans le troisième article, nous considérons l'extension du problème à une demande hétérogène. L'affectation de la demande y est donnée par un modèle de choix discret logit mixte où la sensibilité au prix d'un usager est aléatoire. Sous cette modélisation, l'expression du revenu n'est pas analytique et ne peut être évaluée de façon exacte. Cependant, nous démontrons que l'utilisation d'approximations non linéaires et combinatoires permet d'identifier des solutions quasi-optimales. Finalement, nous en profitons pour illustrer la richesse du modèle, par le biais d'une interprétation économique, et examinons plus particulièrement la contribution au revenu des différents groupes d'usagers.

Theoretical study of magnetism, structure and chemical order in transition-metal alloy clusters

Research on transition-metal nanoalloy clusters composed of a few atoms is fascinating by their unusual properties due to the interplay among the structure, chemical order and magnetism. Such nanoalloy clusters, can be used to construct nanometer devices for technological applications by manipulating their remarkable magnetic, chemical and optical properties. Determining the nanoscopic features exhibited by the magnetic alloy clusters signifies the need for a systematic global and local exploration of their potential-energy surface in order to identify all the relevant energetically low-lying magnetic isomers. In this thesis the sampling of the potential-energy surface has been performed by employing the state-of-the-art spin-polarized density-functional theory in combination with graph theory and the basin-hopping global optimization techniques. This combination is vital for a quantitative analysis of the quantum mechanical energetics. The first approach, i.e., spin-polarized density-functional theory together with the graph theory method, is applied to study the Fe$_m$Rh$_n$ and Co$_m$Pd$_n$ clusters having $N = m+n \leq 8$ atoms. We carried out a thorough and systematic sampling of the potential-energy surface by taking into account all possible initial cluster topologies, all different distributions of the two kinds of atoms within the cluster, the entire concentration range between the pure limits, and different initial magnetic configurations such as ferro- and anti-ferromagnetic coupling. The remarkable magnetic properties shown by FeRh and CoPd nanoclusters are attributed to the extremely reduced coordination number together with the charge transfer from 3$d$ to 4$d$ elements. The second approach, i.e., spin-polarized density-functional theory together with the basin-hopping method is applied to study the small Fe$_6$, Fe$_3$Rh$_3$ and Rh$_6$ and the larger Fe$_{13}$, Fe$_6$Rh$_7$ and Rh$_{13}$ clusters as illustrative benchmark systems. This method is able to identify the true ground-state structures of Fe$_6$ and Fe$_3$Rh$_3$ which were not obtained by using the first approach. However, both approaches predict a similar cluster for the ground-state of Rh$_6$. Moreover, the computational time taken by this approach is found to be significantly lower than the first approach. The ground-state structure of Fe$_{13}$ cluster is found to be an icosahedral structure, whereas Rh$_{13}$ and Fe$_6$Rh$_7$ isomers relax into cage-like and layered-like structures, respectively. All the clusters display a remarkable variety of structural and magnetic behaviors. It is observed that the isomers having similar shape with small distortion with respect to each other can exhibit quite different magnetic moments. This has been interpreted as a probable artifact of spin-rotational symmetry breaking introduced by the spin-polarized GGA. The possibility of combining the spin-polarized density-functional theory with some other global optimization techniques such as minima-hopping method could be the next step in this direction. This combination is expected to be an ideal sampling approach having the advantage of avoiding efficiently the search over irrelevant regions of the potential energy surface.

Managing Quality Properties of Web Service Compositions

Web services from different partners can be combined to applications that realize a more complex business goal. Such applications built as Web service compositions define how interactions between Web services take place in order to implement the business logic. Web service compositions not only have to provide the desired functionality but also have to comply with certain Quality of Service (QoS) levels. Maximizing the users' satisfaction, also reflected as Quality of Experience (QoE), is a primary goal to be achieved in a Service-Oriented Architecture (SOA). Unfortunately, in a dynamic environment like SOA unforeseen situations might appear like services not being available or not responding in the desired time frame. In such situations, appropriate actions need to be triggered in order to avoid the violation of QoS and QoE constraints. In this thesis, proper solutions are developed to manage Web services and Web service compositions with regard to QoS and QoE requirements. The Business Process Rules Language (BPRules) was developed to manage Web service compositions when undesired QoS or QoE values are detected. BPRules provides a rich set of management actions that may be triggered for controlling the service composition and for improving its quality behavior. Regarding the quality properties, BPRules allows to distinguish between the QoS values as they are promised by the service providers, QoE values that were assigned by end-users, the monitored QoS as measured by our BPR framework, and the predicted QoS and QoE values. BPRules facilitates the specification of certain user groups characterized by different context properties and allows triggering a personalized, context-aware service selection tailored for the specified user groups. In a service market where a multitude of services with the same functionality and different quality values are available, the right services need to be selected for realizing the service composition. We developed new and efficient heuristic algorithms that are applied to choose high quality services for the composition. BPRules offers the possibility to integrate multiple service selection algorithms. The selection algorithms are applicable also for non-linear objective functions and constraints. The BPR framework includes new approaches for context-aware service selection and quality property predictions. We consider the location information of users and services as context dimension for the prediction of response time and throughput. The BPR framework combines all new features and contributions to a comprehensive management solution. Furthermore, it facilitates flexible monitoring of QoS properties without having to modify the description of the service composition. We show how the different modules of the BPR framework work together in order to execute the management rules. We evaluate how our selection algorithms outperform a genetic algorithm from related research. The evaluation reveals how context data can be used for a personalized prediction of response time and throughput.

Recovering Euclidean deformable models from stereo-motion

In this paper we present a novel structure from motion (SfM) approach able to infer 3D deformable models from uncalibrated stereo images. Using a stereo setup dramatically improves the 3D model estimation when the observed 3D shape is mostly deforming without undergoing strong rigid motion. Our approach first calibrates the stereo system automatically and then computes a single metric rigid structure for each frame. Afterwards, these 3D shapes are aligned to a reference view using a RANSAC method in order to compute the mean shape of the object and to select the subset of points on the object which have remained rigid throughout the sequence without deforming. The selected rigid points are then used to compute frame-wise shape registration and to extract the motion parameters robustly from frame to frame. Finally, all this information is used in a global optimization stage with bundle adjustment which allows to refine the frame-wise initial solution and also to recover the non-rigid 3D model. We show results on synthetic and real data that prove the performance of the proposed method even when there is no rigid motion in the original sequence

Hand-held 3D-scanner for large surface registration

L'objectiu d'aquesta tesi és l'estudi de les diferents tècniques per alinear vistes tridimensionals. Aquest estudi ens ha permès detectar els principals problemes de les tècniques existents, aprotant una solució novedosa i contribuint resolent algunes de les mancances detectades especialment en l'alineament de vistes a temps real. Per tal d'adquirir les esmentades vistes, s'ha dissenyat un sensor 3D manual que ens permet fer adquisicions tridimensionals amb total llibertat de moviments. Així mateix, s'han estudiat les tècniques de minimització global per tal de reduir els efectes de la propagació de l'error.

Structure determination from powder diffraction data

Advances made over the past decade in structure determination from powder diffraction data are reviewed with particular emphasis on algorithmic developments and the successes and limitations of the technique. While global optimization methods have been successful in the solution of molecular crystal structures, new methods are required to make the solution of inorganic crystal structures more routine. The use of complementary techniques such as NMR to assist structure solution is discussed and the potential for the combined use of X-ray and neutron diffraction data for structure verification is explored. Structures that have proved difficult to solve from powder diffraction data are reviewed and the limitations of structure determination from powder diffraction data are discussed. Furthermore, the prospects of solving small protein crystal structures over the next decade are assessed.

Structure determination from powder diffraction data

Advances made over the past decade in structure determination from powder diffraction data are reviewed with particular emphasis on algorithmic developments and the successes and limitations of the technique. While global optimization methods have been successful in the solution of molecular crystal structures, new methods are required to make the solution of inorganic crystal structures more routine. The use of complementary techniques such as NMR to assist structure solution is discussed and the potential for the combined use of X-ray and neutron diffraction data for structure verification is explored. Structures that have proved difficult to solve from powder diffraction data are reviewed and the limitations of structure determination from powder diffraction data are discussed. Furthermore, the prospects of solving small protein crystal structures over the next decade are assessed.

Predicting molecular structures: an application of the cutting angle method

The ability to predict molecular geometries has important applications in chemistry. Specific examples include the areas of protein space structure elucidation, the investigation of host–guest interactions, the understanding of properties of superconductors and of zeolites. This prediction of molecular geometries often depends on finding the global minimum or maximum of a function such as the potential energy. In this paper, we consider several well-known molecular conformation problems to which we apply a new method of deterministic global optimization called the cutting angle method. We demonstrate that this method is competitive with other global optimization techniques for these molecular conformation problems.

Geometry and combinatorics of the cutting angle method

Lower approximation of Lipschitz functions plays an important role in deterministic global optimization. This article examines in detail the lower piecewise linear approximation which arises in the cutting angle method. All its local minima can be explicitly enumerated, and a special data structure was designed to process them very efficiently, improving previous results by several orders of magnitude. Further, some geometrical properties of the lower approximation have been studied, and regions on which this function is linear have been identified explicitly. Connection to a special distance function and Voronoi diagrams was established. An application of these results is a black-box multivariate random number generator, based on acceptance-rejection approach.

Knowledge extraction from a mixed transfer function artificial neural network

One of the main problems with Artificial Neural Networks (ANNs) is that their results are not intuitively clear. For example, commonly used hidden neurons with sigmoid activation function can approximate any continuous function, including linear functions, but the coefficients (weights) of this approximation are rather meaningless. To address this problem, current paper presents a novel kind of a neural network that uses transfer functions of various complexities in contrast to mono-transfer functions used in sigmoid and hyperbolic tangent networks. The presence of transfer functions of various complexities in a Mixed Transfer Functions Artificial Neural Network (MTFANN) allow easy conversion of the full model into user-friendly equation format (similar to that of linear regression) without any pruning or simplification of the model. At the same time, MTFANN maintains similar generalization ability to mono-transfer function networks in a global optimization context. The performance and knowledge extraction of MTFANN were evaluated on a realistic simulation of the Puma 560 robot arm and compared to sigmoid, hyperbolic tangent, linear and sinusoidal networks.

Reconstruction of the refractive index profile of planar waveguides using ray tracing analysis

We propose a method for refractive index profiling based on measuring coordinates and angles of laser beams passing across the waveguide layer. Calculations are performed by solving an integral equation using new global optimization methods.