948 resultados para Non-convex optimization


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The metabolism of an organism consists of a network of biochemical reactions that transform small molecules, or metabolites, into others in order to produce energy and building blocks for essential macromolecules. The goal of metabolic flux analysis is to uncover the rates, or the fluxes, of those biochemical reactions. In a steady state, the sum of the fluxes that produce an internal metabolite is equal to the sum of the fluxes that consume the same molecule. Thus the steady state imposes linear balance constraints to the fluxes. In general, the balance constraints imposed by the steady state are not sufficient to uncover all the fluxes of a metabolic network. The fluxes through cycles and alternative pathways between the same source and target metabolites remain unknown. More information about the fluxes can be obtained from isotopic labelling experiments, where a cell population is fed with labelled nutrients, such as glucose that contains 13C atoms. Labels are then transferred by biochemical reactions to other metabolites. The relative abundances of different labelling patterns in internal metabolites depend on the fluxes of pathways producing them. Thus, the relative abundances of different labelling patterns contain information about the fluxes that cannot be uncovered from the balance constraints derived from the steady state. The field of research that estimates the fluxes utilizing the measured constraints to the relative abundances of different labelling patterns induced by 13C labelled nutrients is called 13C metabolic flux analysis. There exist two approaches of 13C metabolic flux analysis. In the optimization approach, a non-linear optimization task, where candidate fluxes are iteratively generated until they fit to the measured abundances of different labelling patterns, is constructed. In the direct approach, linear balance constraints given by the steady state are augmented with linear constraints derived from the abundances of different labelling patterns of metabolites. Thus, mathematically involved non-linear optimization methods that can get stuck to the local optima can be avoided. On the other hand, the direct approach may require more measurement data than the optimization approach to obtain the same flux information. Furthermore, the optimization framework can easily be applied regardless of the labelling measurement technology and with all network topologies. In this thesis we present a formal computational framework for direct 13C metabolic flux analysis. The aim of our study is to construct as many linear constraints to the fluxes from the 13C labelling measurements using only computational methods that avoid non-linear techniques and are independent from the type of measurement data, the labelling of external nutrients and the topology of the metabolic network. The presented framework is the first representative of the direct approach for 13C metabolic flux analysis that is free from restricting assumptions made about these parameters.In our framework, measurement data is first propagated from the measured metabolites to other metabolites. The propagation is facilitated by the flow analysis of metabolite fragments in the network. Then new linear constraints to the fluxes are derived from the propagated data by applying the techniques of linear algebra.Based on the results of the fragment flow analysis, we also present an experiment planning method that selects sets of metabolites whose relative abundances of different labelling patterns are most useful for 13C metabolic flux analysis. Furthermore, we give computational tools to process raw 13C labelling data produced by tandem mass spectrometry to a form suitable for 13C metabolic flux analysis.

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Motivated by a problem from fluid mechanics, we consider a generalization of the standard curve shortening flow problem for a closed embedded plane curve such that the area enclosed by the curve is forced to decrease at a prescribed rate. Using formal asymptotic and numerical techniques, we derive possible extinction shapes as the curve contracts to a point, dependent on the rate of decreasing area; we find there is a wider class of extinction shapes than for standard curve shortening, for which initially simple closed curves are always asymptotically circular. We also provide numerical evidence that self-intersection is possible for non-convex initial conditions, distinguishing between pinch-off and coalescence of the curve interior.

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Rate-constrained power minimization (PMIN) over a code division multiple-access (CDMA) channel with correlated noise is studied. PMIN is. shown to be an instance of a separable convex optimization problem subject to linear ascending constraints. PMIN is further reduced to a dual problem of sum-rate maximization (RMAX). The results highlight the underlying unity between PMIN, RMAX, and a problem closely related to PMIN but with linear receiver constraints. Subsequently, conceptually simple sequence design algorithms are proposed to explicitly identify an assignment of sequences and powers that solve PMIN. The algorithms yield an upper bound of 2N - 1 on the number of distinct sequences where N is the processing gain. The sequences generated using the proposed algorithms are in general real-valued. If a rate-splitting and multi-dimensional CDMA approach is allowed, the upper bound reduces to N distinct sequences, in which case the sequences can form an orthogonal set and be binary +/- 1-valued.

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We study diagonal estimates for the Bergman kernels of certain model domains in C-2 near boundary points that are of infinite type. To do so, we need a mild structural condition on the defining functions of interest that facilitates optimal upper and lower bounds. This is a mild condition; unlike earlier studies of this sort, we are able to make estimates for non-convex pseudoconvex domains as well. Thisn condition quantifies, in some sense, how flat a domain is at an infinite-type boundary point. In this scheme of quantification, the model domains considered below range-roughly speaking-from being mildly infinite-type'' to very flat at the infinite-type points.

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Knowledge of the physical properties of asteroids is crucial in many branches of solar-system research. Knowledge of the spin states and shapes is needed, e.g., for accurate orbit determination and to study the history and evolution of the asteroids. In my thesis, I present new methods for using photometric lightcurves of asteroids in the determination of their spin states and shapes. The convex inversion method makes use of a general polyhedron shape model and provides us at best with an unambiguous spin solution and a convex shape solution that reproduces the main features of the original shape. Deriving information about the non-convex shape features is, in principle, also possible, but usually requires a priori information about the object. Alternatively, a distribution of non-convex solutions, describing the scale of the non-convexities, is also possible to be obtained. Due to insufficient number of absolute observations and inaccurately defined asteroid phase curves, the $c/b$-ratio, i.e., the flatness of the shape model is often somewhat ill-defined. However, especially in the case of elongated objects, the flatness seems to be quite well constrained, even in the case when only relative lightcurves are available. The results prove that it is, contrary to the earlier misbelief, possible to derive shape information from the lightcurve data if a sufficiently wide range of observing geometries is covered by the observations. Along with the more accurate shape models, also the rotational states, i.e., spin vectors and rotation periods, are defined with improved accuracy. The shape solutions obtained so far reveal a population of irregular objects whose most descriptive shape characteristics, however, can be expressed with only a few parameters. Preliminary statistical analyses for the shapes suggests that there are correlations between shape and other physical properties, such as the size, rotation period and taxonomic type of the asteroids. More shape data of, especially, the smallest and largest asteroids, as well as the fast and slow rotators is called for in order to be able to study the statistics more thoroughly.

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Methodologies are presented for minimization of risk in a river water quality management problem. A risk minimization model is developed to minimize the risk of low water quality along a river in the face of conflict among various stake holders. The model consists of three parts: a water quality simulation model, a risk evaluation model with uncertainty analysis and an optimization model. Sensitivity analysis, First Order Reliability Analysis (FORA) and Monte-Carlo simulations are performed to evaluate the fuzzy risk of low water quality. Fuzzy multiobjective programming is used to formulate the multiobjective model. Probabilistic Global Search Laussane (PGSL), a global search algorithm developed recently, is used for solving the resulting non-linear optimization problem. The algorithm is based on the assumption that better sets of points are more likely to be found in the neighborhood of good sets of points, therefore intensifying the search in the regions that contain good solutions. Another model is developed for risk minimization, which deals with only the moments of the generated probability density functions of the water quality indicators. Suitable skewness values of water quality indicators, which lead to low fuzzy risk are identified. Results of the models are compared with the results of a deterministic fuzzy waste load allocation model (FWLAM), when methodologies are applied to the case study of Tunga-Bhadra river system in southern India, with a steady state BOD-DO model. The fractional removal levels resulting from the risk minimization model are slightly higher, but result in a significant reduction in risk of low water quality. (c) 2005 Elsevier Ltd. All rights reserved.

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This paper(1) presents novel algorithms and applications for a particular class of mixed-norm regularization based Multiple Kernel Learning (MKL) formulations. The formulations assume that the given kernels are grouped and employ l(1) norm regularization for promoting sparsity within RKHS norms of each group and l(s), s >= 2 norm regularization for promoting non-sparse combinations across groups. Various sparsity levels in combining the kernels can be achieved by varying the grouping of kernels-hence we name the formulations as Variable Sparsity Kernel Learning (VSKL) formulations. While previous attempts have a non-convex formulation, here we present a convex formulation which admits efficient Mirror-Descent (MD) based solving techniques. The proposed MD based algorithm optimizes over product of simplices and has a computational complexity of O (m(2)n(tot) log n(max)/epsilon(2)) where m is no. training data points, n(max), n(tot) are the maximum no. kernels in any group, total no. kernels respectively and epsilon is the error in approximating the objective. A detailed proof of convergence of the algorithm is also presented. Experimental results show that the VSKL formulations are well-suited for multi-modal learning tasks like object categorization. Results also show that the MD based algorithm outperforms state-of-the-art MKL solvers in terms of computational efficiency.

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In this paper, power management algorithms for energy harvesting sensors (EHS) that operate purely based on energy harvested from the environment are proposed. To maintain energy neutrality, EHS nodes schedule their utilization of the harvested power so as to save/draw energy into/from an inefficient battery during peak/low energy harvesting periods, respectively. Under this constraint, one of the key system design goals is to transmit as much data as possible given the energy harvesting profile. For implementational simplicity, it is assumed that the EHS transmits at a constant data rate with power control, when the channel is sufficiently good. By converting the data rate maximization problem into a convex optimization problem, the optimal load scheduling (power management) algorithm that maximizes the average data rate subject to energy neutrality is derived. Also, the energy storage requirements on the battery for implementing the proposed algorithm are calculated. Further, robust schemes that account for the insufficiency of battery storage capacity, or errors in the prediction of the harvested power are proposed. The superior performance of the proposed algorithms over conventional scheduling schemes are demonstrated through computations using numerical data from solar energy harvesting databases.

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We study the problem of uncertainty in the entries of the Kernel matrix, arising in SVM formulation. Using Chance Constraint Programming and a novel large deviation inequality we derive a formulation which is robust to such noise. The resulting formulation applies when the noise is Gaussian, or has finite support. The formulation in general is non-convex, but in several cases of interest it reduces to a convex program. The problem of uncertainty in kernel matrix is motivated from the real world problem of classifying proteins when the structures are provided with some uncertainty. The formulation derived here naturally incorporates such uncertainty in a principled manner leading to significant improvements over the state of the art. 1.

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[1] D. Tse and P. Viswanath, Fundamentals of Wireless Communication.Cambridge University Press, 2006. [2] H. Bolcskei, D. Gesbert, C. B. Papadias, and A.-J. van der Veen, Spacetime Wireless Systems: From Array Processing to MIMO Communications.Cambridge University Press, 2006. [3] Q. H. Spencer, C. B. Peel, A. L. Swindlehurst, and M. Haardt, “An introduction to the multiuser MIMO downlink,” IEEE Commun. Mag.,vol. 42, pp. 60–67, Oct. 2004. [4] K. Kusume, M. Joham,W. Utschick, and G. Bauch, “Efficient tomlinsonharashima precoding for spatial multiplexing on flat MIMO channel,”in Proc. IEEE ICC’2005, May 2005, pp. 2021–2025. [5] R. Fischer, C. Windpassinger, A. Lampe, and J. Huber, “MIMO precoding for decentralized receivers,” in Proc. IEEE ISIT’2002, 2002, p.496. [6] M. Schubert and H. Boche, “Iterative multiuser uplink and downlink beamforming under SINR constraints,” IEEE Trans. Signal Process.,vol. 53, pp. 2324–2334, Jul. 2005. [7] ——, “Solution of multiuser downlink beamforming problem with individual SINR constraints,” IEEE Trans. Veh. Technol., vol. 53, pp.18–28, Jan. 2004. [8] A. Wiesel, Y. C. Eldar, and Shamai, “Linear precoder via conic optimization for fixed MIMO receivers,” IEEE Trans. Signal Process., vol. 52,pp. 161–176, Jan. 2006. [9] N. Jindal, “MIMO broadcast channels with finite rate feed-back,” in Proc. IEEE GLOBECOM’2005, Nov. 2005. [10] R. Hunger, F. Dietrich, M. Joham, and W. Utschick, “Robust transmit zero-forcing filters,” in Proc. ITG Workshop on Smart Antennas, Munich,Mar. 2004, pp. 130–137. [11] M. B. Shenouda and T. N. Davidson, “Linear matrix inequality formulations of robust QoS precoding for broadcast channels,” in Proc.CCECE’2007, Apr. 2007, pp. 324–328. [12] M. Payaro, A. Pascual-Iserte, and M. A. Lagunas, “Robust power allocation designs for multiuser and multiantenna downlink communication systems through convex optimization,” IEEE J. Sel. Areas Commun.,vol. 25, pp. 1392–1401, Sep. 2007. [13] M. Biguesh, S. Shahbazpanahi, and A. B. Gershman, “Robust downlink power control in wireless cellular systems,” EURASIP Jl. Wireless Commun. Networking, vol. 2, pp. 261–272, 2004. [14] B. Bandemer, M. Haardt, and S. Visuri, “Liner MMSE multi-user MIMO downlink precoding for users with multple antennas,” in Proc.PIMRC’06, Sep. 2006, pp. 1–5. [15] J. Zhang, Y. Wu, S. Zhou, and J. Wang, “Joint linear transmitter and receiver design for the downlink of multiuser MIMO systems,” IEEE Commun. Lett., vol. 9, pp. 991–993, Nov. 2005. [16] S. Shi, M. Schubert, and H. Boche, “Downlink MMSE transceiver optimization for multiuser MIMO systems: Duality and sum-mse minimization,”IEEE Trans. Signal Process., vol. 55, pp. 5436–5446, Nov.2007. [17] A. Mezghani, M. Joham, R. Hunger, and W. Utschick, “Transceiver design for multi-user MIMO systems,” in Proc. WSA 2006, Mar. 2006. [18] R. Doostnejad, T. J. Lim, and E. Sousa, “Joint precoding and beamforming design for the downlink in a multiuser MIMO system,” in Proc.WiMob’2005, Aug. 2005, pp. 153–159. [19] N. Vucic, H. Boche, and S. Shi, “Robust transceiver optimization in downlink multiuser MIMO systems with channel uncertainty,” in Proc.IEEE ICC’2008, Beijing, China, May 2008. [20] A. Ben-Tal and A. Nemirovsky, “Selected topics in robust optimization,”Math. Program., vol. 112, pp. 125–158, Feb. 2007. [21] D. Bertsimas and M. Sim, “Tractable approximations to robust conic optimization problems,” Math. Program., vol. 107, pp. 5–36, Jun. 2006. [22] P. Ubaidulla and A. Chockalingam, “Robust Transceiver Design for Multiuser MIMO Downlink,” in Proc. IEEE Globecom’2008, New Orleans, USA, Dec. 2008, to appear. [23] S. Boyd and L. Vandenberghe, Convex Optimization. Cambridge University Press, 2004. [24] G. H. Golub and C. F. V. Loan, Matrix Computations. The John Hopkins University Press, 1996.

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An analog minimum-variance unbiased estimator(MVUE) over an asymmetric wireless sensor network is studied.Minimisation of variance is cast into a constrained non-convex optimisation problem. An explicit algorithm that solves the problem is provided. The solution is obtained by decomposing the original problem into a finite number of convex optimisation problems with explicit solutions. These solutions are then juxtaposed together by exploiting further structure in the objective function.

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Unlike zero-sum stochastic games, a difficult problem in general-sum stochastic games is to obtain verifiable conditions for Nash equilibria. We show in this paper that by splitting an associated non-linear optimization problem into several sub-problems, characterization of Nash equilibria in a general-sum discounted stochastic games is possible. Using the aforementioned sub-problems, we in fact derive a set of necessary and sufficient verifiable conditions (termed KKT-SP conditions) for a strategy-pair to result in Nash equilibrium. Also, we show that any algorithm which tracks the zero of the gradient of the Lagrangian of every sub-problem provides a Nash strategy-pair. (c) 2012 Elsevier Ltd. All rights reserved.

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The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov's transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

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The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov’s transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

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The occurrence of spurious solutions is a well-known limitation of the standard nodal finite element method when applied to electromagnetic problems. The two commonly used remedies that are used to address this problem are (i) The addition of a penalty term with the penalty factor based on the local dielectric constant, and which reduces to a Helmholtz form on homogeneous domains (regularized formulation); (ii) A formulation based on a vector and a scalar potential. Both these strategies have some shortcomings. The penalty method does not completely get rid of the spurious modes, and both methods are incapable of predicting singular eigenvalues in non-convex domains. Some non-zero spurious eigenvalues are also predicted by these methods on non-convex domains. In this work, we develop mixed finite element formulations which predict the eigenfrequencies (including their multiplicities) accurately, even for nonconvex domains. The main feature of the proposed mixed finite element formulation is that no ad-hoc terms are added to the formulation as in the penalty formulation, and the improvement is achieved purely by an appropriate choice of finite element spaces for the different variables. We show that the formulation works even for inhomogeneous domains where `double noding' is used to enforce the appropriate continuity requirements at an interface. For two-dimensional problems, the shape of the domain can be arbitrary, while for the three-dimensional ones, with our current formulation, only regular domains (which can be nonconvex) can be modeled. Since eigenfrequencies are modeled accurately, these elements also yield accurate results for driven problems. (C) 2014 Elsevier Ltd. All rights reserved.