A probabilistic constrained nonlinear optimization framework to optimize RED parameters

The random early detection (RED) technique has seen a lot of research over the years. However, the functional relationship between RED performance and its parameters viz,, queue weight (omega(q)), marking probability (max(p)), minimum threshold (min(th)) and maximum threshold (max(th)) is not analytically availa ble. In this paper, we formulate a probabilistic constrained optimization problem by assuming a nonlinear relationship between the RED average queue length and its parameters. This problem involves all the RED parameters as the variables of the optimization problem. We use the barrier and the penalty function approaches for its Solution. However (as above), the exact functional relationship between the barrier and penalty objective functions and the optimization variable is not known, but noisy samples of these are available for different parameter values. Thus, for obtaining the gradient and Hessian of the objective, we use certain recently developed simultaneous perturbation stochastic approximation (SPSA) based estimates of these. We propose two four-timescale stochastic approximation algorithms based oil certain modified second-order SPSA updates for finding the optimum RED parameters. We present the results of detailed simulation experiments conducted over different network topologies and network/traffic conditions/settings, comparing the performance of Our algorithms with variants of RED and a few other well known adaptive queue management (AQM) techniques discussed in the literature.

A novel approach for solving constrained nonlinear optimization problems using neurofuzzy systems

A neural network model for solving constrained nonlinear optimization problems with bounded variables is presented in this paper. More specifically, a modified Hopfield network is developed and its internal parameters are completed using the valid-subspace technique. These parameters guarantee the convergence of the network to the equilibrium points. The network is shown to be completely stable and globally convergent to the solutions of constrained nonlinear optimization problems. A fuzzy logic controller is incorporated in the network to minimize convergence time. Simulation results are presented to validate the proposed approach.

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.

Design and analysis of an efficient neural network model for solving nonlinear optimization problems

This paper presents an efficient approach based on a recurrent neural network for solving constrained 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 handles optimization and constraint terms in different stages with no interference from each other. Moreover, the proposed approach does not require specification for penalty and weighting parameters for its initialization. A study of the modified Hopfield model is also developed to analyse its stability and convergence. Simulation results are provided to demonstrate the performance of the proposed neural network.

Nonlinear optimization using a modified Hopfield model

Systems based on artificial neural networks have high computational rates due to the use of a massive number of simple processing elements. Neural networks with feedback connections provide a computing model capable of solving a rich class of optimization problems. In this paper, a modified Hopfield network is developed for solving constrained nonlinear optimization problems. The internal parameters of the network are obtained using the valid-subspace technique. Simulated examples are presented as an illustration of the proposed approach.

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.

A four-timescale algorithm for constrained stochastic optimization of RED

The overall performance of random early detection (RED) routers in the Internet is determined by the settings of their associated parameters. The non-availability of a functional relationship between the RED performance and its parameters makes it difficult to implement optimization techniques directly in order to optimize the RED parameters. In this paper, we formulate a generic optimization framework using a stochastically bounded delay metric to dynamically adapt the RED parameters. The constrained optimization problem thus formulated is solved using traditional nonlinear programming techniques. Here, we implement the barrier and penalty function approaches, respectively. We adopt a second-order nonlinear optimization framework and propose a novel four-timescale stochastic approximation algorithm to estimate the gradient and Hessian of the barrier and penalty objectives and update the RED parameters. A convergence analysis of the proposed algorithm is briefly sketched. We perform simulations to evaluate the performance of our algorithm with both barrier and penalty objectives and compare these with RED and a variant of it in the literature. We observe an improvement in performance using our proposed algorithm over RED, and the above variant of it.

Multimodal therapy for complete regression of malignant melanoma using constrained nonlinear optimal dynamic inversion

Using a realistic nonlinear mathematical model for melanoma dynamics and the technique of optimal dynamic inversion (exact feedback linearization with static optimization), a multimodal automatic drug dosage strategy is proposed in this paper for complete regression of melanoma cancer in humans. The proposed strategy computes different drug dosages and gives a nonlinear state feedback solution for driving the number of cancer cells to zero. However, it is observed that when tumor is regressed to certain value, then there is no need of external drug dosages as immune system and other therapeutic states are able to regress tumor at a sufficiently fast rate which is more than exponential rate. As model has three different drug dosages, after applying dynamic inversion philosophy, drug dosages can be selected in optimized manner without crossing their toxicity limits. The combination of drug dosages is decided by appropriately selecting the control design parameter values based on physical constraints. The process is automated for all possible combinations of the chemotherapy and immunotherapy drug dosages with preferential emphasis of having maximum possible variety of drug inputs at any given point of time. Simulation study with a standard patient model shows that tumor cells are regressed from 2 x 107 to order of 105 cells because of external drug dosages in 36.93 days. After this no external drug dosages are required as immune system and other therapeutic states are able to regress tumor at greater than exponential rate and hence, tumor goes to zero (less than 0.01) in 48.77 days and healthy immune system of the patient is restored. Study with different chemotherapy drug resistance value is also carried out. (C) 2014 Elsevier Ltd. All rights reserved.

The Alpha-Method Direct Transcription In Path Constrained Dynamic Optimization

Numerically discretized dynamic optimization problems having active inequality and equality path constraints that along with the dynamics induce locally high index differential algebraic equations often cause the optimizer to fail in convergence or to produce degraded control solutions. In many applications, regularization of the numerically discretized problem in direct transcription schemes by perturbing the high index path constraints helps the optimizer to converge to usefulm control solutions. For complex engineering problems with many constraints it is often difficult to find effective nondegenerat perturbations that produce useful solutions in some neighborhood of the correct solution. In this paper we describe a numerical discretization that regularizes the numerically consistent discretized dynamics and does not perturb the path constraints. For all values of the regularization parameter the discretization remains numerically consistent with the dynamics and the path constraints specified in the, original problem. The regularization is quanti. able in terms of time step size in the mesh and the regularization parameter. For full regularized systems the scheme converges linearly in time step size.The method is illustrated with examples.

Distributed nonlinear optimization algorithms for general network problems

There are a number of large networks which occur in many problems dealing with the flow of power, communication signals, water, gas, transportable goods, etc. Both design and planning of these networks involve optimization problems. The first part of this paper introduces the common characteristics of a nonlinear network (the network may be linear, the objective function may be non linear, or both may be nonlinear). The second part develops a mathematical model trying to put together some important constraints based on the abstraction for a general network. The third part deals with solution procedures; it converts the network to a matrix based system of equations, gives the characteristics of the matrix and suggests two solution procedures, one of them being a new one. The fourth part handles spatially distributed networks and evolves a number of decomposition techniques so that we can solve the problem with the help of a distributed computer system. Algorithms for parallel processors and spatially distributed systems have been described.There are a number of common features that pertain to networks. A network consists of a set of nodes and arcs. In addition at every node, there is a possibility of an input (like power, water, message, goods etc) or an output or none. Normally, the network equations describe the flows amoungst nodes through the arcs. These network equations couple variables associated with nodes. Invariably, variables pertaining to arcs are constants; the result required will be flows through the arcs. To solve the normal base problem, we are given input flows at nodes, output flows at nodes and certain physical constraints on other variables at nodes and we should find out the flows through the network (variables at nodes will be referred to as across variables).The optimization problem involves in selecting inputs at nodes so as to optimise an objective function; the objective may be a cost function based on the inputs to be minimised or a loss function or an efficiency function. The above mathematical model can be solved using Lagrange Multiplier technique since the equalities are strong compared to inequalities. The Lagrange multiplier technique divides the solution procedure into two stages per iteration. Stage one calculates the problem variables % and stage two the multipliers lambda. It is shown that the Jacobian matrix used in stage one (for solving a nonlinear system of necessary conditions) occurs in the stage two also.A second solution procedure has also been imbedded into the first one. This is called total residue approach. It changes the equality constraints so that we can get faster convergence of the iterations.Both solution procedures are found to coverge in 3 to 7 iterations for a sample network.The availability of distributed computer systems — both LAN and WAN — suggest the need for algorithms to solve the optimization problems. Two types of algorithms have been proposed — one based on the physics of the network and the other on the property of the Jacobian matrix. Three algorithms have been deviced, one of them for the local area case. These algorithms are called as regional distributed algorithm, hierarchical regional distributed algorithm (both using the physics properties of the network), and locally distributed algorithm (a multiprocessor based approach with a local area network configuration). The approach used was to define an algorithm that is faster and uses minimum communications. These algorithms are found to converge at the same rate as the non distributed (unitary) case.

Lower-Bound Axisymmetric Formulation for Geomechanics Problems Using Nonlinear Optimization

A lower-bound limit analysis formulation, by using two-dimensional finite elements, the three-dimensional Mohr-Coulomb yield criterion, and nonlinear optimization, has been given to deal with an axisymmetric geomechanics stability problem. The optimization was performed using an interior point method based on the logarithmic barrier function. The yield surface was smoothened (1) by removing the tip singularity at the apex of the pyramid in the meridian plane and (2) by eliminating the stress discontinuities at the corners of the yield hexagon in the pi-plane. The circumferential stress (sigma(theta)) need not be assumed. With the proposed methodology, for a circular footing, the bearing-capacity factors N-c, N-q, and N-gamma for different values of phi have been computed. For phi = 0, the variation of N-c with changes in the factor m, which accounts for a linear increase of cohesion with depth, has been evaluated. Failure patterns for a few cases have also been drawn. The results from the formulation provide a good match with the solutions available from the literature. (C) 2014 American Society of Civil Engineers.

Designing superresolution optical pupil filter with constrained global optimization algorithm

In this paper, a new method for designing three-zone optical pupil filter is presented. The phase-only optical pupil filter and the amplitude-only optical pupil filters were designed. The first kind of pupil for optical data storage can increase the transverse resolution. The second kind of pupil filter can increase the axial and transverse resolution at the same time, which is applicable in three-dimension imaging in confocal microscopy. (C) 2007 Elsevier GmbH. All rights reserved.