Adaptive Penalty and Barrier function based on Fuzzy Logic

Optimization methods have been used in many areas of knowledge, such as Engineering, Statistics, Chemistry, among others, to solve optimization problems. In many cases it is not possible to use derivative methods, due to the characteristics of the problem to be solved and/or its constraints, for example if the involved functions are non-smooth and/or their derivatives are not know. To solve this type of problems a Java based API has been implemented, which includes only derivative-free optimization methods, and that can be used to solve both constrained and unconstrained problems. For solving constrained problems, the classic Penalty and Barrier functions were included in the API. In this paper a new approach to Penalty and Barrier functions, based on Fuzzy Logic, is proposed. Two penalty functions, that impose a progressive penalization to solutions that violate the constraints, are discussed. The implemented functions impose a low penalization when the violation of the constraints is low and a heavy penalty when the violation is high. Numerical results, obtained using twenty-eight test problems, comparing the proposed Fuzzy Logic based functions to six of the classic Penalty and Barrier functions are presented. Considering the achieved results, it can be concluded that the proposed penalty functions besides being very robust also have a very good performance.

An algebraic operator approach to the analysis of Gerber-Shiu functions

We introduce an algebraic operator framework to study discounted penalty functions in renewal risk models. For inter-arrival and claim size distributions with rational Laplace transform, the usual integral equation is transformed into a boundary value problem, which is solved by symbolic techniques. The factorization of the differential operator can be lifted to the level of boundary value problems, amounting to iteratively solving first-order problems. This leads to an explicit expression for the Gerber-Shiu function in terms of the penalty function.

Model-order selection in Zernike polynomial expansion of corneal surfaces using the efficient detection criterion

Corneal-height data are typically measured with videokeratoscopes and modeled using a set of orthogonal Zernike polynomials. We address the estimation of the number of Zernike polynomials, which is formalized as a model-order selection problem in linear regression. Classical information-theoretic criteria tend to overestimate the corneal surface due to the weakness of their penalty functions, while bootstrap-based techniques tend to underestimate the surface or require extensive processing. In this paper, we propose to use the efficient detection criterion (EDC), which has the same general form of information-theoretic-based criteria, as an alternative to estimating the optimal number of Zernike polynomials. We first show, via simulations, that the EDC outperforms a large number of information-theoretic criteria and resampling-based techniques. We then illustrate that using the EDC for real corneas results in models that are in closer agreement with clinical expectations and provides means for distinguishing normal corneal surfaces from astigmatic and keratoconic surfaces.

Model selection and error estimation

We study model selection strategies based on penalized empirical loss minimization. We point out a tight relationship between error estimation and data-based complexity penalization: any good error estimate may be converted into a data-based penalty function and the performance of the estimate is governed by the quality of the error estimate. We consider several penalty functions, involving error estimates on independent test data, empirical VC dimension, empirical VC entropy, and margin-based quantities. We also consider the maximal difference between the error on the first half of the training data and the second half, and the expected maximal discrepancy, a closely related capacity estimate that can be calculated by Monte Carlo integration. Maximal discrepancy penalty functions are appealing for pattern classification problems, since their computation is equivalent to empirical risk minimization over the training data with some labels flipped.

Swarm intelligence algorithms for integrated optimization of piezoelectric actuator and sensor placement and feedback gains

Swarm intelligence algorithms are applied for optimal control of flexible smart structures bonded with piezoelectric actuators and sensors. The optimal locations of actuators/sensors and feedback gain are obtained by maximizing the energy dissipated by the feedback control system. We provide a mathematical proof that this system is uncontrollable if the actuators and sensors are placed at the nodal points of the mode shapes. The optimal locations of actuators/sensors and feedback gain represent a constrained non-linear optimization problem. This problem is converted to an unconstrained optimization problem by using penalty functions. Two swarm intelligence algorithms, namely, Artificial bee colony (ABC) and glowworm swarm optimization (GSO) algorithms, are considered to obtain the optimal solution. In earlier published research, a cantilever beam with one and two collocated actuator(s)/sensor(s) was considered and the numerical results were obtained by using genetic algorithm and gradient based optimization methods. We consider the same problem and present the results obtained by using the swarm intelligence algorithms ABC and GSO. An extension of this cantilever beam problem with five collocated actuators/sensors is considered and the numerical results obtained by using the ABC and GSO algorithms are presented. The effect of increasing the number of design variables (locations of actuators and sensors and gain) on the optimization process is investigated. It is shown that the ABC and GSO algorithms are robust and are good choices for the optimization of smart structures.

Nonquadratic penalization improves near-infrared diffuse optical tomography

A new approach that can easily incorporate any generic penalty function into the diffuse optical tomographic image reconstruction is introduced to show the utility of nonquadratic penalty functions. The penalty functions that were used include quadratic (l(2)), absolute (l(1)), Cauchy, and Geman-McClure. The regularization parameter in each of these cases was obtained automatically by using the generalized cross-validation method. The reconstruction results were systematically compared with each other via utilization of quantitative metrics, such as relative error and Pearson correlation. The reconstruction results indicate that, while the quadratic penalty may be able to provide better separation between two closely spaced targets, its contrast recovery capability is limited, and the sparseness promoting penalties, such as l(1), Cauchy, and Geman-McClure have better utility in reconstructing high-contrast and complex-shaped targets, with the Geman-McClure penalty being the most optimal one. (C) 2013 Optical Society of America

Improved bounds for subband-adaptive iterative shrinkage/thresholding algorithms.

This paper presents new methods for computing the step sizes of the subband-adaptive iterative shrinkage-thresholding algorithms proposed by Bayram & Selesnick and Vonesch & Unser. The method yields tighter wavelet-domain bounds of the system matrix, thus leading to improved convergence speeds. It is directly applicable to non-redundant wavelet bases, and we also adapt it for cases of redundant frames. It turns out that the simplest and most intuitive setting for the step sizes that ignores subband aliasing is often satisfactory in practice. We show that our methods can be used to advantage with reweighted least squares penalty functions as well as L1 penalties. We emphasize that the algorithms presented here are suitable for performing inverse filtering on very large datasets, including 3D data, since inversions are applied only to diagonal matrices and fast transforms are used to achieve all matrix-vector products.

Derivative-free optimization and filter methods to solve nonlinear constrained problems

In real optimization problems, usually the analytical expression of the objective function is not known, nor its derivatives, or they are complex. In these cases it becomes essential to use optimization methods where the calculation of the derivatives, or the verification of their existence, is not necessary: the Direct Search Methods or Derivative-free Methods are one solution. When the problem has constraints, penalty functions are often used. Unfortunately the choice of the penalty parameters is, frequently, very difficult, because most strategies for choosing it are heuristics strategies. As an alternative to penalty function appeared the filter methods. A filter algorithm introduces a function that aggregates the constrained violations and constructs a biobjective problem. In this problem the step is accepted if it either reduces the objective function or the constrained violation. This implies that the filter methods are less parameter dependent than a penalty function. In this work, we present a new direct search method, based on simplex methods, for general constrained optimization that combines the features of the simplex method and filter methods. This method does not compute or approximate any derivatives, penalty constants or Lagrange multipliers. The basic idea of simplex filter algorithm is to construct an initial simplex and use the simplex to drive the search. We illustrate the behavior of our algorithm through some examples. The proposed methods were implemented in Java.

Funções penalidade para o tratamento das variáveis discretas do problema de fluxo de potência ótimo reativo

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A multi-criteria optimization and decision-making approach for improvement of food engineering processes.

The objective of this study was to propose a multi-criteria optimization and decision-making technique to solve food engineering problems. This technique was demostrated using experimental data obtained on osmotic dehydratation of carrot cubes in a sodium chloride solution. The Aggregating Functions Approach, the Adaptive Random Search Algorithm, and the Penalty Functions Approach were used in this study to compute the initial set of non-dominated or Pareto-optimal solutions. Multiple non-linear regression analysis was performed on a set of experimental data in order to obtain particular multi-objective functions (responses), namely water loss, solute gain, rehydration ratio, three different colour criteria of rehydrated product, and sensory evaluation (organoleptic quality). Two multi-criteria decision-making approaches, the Analytic Hierarchy Process (AHP) and the Tabular Method (TM), were used simultaneously to choose the best alternative among the set of non-dominated solutions. The multi-criteria optimization and decision-making technique proposed in this study can facilitate the assessment of criteria weights, giving rise to a fairer, more consistent, and adequate final compromised solution or food process. This technique can be useful to food scientists in research and education, as well as to engineers involved in the improvement of a variety of food engineering processes.

A time-harmonic target-field method for designing unshielded RF coils in MRI

Time-harmonic methods are required in the accurate design of RF coils as operating frequency increases. This paper presents such a method to find a current density solution on the coil that will induce some desired magnetic field upon an asymmetrically located target region within. This inverse method appropriately considers the geometry of the coil via a Fourier series expansion, and incorporates some new regularization penalty functions in the solution process. A new technique is introduced by which the complex, time-dependent current density solution is approximated by a static coil winding pattern. Several winding pattern solutions are given, with more complex winding patterns corresponding to more desirable induced magnetic fields.

Light alloy castings for automotive applications: The case of Al vs Mg

The economical and environmental effects of mass reduction through Al and Mg primary alloys substitutions for cast iron and steel in automotive components are discussed using MF. Ashby's penalty functions method The viability of Mg alloy substitutions for existing Al alloy cast components is also considered. The cost analysis shows that direct, equal-volume, Al alloy substitutions for cast iron and steel are the most feasible in terms of the CAFE liability, followed by substitutions involving flat panels of prescribed stiffness. When the creation of CO2 associated to the production of Al and Mg is considered, the potential gasoline savings over the lifespan of the car compensate for the intrinsic environmental burden of Al in all applications, while electrolytic Mg substitutions for cast iron and steel are feasible for equal volume and panels only. Magnesium produced by the Pidgeon thermal process appears to be too primary energy intensive to be competitive in structural applications. Magnesium substitutions for existing Al alloy beams and panels are generally unviable. The current higher recycling efficiency of Al casting alloys confers Al a significant advantage over Mg alloys.

Powertrain optimisation in a hybrid electric bus

This paper describes the use of a formal optimisation procedure to optimise a plug-in hybrid electric bus using two different case studies to meet two different performance criteria; minimum journey cost and maximum battery life. The approach is to choose a commercially available vehicle and seek to improve its performance by varying key design parameters. Central to this approach is the ability to develop a representative backward facing model of the vehicle in MATLAB/Simulink along with appropriate optimisation objective and penalty functions. The penalty functions being the margin by which a particular design fails to meet the performance specification. The model is validated against data collected from an actual vehicle and is used to estimate the vehicle performance parameters in a model-in-the-loop process within an optimisation routine. For the purposes of this paper, the journey cost/battery life over a drive cycle is optimised whilst other performance indices are met (or exceeded). Among the available optimisation methods, Powell's method and Simulated Annealing are adopted. The results show this method as a valid alternative modelling approach to vehicle powertrain optimisation. © 2012 IEEE.

A penalty-based grouping genetic algorithm for multiple composite SaaS components clustering in Cloud

Software as a Service (SaaS) in Cloud is getting more and more significant among software users and providers recently. A SaaS that is delivered as composite application has many benefits including reduced delivery costs, flexible offers of the SaaS functions and decreased subscription cost for users. However, this approach has introduced a new problem in managing the resources allocated to the composite SaaS. The resource allocation that has been done at the initial stage may be overloaded or wasted due to the dynamic environment of a Cloud. A typical data center resource management usually triggers a placement reconfiguration for the SaaS in order to maintain its performance as well as to minimize the resource used. Existing approaches for this problem often ignore the underlying dependencies between SaaS components. In addition, the reconfiguration also has to comply with SaaS constraints in terms of its resource requirements, placement requirement as well as its SLA. To tackle the problem, this paper proposes a penalty-based Grouping Genetic Algorithm for multiple composite SaaS components clustering in Cloud. The main objective is to minimize the resource used by the SaaS by clustering its component without violating any constraint. Experimental results demonstrate the feasibility and the scalability of the proposed algorithm.