Penalty fuzzy function for derivative-free optimization

Penalty and Barrier methods are normally used to solve Nonlinear Optimization Problems constrained problems. The problems appear in areas such as engineering and are often characterised by the fact that involved functions (objective and constraints) are non-smooth and/or their derivatives are not know. This means that optimization methods based on derivatives cannot net used. A Java based API was implemented, including only derivative-free optimizationmethods, to solve both constrained and unconstrained problems, which includes Penalty and Barriers methods. In this work a new penalty function, based on Fuzzy Logic, is presented. This function imposes a progressive penalization to solutions that violate the constraints. This means that the function imposes a low penalization when the violation of the constraints is low and a heavy penalisation when the violation is high. The value of the penalization is not known in beforehand, it is the outcome of a fuzzy inference engine. Numerical results comparing the proposed function with two of the classic penalty/barrier functions are presented. Regarding the presented results one can conclude that the prosed penalty function besides being very robust also exhibits a very good performance.

Penalty-based nonlinear solver for optimal reactive power dispatch with discrete controls

The optimal reactive dispatch problem is a nonlinear programming problem containing continuous and discrete control variables. Owing to the difficulty caused by discrete variables, this problem is usually solved assuming all variables as continuous variables, therefore the original discrete variables are rounded off to the closest discrete value. This approach may provide solutions far from optimal or even unfeasible solutions. This paper presents an efficient handling of discrete variables by penalty function so that the problem becomes continuous and differentiable. Simulations with the IEEE test systems were performed showing the efficiency of the proposed approach. © 1969-2012 IEEE.

Automated Lesion Detection-Based Symptome Mapping In Patients With Sensory Deficits

The human brain is the most complex structure known. With its high number of cells, number of connections and number of pathways it is the source of every thought in the world. It consumes 25% of our oxygen and suffers very fast from a disruption of its supply. An acute event, like a stroke, results in rapid dysfunction referable to the affected area. A few minutes without oxygen and neuronal cells die and subsequently degenerate. Changes in the brains incoming blood flow alternate the anatomy and physiology of the brain. All stroke events leave behind a brain tissue lesion. To rapidly react and improve the prediction of outcome in stroke patients, accurate lesion detection and reliable lesion-based function correlation would be very helpful. With a number of neuroimaging and clinical data of cerebral injured patients this study aims to investigate correlations of structural lesion locations with sensory functions.

Ventilation/perfusion SPECT or SPECT/CT for lung function imaging in patients with pulmonary emphysema?

PURPOSE To evaluate the utility of attenuation correction (AC) of V/P SPECT images for patients with pulmonary emphysema. MATERIALS AND METHODS Twenty-one patients (mean age 67.6 years) with pulmonary emphysema who underwent V/P SPECT/CT were included. AC/non-AC V/P SPECT images were compared visually and semiquantitatively. Visual comparison of AC/non-AC images was based on a 5-point likert scale. Semiquantitative comparison assessed absolute counts per lung (aCpLu) and lung lobe (aCpLo) for AC/non-AC images using software-based analysis; percentage counts (PC = (aCpLo/aCpLu) × 100) were calculated. Correlation between AC/non-AC V/P SPECT images was analyzed using Spearman's rho correlation coefficient; differences were tested for significance with the Wilcoxon rank sum test. RESULTS Visual analysis revealed high conformity for AC and non-AC V/P SPECT images. Semiquantitative analysis of PC in AC/non-AC images had an excellent correlation and showed no significant differences in perfusion (ρ = 0.986) or ventilation (ρ = 0.979, p = 0.809) SPECT/CT images. CONCLUSION AC of V/P SPECT images for lung lobe-based function imaging in patients with pulmonary emphysema do not improve visual or semiquantitative image analysis.

Genetic algorithms for design of liquid retaining structure

In this paper, genetic algorithm (GA) is applied to the optimum design of reinforced concrete liquid retaining structures, which comprise three discrete design variables, including slab thickness, reinforcement diameter and reinforcement spacing. GA, being a search technique based on the mechanics of natural genetics, couples a Darwinian survival-of-the-fittest principle with a random yet structured information exchange amongst a population of artificial chromosomes. As a first step, a penalty-based strategy is entailed to transform the constrained design problem into an unconstrained problem, which is appropriate for GA application. A numerical example is then used to demonstrate strength and capability of the GA in this domain problem. It is shown that, only after the exploration of a minute portion of the search space, near-optimal solutions are obtained at an extremely converging speed. The method can be extended to application of even more complex optimization problems in other domains.

Penalizing Cartels: The Case for Basing Penalties on Price Overcharge

In this paper we set out the welfare economics based case for imposing cartel penalties on the cartel overcharge rather than on the more conventional bases of revenue or profits (illegal gains). To do this we undertake a systematic comparison of a penalty based on the cartel overcharge with three other penalty regimes: fixed penalties; penalties based on revenue, and penalties based on profits. Our analysis is the first to compare these regimes in terms of their impact on both (i) the prices charged by those cartels that do form; and (ii) the number of stable cartels that form (deterrence). We show that the class of penalties based on profits is identical to the class of fixed penalties in all welfare-relevant respects. For the other three types of penalty we show that, for those cartels that do form, penalties based on the overcharge produce lower prices than those based on profit) while penalties based on revenue produce the highest prices. Further, in conjunction with the above result, our analysis of cartel stability (and thus deterrence), shows that penalties based on the overcharge out-perform those based on profits, which in turn out-perform those based on revenue in terms of their impact on each of the following welfare criteria: (a) average overcharge; (b) average consumer surplus; (c) average total welfare.

Additive functions in boolean models of gene regulatory network modules.

Gene-on-gene regulations are key components of every living organism. Dynamical abstract models of genetic regulatory networks help explain the genome's evolvability and robustness. These properties can be attributed to the structural topology of the graph formed by genes, as vertices, and regulatory interactions, as edges. Moreover, the actual gene interaction of each gene is believed to play a key role in the stability of the structure. With advances in biology, some effort was deployed to develop update functions in Boolean models that include recent knowledge. We combine real-life gene interaction networks with novel update functions in a Boolean model. We use two sub-networks of biological organisms, the yeast cell-cycle and the mouse embryonic stem cell, as topological support for our system. On these structures, we substitute the original random update functions by a novel threshold-based dynamic function in which the promoting and repressing effect of each interaction is considered. We use a third real-life regulatory network, along with its inferred Boolean update functions to validate the proposed update function. Results of this validation hint to increased biological plausibility of the threshold-based function. To investigate the dynamical behavior of this new model, we visualized the phase transition between order and chaos into the critical regime using Derrida plots. We complement the qualitative nature of Derrida plots with an alternative measure, the criticality distance, that also allows to discriminate between regimes in a quantitative way. Simulation on both real-life genetic regulatory networks show that there exists a set of parameters that allows the systems to operate in the critical region. This new model includes experimentally derived biological information and recent discoveries, which makes it potentially useful to guide experimental research. The update function confers additional realism to the model, while reducing the complexity and solution space, thus making it easier to investigate.

Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization

Augmented Lagrangian methods for large-scale optimization usually require efficient algorithms for minimization with box constraints. On the other hand, active-set box-constraint methods employ unconstrained optimization algorithms for minimization inside the faces of the box. Several approaches may be employed for computing internal search directions in the large-scale case. In this paper a minimal-memory quasi-Newton approach with secant preconditioners is proposed, taking into account the structure of Augmented Lagrangians that come from the popular Powell-Hestenes-Rockafellar scheme. A combined algorithm, that uses the quasi-Newton formula or a truncated-Newton procedure, depending on the presence of active constraints in the penalty-Lagrangian function, is also suggested. Numerical experiments using the Cute collection are presented.

Uma adaptação do método barreira penalidade quasi-Newton ao problema de fluxo de potência ótimo

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Modelos geoidais híbridos para o Estado de São Paulo: desenvolvimento e avaliação

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Multidimensional modelling to investigate interspecies hydrogen transfer in anaerobic biofilms

Anaerobic digestion is a multistep process, mediated by a functionally and phylogenetically diverse microbial population. One of the crucial steps is oxidation of organic acids, with electron transfer via hydrogen or formate from acetogenic bacteria to methanogens. This syntrophic microbiological process is strongly restricted by a thermodynamic limitation on the allowable hydrogen or formate concentration. In order to study this process in more detail, we developed an individual-based biofilm model which enables to describe the processes at a microbial resolution. The biochemical model is the ADM1, implemented in a multidimensional domain. With this model, we evaluated three important issues for the syntrophic relationship: (i) is there a fundamental difference in using hydrogen or formate as electron carrier? (ii) Does a thermodynamic-based inhibition function produced substantially different results from an empirical function? and; (iii) Does the physical colocation of acetogens and methanogens follow directly from a general model. Hydrogen or formate as electron carrier had no substantial impact on model results. Standard inhibition functions or thermodynamic inhibition function gave similar results at larger substrate field grid sizes (> 10 mu m), but at smaller grid sizes, the thermodynamic-based function reduced the number of cells with long interspecies distances (> 2.5 mu m). Therefore, a very fine grid resolution is needed to reflect differences between the thermodynamic function, and a more generic inhibition form. The co-location of syntrophic bacteria was well predicted without a need to assume a microbiological based mechanism (e.g., through chemotaxis) of biofilm formation.

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.

A monolithic smoothing-gap algorithm for contact-impact based on the signed distance function

A new algorithm has been developed for smoothing the surfaces in finite element formulations of contact-impact. A key feature of this method is that the smoothing is done implicitly by constructing smooth signed distance functions for the bodies. These functions are then employed for the computation of the gap and other variables needed for implementation of contact-impact. The smoothed signed distance functions are constructed by a moving least-squares approximation with a polynomial basis. Results show that when nodes are placed on a surface, the surface can be reproduced with an error of about one per cent or less with either a quadratic or a linear basis. With a quadratic basis, the method exactly reproduces a circle or a sphere even for coarse meshes. Results are presented for contact problems involving the contact of circular bodies. Copyright (C) 2002 John Wiley Sons, Ltd.

Solving a signalized traffic intersection problem with an hyperbolic penalty function

Mathematical Program with Complementarity Constraints (MPCC) finds many applications in fields such as engineering design, economic equilibrium and mathematical programming theory itself. A queueing system model resulting from a single signalized intersection regulated by pre-timed control in traffic network is considered. The model is formulated as an MPCC problem. A MATLAB implementation based on an hyperbolic penalty function is used to solve this practical problem, computing the total average waiting time of the vehicles in all queues and the green split allocation. The problem was codified in AMPL.