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Simulation Conference

作者： Stephen E. Chick Martin Forster Paolo Pertile INSEAD Boulevard de Constance Fontainebleau France University of York Heslington York UK University of Verona Verona Italy

ISBN: (纸本)9781467397414

Sequential stochastic optimization has been used in many contexts, from simulation, to e-commerce, to clinical trials. Much of this analysis assumes that observations are made soon after a sampling decision is made, so that the next sampling decision can benefit from the most recent data. This assumption is not true in a number of contexts, including clinical trials. In this paper we extend sequential sampling tools from simulation optimization to be useful when there exists a delay in observing the data from sampling, with a specific focus on the situation in which the sampling variance is unknown. We demonstrate the benefits of doing so by benchmarking the optimization algorithms with data from a published clinical trial.

关键词： Clinical Trial Unknown Variance optimization algorithms electronic commerce Sampling observational data simulating Sample variance sequential sampling

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Opportunistic sensor scheduling in wireless control systems

Opportunistic sensor scheduling in wireless control systems

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IEEE Annual Conference on Decision and Control

作者： Konstantinos Gatsis Miroslav Pajic Alejandro Ribeiro George J. Pappas Department of Electrical and Systems Engineering University of Pennsylvania 200 South 33rd Street Philadelphia PA 19104

ISBN: (纸本)9781467360890

We consider a wireless control system where multiple power-constrained sensors transmit plant output measurements to a controller over a shared wireless medium. A centralized scheduler, situated at the controller, grants channel access to a single sensor on each time step. Given plant and controller dynamics, we design scheduling and transmit power policies that adapt opportunistically to the random wireless channel conditions experienced by the sensors. The objective is to obtain a stable system, by minimizing the expected decrease rate of a given Lyapunov function, while respecting the sensors' power constraints. We develop an online optimization algorithm based on the random channel sequence observed during execution which converges almost surely to the optimal protocol design.

关键词： Sensors wireless remote control optimization algorithms Liapunov function stream order Controllers stabilization system wireless wireless medium wireless channels Legal Executions

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ROLLING SHUTTER CORRECTION FOR VIDEO WITH LARGE DEPTH OF FIELD

ROLLING SHUTTER CORRECTION FOR VIDEO WITH LARGE DEPTH OF FIE...

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IEEE International Conference on Image Processing

作者： Yen-Hao Chiao Tung-Ying Lee Shang-Hong Lai Dept. of Computer Science National Tsing Hua University Hsinchu Taiwan

ISBN: (纸本)9781479923427

Rolling shutter correction has attracted considerable attention in recent years. Several algorithms have been proposed to correct the distortion. Previous methods on rolling shutter correction did not consider depth variations in the scene. In this work, we overcome the limitation of the previous works that the depth of field in the scene is small. We present a correction model for rectifying the rolling shutter video based on the depth maps estimated from the rolling shutter video. In addition, we propose a two-stage optimization algorithm to estimate the temporal camera motion and the associated depth maps. Experimental results show the improvement of the proposed rolling shutter correction algorithm that takes the depth information into account.

关键词： Rolling shutter correction Depth estimation Camera motion estimation rolling shutter Videotapes DEPTH OF FIELD motion estimation STRUCTURE MAP optimization algorithms SCROLL

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An Alternating optimization Approach based on Hierarchical Adaptations of DBSCAN

An Alternating Optimization Approach based on Hierarchical A...

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IEEE Symposium Series on Computational Intelligence

作者： Alexander Dockhorn Christian Braune Rudolf Kruse Institute of Knowledge and Language Engineering Department for Computer Science Otto von Guericke University Magdeburg

ISBN: (纸本)9781479975617

DBSCAN is one of the most common density-based clustering algorithms. While multiple works tried to present an appropriate estimate for needed parameters we propose an alternating optimization algorithm, which finds a locally optimal parameter combination. The algorithm is based on the combination of two hierarchical versions of DBSCAN, which can be generated by fixing one parameter and iterating through possible values of the second parameter. Due to monotonicity of the neighborhood sets and the core-condition, successive levels of the hierarchy can efficiently be computed. An local optimal parameter combination can be determined using internal cluster validation measures. In this work we are comparing the measures edge-correlation and silhouette coefficient. For the latter we propose a density-based interpretation and show a respective computational efficient estimate to detect non-convex clusters produced by DBSCAN. Our results show, that the algorithm can automatically detect a good DBSCAN clustering on a variety of cluster scenarios.

关键词： optimization algorithms Hierarchical one-parameter monotonicity Social Hierarchy automatic detection local optimum optimal parameter

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Picard Iteration for Parameter Estimation in Nonlinear Ordinary Differential Equations

arXiv

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arXiv 2024年

作者： Talitckii, Aleksandr Peet, Matthew M. School for the Engineering of Matter Transport and Energy Arizona State University TempeAZ85298 United States

We consider the problem of using experimental time-series data for parameter estimation in nonlinear ordinary differential equations, focusing on the case where the data is noisy, sparse, irregularly sampled, includes multiple experiments, and does not directly measure the system state or its time-derivative. To account for such low-quality data, we propose a new framework for gradient-based parameter estimation which uses the Picard operator to reformulate the problem as constrained optimization with infinite-dimensional variables and constraints. We then use the contractive properties of the Picard operator to propose a class of gradient-contractive algorithms and provide conditions under which such algorithms are guaranteed to converge to a local optima. The algorithms are then tested on a battery of models and variety of datasets in order to demonstrate robustness and improvement over alternative approaches. Copyright © 2024, The Authors. All rights reserved.

关键词： optimization algorithms

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Reduced Precision Solution Criteria for Solving Optimal Control Problems in NMPC

Reduced Precision Solution Criteria for Solving Optimal Cont...

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2010 49th IEEE Conference on Decision and Control

作者： Jiaona Wan Zhijiang Shao Kexin Wang Jixin Qian State Key Lab. of Ind. Control Technol. Zhejiang Univ. Hangzhou China

ISBN: (纸本)9781424477456

Nonlinear model predictive control (NMPC) needs to solve optimal control problems (OCPs) instantaneously so that new input can be applied in time. Computational delay, which may destroy the stability of the closed-loop, usually arises in the solution procedure of non-convex and nonlinear OCP with differential equations as its constraints. The traditional termination criteria for optimization algorithms usually cause the solution procedure to converge slowly and waste computing resources. In this paper, new termination rules called Reduced Precision Solution (RPS) criteria are proposed. The RPS criteria take the practical solution precision into account and lead to good approximate solutions of OCPs. Thus, the computation time is saved, and the negative effect of computational delay is reduced. A classical nonlinear model formulated by ordinary differential equations is simulated to demonstrate the efficiency of the RPS criteria.

关键词： termination criteria Precision Optimal control nonlinear model predictive control Non-Convex optimization algorithms computational time Ordinary differential equation

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The Competition Complexity of Prophet Inequalities with Correlations

arXiv

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arXiv 2024年

作者： Ezra, Tomer Garbuz, Tamar Harvard University Cambridge United States Tel Aviv University Tel Aviv Israel

We initiate the study of the prophet inequality problem through the resource augmentation framework in scenarios when the values of the rewards are correlated. Our goal is to determine the number of additional rewards an online algorithm requires to approximate the maximum value of the original instance. While the independent reward case is well understood, we extend this research to account for correlations among rewards. Our results demonstrate that, unlike in the independent case, the required number of additional rewards for approximation depends on the number of original rewards, and that block-threshold algorithms, which are optimal in the independent case, may require an infinite number of additional rewards when correlations are present. We develop asymptotically optimal algorithms for the following three scenarios: (1) where rewards arrive in blocks corresponding to the different copies of the original instance;(2) where rewards across all copies are arbitrarily shuffled;and (3) where rewards arrive in blocks corresponding to the different copies of the original instance, and values within each block are pairwise independent rather than fully correlated. Copyright © 2024, The Authors. All rights reserved.

关键词： optimization algorithms

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Automatic Design of IMA Systems

Automatic Design of IMA Systems

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IEEE Aerospace Conference

作者： Uwe Salomon Reinhard Reichel Institute of Aircraft Systems University of Stuttgart 70569 Stuttgart Germany +49-163-4691530 Institute of Aircraft Systems University of Stuttgart 70569 Stuttgart Germany +49-711-685-67090

ISBN: (纸本)9781467318129

During the last years, the integrated modular avionics (IMA) design philosophy became widely established at air-craft manufacturers, giving rise to a series of new design challenges, most notably the allocation of avionics functions to the various IMA components and the placement of this equipment in the aircraft. This paper presents a modelling approach for avionics that allows automation of some steps of the design process by applying an optimisation algorithm which searches for system configurations that fulfil the safety requirements and have low costs. The algorithm was implemented as a quite so-phisticated software prototype, therefore we will also present detailed results of its application to actual avionics systems.

关键词： series of new design challenges allocation IMA avionics allocation safety requirements Software prototyping design process Computer-Aided Design optimization algorithms updated design Automation Aircraft Remainder of a Series Telescoping a series

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Optimal State Estimation Over Gaussian Channels with Noiseless Feedback

Optimal State Estimation Over Gaussian Channels with Noisele...

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IEEE Conference on Decision and Control

作者： Dapeng Li Naira Hovakimyan United Technologies Research Center 411 Silver Lane East Hartford CT 06108 Department of Mechanical Science and Engineering University of Illinois at Urbana-Champaign (UIUC) Urbana IL 61801 USA

ISBN: (纸本)9781612848006

This paper addresses an optimal state estimation problem in the presence of limited communication and noiseless feedback. In this setup, the state dynamics is estimated via an additive white Gaussian channel with input power constraint. We present a new communication and estimation strategy based on Kalman-Bucy filtering theory and water filling optimization algorithm. The optimality is established with respect to the minimal mean-square estimation error. As an example, we propose an analogue amplitude modulation scheme for state-estimation of a linear planar dynamics.

关键词： State estimation Gaussian channels Feedback optimization algorithms mean-square estimation WATER FILLED filtering theory

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Investigation of parametrized curves for the pole shaping in an E-core Flux-Switching Machine with large air-gap

Investigation of parametrized curves for the pole shaping in...

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8th IET International Conference on Power Electronics, Machines and Drives (PEMD 2016)

作者： Andreas Lindner Haris Kurtović Ingo Hahn Electrical Drives and Machines University of Erlangen-Nuremberg Cauerstraße 9 D-91052 Germany

ISBN: (纸本)9781510825666

A detailed investigation of different pole shapes of a flux switching machine with a large air-gap (δ = 3 mm) compared to the machines outer diameter (D sa = 100 mm) is conducted by means of 2D finite element analysis. The rotor pole shape as well as the stator core is modelled using parametrized spline curves to improve the electromagnetic performance of the FSPM machine. During the design process, the main governing parameters of the machine are kept constant except the number of turns per phase which is adapted to the actual slot area. Additionally, an alternative optimization method is implemented using a combination of several parts of wellknown optimization algorithms and chaotic parameter generation. It is shown, that the proposed method is capable to increase the torque of the machine by more than 12 % which is in general not an easy task for this small machine.

关键词： Flux-switching permanent magnet machine Switched flux machine Large air-gap Spline shaped magnetic core Electromagnetic performance machine electromagnetic properties Stator cores AIR GAP pole shape Pole Revolution Number optimization algorithms

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