Applications – Science and Engineering

Sparse/Robust Estimation and Kalman Smoothing with Nonsmooth Log-Concave Densities: Modeling, Computation, and Theory

  • Aleksandr Y. Aravkin
  • James V. Burke
  • Gianluigi Pillonetto
    • Categories Applications - OR and Management Sciences, Applications - Science and Engineering, Convex and Nonsmooth Optimization

    Piecewise linear quadratic (PLQ) penalties play a crucial role in many applications, including machine learning, robust statistical inference, sparsity promotion, and inverse problems such as Kalman smoothing. Well known examples of PLQ penalties include the l2, Huber, l1 and Vapnik losses. This paper builds on a dual representation for PLQ penalties known from convex analysis. … Read more

    A competitive genetic algorithm for single row facility layout

  • Diptesh Ghosh
  • Ravi Kothari
    • Categories Facility Planning and Design, Meta Heuristics

    The single row facility layout is the NP-Hard problem of arranging facilities with given lengths on a line, so as to minimize the weighted sum of the distances between all pairs of facilities. Owing to the computational complexity of the problem, researchers have developed several heuristics to obtain good quality solutions. In this paper, we … Read more

    Sensitivity analysis for the outages of nuclear power plants

  • Kengy Barty
  • Joseph Frédéric Bonnans
  • Laurent Pfeiffer
    • Categories Control Applications Tags , , ,

    Nuclear power plants must be regularly shut down in order to perform refueling and maintenance operations. The scheduling of the outages is the first problem to be solved in electricity production management. It is a hard combinatorial problem for which an exact solving is impossible. Our approach consists in modelling the problem by a two-level … Read more

    A Fast Algorithm for Constructing Efficient Event-Related fMRI Designs

  • Ming-Hung Kao
  • Hans D Mittelmann
    • Categories Biomedical Applications, Global Optimization Applications, Multi-Criteria Optimization

    We propose a novel, ecient approach for obtaining high-quality experimental designs for event-related functional magnetic resonance imaging (ER-fMRI). Our approach combines a greedy hillclimbing algorithm and a cyclic permutation method. When searching for optimal ER-fMRI designs, the proposed approach focuses only on a promising restricted class of designs with equal frequency of occurrence across stimulus … Read more

    Smoothing SQP Algorithm for Non-Lipschitz Optimization with Complexity Analysis

  • Wei Bian
  • Xiaojun Chen
    • Categories Nonsmooth Optimization, Statistics, Unconstrained Optimization Tags , ,

    In this paper, we propose a smoothing sequential quadratic programming (SSQP) algorithm for solving a class of nonsmooth nonconvex, perhaps even non-Lipschitz minimization problems, which has wide applications in statistics and sparse reconstruction. At each step, the SSQP algorithm solves a strongly convex quadratic minimization problem with a diagonal Hessian matrix, which has a simple … Read more

    Bundle method for non-convex minimization with inexact subgradients and function values

  • Dominikus Noll
    • Categories Control Applications, Convex and Nonsmooth Optimization, Nonsmooth Optimization Tags , ,

    We discuss a bundle method to minimize non-smooth and non-convex locally Lipschitz functions. We analyze situations where only inexact subgradients or function values are available. For suitable classes of non-smooth functions we prove convergence of our algorithm to approximate critical points. Citation To appear in: Computational and Analytical Mathematics. Springer Proceedings in Mathematics Article Download … Read more

    Exact and heuristic approaches to the budget-constrained dynamic uncapacitated facility location-network design problem

  • Natashia Boland
  • Abdolsalam Ghaderi
  • Mohammad Saeid JabalAmeli
    • Categories (Mixed) Integer Linear Programming, Facility Planning and Design, Meta Heuristics Tags , , , ,

    Facility location-network design problems seek to simultaneously determine the locations of fa- cilities and the design of the network connecting the facilities so as to best serve a set of clients accessing the facilities via the network. Here we study a dynamic (multi-period) version of the problem, subject to a budget constraint limiting the investment … Read more

    Constraint Reduction with Exact Penalization for Model-Predictive Rotorcraft Control

  • Aaron L. Greenfield
  • Meiyun Y. He
  • Vineet Sahasrabudhe
  • André L. Tits
    • Categories Applications - Science and Engineering, Control Applications, Quadratic Programming Tags , , , , , , , , ,

    Model Predictive Control (also known as Receding Horizon Control (RHC)) has been highly successful in process control applications. Its use for aerospace applications has been hindered by its high computational requirements. In the present paper, we propose using enhanced primal-dual interior-point optimization techniques in the convex-quadratic-program-based RHC control of a rotorcraft. Our enhancements include a … Read more

    Interior Point Methods for Optimal Experimental Designs

  • Zhaosong Lu
  • Ting Kei Pong
    • Categories Constrained Nonlinear Optimization, Semi-definite Programming, Statistics Tags , , , , ,

    In this paper, we propose a primal IP method for solving the optimal experimental design problem with a large class of smooth convex optimality criteria, including A-, D- and p th mean criterion, and establish its global convergence. We also show that the Newton direction can be computed efficiently when the size of the moment … Read more

    Tabu search for the single row facility layout problem using exhaustive 2-opt and insertion neighborhoods

  • Diptesh Ghosh
  • Ravi Kothari
    • Categories Combinatorial Optimization, Facility Planning and Design

    The single row facility layout problem (SRFLP) is the problem of arranging facilities with given lengths on a line, while minimizing the weighted sum of the distances between all pairs of facilities. The problem is NP-hard. In this paper, we present two tabu search implementations, one involving an exhaustive search of the 2-opt neighborhood and … Read more