Reduction method with simulated annealing for semi-infinite programming

Semi-infinite programming (SIP) problems are characterized by a finite number of variables and an infinite number of constraints. The class of the reduction methods is based on the idea that, under certain conditions, it is possible to replace the infinite constraints by a finite set of constraints, that are locally sufficient to define the feasible region of the SIP problem. We propose a new reduction method based on a simulated annealing algorithm for multi-local optimization and the penalty method for solving the finite problem

Caracterização da função de penalidade exponencial na resolução de problemas de programação semi-infinita

Os problemas de programação semi-infinita (PSI) são caracterizados por terem um conjunto finito de variáveis e um número infinito de restrições. A classe de métodos de redução é baseada na ideia que, sob certas condições, é possível substituir as infinitas restrições por um conjunto finito de restrições que, localmente, é suficiente para definir a região admissível do problema PSI. Neste trabalho é proposto um novo método de redução que combina o método simulated annealing para a optimização multilocal, e o método de penalidade para a optimização não linear com restrições

Using Artificial Intelligence for Model Selection

We apply the optimization algorithm Adaptive Simulated Annealing (ASA) to the problem of analyzing data on a large population and selecting the best model to predict that an individual with various traits will have a particular disease. We compare ASA with traditional forward and backward regression on computer simulated data. We find that the traditional methods of modeling are better for smaller data sets whereas a numerically stable ASA seems to perform better on larger and more complicated data sets.Comment: 10 pages, no figures, in Proceedings, Hawaii International Conference on Statistics and Related Fields, June 5-8, 200

Nonlinear continuous global optimization by modified differential evolution

The task of global optimization is to find a point where the objective function obtains its most extreme value. Differential evolution (DE) is a population-based heuristic approach that creates new candidate solutions by combining several points of the same population. The algorithm has three parameters: amplification factor of the differential variation, crossover control parameter and population size. It is reported that DE is sensitive to the choice of these parameters. To improve the quality of the solution, in this paper, we propose a modified differential evolution introducing self-adaptive parameters, modified mutation and the inversion operator. We test our method with a set of nonlinear continuous optimization problems with simple bounds.Fundação para a Ciência e a Tecnologia (FCT

A Unifying Framework for Finite Wordlength Realizations.

A general framework for the analysis of the finite wordlength (FWL) effects of linear time-invariant digital filter implementations is proposed. By means of a special implicit system description, all realization forms can be described. An algebraic characterization of the equivalent classes is provided, which enables a search for realizations that minimize the FWL effects to be made. Two suitable FWL coefficient sensitivity measures are proposed for use within the framework, these being a transfer function sensitivity measure and a pole sensitivity measure. An illustrative example is presented

Limiting the effects of earthquakes on gravitational-wave interferometers

Ground-based gravitational wave interferometers such as the Laser Interferometer Gravitational-wave Observatory (LIGO) are susceptible to high-magnitude teleseismic events, which can interrupt their operation in science mode and significantly reduce the duty cycle. It can take several hours for a detector to stabilize enough to return to its nominal state for scientific observations. The down time can be reduced if advance warning of impending shaking is received and the impact is suppressed in the isolation system with the goal of maintaining stable operation even at the expense of increased instrumental noise. Here we describe an early warning system for modern gravitational-wave observatories. The system relies on near real-time earthquake alerts provided by the U.S. Geological Survey (USGS) and the National Oceanic and Atmospheric Administration (NOAA). Hypocenter and magnitude information is generally available in 5 to 20 minutes of a significant earthquake depending on its magnitude and location. The alerts are used to estimate arrival times and ground velocities at the gravitational-wave detectors. In general, 90\% of the predictions for ground-motion amplitude are within a factor of 5 of measured values. The error in both arrival time and ground-motion prediction introduced by using preliminary, rather than final, hypocenter and magnitude information is minimal. By using a machine learning algorithm, we develop a prediction model that calculates the probability that a given earthquake will prevent a detector from taking data. Our initial results indicate that by using detector control configuration changes, we could prevent interruption of operation from 40-100 earthquake events in a 6-month time-period