1,095 research outputs found
An improved multi-parametric programming algorithm for flux balance analysis of metabolic networks
Flux balance analysis has proven an effective tool for analyzing metabolic
networks. In flux balance analysis, reaction rates and optimal pathways are
ascertained by solving a linear program, in which the growth rate is maximized
subject to mass-balance constraints. A variety of cell functions in response to
environmental stimuli can be quantified using flux balance analysis by
parameterizing the linear program with respect to extracellular conditions.
However, for most large, genome-scale metabolic networks of practical interest,
the resulting parametric problem has multiple and highly degenerate optimal
solutions, which are computationally challenging to handle. An improved
multi-parametric programming algorithm based on active-set methods is
introduced in this paper to overcome these computational difficulties.
Degeneracy and multiplicity are handled, respectively, by introducing
generalized inverses and auxiliary objective functions into the formulation of
the optimality conditions. These improvements are especially effective for
metabolic networks because their stoichiometry matrices are generally sparse;
thus, fast and efficient algorithms from sparse linear algebra can be leveraged
to compute generalized inverses and null-space bases. We illustrate the
application of our algorithm to flux balance analysis of metabolic networks by
studying a reduced metabolic model of Corynebacterium glutamicum and a
genome-scale model of Escherichia coli. We then demonstrate how the critical
regions resulting from these studies can be associated with optimal metabolic
modes and discuss the physical relevance of optimal pathways arising from
various auxiliary objective functions. Achieving more than five-fold
improvement in computational speed over existing multi-parametric programming
tools, the proposed algorithm proves promising in handling genome-scale
metabolic models.Comment: Accepted in J. Optim. Theory Appl. First draft was submitted on
August 4th, 201
A task-based approach to parallel parametric linear programming solving, and application to polyhedral computations
Parametric linear programming is a central operation for polyhedral
computations, as well as in certain control applications.Here we propose a
task-based scheme for parallelizing it, with quasi-linear speedup over large
problems.This type of parallel applications is challenging, because several
tasks mightbe computing the same region. In this paper, we are presenting
thealgorithm itself with a parallel redundancy elimination algorithm,
andconducting a thorough performance analysis.Comment: arXiv admin note: text overlap with arXiv:1904.0607
Polyhedral Approximation of Multivariate Polynomials using Handelman's Theorem
International audienceConvex polyhedra are commonly used in the static analysis of programs to represent over-approximations of sets of reachable states of numerical program variables. When the analyzed programs contain nonlinear instructions, they do not directly map to standard polyhedral operations: some kind of linearization is needed. Convex polyhe-dra are also used in satisfiability modulo theory solvers which combine a propositional satisfiability solver with a fast emptiness check for polyhedra. Existing decision procedures become expensive when nonlinear constraints are involved: a fast procedure to ensure emptiness of systems of nonlinear constraints is needed. We present a new linearization algorithm based on Handelman's representation of positive polynomials. Given a polyhedron and a polynomial (in)equality, we compute a polyhedron enclosing their intersection as the solution of a parametric linear programming problem. To get a scalable algorithm, we provide several heuristics that guide the construction of the Handelman's representation. To ensure the correctness of our polyhedral approximation , our Ocaml implementation generates certificates verified by a checker certified in Coq
Reduced Memory Footprint in Multiparametric Quadratic Programming by Exploiting Low Rank Structure
In multiparametric programming an optimization problem which is dependent on
a parameter vector is solved parametrically. In control, multiparametric
quadratic programming (mp-QP) problems have become increasingly important since
the optimization problem arising in Model Predictive Control (MPC) can be cast
as an mp-QP problem, which is referred to as explicit MPC. One of the main
limitations with mp-QP and explicit MPC is the amount of memory required to
store the parametric solution and the critical regions. In this paper, a method
for exploiting low rank structure in the parametric solution of an mp-QP
problem in order to reduce the required memory is introduced. The method is
based on ideas similar to what is done to exploit low rank modifications in
generic QP solvers, but is here applied to mp-QP problems to save memory. The
proposed method has been evaluated experimentally, and for some examples of
relevant problems the relative memory reduction is an order of magnitude
compared to storing the full parametric solution and critical regions
Experiments with a Convex Polyhedral Analysis Tool for Logic Programs
Convex polyhedral abstractions of logic programs have been found very useful
in deriving numeric relationships between program arguments in order to prove
program properties and in other areas such as termination and complexity
analysis. We present a tool for constructing polyhedral analyses of
(constraint) logic programs. The aim of the tool is to make available, with a
convenient interface, state-of-the-art techniques for polyhedral analysis such
as delayed widening, narrowing, "widening up-to", and enhanced automatic
selection of widening points. The tool is accessible on the web, permits user
programs to be uploaded and analysed, and is integrated with related program
transformations such as size abstractions and query-answer transformation. We
then report some experiments using the tool, showing how it can be conveniently
used to analyse transition systems arising from models of embedded systems, and
an emulator for a PIC microcontroller which is used for example in wearable
computing systems. We discuss issues including scalability, tradeoffs of
precision and computation time, and other program transformations that can
enhance the results of analysis.Comment: Paper presented at the 17th Workshop on Logic-based Methods in
Programming Environments (WLPE2007
Branch-and-lift algorithm for deterministic global optimization in nonlinear optimal control
This paper presents a branch-and-lift algorithm for solving optimal control problems with smooth nonlinear dynamics and potentially nonconvex objective and constraint functionals to guaranteed global optimality. This algorithm features a direct sequential method and builds upon a generic, spatial branch-and-bound algorithm. A new operation, called lifting, is introduced, which refines the control parameterization via a Gram-Schmidt orthogonalization process, while simultaneously eliminating control subregions that are either infeasible or that provably cannot contain any global optima. Conditions are given under which the image of the control parameterization error in the state space contracts exponentially as the parameterization order is increased, thereby making the lifting operation efficient. A computational technique based on ellipsoidal calculus is also developed that satisfies these conditions. The practical applicability of branch-and-lift is illustrated in a numerical example. © 2013 Springer Science+Business Media New York
OSQP: An Operator Splitting Solver for Quadratic Programs
We present a general-purpose solver for convex quadratic programs based on
the alternating direction method of multipliers, employing a novel operator
splitting technique that requires the solution of a quasi-definite linear
system with the same coefficient matrix at almost every iteration. Our
algorithm is very robust, placing no requirements on the problem data such as
positive definiteness of the objective function or linear independence of the
constraint functions. It can be configured to be division-free once an initial
matrix factorization is carried out, making it suitable for real-time
applications in embedded systems. In addition, our technique is the first
operator splitting method for quadratic programs able to reliably detect primal
and dual infeasible problems from the algorithm iterates. The method also
supports factorization caching and warm starting, making it particularly
efficient when solving parametrized problems arising in finance, control, and
machine learning. Our open-source C implementation OSQP has a small footprint,
is library-free, and has been extensively tested on many problem instances from
a wide variety of application areas. It is typically ten times faster than
competing interior-point methods, and sometimes much more when factorization
caching or warm start is used. OSQP has already shown a large impact with tens
of thousands of users both in academia and in large corporations
Regularized Optimal Transport and the Rot Mover's Distance
This paper presents a unified framework for smooth convex regularization of
discrete optimal transport problems. In this context, the regularized optimal
transport turns out to be equivalent to a matrix nearness problem with respect
to Bregman divergences. Our framework thus naturally generalizes a previously
proposed regularization based on the Boltzmann-Shannon entropy related to the
Kullback-Leibler divergence, and solved with the Sinkhorn-Knopp algorithm. We
call the regularized optimal transport distance the rot mover's distance in
reference to the classical earth mover's distance. We develop two generic
schemes that we respectively call the alternate scaling algorithm and the
non-negative alternate scaling algorithm, to compute efficiently the
regularized optimal plans depending on whether the domain of the regularizer
lies within the non-negative orthant or not. These schemes are based on
Dykstra's algorithm with alternate Bregman projections, and further exploit the
Newton-Raphson method when applied to separable divergences. We enhance the
separable case with a sparse extension to deal with high data dimensions. We
also instantiate our proposed framework and discuss the inherent specificities
for well-known regularizers and statistical divergences in the machine learning
and information geometry communities. Finally, we demonstrate the merits of our
methods with experiments using synthetic data to illustrate the effect of
different regularizers and penalties on the solutions, as well as real-world
data for a pattern recognition application to audio scene classification
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