Modified Frank-Wolfe Algorithm for Enhanced Sparsity in Support Vector Machine Classifiers

This work proposes a new algorithm for training a re-weighted L2 Support Vector Machine (SVM), inspired on the re-weighted Lasso algorithm of Cand\`es et al. and on the equivalence between Lasso and SVM shown recently by Jaggi. In particular, the margin required for each training vector is set independently, defining a new weighted SVM model. These weights are selected to be binary, and they are automatically adapted during the training of the model, resulting in a variation of the Frank-Wolfe optimization algorithm with essentially the same computational complexity as the original algorithm. As shown experimentally, this algorithm is computationally cheaper to apply since it requires less iterations to converge, and it produces models with a sparser representation in terms of support vectors and which are more stable with respect to the selection of the regularization hyper-parameter

Robust multivariable predictive control: Aplication to an industrial test stand

This paper reports a theoretical extension of Multivariable Predictive Control (MPC). The robustness of an augmented algorithm (alpha-MPC) for a general M-input N-output system is explored. It is shown that an extra parameter alpha in the criterion function can reduce the Hinf-norm of the multivariable sensitivity function, thus improving the disturbance-rejection properties of the closed loop system. This control law is finally applied to a test stand for air conditioning equipments of aircrafts with a great improvement of performances regarding the former regulation

Compensator improvement for multivariable control systems

A theory and the associated numerical technique are developed for an iterative design improvement of the compensation for linear, time-invariant control systems with multiple inputs and multiple outputs. A strict constraint algorithm is used in obtaining a solution of the specified constraints of the control design. The result of the research effort is the multiple input, multiple output Compensator Improvement Program (CIP). The objective of the Compensator Improvement Program is to modify in an iterative manner the free parameters of the dynamic compensation matrix so that the system satisfies frequency domain specifications. In this exposition, the underlying principles of the multivariable CIP algorithm are presented and the practical utility of the program is illustrated with space vehicle related examples

Comparative Studies on Decentralized Multiloop PID Controller Design Using Evolutionary Algorithms

Decentralized PID controllers have been designed in this paper for simultaneous tracking of individual process variables in multivariable systems under step reference input. The controller design framework takes into account the minimization of a weighted sum of Integral of Time multiplied Squared Error (ITSE) and Integral of Squared Controller Output (ISCO) so as to balance the overall tracking errors for the process variables and required variation in the corresponding manipulated variables. Decentralized PID gains are tuned using three popular Evolutionary Algorithms (EAs) viz. Genetic Algorithm (GA), Evolutionary Strategy (ES) and Cultural Algorithm (CA). Credible simulation comparisons have been reported for four benchmark 2x2 multivariable processes.Comment: 6 pages, 9 figure

Quantile-based optimization under uncertainties using adaptive Kriging surrogate models

Uncertainties are inherent to real-world systems. Taking them into account is crucial in industrial design problems and this might be achieved through reliability-based design optimization (RBDO) techniques. In this paper, we propose a quantile-based approach to solve RBDO problems. We first transform the safety constraints usually formulated as admissible probabilities of failure into constraints on quantiles of the performance criteria. In this formulation, the quantile level controls the degree of conservatism of the design. Starting with the premise that industrial applications often involve high-fidelity and time-consuming computational models, the proposed approach makes use of Kriging surrogate models (a.k.a. Gaussian process modeling). Thanks to the Kriging variance (a measure of the local accuracy of the surrogate), we derive a procedure with two stages of enrichment of the design of computer experiments (DoE) used to construct the surrogate model. The first stage globally reduces the Kriging epistemic uncertainty and adds points in the vicinity of the limit-state surfaces describing the system performance to be attained. The second stage locally checks, and if necessary, improves the accuracy of the quantiles estimated along the optimization iterations. Applications to three analytical examples and to the optimal design of a car body subsystem (minimal mass under mechanical safety constraints) show the accuracy and the remarkable efficiency brought by the proposed procedure