7,147 research outputs found

    OSQP: An Operator Splitting Solver for Quadratic Programs

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    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

    Liveness of Randomised Parameterised Systems under Arbitrary Schedulers (Technical Report)

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    We consider the problem of verifying liveness for systems with a finite, but unbounded, number of processes, commonly known as parameterised systems. Typical examples of such systems include distributed protocols (e.g. for the dining philosopher problem). Unlike the case of verifying safety, proving liveness is still considered extremely challenging, especially in the presence of randomness in the system. In this paper we consider liveness under arbitrary (including unfair) schedulers, which is often considered a desirable property in the literature of self-stabilising systems. We introduce an automatic method of proving liveness for randomised parameterised systems under arbitrary schedulers. Viewing liveness as a two-player reachability game (between Scheduler and Process), our method is a CEGAR approach that synthesises a progress relation for Process that can be symbolically represented as a finite-state automaton. The method is incremental and exploits both Angluin-style L*-learning and SAT-solvers. Our experiments show that our algorithm is able to prove liveness automatically for well-known randomised distributed protocols, including Lehmann-Rabin Randomised Dining Philosopher Protocol and randomised self-stabilising protocols (such as the Israeli-Jalfon Protocol). To the best of our knowledge, this is the first fully-automatic method that can prove liveness for randomised protocols.Comment: Full version of CAV'16 pape

    Robust Anomaly Detection in Dynamic Networks

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    We propose two robust methods for anomaly detection in dynamic networks in which the properties of normal traffic are time-varying. We formulate the robust anomaly detection problem as a binary composite hypothesis testing problem and propose two methods: a model-free and a model-based one, leveraging techniques from the theory of large deviations. Both methods require a family of Probability Laws (PLs) that represent normal properties of traffic. We devise a two-step procedure to estimate this family of PLs. We compare the performance of our robust methods and their vanilla counterparts, which assume that normal traffic is stationary, on a network with a diurnal normal pattern and a common anomaly related to data exfiltration. Simulation results show that our robust methods perform better than their vanilla counterparts in dynamic networks.Comment: 6 pages. MED conferenc

    Efficient Localization of Discontinuities in Complex Computational Simulations

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    Surrogate models for computational simulations are input-output approximations that allow computationally intensive analyses, such as uncertainty propagation and inference, to be performed efficiently. When a simulation output does not depend smoothly on its inputs, the error and convergence rate of many approximation methods deteriorate substantially. This paper details a method for efficiently localizing discontinuities in the input parameter domain, so that the model output can be approximated as a piecewise smooth function. The approach comprises an initialization phase, which uses polynomial annihilation to assign function values to different regions and thus seed an automated labeling procedure, followed by a refinement phase that adaptively updates a kernel support vector machine representation of the separating surface via active learning. The overall approach avoids structured grids and exploits any available simplicity in the geometry of the separating surface, thus reducing the number of model evaluations required to localize the discontinuity. The method is illustrated on examples of up to eleven dimensions, including algebraic models and ODE/PDE systems, and demonstrates improved scaling and efficiency over other discontinuity localization approaches

    Protein docking refinement by convex underestimation in the low-dimensional subspace of encounter complexes

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    We propose a novel stochastic global optimization algorithm with applications to the refinement stage of protein docking prediction methods. Our approach can process conformations sampled from multiple clusters, each roughly corresponding to a different binding energy funnel. These clusters are obtained using a density-based clustering method. In each cluster, we identify a smooth “permissive” subspace which avoids high-energy barriers and then underestimate the binding energy function using general convex polynomials in this subspace. We use the underestimator to bias sampling towards its global minimum. Sampling and subspace underestimation are repeated several times and the conformations sampled at the last iteration form a refined ensemble. We report computational results on a comprehensive benchmark of 224 protein complexes, establishing that our refined ensemble significantly improves the quality of the conformations of the original set given to the algorithm. We also devise a method to enhance the ensemble from which near-native models are selected.Published versio

    Towards Symbolic Model-Based Mutation Testing: Combining Reachability and Refinement Checking

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    Model-based mutation testing uses altered test models to derive test cases that are able to reveal whether a modelled fault has been implemented. This requires conformance checking between the original and the mutated model. This paper presents an approach for symbolic conformance checking of action systems, which are well-suited to specify reactive systems. We also consider nondeterminism in our models. Hence, we do not check for equivalence, but for refinement. We encode the transition relation as well as the conformance relation as a constraint satisfaction problem and use a constraint solver in our reachability and refinement checking algorithms. Explicit conformance checking techniques often face state space explosion. First experimental evaluations show that our approach has potential to outperform explicit conformance checkers.Comment: In Proceedings MBT 2012, arXiv:1202.582

    Extended Fuzzy Clustering Algorithms

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    Fuzzy clustering is a widely applied method for obtaining fuzzy models from data. Ithas been applied successfully in various fields including finance and marketing. Despitethe successful applications, there are a number of issues that must be dealt with in practicalapplications of fuzzy clustering algorithms. This technical report proposes two extensionsto the objective function based fuzzy clustering for dealing with these issues. First, the(point) prototypes are extended to hypervolumes whose size is determined automaticallyfrom the data being clustered. These prototypes are shown to be less sensitive to a biasin the distribution of the data. Second, cluster merging by assessing the similarity amongthe clusters during optimization is introduced. Starting with an over-estimated number ofclusters in the data, similar clusters are merged during clustering in order to obtain a suitablepartitioning of the data. An adaptive threshold for merging is introduced. The proposedextensions are applied to Gustafson-Kessel and fuzzy c-means algorithms, and the resultingextended algorithms are given. The properties of the new algorithms are illustrated invarious examples.fuzzy clustering;cluster merging;similarity;volume prototypes

    Network intrusion detection using genetic programming.

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    Masters Degree. University of KwaZulu-Natal, Pietermaritzburg.Network intrusion detection is a real-world problem that involves detecting intrusions on a computer network. Detecting whether a network connection is intrusive or non-intrusive is essentially a binary classification problem. However, the type of intrusive connections can be categorised into a number of network attack classes and the task of associating an intrusion to a particular network type is multiclass classification. A number of artificial intelligence techniques have been used for network intrusion detection including Evolutionary Algorithms. This thesis investigates the application of evolutionary algorithms namely, Genetic Programming (GP), Grammatical Evolution (GE) and Multi-Expression Programming (MEP) in the network intrusion detection domain. Grammatical evolution and multi-expression programming are considered to be variants of GP. In this thesis, a comparison of the effectiveness of classifiers evolved by the three EAs within the network intrusion detection domain is performed. The comparison is performed on the publicly available KDD99 dataset. Furthermore, the effectiveness of a number of fitness functions is evaluated. From the results obtained, standard genetic programming performs better than grammatical evolution and multi-expression programming. The findings indicate that binary classifiers evolved using standard genetic programming outperformed classifiers evolved using grammatical evolution and multi-expression programming. For evolving multiclass classifiers different fitness functions used produced classifiers with different characteristics resulting in some classifiers achieving higher detection rates for specific network intrusion attacks as compared to other intrusion attacks. The findings indicate that classifiers evolved using multi-expression programming and genetic programming achieved high detection rates as compared to classifiers evolved using grammatical evolution
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