Approximate IPA: Trading Unbiasedness for Simplicity

When Perturbation Analysis (PA) yields unbiased sensitivity estimators for expected-value performance functions in discrete event dynamic systems, it can be used for performance optimization of those functions. However, when PA is known to be unbiased, the complexity of its estimators often does not scale with the system's size. The purpose of this paper is to suggest an alternative approach to optimization which balances precision with computing efforts by trading off complicated, unbiased PA estimators for simple, biased approximate estimators. Furthermore, we provide guidelines for developing such estimators, that are largely based on the Stochastic Flow Modeling framework. We suggest that if the relative error (or bias) is not too large, then optimization algorithms such as stochastic approximation converge to a (local) minimum just like in the case where no approximation is used. We apply this approach to an example of balancing loss with buffer-cost in a finite-buffer queue, and prove a crucial upper bound on the relative error. This paper presents the initial study of the proposed approach, and we believe that if the idea gains traction then it may lead to a significant expansion of the scope of PA in optimization of discrete event systems.Comment: 8 pages, 8 figure

The Multi-Location Transshipment Problem with Positive Replenishment Lead Times

Transshipments, monitored movements of material at the same echelon of a supply chain, represent an effective pooling mechanism. With a single exception, research on transshipments overlooks replenishment lead times. The only approach for two-location inventory systems with non-negligible lead times could not be generalized to a multi-location setting, and the proposed heuristic method cannot guarantee to provide optimal solutions. This paper uses simulation optimization by combining an LP/network flow formulation with infinitesimal perturbation analysis to examine the multi-location transshipment problem with positive replenishment lead times, and demonstrates the computation of the optimal base stock quantities through sample path optimization. From a methodological perspective, this paper deploys an elegant duality-based gradient computation method to improve computational efficiency. In test problems, our algorithm was also able to achieve better objective values than an existing algorithm.Transshipment;Infinitesimal Perturbation Analysis (IPA);Simulation Optimization

Sequential minimal optimization for quantum-classical hybrid algorithms

We propose a sequential minimal optimization method for quantum-classical hybrid algorithms, which converges faster, is robust against statistical error, and is hyperparameter-free. Specifically, the optimization problem of the parameterized quantum circuits is divided into solvable subproblems by considering only a subset of the parameters. In fact, if we choose a single parameter, the cost function becomes a simple sine curve with period $2\pi$, and hence we can exactly minimize with respect to the chosen parameter. Furthermore, even in general cases, the cost function is given by a simple sum of trigonometric functions with certain periods and hence can be minimized by using a classical computer. By repeatedly performing this procedure, we can optimize the parameterized quantum circuits so that the cost function becomes as small as possible. We perform numerical simulations and compare the proposed method with existing gradient-free and gradient-based optimization algorithms. We find that the proposed method substantially outperforms the existing optimization algorithms and converges to a solution almost independent of the initial choice of the parameters. This accelerates almost all quantum-classical hybrid algorithms readily and would be a key tool for harnessing near-term quantum devices.Comment: 11 pages, 4 figure

Topics in perturbation analysis for stochastic hybrid systems

Control and optimization of Stochastic Hybrid Systems (SHS) constitute increasingly active fields of research. However, the size and complexity of SHS frequently render the use of exhaustive verification techniques prohibitive. In this context, Perturbation Analysis techniques, and in particular Infinitesimal Perturbation Analysis (IPA), have proven to be particularly useful for this class of systems. This work focuses on applying IPA to two different problems: Traffic Light Control (TLC) and control of cancer progression, both of which are viewed as dynamic optimization problems in an SHS environment. The first part of this thesis addresses the TLC problem for a single intersection modeled as a SHS. A quasi-dynamic control policy is proposed based on partial state information defined by detecting whether vehicle backlogs are above or below certain controllable threshold values. At first, the threshold parameters are controlled while assuming fixed cycle lengths and online gradient estimates of a cost metric with respect to these controllable parameters are derived using IPA techniques. These estimators are subsequently used to iteratively adjust the threshold values so as to improve overall system performance. This quasi-dynamic analysis of the TLC\ problem is subsequently extended to parameterize the control policy by green and red cycle lengths as well as queue content thresholds. IPA estimators necessary to simultaneously control the light cycles and thresholds are rederived and thereafter incorporated into a standard gradient based scheme in order to further ameliorate system performance. In the second part of this thesis, the problem of controlling cancer progression is formulated within a Stochastic Hybrid Automaton (SHA) framework. Leveraging the fact that cell-biologic changes necessary for cancer development may be schematized as a series of discrete steps, an integrative closed-loop framework is proposed for describing the progressive development of cancer and determining optimal personalized therapies. First, the problem of cancer heterogeneity is addressed through a novel Mixed Integer Linear Programming (MILP) formulation that integrates somatic mutation and gene expression data to infer the temporal sequence of events from cross-sectional data. This formulation is tested using both simulated data and real breast cancer data with matched somatic mutation and gene expression measurements from The Cancer Genome Atlas (TCGA). Second, the use of basic IPA techniques for optimal personalized cancer therapy design is introduced and a methodology applicable to stochastic models of cancer progression is developed. A case study of optimal therapy design for advanced prostate cancer is performed. Given the importance of accurate modeling in conjunction with optimal therapy design, an ensuing analysis is performed in which sensitivity estimates with respect to several model parameters are evaluated and critical parameters are identified. Finally, the tradeoff between system optimality and robustness (or, equivalently, fragility) is explored so as to generate valuable insights on modeling and control of cancer progression

Aqueous Electrode Processing for High Energy Density Lithium-Ion Batteries

Widespread use of electric vehicles is hinged on the advancement of energy storage technologies such as lithium-ion batteries. Current research and development endeavors in energy storage for electric vehicles are focused on increasing the energy density of a battery while simultaneously reducing manufacturing costs. Energy density can be improved by minimizing the number of inactive components in a cell with the implementation of thicker electrodes. Furthermore, cost can be significantly reduced with aqueous electrode processing. Unlike conventional electrode processing which uses the expensive and highly toxic organic solvent, N-methyl-2-pyrrolidone (NMP), aqueous processing employs deionized water. Aqueous processing of thick electrodes offers the opportunity to produce relatively inexpensive, high energy density lithium-ion batteries. However, thick aqueous processed cathodes have been found to crack as they dry. In an effort to avoid cracking and enable aqueous processing for thick LiNi1-y-zMnyCozO2 (NMC) cathodes, the influence of two processing parameters on cracking were investigated in this work. They include solvent surface tension and electrode drying temperature. Small weight percentages of isopropanol (IPA) mixed in water were tested as novel composite solvents in aqueous processing. It was found that the addition of 20 wt.% IPA produced an aqueous solvent with a surface tension low enough to avoid any cracking in thick cathodes. When paired with a graphite anode in a single unit pouch cell, thick cathodes processed with 20 wt.% IPA as solvent performed comparably to an electrode processed with the conventional solvent, NMP. Separate experiments with electrode drying temperatures ranging from 20 °C to 70 °C revealed cracking worsens at elevated drying temperatures. Images of electrode surfaces were processed to quantify crack dimensions and crack intensity factor (CIF). Average crack length and width increased with drying temperature and electrode thickness. The CIF also increased with drying temperature and electrode thickness, the most dramatic increase being from 0.68% for thick electrodes dried at 20 °C to 15.8% when thick electrodes were dried at 70 °C