100 research outputs found

    A two-dimensional search for a Gauss-Newton algorithm

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    Original article can be found at: http://www.ici.ro/camo/journal/jamo.htmThis paper describes a fall-back procedure for use with the Gauss-Newton method for nonlinear least-squares problems. While the basic Gauss-Newton algorithm is often successful, it is well-known that it can sometimes generate poor search directions and exhibit slow convergence. For dealing with such situations we suggest a new two-dimensional search strategy. Numerical experiments indicate that the proposed technique can be effective.Peer reviewe

    A global optimization approach to solve multi-aircraft routing problems

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    "This chapter appears in Computational Models, Software Engineering and Advanced Technologies in Air Transportation edited by Dr. Li Weigang and Dr. Alexandre G. de Barros. Chap.12 pp.237-259. Copyright 2009. Posted by permission of the publisher."This paper describes the formulation and solution of a multi-aircraft routing problem which is posed as a global optimization calculation. The paper extends previous work (involving a single aircraft using two dimensions) which established that the algorithm DIRECT is a suitable solution technique. The present work considers a number of ways of dealing with multiple routes using different problem decompositions. A further enhancement is the introduction of altitude to the problems so that full three-dimensional routes can be produced. Illustrative numerical results are presented involving up to three aircraft and including examples which feature routes over real-life terrain data

    Using DIRECT to solve an aircraft routing problem

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    “The original publication is available at www.springerlink.com”. Copyright Springer DOI: 10.1023/A:1013729320435Peer reviewe

    Optimizing Omega

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    "The original publication is available at www.springerlink.com " Copyright Springer. DOI: 10.1007/s10898-008-9396-5This paper considers the Omega function, proposed by Cascon, Keating & Shadwick as a performance measure for comparing financial assets. We discuss the use of Omega as a basis for portfolio selection. We show that the problem of choosing portfolio weights in order to maximize Omega typically has many local solutions and we describe some preliminary computational experience of finding the global optimum using a NAG library implementation of the Huyer & Neumaier MCS method.Peer reviewe

    Globalization of Pantoja's optimal control algorithm

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    © 2002 Springer Science+Business Media New York. This is the accepted manuscript version of an article which has been published in final form at https://doi.org/10.1007/978-1-4613-0075-5_13In 1983 Pantoja described a stagewise construction of the Newton direction for a general class of discrete time optimal control problems. His algorithm incurs amazingly low overheads: the cost (measured in target function evaluations) is independent of the number of discrete time-steps. The algorithm can be modified to verify that the Hessian contains no eigen values less than a postulated quantity, and to produce an appropriate descent direction in the case where the Hessian fails to be positive definite and global convergence becomes an issue. Coleman and Liao have proposed a specific damping strategy in this context. Here we describe how Automatic Differentiation can be used to implement Pantoja’s algorithm, and we briefly consider some alternative globalization strategies, within which AD techniques can be further deployed.Final Accepted Versio

    d(Tree)-by-dx : automatic and exact differentiation of genetic programming trees

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    Genetic programming (GP) has developed to the point where it is a credible candidate for the `black box' modeling of real systems. Wider application, however, could greatly benefit from its seamless embedding in conventional optimization schemes, which are most efficiently carried out using gradient-based methods. This paper describes the development of a method to automatically differentiate GP trees using a series of tree transformation rules; the resulting method can be applied an unlimited number of times to obtain higher derivatives of the function approximated by the original, trained GP tree. We demonstrate the utility of our method using a number of illustrative gradient-based optimizations that embed GP models

    Convalescent plasma in patients admitted to hospital with COVID-19 (RECOVERY): a randomised controlled, open-label, platform trial

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    Background: Many patients with COVID-19 have been treated with plasma containing anti-SARS-CoV-2 antibodies. We aimed to evaluate the safety and efficacy of convalescent plasma therapy in patients admitted to hospital with COVID-19. Methods: This randomised, controlled, open-label, platform trial (Randomised Evaluation of COVID-19 Therapy [RECOVERY]) is assessing several possible treatments in patients hospitalised with COVID-19 in the UK. The trial is underway at 177 NHS hospitals from across the UK. Eligible and consenting patients were randomly assigned (1:1) to receive either usual care alone (usual care group) or usual care plus high-titre convalescent plasma (convalescent plasma group). The primary outcome was 28-day mortality, analysed on an intention-to-treat basis. The trial is registered with ISRCTN, 50189673, and ClinicalTrials.gov, NCT04381936. Findings: Between May 28, 2020, and Jan 15, 2021, 11558 (71%) of 16287 patients enrolled in RECOVERY were eligible to receive convalescent plasma and were assigned to either the convalescent plasma group or the usual care group. There was no significant difference in 28-day mortality between the two groups: 1399 (24%) of 5795 patients in the convalescent plasma group and 1408 (24%) of 5763 patients in the usual care group died within 28 days (rate ratio 1·00, 95% CI 0·93–1·07; p=0·95). The 28-day mortality rate ratio was similar in all prespecified subgroups of patients, including in those patients without detectable SARS-CoV-2 antibodies at randomisation. Allocation to convalescent plasma had no significant effect on the proportion of patients discharged from hospital within 28 days (3832 [66%] patients in the convalescent plasma group vs 3822 [66%] patients in the usual care group; rate ratio 0·99, 95% CI 0·94–1·03; p=0·57). Among those not on invasive mechanical ventilation at randomisation, there was no significant difference in the proportion of patients meeting the composite endpoint of progression to invasive mechanical ventilation or death (1568 [29%] of 5493 patients in the convalescent plasma group vs 1568 [29%] of 5448 patients in the usual care group; rate ratio 0·99, 95% CI 0·93–1·05; p=0·79). Interpretation: In patients hospitalised with COVID-19, high-titre convalescent plasma did not improve survival or other prespecified clinical outcomes. Funding: UK Research and Innovation (Medical Research Council) and National Institute of Health Research

    Tocilizumab in patients admitted to hospital with COVID-19 (RECOVERY): a randomised, controlled, open-label, platform trial

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    Background: In this study, we aimed to evaluate the effects of tocilizumab in adult patients admitted to hospital with COVID-19 with both hypoxia and systemic inflammation. Methods: This randomised, controlled, open-label, platform trial (Randomised Evaluation of COVID-19 Therapy [RECOVERY]), is assessing several possible treatments in patients hospitalised with COVID-19 in the UK. Those trial participants with hypoxia (oxygen saturation <92% on air or requiring oxygen therapy) and evidence of systemic inflammation (C-reactive protein ≥75 mg/L) were eligible for random assignment in a 1:1 ratio to usual standard of care alone versus usual standard of care plus tocilizumab at a dose of 400 mg–800 mg (depending on weight) given intravenously. A second dose could be given 12–24 h later if the patient's condition had not improved. The primary outcome was 28-day mortality, assessed in the intention-to-treat population. The trial is registered with ISRCTN (50189673) and ClinicalTrials.gov (NCT04381936). Findings: Between April 23, 2020, and Jan 24, 2021, 4116 adults of 21 550 patients enrolled into the RECOVERY trial were included in the assessment of tocilizumab, including 3385 (82%) patients receiving systemic corticosteroids. Overall, 621 (31%) of the 2022 patients allocated tocilizumab and 729 (35%) of the 2094 patients allocated to usual care died within 28 days (rate ratio 0·85; 95% CI 0·76–0·94; p=0·0028). Consistent results were seen in all prespecified subgroups of patients, including those receiving systemic corticosteroids. Patients allocated to tocilizumab were more likely to be discharged from hospital within 28 days (57% vs 50%; rate ratio 1·22; 1·12–1·33; p<0·0001). Among those not receiving invasive mechanical ventilation at baseline, patients allocated tocilizumab were less likely to reach the composite endpoint of invasive mechanical ventilation or death (35% vs 42%; risk ratio 0·84; 95% CI 0·77–0·92; p<0·0001). Interpretation: In hospitalised COVID-19 patients with hypoxia and systemic inflammation, tocilizumab improved survival and other clinical outcomes. These benefits were seen regardless of the amount of respiratory support and were additional to the benefits of systemic corticosteroids. Funding: UK Research and Innovation (Medical Research Council) and National Institute of Health Research
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