Search results for: conjugate gradient algorithm.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3647

Search results for: conjugate gradient algorithm.

3617 A Novel Forgetting Factor Recursive Least Square Algorithm Applied to the Human Motion Analysis

Authors: Hadi Sadoghi Yazdi, Mehri Sadoghi Yazdi, Mohammad Reza Mohammadi

Abstract:

This paper is concerned with studying the forgetting factor of the recursive least square (RLS). A new dynamic forgetting factor (DFF) for RLS algorithm is presented. The proposed DFF-RLS is compared to other methods. Better performance at convergence and tracking of noisy chirp sinusoid is achieved. The control of the forgetting factor at DFF-RLS is based on the gradient of inverse correlation matrix. Compared with the gradient of mean square error algorithm, the proposed approach provides faster tracking and smaller mean square error. In low signal-to-noise ratios, the performance of the proposed method is superior to other approaches.

Keywords: Forgetting factor, RLS, Inverse correlation matrix, human motion analysis.

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3616 Mathematical Modeling of the Working Principle of Gravity Gradient Instrument

Authors: Danni Cong, Meiping Wu, Hua Mu, Xiaofeng He, Junxiang Lian, Juliang Cao, Shaokun Cai, Hao Qin

Abstract:

Gravity field is of great significance in geoscience, national economy and national security, and gravitational gradient measurement has been extensively studied due to its higher accuracy than gravity measurement. Gravity gradient sensor, being one of core devices of the gravity gradient instrument, plays a key role in measuring accuracy. Therefore, this paper starts from analyzing the working principle of the gravity gradient sensor by Newton’s law, and then considers the relative motion between inertial and non-inertial systems to build a relatively adequate mathematical model, laying a foundation for the measurement error calibration, measurement accuracy improvement.

Keywords: Gravity gradient, accelerometer, gravity gradient sensor, single-axis rotation modulation.

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3615 Simulating Gradient Contour and Mesh of a Scalar Field

Authors: Usman Ali Khan, Bismah Tariq, Khalida Raza, Saima Malik, Aoun Muhammad

Abstract:

This research paper is based upon the simulation of gradient of mathematical functions and scalar fields using MATLAB. Scalar fields, their gradient, contours and mesh/surfaces are simulated using different related MATLAB tools and commands for convenient presentation and understanding. Different mathematical functions and scalar fields are examined here by taking their gradient, visualizing results in 3D with different color shadings and using other necessary relevant commands. In this way the outputs of required functions help us to analyze and understand in a better way as compared to just theoretical study of gradient.

Keywords: MATLAB, Gradient, Contour, Scalar Field, Mesh

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3614 A Completed Adaptive De-mixing Algorithm on Stiefel Manifold for ICA

Authors: Jianwei Wu

Abstract:

Based on the one-bit-matching principle and by turning the de-mixing matrix into an orthogonal matrix via certain normalization, Ma et al proposed a one-bit-matching learning algorithm on the Stiefel manifold for independent component analysis [8]. But this algorithm is not adaptive. In this paper, an algorithm which can extract kurtosis and its sign of each independent source component directly from observation data is firstly introduced.With the algorithm , the one-bit-matching learning algorithm is revised, so that it can make the blind separation on the Stiefel manifold implemented completely in the adaptive mode in the framework of natural gradient.

Keywords: Independent component analysis, kurtosis, Stiefel manifold, super-gaussians or sub-gaussians.

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3613 A Clock Skew Minimization Technique Considering Temperature Gradient

Authors: Se-Jin Ko, Deok-Min Kim, Seok-Yoon Kim

Abstract:

The trend of growing density on chips has increases not only the temperature in chips but also the gradient of the temperature depending on locations. In this paper, we propose the balanced skew tree generation technique for minimizing the clock skew that is affected by the temperature gradients on chips. We calculate the interconnect delay using Elmore delay equation, and find out the optimal balanced clock tree by modifying the clock trees generated through the Deferred Merge Embedding(DME) algorithm. The experimental results show that the distance variance of clock insertion points with and without considering the temperature gradient can be lowered below 54% and we confirm that the skew is remarkably decreased after applying the proposed technique.

Keywords: clock, clock-skew, temperature, thermal.

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3612 Implementation of Neural Network Based Electricity Load Forecasting

Authors: Myint Myint Yi, Khin Sandar Linn, Marlar Kyaw

Abstract:

This paper proposed a novel model for short term load forecast (STLF) in the electricity market. The prior electricity demand data are treated as time series. The model is composed of several neural networks whose data are processed using a wavelet technique. The model is created in the form of a simulation program written with MATLAB. The load data are treated as time series data. They are decomposed into several wavelet coefficient series using the wavelet transform technique known as Non-decimated Wavelet Transform (NWT). The reason for using this technique is the belief in the possibility of extracting hidden patterns from the time series data. The wavelet coefficient series are used to train the neural networks (NNs) and used as the inputs to the NNs for electricity load prediction. The Scale Conjugate Gradient (SCG) algorithm is used as the learning algorithm for the NNs. To get the final forecast data, the outputs from the NNs are recombined using the same wavelet technique. The model was evaluated with the electricity load data of Electronic Engineering Department in Mandalay Technological University in Myanmar. The simulation results showed that the model was capable of producing a reasonable forecasting accuracy in STLF.

Keywords: Neural network, Load forecast, Time series, wavelettransform.

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3611 Accurate Optical Flow Based on Spatiotemporal Gradient Constancy Assumption

Authors: Adam Rabcewicz

Abstract:

Variational methods for optical flow estimation are known for their excellent performance. The method proposed by Brox et al. [5] exemplifies the strength of that framework. It combines several concepts into single energy functional that is then minimized according to clear numerical procedure. In this paper we propose a modification of that algorithm starting from the spatiotemporal gradient constancy assumption. The numerical scheme allows to establish the connection between our model and the CLG(H) method introduced in [18]. Experimental evaluation carried out on synthetic sequences shows the significant superiority of the spatial variant of the proposed method. The comparison between methods for the realworld sequence is also enclosed.

Keywords: optical flow, variational methods, gradient constancy assumption.

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3610 Conjugate Heat and Mass Transfer for MHD Mixed Convection with Viscous Dissipation and Radiation Effect for Viscoelastic Fluid past a Stretching Sheet

Authors: Kai-Long Hsiao, BorMing Lee

Abstract:

In this study, an analysis has been performed for conjugate heat and mass transfer of a steady laminar boundary-layer mixed convection of magnetic hydrodynamic (MHD) flow with radiation effect of second grade subject to suction past a stretching sheet. Parameters E Nr, Gr, Gc, Ec and Sc represent the dominance of the viscoelastic fluid heat and mass transfer effect which have presented in governing equations, respectively. The similar transformation and the finite-difference method have been used to analyze the present problem. The conjugate heat and mass transfer results show that the non-Newtonian viscoelastic fluid has a better heat transfer effect than the Newtonian fluid. The free convection with a larger r G or c G has a good heat transfer effect better than a smaller r G or c G , and the radiative convection has a good heat transfer effect better than non-radiative convection.

Keywords: Conjugate heat and mass transfer, Radiation effect, Magnetic effect, Viscoelastic fluid, Viscous dissipation, Stretchingsheet.

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3609 Computer Simulations of an Augmented Automatic Choosing Control Using Automatic Choosing Functions of Gradient Optimization Type

Authors: Toshinori Nawata

Abstract:

In this paper we consider a nonlinear feedback control called augmented automatic choosing control (AACC) using the automatic choosing functions of gradient optimization type for nonlinear systems. Constant terms which arise from sectionwise linearization of a given nonlinear system are treated as coefficients of a stable zero dynamics. Parameters included in the control are suboptimally selected by minimizing the Hamiltonian with the aid of the genetic algorithm. This approach is applied to a field excitation control problem of power system to demonstrate the splendidness of the AACC. Simulation results show that the new controller can improve performance remarkably well.

Keywords: augmented automatic choosing control, nonlinear control, genetic algorithm, zero dynamics.

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3608 Conjugate Free Convection in a Square Cavity Filled with Nanofluid and Heated from Below by Spatial Wall Temperature

Authors: Ishak Hashim, Ammar Alsabery

Abstract:

The problem of conjugate free convection in a square cavity filled with nanofluid and heated from below by spatial wall temperature is studied numerically using the finite difference method. Water-based nanofluid with copper nanoparticles are chosen for the investigation. Governing equations are solved over a wide range of nanoparticle volume fraction (0 ≤ φ ≤ 0.2), wave number ((0 ≤ λ ≤ 4) and thermal conductivity ratio (0.44 ≤ Kr ≤ 6). The results presented for values of the governing parameters in terms of streamlines, isotherms and average Nusselt number. It is found that the flow behavior and the heat distribution are clearly enhanced with the increment of the non-uniform heating.

Keywords: Conjugate free convection, nanofluid, spatial temperature.

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3607 Research on the Correlation of the Fluctuating Density Gradient of the Compressible Flows

Authors: Yasuo Obikane

Abstract:

This work is to study a roll of the fluctuating density gradient in the compressible flows for the computational fluid dynamics (CFD). A new anisotropy tensor with the fluctuating density gradient is introduced, and is used for an invariant modeling technique to model the turbulent density gradient correlation equation derived from the continuity equation. The modeling equation is decomposed into three groups: group proportional to the mean velocity, and that proportional to the mean strain rate, and that proportional to the mean density. The characteristics of the correlation in a wake are extracted from the results by the two dimensional direct simulation, and shows the strong correlation with the vorticity in the wake near the body. Thus, it can be concluded that the correlation of the density gradient is a significant parameter to describe the quick generation of the turbulent property in the compressible flows.

Keywords: Turbulence Modeling , Density Gradient Correlation, Compressible

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3606 Efficiency of Robust Heuristic Gradient Based Enumerative and Tunneling Algorithms for Constrained Integer Programming Problems

Authors: Vijaya K. Srivastava, Davide Spinello

Abstract:

This paper presents performance of two robust gradient-based heuristic optimization procedures based on 3n enumeration and tunneling approach to seek global optimum of constrained integer problems. Both these procedures consist of two distinct phases for locating the global optimum of integer problems with a linear or non-linear objective function subject to linear or non-linear constraints. In both procedures, in the first phase, a local minimum of the function is found using the gradient approach coupled with hemstitching moves when a constraint is violated in order to return the search to the feasible region. In the second phase, in one optimization procedure, the second sub-procedure examines 3n integer combinations on the boundary and within hypercube volume encompassing the result neighboring the result from the first phase and in the second optimization procedure a tunneling function is constructed at the local minimum of the first phase so as to find another point on the other side of the barrier where the function value is approximately the same. In the next cycle, the search for the global optimum commences in both optimization procedures again using this new-found point as the starting vector. The search continues and repeated for various step sizes along the function gradient as well as that along the vector normal to the violated constraints until no improvement in optimum value is found. The results from both these proposed optimization methods are presented and compared with one provided by popular MS Excel solver that is provided within MS Office suite and other published results.

Keywords: Constrained integer problems, enumerative search algorithm, Heuristic algorithm, tunneling algorithm.

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3605 Design of an Augmented Automatic Choosing Control by Lyapunov Functions Using Gradient Optimization Automatic Choosing Functions

Authors: Toshinori Nawata

Abstract:

In this paper we consider a nonlinear feedback control called augmented automatic choosing control (AACC) using the gradient optimization automatic choosing functions for nonlinear systems. Constant terms which arise from sectionwise linearization of a given nonlinear system are treated as coefficients of a stable zero dynamics. Parameters included in the control are suboptimally selected by expanding a stable region in the sense of Lyapunov with the aid of the genetic algorithm. This approach is applied to a field excitation control problem of power system to demonstrate the splendidness of the AACC. Simulation results show that the new controller can improve performance remarkably well.

Keywords: augmented automatic choosing control, nonlinear control, genetic algorithm, zero dynamics.

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3604 An Augmented Automatic Choosing Control with Constrained Input Using Weighted Gradient Optimization Automatic Choosing Functions

Authors: Toshinori Nawata

Abstract:

In this paper we consider a nonlinear feedback control called augmented automatic choosing control (AACC) for nonlinear systems with constrained input using weighted gradient optimization automatic choosing functions. Constant term which arises from linearization of a given nonlinear system is treated as a coefficient of a stable zero dynamics. Parameters of the control are suboptimally selected by maximizing the stable region in the sense of Lyapunov with the aid of a genetic algorithm. This approach is applied to a field excitation control problem of power system to demonstrate the splendidness of the AACC. Simulation results show that the new controller can improve performance remarkably well.

Keywords: Augmented automatic choosing control, nonlinear control, genetic algorithm, zero dynamics.

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3603 Segmentation of Noisy Digital Images with Stochastic Gradient Kernel

Authors: Abhishek Neogi, Jayesh Verma, Pinaki Pratim Acharjya

Abstract:

Image segmentation and edge detection is a fundamental section in image processing. In case of noisy images Edge Detection is very less effective if we use conventional Spatial Filters like Sobel, Prewitt, LOG, Laplacian etc. To overcome this problem we have proposed the use of Stochastic Gradient Mask instead of Spatial Filters for generating gradient images. The present study has shown that the resultant images obtained by applying Stochastic Gradient Masks appear to be much clearer and sharper as per Edge detection is considered.

Keywords: Image segmentation, edge Detection, noisy images, spatialfilters, stochastic gradient kernel.

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3602 Levenberg-Marquardt Algorithm for Karachi Stock Exchange Share Rates Forecasting

Authors: Syed Muhammad Aqil Burney, Tahseen Ahmed Jilani, C. Ardil

Abstract:

Financial forecasting is an example of signal processing problems. A number of ways to train/learn the network are available. We have used Levenberg-Marquardt algorithm for error back-propagation for weight adjustment. Pre-processing of data has reduced much of the variation at large scale to small scale, reducing the variation of training data.

Keywords: Gradient descent method, jacobian matrix.Levenberg-Marquardt algorithm, quadratic error surfaces,

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3601 Conjugate Heat transfer over an Unsteady Stretching Sheet Mixed Convection with Magnetic Effect

Authors: Kai-Long Hsiao

Abstract:

A conjugate heat transfer for steady two-dimensional mixed convection with magnetic hydrodynamic (MHD) flow of an incompressible quiescent fluid over an unsteady thermal forming stretching sheet has been studied. A parameter, M, which is used to represent the dominance of the magnetic effect has been presented in governing equations. The similar transformation and an implicit finite-difference method have been used to analyze the present problem. The numerical solutions of the flow velocity distributions, temperature profiles, the wall unknown values of f''(0) and '(θ (0) for calculating the heat transfer of the similar boundary-layer flow are carried out as functions of the unsteadiness parameter (S), the Prandtl number (Pr), the space-dependent parameter (A) and temperature-dependent parameter (B) for heat source/sink and the magnetic parameter (M). The effects of these parameters have also discussed. At the results, it will produce greater heat transfer effect with a larger Pr and M, S, A, B will reduce heat transfer effects. At last, conjugate heat transfer for the free convection with a larger G has a good heat transfer effect better than a smaller G=0.

Keywords: Finite-difference method, Conjugate heat transfer, Unsteady Stretching Sheet, MHD, Mixed convection.

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3600 Iterative solutions to the linear matrix equation AXB + CXTD = E

Authors: Yongxin Yuan, Jiashang Jiang

Abstract:

In this paper the gradient based iterative algorithm is presented to solve the linear matrix equation AXB +CXTD = E, where X is unknown matrix, A,B,C,D,E are the given constant matrices. It is proved that if the equation has a solution, then the unique minimum norm solution can be obtained by choosing a special kind of initial matrices. Two numerical examples show that the introduced iterative algorithm is quite efficient.

Keywords: matrix equation, iterative algorithm, parameter estimation, minimum norm solution.

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3599 Robot Movement Using the Trust Region Policy Optimization

Authors: Romisaa Ali

Abstract:

The Policy Gradient approach is a subset of the Deep Reinforcement Learning (DRL) combines Deep Neural Networks (DNN) with Reinforcement Learning (RL). This approach finds the optimal policy of robot movement, based on the experience it gains from interaction with its environment. Unlike previous policy gradient algorithms, which were unable to handle the two types of error variance and bias introduced by the DNN model due to over- or underestimation, this algorithm is capable of handling both types of error variance and bias. This article will discuss the state-of-the-art SOTA policy gradient technique, trust region policy optimization (TRPO), by applying this method in various environments compared to another policy gradient method, the Proximal Policy Optimization (PPO), to explain their robust optimization, using this SOTA to gather experience data during various training phases after observing the impact of hyper-parameters on neural network performance.

Keywords: Deep neural networks, deep reinforcement learning, Proximal Policy Optimization, state-of-the-art, trust region policy optimization.

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3598 Probabilistic Approach of Dealing with Uncertainties in Distributed Constraint Optimization Problems and Situation Awareness for Multi-agent Systems

Authors: Sagir M. Yusuf, Chris Baber

Abstract:

In this paper, we describe how Bayesian inferential reasoning will contributes in obtaining a well-satisfied prediction for Distributed Constraint Optimization Problems (DCOPs) with uncertainties. We also demonstrate how DCOPs could be merged to multi-agent knowledge understand and prediction (i.e. Situation Awareness). The DCOPs functions were merged with Bayesian Belief Network (BBN) in the form of situation, awareness, and utility nodes. We describe how the uncertainties can be represented to the BBN and make an effective prediction using the expectation-maximization algorithm or conjugate gradient descent algorithm. The idea of variable prediction using Bayesian inference may reduce the number of variables in agents’ sampling domain and also allow missing variables estimations. Experiment results proved that the BBN perform compelling predictions with samples containing uncertainties than the perfect samples. That is, Bayesian inference can help in handling uncertainties and dynamism of DCOPs, which is the current issue in the DCOPs community. We show how Bayesian inference could be formalized with Distributed Situation Awareness (DSA) using uncertain and missing agents’ data. The whole framework was tested on multi-UAV mission for forest fire searching. Future work focuses on augmenting existing architecture to deal with dynamic DCOPs algorithms and multi-agent information merging.

Keywords: DCOP, multi-agent reasoning, Bayesian reasoning, swarm intelligence.

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3597 Green Function and Eshelby Tensor Based on Mindlin’s 2nd Gradient Model: An Explicit Study of Spherical Inclusion Case

Authors: A. Selmi, A. Bisharat

Abstract:

Using Fourier transform and based on the Mindlin's 2nd gradient model that involves two length scale parameters, the Green's function, the Eshelby tensor, and the Eshelby-like tensor for a spherical inclusion are derived. It is proved that the Eshelby tensor consists of two parts; the classical Eshelby tensor and a gradient part including the length scale parameters which enable the interpretation of the size effect. When the strain gradient is not taken into account, the obtained Green's function and Eshelby tensor reduce to its analogue based on the classical elasticity. The Eshelby tensor in and outside the inclusion, the volume average of the gradient part and the Eshelby-like tensor are explicitly obtained. Unlike the classical Eshelby tensor, the results show that the components of the new Eshelby tensor vary with the position and the inclusion dimensions. It is demonstrated that the contribution of the gradient part should not be neglected.

Keywords: Eshelby tensor, Eshelby-like tensor, Green’s function, Mindlin’s 2nd gradient model, Spherical inclusion.

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3596 Flexural Strength Design of RC Beams with Consideration of Strain Gradient Effect

Authors: Mantai Chen, Johnny Ching Ming Ho

Abstract:

The stress-strain relationship of concrete under flexure is one of the essential parameters in assessing ultimate flexural strength capacity of RC beams. Currently, the concrete stress-strain curve in flexure is obtained by incorporating a constant scale-down factor of 0.85 in the uniaxial stress-strain curve. However, it was revealed that strain gradient would improve the maximum concrete stress under flexure and concrete stress-strain curve is strain gradient dependent. Based on the strain-gradient-dependent concrete stress-strain curve, the investigation of the combined effects of strain gradient and concrete strength on flexural strength of RC beams was extended to high strength concrete up to 100 MPa by theoretical analysis. As an extension and application of the authors’ previous study, a new flexural strength design method incorporating the combined effects of strain gradient and concrete strength is developed. A set of equivalent rectangular concrete stress block parameters is proposed and applied to produce a series of design charts showing that the flexural strength of RC beams are improved with strain gradient effect considered.

Keywords: Beams, Equivalent concrete stress block, Flexural strength, Strain gradient.

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3595 Iris Recognition Based On the Low Order Norms of Gradient Components

Authors: Iman A. Saad, Loay E. George

Abstract:

Iris pattern is an important biological feature of human body; it becomes very hot topic in both research and practical applications. In this paper, an algorithm is proposed for iris recognition and a simple, efficient and fast method is introduced to extract a set of discriminatory features using first order gradient operator applied on grayscale images. The gradient based features are robust, up to certain extents, against the variations may occur in contrast or brightness of iris image samples; the variations are mostly occur due lightening differences and camera changes. At first, the iris region is located, after that it is remapped to a rectangular area of size 360x60 pixels. Also, a new method is proposed for detecting eyelash and eyelid points; it depends on making image statistical analysis, to mark the eyelash and eyelid as a noise points. In order to cover the features localization (variation), the rectangular iris image is partitioned into N overlapped sub-images (blocks); then from each block a set of different average directional gradient densities values is calculated to be used as texture features vector. The applied gradient operators are taken along the horizontal, vertical and diagonal directions. The low order norms of gradient components were used to establish the feature vector. Euclidean distance based classifier was used as a matching metric for determining the degree of similarity between the features vector extracted from the tested iris image and template features vectors stored in the database. Experimental tests were performed using 2639 iris images from CASIA V4-Interival database, the attained recognition accuracy has reached up to 99.92%.

Keywords: Iris recognition, contrast stretching, gradient features, texture features, Euclidean metric.

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3594 Learning Flexible Neural Networks for Pattern Recognition

Authors: A. Mirzaaghazadeh, H. Motameni, M. Karshenas, H. Nematzadeh

Abstract:

Learning the gradient of neuron's activity function like the weight of links causes a new specification which is flexibility. In flexible neural networks because of supervising and controlling the operation of neurons, all the burden of the learning is not dedicated to the weight of links, therefore in each period of learning of each neuron, in fact the gradient of their activity function, cooperate in order to achieve the goal of learning thus the number of learning will be decreased considerably. Furthermore, learning neurons parameters immunes them against changing in their inputs and factors which cause such changing. Likewise initial selecting of weights, type of activity function, selecting the initial gradient of activity function and selecting a fixed amount which is multiplied by gradient of error to calculate the weight changes and gradient of activity function, has a direct affect in convergence of network for learning.

Keywords: Back propagation, Flexible, Gradient, Learning, Neural network, Pattern recognition.

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3593 Time-Derivative Estimation of Noisy Movie Data using Adaptive Control Theory

Authors: Soon-Hyun Park, Takami Matsuo

Abstract:

This paper presents an adaptive differentiator of sequential data based on the adaptive control theory. The algorithm is applied to detect moving objects by estimating a temporal gradient of sequential data at a specified pixel. We adopt two nonlinear intensity functions to reduce the influence of noises. The derivatives of the nonlinear intensity functions are estimated by an adaptive observer with σ-modification update law.

Keywords: Adaptive estimation, parameter adjustmentlaw, motion detection, temporal gradient, differential filter.

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3592 Applying Lagrangian Relaxation-Based Algorithm for the Airline Coordinated Flight Scheduling Problems

Authors: Chia-Hung Chen, Shangyao Yan

Abstract:

The solution algorithm, based on Lagrangian relaxation, a sub-gradient method and a heuristic to find the upper bound of the solution, is proposed to solve the coordinated fleet routing and flight scheduling problems. Numerical tests are performed to evaluate the proposed algorithm using real operating data from two Taiwan airlines. The test results indicate that the solution algorithm is a significant improvement over those obtained with CPLEX, consequently they could be useful for allied airlines to solve coordinated fleet routing and flight scheduling problems.

Keywords: Coordinated flight scheduling, multiple commodity network flow problem, Lagrangian relaxation.

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3591 Constructal Enhancement of Fins Design Integrated to Phase Change Materials

Authors: Varun Joshi, Manish K. Rathod

Abstract:

The latent heat thermal energy storage system is a thrust area of research due to exuberant thermal energy storage potential. The thermal performance of PCM is significantly augmented by installation of the high thermal conductivity fins. The objective of the present study is to obtain optimum size and location of the fins to enhance diffusion heat transfer without altering overall melting time. Hence, the constructal theory is employed to eliminate, resize, and re-position the fins. A numerical code based on conjugate heat transfer coupled enthalpy porosity approached is developed to solve Navier-Stoke and energy equation.The numerical results show that the constructal fin design has enhanced the thermal performance along with the increase in the overall volume of PCM when compared to conventional. The overall volume of PCM is found to be increased by half of total of volume of fins. The elimination and repositioning the fins at high temperature gradient from low temperature gradient is found to be vital.

Keywords: Constructal theory, enthalpy porosity approach, phase change materials, fins.

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3590 A State Aggregation Approach to Singularly Perturbed Markov Reward Processes

Authors: Dali Zhang, Baoqun Yin, Hongsheng Xi

Abstract:

In this paper, we propose a single sample path based algorithm with state aggregation to optimize the average rewards of singularly perturbed Markov reward processes (SPMRPs) with a large scale state spaces. It is assumed that such a reward process depend on a set of parameters. Differing from the other kinds of Markov chain, SPMRPs have their own hierarchical structure. Based on this special structure, our algorithm can alleviate the load in the optimization for performance. Moreover, our method can be applied on line because of its evolution with the sample path simulated. Compared with the original algorithm applied on these problems of general MRPs, a new gradient formula for average reward performance metric in SPMRPs is brought in, which will be proved in Appendix, and then based on these gradients, the schedule of the iteration algorithm is presented, which is based on a single sample path, and eventually a special case in which parameters only dominate the disturbance matrices will be analyzed, and a precise comparison with be displayed between our algorithm with the old ones which is aim to solve these problems in general Markov reward processes. When applied in SPMRPs, our method will approach a fast pace in these cases. Furthermore, to illustrate the practical value of SPMRPs, a simple example in multiple programming in computer systems will be listed and simulated. Corresponding to some practical model, physical meanings of SPMRPs in networks of queues will be clarified.

Keywords: Singularly perturbed Markov processes, Gradient of average reward, Differential reward, State aggregation, Perturbed close network.

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3589 Steepest Descent Method with New Step Sizes

Authors: Bib Paruhum Silalahi, Djihad Wungguli, Sugi Guritman

Abstract:

Steepest descent method is a simple gradient method for optimization. This method has a slow convergence in heading to the optimal solution, which occurs because of the zigzag form of the steps. Barzilai and Borwein modified this algorithm so that it performs well for problems with large dimensions. Barzilai and Borwein method results have sparked a lot of research on the method of steepest descent, including alternate minimization gradient method and Yuan method. Inspired by previous works, we modified the step size of the steepest descent method. We then compare the modification results against the Barzilai and Borwein method, alternate minimization gradient method and Yuan method for quadratic function cases in terms of the iterations number and the running time. The average results indicate that the steepest descent method with the new step sizes provide good results for small dimensions and able to compete with the results of Barzilai and Borwein method and the alternate minimization gradient method for large dimensions. The new step sizes have faster convergence compared to the other methods, especially for cases with large dimensions.

Keywords: Convergence, iteration, line search, running time, steepest descent, unconstrained optimization.

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3588 Impact of Viscous and Heat Relaxation Loss on the Critical Temperature Gradients of Thermoacoustic Stacks

Authors: Zhibin Yu, Artur J. Jaworski, Abdulrahman S. Abduljalil

Abstract:

A stack with a small critical temperature gradient is desirable for a standing wave thermoacoustic engine to obtain a low onset temperature difference (the minimum temperature difference to start engine-s self-oscillation). The viscous and heat relaxation loss in the stack determines the critical temperature gradient. In this work, a dimensionless critical temperature gradient factor is obtained based on the linear thermoacoustic theory. It is indicated that the impedance determines the proportion between the viscous loss, heat relaxation losses and the power production from the heat energy. It reveals the effects of the channel dimensions, geometrical configuration and the local acoustic impedance on the critical temperature gradient in stacks. The numerical analysis shows that there exists a possible optimum combination of these parameters which leads to the lowest critical temperature gradient. Furthermore, several different geometries have been tested and compared numerically.

Keywords: Critical temperature gradient, heat relaxation, stack, viscous effect.

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