ESTG - UTC de Ciências Naturais e Exatas
Permanent URI for this community
Browse
Browsing ESTG - UTC de Ciências Naturais e Exatas by Title
Now showing 1 - 10 of 18
Results Per Page
Sort Options
- Adaptive Penalty and Barrier function based on Fuzzy LogicPublication . Matias, João; Correia, Aldina; Mestre, Pedro; Serodio, Carlos; Couto, Pedro; Teixeira, Christophe; Melo-Pinto, PedroOptimization methods have been used in many areas of knowledge, such as Engineering, Statistics, Chemistry, among others, to solve optimization problems. In many cases it is not possible to use derivative methods, due to the characteristics of the problem to be solved and/or its constraints, for example if the involved functions are non-smooth and/or their derivatives are not know. To solve this type of problems a Java based API has been implemented, which includes only derivative-free optimization methods, and that can be used to solve both constrained and unconstrained problems. For solving constrained problems, the classic Penalty and Barrier functions were included in the API. In this paper a new approach to Penalty and Barrier functions, based on Fuzzy Logic, is proposed. Two penalty functions, that impose a progressive penalization to solutions that violate the constraints, are discussed. The implemented functions impose a low penalization when the violation of the constraints is low and a heavy penalty when the violation is high. Numerical results, obtained using twenty-eight test problems, comparing the proposed Fuzzy Logic based functions to six of the classic Penalty and Barrier functions are presented. Considering the achieved results, it can be concluded that the proposed penalty functions besides being very robust also have a very good performance.
- Aplicação do Método da Transformada de Laplace a uma Classe de Operadores Integrais de ConvoluçãoPublication . Correia, AldinaRESUMO------------------------------------------------------------------------------------------------------------------------ Neste trabalho apresentamos resultados do nosso estudo sobre operadores integrais de convolução, baseado no método das transformadas de Laplace e de Mellin. Apresentamos as definições e estabelecemos condições da sua existência, em vários espaços de Lebesgue. Além disso, provamos fórmulas de inversão de certos operadores integrais de convolução do tipo de Mellin. São discutidas algumas relações entre a transformada de Laplace e a transformada Mellin. Por fim, aplicamos estes métodos na investigação de operadores de convolução de Mellin, relacionados com núcleos associados a funções de Bessel, de Gauss e de Bessel modificadas.
- Classification of some penalty methodsPublication . Correia, Aldina; Matias, João; Mestre, Pedro; Serôdio, CarlosOptimization problems arise in science, engineering, economy, etc. and we need to find the best solutions for each reality. The methods used to solve these problems depend on several factors, including the amount and type of accessible information, the available algorithms for solving them, and, obviously, the intrinsic characteristics of the problem. There are many kinds of optimization problems and, consequently, many kinds of methods to solve them. When the involved functions are nonlinear and their derivatives are not known or are very difficult to calculate, these methods are more rare. These kinds of functions are frequently called black box functions. To solve such problems without constraints (unconstrained optimization), we can use direct search methods. These methods do not require any derivatives or approximations of them. But when the problem has constraints (nonlinear programming problems) and, additionally, the constraint functions are black box functions, it is much more difficult to find the most appropriate method. Penalty methods can then be used. They transform the original problem into a sequence of other problems, derived from the initial, all without constraints. Then this sequence of problems (without constraints) can be solved using the methods available for unconstrained optimization. In this chapter, we present a classification of some of the existing penalty methods and describe some of their assumptions and limitations. These methods allow the solving of optimization problems with continuous, discrete, and mixing constraints, without requiring continuity, differentiability, or convexity. Thus, penalty methods can be used as the first step in the resolution of constrained problems, by means of methods that typically are used by unconstrained problems. We also discuss a new class of penalty methods for nonlinear optimization, which adjust the penalty parameter dynamically.
- Derivative-free nonlinear optimization filter simplexPublication . Correia, Aldina; Matias, João; Mestre, Pedro; Serôdio, CarlosThe filter method is a technique for solving nonlinear programming problems. The filter algorithm has two phases in each iteration. The first one reduces a measure of infeasibility, while in the second the objective function value is reduced. In real optimization problems, usually the objective function is not differentiable or its derivatives are unknown. In these cases it becomes essential to use optimization methods where the calculation of the derivatives or the verification of their existence is not necessary: direct search methods or derivative-free methods are examples of such techniques. In this work we present a new direct search method, based on simplex methods, for general constrained optimization that combines the features of simplex and filter methods. This method neither computes nor approximates derivatives, penalty constants or Lagrange multipliers.
- Derivative-free optimization and filter methods to solve nonlinear constrained problemsPublication . Correia, Aldina; Matias, João; Mestre, Pedro; Serôdio, CarlosIn real optimization problems, usually the analytical expression of the objective function is not known, nor its derivatives, or they are complex. In these cases it becomes essential to use optimization methods where the calculation of the derivatives, or the verification of their existence, is not necessary: the Direct Search Methods or Derivative-free Methods are one solution. When the problem has constraints, penalty functions are often used. Unfortunately the choice of the penalty parameters is, frequently, very difficult, because most strategies for choosing it are heuristics strategies. As an alternative to penalty function appeared the filter methods. A filter algorithm introduces a function that aggregates the constrained violations and constructs a biobjective problem. In this problem the step is accepted if it either reduces the objective function or the constrained violation. This implies that the filter methods are less parameter dependent than a penalty function. In this work, we present a new direct search method, based on simplex methods, for general constrained optimization that combines the features of the simplex method and filter methods. This method does not compute or approximate any derivatives, penalty constants or Lagrange multipliers. The basic idea of simplex filter algorithm is to construct an initial simplex and use the simplex to drive the search. We illustrate the behavior of our algorithm through some examples. The proposed methods were implemented in Java.
- Direct search optimization application programming interface with remote accessPublication . Mestre, Pedro; Matias, João; Correia, Aldina; Serôdio, CarlosSearch Optimization methods are needed to solve optimization problems where the objective function and/or constraints functions might be non differentiable, non convex or might not be possible to determine its analytical expressions either due to its complexity or its cost (monetary, computational, time,...). Many optimization problems in engineering and other fields have these characteristics, because functions values can result from experimental or simulation processes, can be modelled by functions with complex expressions or by noise functions and it is impossible or very difficult to calculate their derivatives. Direct Search Optimization methods only use function values and do not need any derivatives or approximations of them. In this work we present a Java API that including several methods and algorithms, that do not use derivatives, to solve constrained and unconstrained optimization problems. Traditional API access, by installing it on the developer and/or user computer, and remote API access to it, using Web Services, are also presented. Remote access to the API has the advantage of always allow the access to the latest version of the API. For users that simply want to have a tool to solve Nonlinear Optimization Problems and do not want to integrate these methods in applications, also two applications were developed. One is a standalone Java application and the other a Web-based application, both using the developed API.
- Direct-search penalty/barrier methodsPublication . Correia, Aldina; Matias, João; Mestre, Pedro; Serôdio, CarlosIn Nonlinear Optimization Penalty and Barrier Methods are normally used to solve Constrained Problems. There are several Penalty/Barrier Methods and they are used in several areas from Engineering to Economy, through Biology, Chemistry, Physics among others. In these areas it often appears Optimization Problems in which the involved functions (objective and constraints) are non-smooth and/or their derivatives are not know. In this work some Penalty/Barrier functions are tested and compared, using in the internal process, Derivative-free, namely Direct Search, methods. This work is a part of a bigger project involving the development of an Application Programming Interface, that implements several Optimization Methods, to be used in applications that need to solve constrained and/or unconstrained Nonlinear Optimization Problems. Besides the use of it in applied mathematics research it is also to be used in engineering software packages.
- Filters method in direct search optimization, new measures to admissibilityPublication . Correia, Aldina; Matias, João; Mestre, Pedro; Serôdio, CarlosConstrained nonlinear optimization problems are usually solved using penalty or barrier methods combined with unconstrained optimization methods. Another alternative used to solve constrained nonlinear optimization problems is the lters method. Filters method, introduced by Fletcher and Ley er in 2002, have been widely used in several areas of constrained nonlinear optimization. These methods treat optimization problem as bi-objective attempts to minimize the objective function and a continuous function that aggregates the constraint violation functions. Audet and Dennis have presented the rst lters method for derivative-free nonlinear programming, based on pattern search methods. Motivated by this work we have de- veloped a new direct search method, based on simplex methods, for general constrained optimization, that combines the features of the simplex method and lters method. This work presents a new variant of these methods which combines the lters method with other direct search methods and are proposed some alternatives to aggregate the constraint violation functions.
- Improvement of a filters method in a derivative free optimizationPublication . Matias, João; Mestre, Pedro; Correia, Aldina; Serôdio, CarlosConstraints nonlinear optimization problems can be solved using penalty or barrier functions. This strategy, based on solving the problems without constraints obtained from the original problem, have shown to be e ective, particularly when used with direct search methods. An alternative to solve the previous problems is the lters method. The lters method introduced by Fletcher and Ley er in 2002, , has been widely used to solve problems of the type mentioned above. These methods use a strategy di erent from the barrier or penalty functions. The previous functions de ne a new one that combine the objective function and the constraints, while the lters method treat optimization problems as a bi-objective problems that minimize the objective function and a function that aggregates the constraints. Motivated by the work of Audet and Dennis in 2004, using lters method with derivative-free algorithms, the authors developed works where other direct search meth- ods were used, combining their potential with the lters method. More recently. In a new variant of these methods was presented, where it some alternative aggregation restrictions for the construction of lters were proposed. This paper presents a variant of the lters method, more robust than the previous ones, that has been implemented with a safeguard procedure where values of the function and constraints are interlinked and not treated completely independently.
- Indoor location using fingerprinting and fuzzy logicPublication . Mestre, Pedro; Coutinho, Luis; Reigoto, Luis; Matias, João; Correia, Aldina; Couto, Pedro; Serôdio, CarlosIndoor location systems cannot rely on technologies such as GPS (Global Positioning System) to determine the position of a mobile terminal, because its signals are blocked by obstacles such as walls, ceilings, roofs, etc. In such environments. The use of alternative techniques, such as the use of wireless networks, should be considered. The location estimation is made by measuring and analysing one of the parameters of the wireless signal, usually the received power. One of the techniques used to estimate the locations using wireless networks is fingerprinting. This technique comprises two phases: in the first phase data is collected from the scenario and stored in a database; the second phase consists in determining the location of the mobile node by comparing the data collected from the wireless transceiver with the data previously stored in the database. In this paper an approach for localisation using fingerprinting based on Fuzzy Logic and pattern searching is presented. The performance of the proposed approach is compared with the performance of classic methods, and it presents an improvement between 10.24% and 49.43%, depending on the mobile node and the Fuzzy Logic parameters.ł