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"Multistage"
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Stochastic dual dynamic integer programming
2019
Multistage stochastic integer programming (MSIP) combines the difficulty of uncertainty, dynamics, and non-convexity, and constitutes a class of extremely challenging problems. A common formulation for these problems is a dynamic programming formulation involving nested cost-to-go functions. In the linear setting, the cost-to-go functions are convex polyhedral, and decomposition algorithms, such as nested Benders’ decomposition and its stochastic variant, stochastic dual dynamic programming (SDDP), which proceed by iteratively approximating these functions by cuts or linear inequalities, have been established as effective approaches. However, it is difficult to directly adapt these algorithms to MSIP due to the nonconvexity of integer programming value functions. In this paper we propose an extension to SDDP—called stochastic dual dynamic integer programming (SDDiP)—for solving MSIP problems with binary state variables. The crucial component of the algorithm is a new reformulation of the subproblems in each stage and a new class of cuts, termed Lagrangian cuts, derived from a Lagrangian relaxation of a specific reformulation of the subproblems in each stage, where local copies of state variables are introduced. We show that the Lagrangian cuts satisfy a tightness condition and provide a rigorous proof of the finite convergence of SDDiP with probability one. We show that, under fairly reasonable assumptions, an MSIP problem with general state variables can be approximated by one with binary state variables to desired precision with only a modest increase in problem size. Thus our proposed SDDiP approach is applicable to very general classes of MSIP problems. Extensive computational experiments on three classes of real-world problems, namely electric generation expansion, financial portfolio management, and network revenue management, show that the proposed methodology is very effective in solving large-scale multistage stochastic integer optimization problems.
Journal Article
Stochastic variational inequalities: single-stage to multistage
by
Rockafellar, R. Tyrrell
,
Wets, Roger J-B
in
Calculus of Variations and Optimal Control; Optimization
,
Combinatorics
,
Equilibrium
2017
Variational inequality modeling, analysis and computations are important for many applications, but much of the subject has been developed in a deterministic setting with no uncertainty in a problem’s data. In recent years research has proceeded on a track to incorporate stochasticity in one way or another. However, the main focus has been on rather limited ideas of what a stochastic variational inequality might be. Because variational inequalities are especially tuned to capturing conditions for optimality and equilibrium, stochastic variational inequalities ought to provide such service for problems of optimization and equilibrium in a stochastic setting. Therefore they ought to be able to deal with multistage decision processes involving actions that respond to increasing levels of information. Critical for that, as discovered in stochastic programming, is introducing nonanticipativity as an explicit constraint on responses along with an associated “multiplier” element which captures the “price of information” and provides a means of decomposition as a tool in algorithmic developments. That idea is extended here to a framework which supports multistage optimization and equilibrium models while also clarifying the single-stage picture.
Journal Article
Multiobjective multistage distribution system planning using tabu search
by
Contreras, Javier
,
Pereira Junior, Benvindo Rodrigues
,
Cossi, Antonio Marcos
in
54‐bus system
,
Applied sciences
,
cables
2014
This study presents a multiobjective tabu search algorithm to solve the multistage planning problem of a distribution system formulated as a multiobjective dynamic mixed integer non-linear programming problem. Multiobjective problems do not have a specific solution, but a set of solutions that allows us to observe the trade-off among the analysed objectives. Taking into account this concept, the objective functions of the model proposed in this study are: costs (investment and operational) and reliability. The actions deemed in this model for each period of the planning horizon are: increase in the capacity of existing substations (or construction of new ones), exchange of cables in existing lines (and construction of new feeders), reconfiguration of the network, allocation of sectionalising switches and construction of tie lines. The system's reliability is evaluated by means of the non-supplied energy under contingencies using the n − 1 criterion. By line switching and the use of tie lines, part of the loads affected by a contingency can be restored, thus, the non-supplied energy can be evaluated by solving a distribution network restoration problem. Numerical results are presented for a 54-bus system.
Journal Article
Multistage Spatial Attention-Based Neural Network for Hand Gesture Recognition
by
Miah, Abu Saleh Musa
,
Okuyama, Yuichi
,
Tomioka, Yoichi
in
Accuracy
,
Algorithms
,
attention model
2023
The definition of human-computer interaction (HCI) has changed in the current year because people are interested in their various ergonomic devices ways. Many researchers have been working to develop a hand gesture recognition system with a kinetic sensor-based dataset, but their performance accuracy is not satisfactory. In our work, we proposed a multistage spatial attention-based neural network for hand gesture recognition to overcome the challenges. We included three stages in the proposed model where each stage is inherited the CNN; where we first apply a feature extractor and a spatial attention module by using self-attention from the original dataset and then multiply the feature vector with the attention map to highlight effective features of the dataset. Then, we explored features concatenated with the original dataset for obtaining modality feature embedding. In the same way, we generated a feature vector and attention map in the second stage with the feature extraction architecture and self-attention technique. After multiplying the attention map and features, we produced the final feature, which feeds into the third stage, a classification module to predict the label of the correspondent hand gesture. Our model achieved 99.67%, 99.75%, and 99.46% accuracy for the senz3D, Kinematic, and NTU datasets.
Journal Article
Robust Dual Dynamic Programming
by
Wiesemann, Wolfram
,
Georghiou, Angelos
,
Tsoukalas, Angelos
in
Algorithms
,
Cattle
,
Chemical process industries
2019
In the paper “Robust Dual Dynamic Programming,” Angelos Georghiou, Angelos Tsoukalas, and Wolfram Wiesemann propose a novel solution scheme for addressing planning problems with long horizons. Such problems can be formulated as multistage robust optimization problems. The proposed method takes advantage of the decomposable nature of these problems by bounding the costs arising in the future stages through lower and upper cost-to-go functions. The proposed scheme does not require a relatively complete recourse, and it offers deterministic upper and lower bounds throughout the execution of the algorithm. The promising performance of the algorithm is shown in a stylized inventory-management problem in which the proposed algorithm achieved the optimal solution in problem instances with 100 time stages in a few minutes.
Multistage robust optimization problems, where the decision maker can dynamically react to consecutively observed realizations of the uncertain problem parameters, pose formidable theoretical and computational challenges. As a result, the existing solution approaches for this problem class typically determine suboptimal solutions under restrictive assumptions. In this paper, we propose a
robust dual dynamic programming
(RDDP) scheme for multistage robust optimization problems. The RDDP scheme takes advantage of the decomposable nature of these problems by bounding the costs arising in the future stages through lower and upper cost-to-go functions. For problems with uncertain technology matrices and/or constraint right-hand sides, our RDDP scheme determines an optimal solution in finite time. Also, if the objective function and/or the recourse matrices are uncertain, our method converges asymptotically (but deterministically) to an optimal solution. Our RDDP scheme does not require a relatively complete recourse, and it offers deterministic upper and lower bounds throughout the execution of the algorithm. We show the promising performance of our algorithm in a stylized inventory management problem.
Supplemental material is available at
https://doi.org/10.1287/opre.2018.1835
.
Journal Article
Micromechanics of Fracture Propagation During Multistage Stress Relaxation and Creep in Brittle Rocks
by
Hedayat, Ahmadreza
,
Zafar, Sana
,
Moradian, Omid
in
Acoustic emission
,
Acoustic emission testing
,
Compression
2022
Time-dependent rock deformation caused by the initiation and growth of fractures leads to the weakening of the rock mass. Understanding the fracturing mechanisms involved in the time-dependent behavior in brittle rocks is very important and to achieve this goal, a systematic series of three types of experiments was performed on double-flawed prismatic Barre granite specimens under unconfined compression. The first series aimed to identify the failure mechanism in the short-term failure mode under monotonic loading, the, second series involved multistage relaxation (constant strain) experiments to analyze the damage at different strain levels, and the third series explored the fracture propagation under multistage creep (constant load) experiments. The spatial and temporal evolution of cracking mechanisms were evaluated using the acoustic emission (AE) and two-dimensional digital image correlation (2D-DIC) techniques to observe the whole crack growth process as well as the accumulated inelastic strain at the specified region of interest. Results suggest that in the case of multistage creep experiments, the time to failure was less compared to the multistage relaxation, when loaded above the crack damage threshold (CD) estimated from the monotonic testing. The frequency magnitude distribution of the AE events generated in the three loading conditions followed the Gutenberg Richter model. A relatively lower b-value was obtained for the creep experiments, indicative of high energy AE events and faster crack growth. In addition, the AE and DIC results also revealed high evolution of tensile cracks at-different stages of creep and relaxation compared to shear and mixed-mode cracks.HighlightsFracturing mechanisms under multistage relaxation and creep experiments were identified.AE and DIC results showed high evolution of tensile cracks as compared to shear and mixed-mode cracks.Frequency-magnitude distribution illustrated a lower b-value in case of multistage creep as compared to multistage relaxation.
Journal Article
Fractal assembly of micrometre-scale DNA origami arrays with arbitrary patterns
by
Petersen, Philip
,
Qian, Lulu
,
Tikhomirov, Grigory
in
639/925/926/1048
,
639/925/926/1049
,
Algorithms
2017
Simple assembly rules applied recursively in a multistage assembly process enable the creation of DNA origami arrays with sizes of up to 0.5 square micrometres and with arbitrary patterns.
Microscopic DNA origami
DNA nanostructures are made of precisely arranged DNA strands and, if used as addressable pixels, can be used to create random patterns with nanometre precision. However, these two-dimensional DNA arrays are usually too small for many applications and for integration with more conventional patterning methods. Lulu Qian and colleagues now use a small set of unique DNA strands and apply simple assembly rules recursively throughout a multistage assembly process. They use this so-called 'fractal' assembly method to create two-dimensional arrays of up to 0.5 square micrometres in size and carrying up to 8,704 pixels patterned to render images, such as the Mona Lisa. Together with a software tool for converting desired patterns into the DNA sequences and experimental protocols needed to create them, this assembly technique could help to create larger and more useful DNA materials and devices. Three related papers is this issue report further advances in DNA origami, and all four are summarized in a News & Views.
Self-assembled DNA nanostructures
1
enable nanometre-precise patterning that can be used to create programmable molecular machines
2
,
3
,
4
,
5
,
6
and arrays of functional materials
7
,
8
,
9
. DNA origami
10
is particularly versatile in this context because each DNA strand in the origami nanostructure occupies a unique position and can serve as a uniquely addressable pixel. However, the scale of such structures
11
,
12
,
13
,
14
has been limited to about 0.05 square micrometres, hindering applications that demand a larger layout
15
and integration with more conventional patterning methods. Hierarchical multistage assembly of simple sets of tiles
16
,
17
can in principle overcome this limitation, but so far has not been sufficiently robust to enable successful implementation of larger structures using DNA origami tiles. Here we show that by using simple local assembly rules
18
that are modified and applied recursively throughout a hierarchical, multistage assembly process, a small and constant set of unique DNA strands can be used to create DNA origami arrays of increasing size and with arbitrary patterns. We illustrate this method, which we term ‘fractal assembly’, by producing DNA origami arrays with sizes of up to 0.5 square micrometres and with up to 8,704 pixels, allowing us to render images such as the Mona Lisa and a rooster. We find that self-assembly of the tiles into arrays is unaffected by changes in surface patterns on the tiles, and that the yield of the fractal assembly process corresponds to about 0.95
m
− 1
for arrays containing
m
tiles. When used in conjunction with a software tool that we developed that converts an arbitrary pattern into DNA sequences and experimental protocols, our assembly method is readily accessible and will facilitate the construction of sophisticated materials and devices with sizes similar to that of a bacterium using DNA nanostructures.
Journal Article
The Algorithm of Watershed Color Image Segmentation Based on Morphological Gradient
2022
The traditional watershed algorithm has the disadvantage of over-segmentation and interference with an image by reflected light. We propose an improved watershed color image segmentation algorithm. It is based on a morphological gradient. This method obtains the component gradient of a color image in a new color space is not disturbed by the reflected light. The gradient image is reconstructed by opening and closing. Therefore, the final gradient image is obtained. The maximum inter-class variance algorithm is used to obtain the threshold automatically for the final gradient image. The original gradient image is forcibly calibrated with the obtained binary labeled image, and the modified gradient image is segmented by watershed. Experimental results show that the proposed method can obtain an accurate and continuous target contour. It will achieve the minimum number of segmentation regions following human vision. Compared with similar algorithms, this way can suppress the meaningless area generated by the reflected light. It will maintain the edge information of the object well. It will improve the robustness and applicability. From the experimental results, it can be seen that compared with the region-growing method and the automatic threshold method; the proposed algorithm has a great improvement in operation efficiency, which increased by 10%. The accuracy and recall rate of the proposed algorithm is more than 0.98. Through the experimental comparison, the advantages of the proposed algorithm in object segmentation can be more intuitively illustrated.
Journal Article
Sixty Years of Frequency-Domain Monaural Speech Enhancement: From Traditional to Deep Learning Methods
2023
Frequency-domain monaural speech enhancement has been extensively studied for over 60 years, and a great number of methods have been proposed and applied to many devices. In the last decade, monaural speech enhancement has made tremendous progress with the advent and development of deep learning, and performance using such methods has been greatly improved relative to traditional methods. This survey paper first provides a comprehensive overview of traditional and deep-learning methods for monaural speech enhancement in the frequency domain. The fundamental assumptions of each approach are then summarized and analyzed to clarify their limitations and advantages. A comprehensive evaluation of some typical methods was conducted using the WSJ + Deep Noise Suppression (DNS) challenge and Voice Bank + DEMAND datasets to give an intuitive and unified comparison. The benefits of monaural speech enhancement methods using objective metrics relevant for normal-hearing and hearing-impaired listeners were evaluated. The objective test results showed that compression of the input features was important for simulated normal-hearing listeners but not for simulated hearing-impaired listeners. Potential future research and development topics in monaural speech enhancement are suggested.
Journal Article
Load Frequency Control (LFC) Strategies in Renewable Energy-Based Hybrid Power Systems: A Review
by
Iqbal, Muhammad
,
Muqeet, Hafiz Abdul
,
Shahzad, Muhammad
in
Algorithms
,
Alternative energy sources
,
Construction costs
2022
The hybrid power system is a combination of renewable energy power plants and conventional energy power plants. This integration causes power quality issues including poor settling times and higher transient contents. The main issue of such interconnection is the frequency variations caused in the hybrid power system. Load Frequency Controller (LFC) design ensures the reliable and efficient operation of the power system. The main function of LFC is to maintain the system frequency within safe limits, hence keeping power at a specific range. An LFC should be supported with modern and intelligent control structures for providing the adequate power to the system. This paper presents a comprehensive review of several LFC structures in a diverse configuration of a power system. First of all, an overview of a renewable energy-based power system is provided with a need for the development of LFC. The basic operation was studied in single-area, multi-area and multi-stage power system configurations. Types of controllers developed on different techniques studied with an overview of different control techniques were utilized. The comparative analysis of various controllers and strategies was performed graphically. The future scope of work provided lists the potential areas for conducting further research. Finally, the paper concludes by emphasizing the need for better LFC design in complex power system environments.
Journal Article