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We present SEBOOST, a technique for boosting the performance of existing stochastic optimization methods. SEBOOST applies a secondary optimization process in the subspace spanned by the last steps and descent directions. The method was inspired by the SESOP optimization method for large-scale problems, and has been adapted for the stochastic learning framework. It can be applied on top of any existing optimization method with no need to tweak the internal algorithm. We show that the method is able to boost the performance of different algorithms, and make them more robust to changes in their hyper-parameters. As the boosting steps of SEBOOST are applied between large sets of descent steps, the additional subspace optimization hardly increases the overall computational burden. We introduce two hyper-parameters that control the balance between the baseline method and the secondary optimization process. The method was evaluated on several deep learning tasks, demonstrating promising results.

An algorithm employing a modified sequential random perturbation, or creeping random search, was applied to the problem of optimizing the parameters of a high-energy beam transport system. The stochastic solution of the mathematical model for first-order magnetic-field expansion allows the inclusion of state-variable constraints, and the inclusion of parameter constraints allowed by the method of algorithm application eliminates the possibility of infeasible solutions. The mathematical model and the algorithm were programmed for a real-time simulation facility; thus, two important features are provided to the beam designer: (1) a strong degree of man-machine communication (even to the extent of bypassing the algorithm and applying analog-matching techniques), and (2) extensive graphics for displaying information concerning both algorithm operation and transport-system behavior. Chromatic aberration was also included in the mathematical model and in the optimization process. Results presented show this method as yielding better solutions (in terms of resolutions) to the particular problem than those of a standard analog program as well as demonstrating flexibility, in terms of elements, constraints, and chromatic aberration, allowed by user interaction with both the algorithm and the stochastic model. Example of slit usage and a limited comparison of predicted results and actual results obtained with a 600 MeV cyclotron are given.

We developed new optimization-based methods for stochastic planning that offer better performance and better convergence guarantees compared to the state-of-the-art AI methods. In AI, reinforcement learning algorithms have proved useful in many complex domains, such as resource management and planning under uncertainty. These algorithms are often iterative-they successively approximate the solution based on a set of samples and features. Although these iterative algorithms can achieve impressive results in some domains, they have substantial drawbacks: they often require extensive parameter tweaking to work well and provide only weak guarantees of solution quality. Some of the most interesting reinforcement learning algorithms are based on approximate dynamic programming (ADP). ADP, also known as value function approximation, approximates the value of being in each state. This project produced new reliable algorithms for ADP that use optimization instead of iterative improvement. Because these optimization-based algorithms explicitly seek solutions with favorable properties, they are easy to analyze, offer much stronger guarantees than iterative algorithms, and have few or no parameters to tweak. In particular, we derive approximate bilinear programminga new robust approximate method.

An algorithm employing a modified sequential random perturbation, or creeping random search, was applied to the problem of optimizing the parameters of a high-energy beam transport system. The stochastic solution of the mathematical model for first-order magnetic-field expansion allows the inclusion of state-variable constraints, and the inclusion of parameter constraints allowed by the method of algorithm application eliminates the possibility of infeasible solutions. The mathematical model and the algorithm were programmed for a real-time simulation facility; thus, two important features are provided to the beam designer: (1) a strong degree of man-machine communication (even to the extent of bypassing the algorithm and applying analog-matching techniques), and (2) extensive graphics for displaying information concerning both algorithm operation and transport-system behavior. Chromatic aberration was also included in the mathematical model and in the optimization process. Results presented show this method as yielding better solutions (in terms of resolutions) to the particular problem than those of a standard analog program as well as demonstrating flexibility, in terms of elements, constraints, and chromatic aberration, allowed by user interaction with both the algorithm and the stochastic model. Example of slit usage and a limited comparison of predicted results and actual results obtained with a 600 MeV cyclotron are given.

This is a comprehensive and timely overview of the numerical techniques that have been developed to solve stochastic programming problems. 

This article is from SpringerPlus , volume 2 . Abstract With the advancements in semiconductor technology, high power medium voltage (MV) Drives are extensively used in numerous industrial applications. Challenging technical requirements of MV Drives is to control multilevel inverter (MLI) with less Total harmonic distortion (%THD) which satisfies IEEE standard 519-1992 harmonic guidelines and less switching losses. Among all modulation control strategies for MLI, Selective harmonic elimination (SHE) technique is one of the traditionally preferred modulation control technique at fundamental switching frequency with better harmonic profile. On the other hand, the equations which are formed by SHE technique are highly non-linear in nature, may exist multiple, single or even no solution at particular modulation index (MI). However, in some MV Drive applications, it is required to operate over a range of MI. Providing analytical solutions for SHE equations during the whole range of MI from 0 to 1, has been a challenging task for researchers. In this paper, an attempt is made to solve SHE equations by using deterministic and stochastic optimization methods and comparative harmonic analysis has been carried out. An effective algorithm which minimizes %THD with less computational effort among all optimization algorithms has been presented. To validate the effectiveness of proposed MPSO technique, an experiment is carried out on a low power proto type of three phase CHB 11- level Inverter using FPGA based Xilinx’s Spartan -3A DSP Controller. The experimental results proved that MPSO technique has successfully solved SHE equations over all range of MI from 0 to 1, the %THD obtained over major range of MI also satisfies IEEE 519-1992 harmonic guidelines too.

A research approach is presented for solving stochastic, multi-objective optimization problems. First, the class of mesh adaptive direct search (MADS) algorithms for nonlinearly constrained optimization is extended to mixed variable problems. The resulting algorithm, MV-MADS, is then extended to stochastic problems (MVMADS-RS), via a ranking and selection procedure. Finally, a two-stage method is developed that combines the generalized pattern search/ranking and selection (MGPS-RS) algorithms for single-objective, mixed variable, stochastic problems with a multi-objective approach that makes use of interactive techniques for the specification of aspiration and reservation levels, scalarization functions, and multi-objective ranking and selection. A convergence analysis for the general class of algorithms establishes almost sure convergence of an iteration subsequence to stationary points appropriately defined in the mixed-variable domain. Seven specific instances of the new algorithm are implemented and tested on 11 multi-objective test problems from the literature and an engineering design problem.