Robustness, Generality and Efficiency of Optimization Algorithms in Practical Applications

1990 ◽  
Author(s):  
P. THANEDAR ◽  
J. ARORA ◽  
G. LI ◽  
T. LIN
1990 ◽  
Vol 2 (4) ◽  
pp. 203-212 ◽  
Author(s):  
P. B. Thanedar ◽  
J. S. Arora ◽  
G. Y. Li ◽  
T. C. Lin

Author(s):  
Mazin A. M. Al Janabi

The 2007-2009 global financial crisis emphasized the need for rigorous integration of asset liquidity trading risk into value at risk (VaR) modeling algorithms. In this chapter, the author examines measures of certain kinds of liquidity risk that is useful for completing the definition of market risk and for forecasting liquidity-adjusted VaR (L-VaR) under illiquid and intricate market outlooks. This chapter proposes robust modeling algorithms for the quantification of liquidity risk for portfolios that consist of multiple-assets. The empirical testing is performed using data of emerging and Islamic Gulf Cooperation Council stock markets. To that end, the author simulates diverse portfolios and determines the risk-capital and risk-budgeting constraints. The optimization algorithms are interesting in terms of theory as well as practical applications, particularly in light of the 2007-2009 global financial meltdown. The optimization algorithms can have important uses and applications in expert systems, machine learning, and financial technology (FinTech) in big data environments.


Author(s):  
Massimo Donelli

In the last decade nature-inspired Optimizers such as genetic algorithms (GAs), particle swarm (PSO), ant colony (ACO), honey bees (HB), bacteria feeding (BFO), firefly (FF), bat algorithm (BTO), invasive weed (IWO) and others algorithms, has been successfully adopted as a powerful optimization tools in several areas of applied engineering, and in particular for the solution of complex electromagnetic problems. This chapter is aimed at presenting an overview of nature inspired optimization algorithms (NIOs) as applied to the solution of complex electromagnetic problems starting from the well-known genetic algorithms (GAs) up to recent collaborative algorithms based on smart swarms and inspired by swarm of insects, birds or flock of fishes. The focus of this chapter is on the use of different kind of natured inspired optimization algorithms for the solution of complex problems, in particular typical microwave design problems, in particular the design and microstrip antenna structures, the calibration of microwave systems and other interesting practical applications. Starting from a detailed classification and analysis of the most used natured inspired optimizers (NIOs) this chapter describes the not only the structures of each NIO but also the stochastic operators and the philosophy responsible for the correct evolution of the optimization process. Theoretical discussions concerned convergence issues, parameters sensitivity analysis and computational burden estimation are reported as well. Successively a brief review on how different research groups have applied or customized different NIOs approaches for the solution of complex practical electromagnetic problem ranging from industrial up to biomedical applications. It is worth noticed that the development of CAD tools based on NIOs could provide the engineers and designers with powerful tools that can be the solution to reduce the time to market of specific devices, (such as modern mobile phones, tablets and other portable devices) and keep the commercial predominance: since they do not require expert engineers and they can strongly reduce the computational time typical of the standard trial errors methodologies. Such useful automatic design tools based on NIOs have been the object of research since some decades and the importance of this subject is widely recognized. In order to apply a natured inspired algorithm, the problem is usually recast as a global optimization problem. Formulated in such a way, the problem can be efficiently handled by natured inspired optimizer by defining a suitable cost function (single or multi-objective) that represent the distance between the requirements and the obtained trial solution. The device under development can be analyzed with classical numerical methodologies such as FEM, FDTD, and MoM. As a common feature, these environments usually integrate an optimizer and a commercial numerical simulator. The chapter ends with open problems and discussion on future applications.


2018 ◽  
Author(s):  
Florian Häse ◽  
Loic Roch ◽  
Alan Aspuru-Guzik

<div><div>We introduce Chimera, a general purpose achievement scalarizing function (ASF) for multi-objective optimization problems in experiment design. Chimera combines concepts of a priori scalarizing with ideas from lexicographic approaches. It constructs a single merit-based function which implicitly accounts for a provided hierarchy in the objectives. The performance of the suggested ASF is demonstrated on several well-established analytic multi-objective benchmark sets using different single-objective optimization algorithms. We further illustrate the performance and applicability of Chimera on two practical applications: (i) the auto-calibration of a virtual robotic sampling sequence for direct-injection, and (ii) the inverse-design of a system for efficient excitation energy transport. The results indicate that Chimera enables a wide class of optimization algorithms to rapidly find solutions. The presented applications highlight the interpretability of Chimera to corroborate design choices on tailoring system parameters. Additionally, Chimera appears to be applicable to any set of n unknown objective functions, and more importantly does not require detailed knowledge about these objectives. We recommend the use of Chimera in combination with a variety of optimization algorithms for an efficient and robust optimization of multi-objective problems.</div></div><div><br></div>


2018 ◽  
Author(s):  
Florian Häse ◽  
Loic Roch ◽  
Alan Aspuru-Guzik

<div><div>We introduce Chimera, a general purpose achievement scalarizing function (ASF) for multi-objective optimization problems in experiment design. Chimera combines concepts of a priori scalarizing with ideas from lexicographic approaches. It constructs a single merit-based function which implicitly accounts for a provided hierarchy in the objectives. The performance of the suggested ASF is demonstrated on several well-established analytic multi-objective benchmark sets using different single-objective optimization algorithms. We further illustrate the performance and applicability of Chimera on two practical applications: (i) the auto-calibration of a virtual robotic sampling sequence for direct-injection, and (ii) the inverse-design of a system for efficient excitation energy transport. The results indicate that Chimera enables a wide class of optimization algorithms to rapidly find solutions. The presented applications highlight the interpretability of Chimera to corroborate design choices on tailoring system parameters. Additionally, Chimera appears to be applicable to any set of n unknown objective functions, and more importantly does not require detailed knowledge about these objectives. We recommend the use of Chimera in combination with a variety of optimization algorithms for an efficient and robust optimization of multi-objective problems.</div></div><div><br></div>


Author(s):  
L. J. Chen ◽  
L. S. Hung ◽  
J. W. Mayer

When an energetic ion penetrates through an interface between a thin film (of species A) and a substrate (of species B), ion induced atomic mixing may result in an intermixed region (which contains A and B) near the interface. Most ion beam mixing experiments have been directed toward metal-silicon systems, silicide phases are generally obtained, and they are the same as those formed by thermal treatment.Recent emergence of silicide compound as contact material in silicon microelectronic devices is mainly due to the superiority of the silicide-silicon interface in terms of uniformity and thermal stability. It is of great interest to understand the kinetics of the interfacial reactions to provide insights into the nature of ion beam-solid interactions as well as to explore its practical applications in device technology.About 500 Å thick molybdenum was chemical vapor deposited in hydrogen ambient on (001) n-type silicon wafer with substrate temperature maintained at 650-700°C. Samples were supplied by D. M. Brown of General Electric Research & Development Laboratory, Schenectady, NY.


Author(s):  
T. Imura ◽  
S. Maruse ◽  
K. Mihama ◽  
M. Iseki ◽  
M. Hibino ◽  
...  

Ultra high voltage STEM has many inherent technical advantages over CTEM. These advantages include better signal detectability and signal processing capability. It is hoped that it will explore some new applications which were previously not possible. Conventional STEM (including CTEM with STEM attachment), however, has been unable to provide these inherent advantages due to insufficient performance and engineering problems. Recently we have developed a new 1250 kV STEM and completed installation at Nagoya University in Japan. It has been designed to break through conventional engineering limitations and bring about theoretical advantage in practical applications.In the design of this instrument, we exercised maximum care in providing a stable electron probe. A high voltage generator and an accelerator are housed in two separate pressure vessels and they are connected with a high voltage resistor cable.(Fig. 1) This design minimized induction generated from the high voltage generator, which is a high frequency Cockcroft-Walton type, being transmitted to the electron probe.


Author(s):  
Bradley L. Thiel ◽  
Chan Han R. P. ◽  
Kurosky L. C. Hutter ◽  
I. A. Aksay ◽  
Mehmet Sarikaya

The identification of extraneous phases is important in understanding of high Tc superconducting oxides. The spectroscopic techniques commonly used in determining the origin of superconductivity (such as RAMAN, XPS, AES, and EXAFS) are surface-sensitive. Hence a grain boundary phase several nanometers thick could produce irrelevant spectroscopic results and cause erroneous conclusions. The intergranular phases present a major technological consideration for practical applications. In this communication we report the identification of a Cu2O grain boundary phase which forms during the sintering of YBa2Cu3O7-x (1:2:3 compound).Samples are prepared using a mixture of Y2O3. CuO, and BaO2 powders dispersed in ethanol for complete mixing. The pellets pressed at 20,000 psi are heated to 950°C at a rate of 5°C per min, held for 1 hr, and cooled at 1°C per min to room temperature. The samples show a Tc of 91K with a transition width of 2K. In order to prevent damage, a low temperature stage is used in milling to prepare thin foils which are then observed, using a liquid nitrogen holder, in a Philips 430T at 300 kV.


Author(s):  
Michael T. Postek

The term ultimate resolution or resolving power is the very best performance that can be obtained from a scanning electron microscope (SEM) given the optimum instrumental conditions and sample. However, as it relates to SEM users, the conventional definitions of this figure are ambiguous. The numbers quoted for the resolution of an instrument are not only theoretically derived, but are also verified through the direct measurement of images on micrographs. However, the samples commonly used for this purpose are specifically optimized for the measurement of instrument resolution and are most often not typical of the sample used in practical applications.SEM RESOLUTION. Some instruments resolve better than others either due to engineering design or other reasons. There is no definitively accurate definition of how to quantify instrument resolution and its measurement in the SEM.


Author(s):  
Tai D. Nguyen ◽  
Ronald Gronsky ◽  
Jeffrey B. Kortright

Nanometer period Ru/C multilayers are one of the prime candidates for normal incident reflecting mirrors at wavelengths < 10 nm. Superior performance, which requires uniform layers and smooth interfaces, and high stability of the layered structure under thermal loadings are some of the demands in practical applications. Previous studies however show that the Ru layers in the 2 nm period Ru/C multilayer agglomerate upon moderate annealing, and the layered structure is no longer retained. This agglomeration and crystallization of the Ru layers upon annealing to form almost spherical crystallites is a result of the reduction of surface or interfacial energy from die amorphous high energy non-equilibrium state of the as-prepared sample dirough diffusive arrangements of the atoms. Proposed models for mechanism of thin film agglomeration include one analogous to Rayleigh instability, and grain boundary grooving in polycrystalline films. These models however are not necessarily appropriate to explain for the agglomeration in the sub-nanometer amorphous Ru layers in Ru/C multilayers. The Ru-C phase diagram shows a wide miscible gap, which indicates the preference of phase separation between these two materials and provides an additional driving force for agglomeration. In this paper, we study the evolution of the microstructures and layered structure via in-situ Transmission Electron Microscopy (TEM), and attempt to determine the order of occurence of agglomeration and crystallization in the Ru layers by observing the diffraction patterns.


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