Robust DC optimization and its application in medical image processing

BACKGROUND: Many medical image processing problems can be translated into solving the optimization models. In reality, there are lots of nonconvex optimization problems in medical image processing. OBJECTIVE: In this paper, we focus on a special class of robust nonconvex optimization, namely, robust optimization where given the parameters, the objective function can be expressed as the difference of convex functions. METHODS: We present the necessary condition for optimality under general assumptions. To solve this problem, a sequential robust convex optimization algorithm is proposed. RESULTS: We show that the new algorithm is globally convergent to a stationary point of the original problem under the general assumption about the uncertain set. The application of medical image enhancement is conducted and the numerical result shows its efficiency.

Effects of Robust Convex Optimization on Early-Stage Design Space Exploratory Behavior

Engineers design for an inherently uncertain world. In the early stages of design processes, they commonly account for such uncertainty either by manually choosing a specific worst-case and multiplying uncertain parameters with safety factors or by using Monte Carlo simulations to estimate the probabilistic boundaries in which their design is feasible. The safety factors of this first practice are determined by industry and organizational standards, providing a limited account of uncertainty; the second practice is time intensive, requiring the development of separate testing infrastructure. In theory, robust optimization provides an alternative, allowing set-based conceptualizations of uncertainty to be represented during model development as optimizable design parameters. How these theoretical benefits translate to design practice has not previously been studied. In this work, we analyzed the present use of geometric programs as design models in the aerospace industry to determine the current state-of-the-art, then conducted a human-subjects experiment to investigate how various mathematical representations of uncertainty affect design space exploration. We found that robust optimization led to far more efficient explorations of possible designs with only small differences in an experimental participant’s understanding of their model. Specifically, the Pareto frontier of a typical participant using robust optimization left less performance “on the table” across various levels of risk than the very best frontiers of participants using industry-standard practices.

Early-Stage Uncertainty: Effects of Robust Convex Optimization on Design Exploration

Engineers design for an inherently uncertain world. In the early stages of design processes, they commonly account for such uncertainty either by manually choosing a specific worst-case and multiplying uncertain parameters with safety factors or by using Monte Carlo simulations to estimate the probabilistic boundaries in which their design is feasible. The safety factors of this first practice are determined by industry and organizational standards, providing a limited account of uncertainty; the second practice is time intensive, requiring the development of separate testing infrastructure. In theory, robust optimization provides an alternative, allowing set based conceptualizations of uncertainty to be represented during model development as optimizable design parameters. How these theoretical benefits translate to design practice has not previously been studied. In this work, we analyzed present use of geometric programs as design models in the aerospace industry to determine the current state-of-the-art, then conducted a human-subjects experiment to investigate how various mathematical representations of uncertainty affect design space exploration. We found that robust optimization led to far more efficient explorations of possible designs with only small differences in an experimental participant’s understanding of their model. Specifically, the Pareto frontier of a typical participant using robust optimization left less performance “on the table” across various levels of risk than the very best frontiers of participants using industry-standard practices.

Robust Optimization for Electricity Generation

We consider a robust optimization problem in an electric power system under uncertain demand and availability of renewable energy resources. Solving the deterministic alternating current (AC) optimal power flow (ACOPF) problem has been considered challenging since the 1960s due to its nonconvexity. Linear approximation of the AC power flow system sees pervasive use, but does not guarantee a physically feasible system configuration. In recent years, various convex relaxation schemes for the ACOPF problem have been investigated, and under some assumptions, a physically feasible solution can be recovered. Based on these convex relaxations, we construct a robust convex optimization problem with recourse to solve for optimal controllable injections (fossil fuel, nuclear, etc.) in electric power systems under uncertainty (renewable energy generation, demand fluctuation, etc.). We propose a cutting-plane method to solve this robust optimization problem, and we establish convergence and other desirable properties. Experimental results indicate that our robust convex relaxation of the ACOPF problem can provide a tight lower bound.