1. Abstract In the present work a hybrid optimization method such as the combination of Simulated Annealing and the Levenberg-Marquardt method is used for the solution of the inverse radiative transfer problem of estimating the space dependent albedo in one-dimensional heterogeneous participating media. The unknown function is expanded as a series of known functions, and a finite dimensional op...

This paper introduces four new methods for robust design optimization (RDO) of complex engineering systems. The methods involve polynomial dimensional decomposition (PDD) of a high-dimensional stochastic response for statistical moment analysis, a novel integration of PDD and score functions for calculating the secondmoment sensitivities with respect to the design variables, and standard gradie...

We consider the minimization of convex functionals on a real Hilbert space. The requisite theory is reviewed, and concise proofs of the relevant results are given.

The paper is devoted to full stability of optimal solutions in general settings of finite-dimensional optimization with applications to particular models of constrained optimization problems including those of conic and specifically semidefinite programming. Developing a new technique of variational analysis and generalized differentiation, we derive second-order characterizations of full stabi...

Global optimization methods including Particle Swarm Optimization are usually used to solve optimization problems when the number of parameters is small (hundreds). In the case of inverse problems the objective (or fitness) function used for sampling requires the solution of multiple forward solves. In inverse problems, both a large number of parameters, and very costly forward evaluations hamp...

We present an algorithm for drawing directed graphs, which is based on rapidly solving a unique one-dimensional optimization problem for each of the axes. The algorithm results in a clear description of the hierarchy structure of the graph. Nodes are not restricted to lie on fixed horizontal layers, resulting in layouts that convey the symmetries of the graph very naturally. The algorithm can b...

This paper considers output feedback control of linear discrete-time systems with convex state and input constraints which are subject to bounded state disturbances and output measurement errors. We show that the non-convex problem of finding a constraint admissible affine output feedback policy over a finite horizon, to be used in conjunction with a fixed linear state observer, can be converte...

Tensor completion aims to reconstruct a high-dimensional data set with a large fraction of missing entries. The assumption of low-rank structure in the underlying original data allows us to cast the completion problem into an optimization problem restricted to the manifold of fixed-rank tensors. Elements of this smooth embedded submanifold can be efficiently represented in the tensor train (TT)...

A parallel version of an optimization algorithm for arbitrary functions of arbitrary dimension N has been developed and tested on an IBM-Regatta HPC system equipped with 16 CPUs of Power4 type, each with 1.3 GHz clock frequency. The optimization algorithm follows a simplex-like stochastic search technique aimed at quasi-complete sampling of all the local minima. Parallel functionality is incorp...

The development of optimized motions of humanoid robots that guarantee a fast and also stable walking is an important task especially in the context of autonomous soccer playing robots in RoboCup. We present a walking motion optimization approach for the humanoid robot prototype HR18 which is equipped with a low dimensional parameterized walking trajectory generator, joint motor controller and ...