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Alternative regularizations for Outer-Approximation algorithms for convex MINLP

In this work, we extend the regularization framework from Kronqvist et al. (Math Program 180(1):285–310, 2020) by incorporating several new regularization functions and develop a regularized single-tree search method for solving convex mixed-integer nonlinear programming (MINLP) problems. We propose a set of regularization functions based on distance metrics and Lagrangean approximations, used in the projection problem for finding new integer combinations to be used within the Outer-Approximation (OA) method. The new approach, called Regularized Outer-Approximation (ROA), has been implemented as part of the open-source Mixed-integer nonlinear decomposition toolbox for Pyomo—MindtPy. We compare the OA method with seven regularization function alternatives for ROA. Moreover, we extend the LP/NLP Branch and Bound method proposed by Quesada and Grossmann (Comput Chem Eng 16(10–11):937–947, 1992) to include regularization in an algorithm denoted RLP/NLP. We provide convergence guarantees for both ROA and RLP/NLP. Finally, we perform an extensive computational experiment considering all convex MINLP problems in the benchmark library MINLPLib. The computational results show clear advantages of using regularization combined with the OA method.

Convex Mixed-integer nonlinear programming

A simple way to measure daily lifestyle regularity

A brief diary instrument to quantify daily lifestyle regularity (SRM-5) is developed and compared with a much longer version of the instrument (SRM-17) described and used previously. Three studies are described. In Study 1, SRM-17 scores (2 weeks) were collected from a total of 293 healthy control subjects (both genders) aged between 19 and 92 years. Five items (1) Get out of bed, (2) First contact with another person, (3) Start work, housework or volunteer activities, (4) Have dinner, and (5) Go to bed were then selected from the 17 items and SRM-5 scores calculated as if these five items were the only ones collected. Comparisons were made with SRM-17 scores from the same subject-weeks, looking at correlations between the two SRM measures, and the effects of age and gender on lifestyle regularity as measured by the two instruments. In Study 2 this process was repeated in a group of 27 subjects who were in remission from unipolar depression after treatment with psychotherapy and who completed SRM-17 for at least 20 successive weeks. SRM-5 and SRM-17 scores were then correlated within an individual using time as the random variable, allowing an indication of how successful SRM-5 was in tracking changes in lifestyle regularity (within an individual) over time. In Study 3 an SRM-5 diary instrument was administered to 101 healthy control subjects (both genders, aged 20-59 years) for two successive weeks to obtain normative measures and to test for correlations with age and morningness. Measures of lifestyle regularity from SRM-5 correlated quite well (about 0.8) with those from SRM-17 both between subjects, and within-subjects over time. As a detector of irregularity as defined by SRM-17, the SRM-5 instrument showed acceptable values of kappa (0.69), sensitivity (74%) and specificity (95%). There were, however, differences in mean level, with SRM-5 scores being about 0.9 units [about one standard deviation (SD)] above SRM-17 scores from the same subject-weeks. SRM-5 scores also deviated more from a Gaussian distribution than did SRM-17 ones. In a study with a sample size of 101, the new SRM-5 instrument yielded scores with a mean of 4.11 and an SD of 1.13. Correlations between lifestyle regularity and age, and between lifestyle regularity and morningness appeared similar whether 5-item or 17-item SRM measures were used. When a gender difference in lifestyle regularity appeared, it was detected by both SRM-5 and SRM-17 measures.

Non-NASA Center

GRACE Fast Mascons from Spherical Harmonics and a Regularization Design Trade Study

Mass concentration (mascon) solutions have become a prominent medium for investigating time-variable gravity recovered by GRACE and GRACE Follow-On. While GRACE Level-2 spherical harmonic products require various post-processing techniques to eliminate correlated noise, mascon formulations employ spatial regularization strategies during the estimation step to improve signal recovery. However, mascon estimation has traditionally required large computing resources and GRACE Level-1B processing capabilities. In this study, we show that a typical mascon estimation system can be reformulated to allow for the estimation of regularized mascons from Level-2 spherical harmonics. Provided that spherical harmonic solution covariances are available, the computed mascons will be mathematically equivalent to similar mascons estimated from Level-1B observations. This method is computationally efficient, better leverages GRACE spherical harmonics than past methods, and matches the performance of typical mascon solutions without locking scientists into pre-determined regularization designs. We develop a proof-of-concept solution using ITSG-Grace2018 and compare results with traditional mascons from JPL and NASA GSFC. We then assess the effects of spherical harmonic truncation and use of regularization correlations on basin signal recovery. We find that spherical expansions to degree and order 60 provide the minimum expansion necessary to study most basins, while larger expansions help further localize signals. We also find that diagonal regularizations (i.e., regularizations that do not contain inter-mascon correlations) are adversely affected by leakage, especially across boundaries such as coastlines where signals are not highly correlated, whereas including inter-mascon correlations and regional boundaries in the regularization greatly improves signal recovery.

M. J. Croteau

Inverse problems: Fuzzy representation of uncertainty generates a regularization

In many applied problems (geophysics, medicine, and astronomy) we cannot directly measure the values x(t) of the desired physical quantity x in different moments of time, so we measure some related quantity y(t), and then we try to reconstruct the desired values x(t). This problem is often ill-posed in the sense that two essentially different functions x(t) are consistent with the same measurement results. So, in order to get a reasonable reconstruction, we must have some additional prior information about the desired function x(t). Methods that use this information to choose x(t) from the set of all possible solutions are called regularization methods. In some cases, we know the statistical characteristics both of x(t) and of the measurement errors, so we can apply statistical filtering methods (well-developed since the invention of a Wiener filter). In some situations, we know the properties of the desired process, e.g., we know that the derivative of x(t) is limited by some number delta, etc. In this case, we can apply standard regularization techniques (e.g., Tikhonov's regularization). In many cases, however, we have only uncertain knowledge about the values of x(t), about the rate with which the values of x(t) can change, and about the measurement errors. In these cases, usually one of the existing regularization methods is applied. There exist several heuristics that choose such a method. The problem with these heuristics is that they often lead to choosing different methods, and these methods lead to different functions x(t). Therefore, the results x(t) of applying these heuristic methods are often unreliable. We show that if we use fuzzy logic to describe this uncertainty, then we automatically arrive at a unique regularization method, whose parameters are uniquely determined by the experts knowledge. Although we start with the fuzzy description, but the resulting regularization turns out to be quite crisp.

Kreinovich, V.

The relationship between lifestyle regularity and subjective sleep quality

In previous work we have developed a diary instrument-the Social Rhythm Metric (SRM), which allows the assessment of lifestyle regularity-and a questionnaire instrument--the Pittsburgh Sleep Quality Index (PSQI), which allows the assessment of subjective sleep quality. The aim of the present study was to explore the relationship between lifestyle regularity and subjective sleep quality. Lifestyle regularity was assessed by both standard (SRM-17) and shortened (SRM-5) metrics; subjective sleep quality was assessed by the PSQI. We hypothesized that high lifestyle regularity would be conducive to better sleep. Both instruments were given to a sample of 100 healthy subjects who were studied as part of a variety of different experiments spanning a 9-yr time frame. Ages ranged from 19 to 49 yr (mean age: 31.2 yr, s.d.: 7.8 yr); there were 48 women and 52 men. SRM scores were derived from a two-week diary. The hypothesis was confirmed. There was a significant (rho = -0.4, p < 0.001) correlation between SRM (both metrics) and PSQI, indicating that subjects with higher levels of lifestyle regularity reported fewer sleep problems. This relationship was also supported by a categorical analysis, where the proportion of "poor sleepers" was doubled in the "irregular types" group as compared with the "non-irregular types" group. Thus, there appears to be an association between lifestyle regularity and good sleep, though the direction of causality remains to be tested.

NASA Program Biomedical Research and Countermeasur

Regularity estimates up to the boundary for elliptic systems of difference equations

Regularity estimates up to the boundary for solutions of elliptic systems of finite difference equations were proved. The regularity estimates, obtained for boundary fitted coordinate systems on domains with smooth boundary, involve discrete Sobolev norms and are proved using pseudo-difference operators to treat systems with variable coefficients. The elliptic systems of difference equations and the boundary conditions which are considered are very general in form. The regularity of a regular elliptic system of difference equations was proved equivalent to the nonexistence of eigensolutions. The regularity estimates obtained are analogous to those in the theory of elliptic systems of partial differential equations, and to the results of Gustafsson, Kreiss, and Sundstrom (1972) and others for hyperbolic difference equations.

Strikwerda, J. C.

Ca-Rich Carbonate Melts: A Regular-Solution Model, with Applications to Carbonatite Magma + Vapor Equilibria and Carbonate Lavas on Venus

A thermochemical model of the activities of species in carbonate-rich melts would be useful in quantifying chemical equilibria between carbonatite magmas and vapors and in extrapolating liquidus equilibria to unexplored PTX. A regular-solution model of Ca-rich carbonate melts is developed here, using the fact that they are ionic liquids, and can be treated (to a first approximation) as interpenetrating regular solutions of cations and of anions. Thermochemical data on systems of alkali metal cations with carbonate and other anions are drawn from the literature; data on systems with alkaline earth (and other) cations and carbonate (and other) anions are derived here from liquidus phase equilibria. The model is validated in that all available data (at 1 kbar) are consistent with single values for the melting temperature and heat of fusion for calcite, and all liquidi are consistent with the liquids acting as regular solutions. At 1 kbar, the metastable congruent melting temperature of calcite (CaCO3) is inferred to be 1596 K, with (Delta)bar-H(sub fus)(calcite) = 31.5 +/- 1 kJ/mol. Regular solution interaction parameters (W) for Ca(2+) and alkali metal cations are in the range -3 to -12 kJ/sq mol; W for Ca(2+)-Ba(2+) is approximately -11 kJ/sq mol; W for Ca(2+)-Mg(2+) is approximately -40 kJ/sq mol, and W for Ca(2+)-La(3+) is approximately +85 kJ/sq mol. Solutions of carbonate and most anions (including OH(-), F(-), and SO4(2-)) are nearly ideal, with W between 0(ideal) and -2.5 kJ/sq mol. The interaction of carbonate and phosphate ions is strongly nonideal, which is consistent with the suggestion of carbonate-phosphate liquid immiscibility. Interaction of carbonate and sulfide ions is also nonideal and suggestive of carbonate-sulfide liquid immiscibility. Solution of H2O, for all but the most H2O-rich compositions, can be modeled as a disproportionation to hydronium (H3O(+)) and hydroxyl (OH(-)) ions with W for Ca(2+)-H3O(+) (approximately) equals 33 kJ/sq mol. The regular-solution model of carbonate melts can be applied to problems of carbonatite magma + vapor equilibria and of extrapolating liquidus equilibria to unstudied systems. Calculations on one carbonatite (the Husereau dike, Oka complex, Quebec, Canada) show that the anion solution of its magma contained an OH mole fraction of (approximately) 0.07, although the vapor in equilibrium with the magma had P(H2O) = 8.5 x P(CO2). F in carbonatite systems is calculated to be strongly partitioned into the magma (as F(-)) relative to coexisting vapor. In the Husereau carbonatite magma, the anion solution contained an F(-) mole fraction of (approximately) 6 x 10(exp -5).

Treiman, Allan H.

Measuring, Enabling and Comparing Modularity, Regularity and Hierarchy in Evolutionary Design

For computer-automated design systems to scale to complex designs they must be able to produce designs that exhibit the characteristics of modularity, regularity and hierarchy - characteristics that are found both in man-made and natural designs. Here we claim that these characteristics are enabled by implementing the attributes of combination, control-flow and abstraction in the representation. To support this claim we use an evolutionary algorithm to evolve solutions to different sizes of a table design problem using five different representations, each with different combinations of modularity, regularity and hierarchy enabled and show that the best performance happens when all three of these attributes are enabled. We also define metrics for modularity, regularity and hierarchy in design encodings and demonstrate that high fitness values are achieved with high values of modularity, regularity and hierarchy and that there is a positive correlation between increases in fitness and increases in modularity. regularity and hierarchy.

Hornby, Gregory S.

Automated Assume-Guarantee Reasoning for Omega-Regular Systems and Specifications

We develop a learning-based automated Assume-Guarantee (AG) reasoning framework for verifying omega-regular properties of concurrent systems. We study the applicability of non-circular (AGNC) and circular (AG-C) AG proof rules in the context of systems with infinite behaviors. In particular, we show that AG-NC is incomplete when assumptions are restricted to strictly infinite behaviors, while AG-C remains complete. We present a general formalization, called LAG, of the learning based automated AG paradigm. We show how existing approaches for automated AG reasoning are special instances of LAG.We develop two learning algorithms for a class of systems, called infinite regular systems, that combine finite and infinite behaviors. We show that for infinity-regular systems, both AG-NC and AG-C are sound and complete. Finally, we show how to instantiate LAG to do automated AG reasoning for infinite regular, and omega-regular, systems using both AG-NC and AG-C as proof rules

Chaki, Sagar

Low thrust space vehicle trajectory optimization using regularized variables

Optimizing the trajectory of a low thrust space vehicle usually means solving a nonlinear two point boundary value problem. In general, accuracy requirements necessitate extensive computation times. In celestial mechanics, regularizing transformations of the equations of motion are used to eliminate computational and analytical problems that occur during close approaches to gravitational force centers. It was shown in previous investigations that regularization in the formulation of the trajectory optimization problem may reduce the computation time. In this study, a set of regularized equations describing the optimal trajectory of a continuously thrusting space vehicle is derived. The computational characteristics of the set are investigated and compared to the classical Newtonian unregularized set of equations. The comparison is made for low thrust, minimum time, escape trajectories and numerical calculations of Keplerian orbits. The comparison indicates that in the cases investigated for bad initial guesses of the known boundary values a remarkable reduction in the computation time was achieved. Furthermore, the investigated set of regularized equations shows high numerical stability even for long duration flights and is less sensitive to errors in the guesses of the unknown boundary values.

Schwenzfeger, K. J.

History matching by spline approximation and regularization in single-phase areal reservoirs

An automatic history matching algorithm is developed based on bi-cubic spline approximations of permeability and porosity distributions and on the theory of regularization to estimate permeability or porosity in a single-phase, two-dimensional real reservoir from well pressure data. The regularization feature of the algorithm is used to convert the ill-posed history matching problem into a well-posed problem. The algorithm employs the conjugate gradient method as its core minimization method. A number of numerical experiments are carried out to evaluate the performance of the algorithm. Comparisons with conventional (non-regularized) automatic history matching algorithms indicate the superiority of the new algorithm with respect to the parameter estimates obtained. A quasioptimal regularization parameter is determined without requiring a priori information on the statistical properties of the observations.

Lee, T. Y.

Regularized Chapman-Enskog expansion for scalar conservation laws

Rosenau has recently proposed a regularized version of the Chapman-Enskog expansion of hydrodynamics. This regularized expansion resembles the usual Navier-Stokes viscosity terms at law wave-numbers, but unlike the latter, it has the advantage of being a bounded macroscopic approximation to the linearized collision operator. The behavior of Rosenau regularization of the Chapman-Enskog expansion (RCE) is studied in the context of scalar conservation laws. It is shown that thie RCE model retains the essential properties of the usual viscosity approximation, e.g., existence of traveling waves, monotonicity, upper-Lipschitz continuity..., and at the same time, it sharpens the standard viscous shock layers. It is proved that the regularized RCE approximation converges to the underlying inviscid entropy solution as its mean-free-path epsilon approaches 0, and the convergence rate is estimated.

Schochet, Steven

Parallelization of irregularly coupled regular meshes

Regular meshes are frequently used for modeling physical phenomena on both serial and parallel computers. One advantage of regular meshes is that efficient discretization schemes can be implemented in a straight forward manner. However, geometrically-complex objects, such as aircraft, cannot be easily described using a single regular mesh. Multiple interacting regular meshes are frequently used to describe complex geometries. Each mesh models a subregion of the physical domain. The meshes, or subdomains, can be processed in parallel, with periodic updates carried out to move information between the coupled meshes. In many cases, there are a relatively small number (one to a few dozen) subdomains, so that each subdomain may also be partitioned among several processors. We outline a composite run-time/compile-time approach for supporting these problems efficiently on distributed-memory machines. These methods are described in the context of a multiblock fluid dynamics problem developed at LaRC.

Chase, Craig

Regularity of daily life in relation to personality, age, gender, sleep quality and circadian rhythms

A diary-like instrument to measure lifestyle regularity (the 'Social Rhythm Metric'-SRM) was given to 96 subjects (48 women, 48 men), 39 of whom repeated the study after at least one year, with additional objective measures of rest/activity. Lifestyle regularity as measured by the SRM related to age, morningness, subjective sleep quality and time-of-day variations in alertness, but not to gender, extroversion or neuroticism. Statistically significant test-retest correlations of about 0.4 emerged for SRM scores over the 12-30 month delay. Diary-based estimates of bedtime and waketime appeared fairly reliable. In a further study of healthy young men, 4 high SRM scorers ('regular') had a deeper nocturnal body temperature trough than 5 low SRM scorers ('irregular'), suggesting a better functioning circadian system in the 'regular' group.

NASA Discipline Regulatory Physiology

The topology of the regularized integral surfaces of the 3-body problem

Momentum, angular momentum, and energy of integral surfaces in the planar three-body problem are considered. The end points of orbits which cross an isolating block are identified. It is shown that this identification has a unique extension to an identification which pairs the end points of orbits entering the block and which end in a binary collision with the end points of orbits leaving the block and which come from a binary collision. The problem of regularization is that of showing that the identification of the end points of crossing orbits has a continuous, unique extension. The regularized phase space for the three-body problem was obtained, as were regularized integral surfaces for the problem on which the three-body equations of motion induce flows. Finally the topology of these surfaces is described.

Easton, R.

Partitioning of regular computation on multiprocessor systems

Problem partitioning of regular computation over two dimensional meshes on multiprocessor systems is examined. The regular computation model considered involves repetitive evaluation of values at each mesh point with local communication. The computational workload and the communication pattern are the same at each mesh point. The regular computation model arises in numerical solutions of partial differential equations and simulations of cellular automata. Given a communication pattern, a systematic way to generate a family of partitions is presented. The influence of various partitioning schemes on performance is compared on the basis of computation to communication ratio.

Lee, Fung Fung

Partitioning of regular computation on multiprocessor systems

Problem partitioning of regular computation over two dimensional meshes on multiprocessor systems is examined. The regular computation model considered involves repetitive evaluation of values at each mesh point with local communication. The computational workload and the communication pattern are the same at each mesh point. The regular computation model arises in numerical solutions of partial differential equations and simulations of cellular automata. Given a communication pattern, a systematic way to generate a family of partitions is presented. The influence of various partitioning schemes on performance is compared on the basis of computation to communication ratio.

Lee, Fung F.

Analysis of regularized Navier-Stokes equations. I, II

A regularized form of the conventional Navier-Stokes equations is analyzed. The global existence and uniqueness are established for two classes of generalized solutions. It is shown that the solution of this regularized system converges to the solution of the conventional Navier-Stokes equations for low Reynolds numbers. Particular attention is given to the structure of attractors characterizing the solutions. Both local and global invariant manifolds are found, and the regularity properties of these manifolds are analyzed.

Ou, Yuh-Roung