This paper considers deterministic global optimization of scenario-based, twostage stochastic mixed-integer nonlinear programs (MINLPs) in which the participating functions are nonconvex and separable in integer and continuous variables. A novel decomposition method based on generalized Benders decomposition, named nonconvex generalized Benders decomposition (NGBD), is developed to obtain ε-optimal solutions of the stochastic MINLPs of interest in finite time. The dramatic computational advantage of NGBD over state-of-the-art global optimizers is demonstrated through the computational study of several engineering problems, where a problem with almost 150,000 variables is solved by NGBD within 80 minutes of solver time.
To find optimal design scoring functions, we introduce two geometric views and propose a formulation using a mixture of non-linear Gaussian kernel functions. We aim to solve a simplified protein sequence design problem. Our goal is to distinguish each native sequence for a major portion of representative protein structures from a large number of alternative decoy sequences, each a fragment from proteins of different folds. Our scoring function discriminates perfectly a set of 440 native proteins from 14 million sequence decoys. We show that no linear scoring function can succeed in this task. In a blind test of unrelated proteins, our scoring function misclassfies only 13 native proteins out of 194. This compares favorably with about three-four times more misclassifications when optimal linear functions reported in the literature are used. We also discuss how to develop protein folding scoring function.
The focal point of this paper is the probabilistically constrained linear program (PCLP) and how it can be applied to control system design under risk constraints. The PCLP is the counterpart of the classical linear program, where it is assumed that there is random uncertainty in the constraints and, therefore, the deterministic constraints are replaced by probabilistic ones. It is shown that for a wide class of probability density functions, called log-concave symmetric densities, the PCLP is a convex program. An equivalent formulation of the PCLP is also presented which provides insight into numerical implementation. This concept is applied to control system design. It is shown how the results in this paper can be applied to the design of controllers for discrete-time systems to obtain a closed loop system with a well-defined risk of violating the so-called property of superstability. Furthermore, we address the problem of risk-adjusted pole placement.
Deep neural networks have been proved efficient for medical image denoising. Current training methods require both noisy and clean images. However, clean images cannot be acquired for many practical medical applications due to naturally noisy signal, such as dynamic imaging, spectral computed tomography, arterial spin labeling magnetic resonance imaging, etc. In this paper we proposed a training method which learned denoising neural networks from noisy training samples only. Training data in the acquisition domain was split to two subsets and the network was trained to map one noisy set to the other. A consensus loss function was further proposed to efficiently combine the outputs from both subsets. A mathematical proof was provided that the proposed training scheme was equivalent to training with noisy and clean samples when the noise in the two subsets was uncorrelated and zeromean. The method was validated on Low-dose CT Challenge dataset and NYU MRI dataset and achieved improved performance compared to existing unsupervised methods.
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