Hybrid optimization and Bayesian inference techniques for a non-smooth radiation detection problem
Abstract
In this paper, we propose several algorithms to recover the location and intensity of a radiation source located in a simulated 250 × 180 m block of an urban center based on synthetic measurements. Radioactive decay and detection are Poisson random processes, so we employ likelihood functions based on this distribution. Owing to the domain geometry and the proposed response model, the negative logarithm of the likelihood is only piecewise continuous differentiable, and it has multiple local minima. To address these difficulties, we investigate three hybrid algorithms composed of mixed optimization techniques. For global optimization, we consider simulated annealing, particle swarm, and genetic algorithm, which rely solely on objective function evaluations; that is, they do not evaluate the gradient in the objective function. By employing early stopping criteria for the global optimization methods, a pseudo-optimum point is obtained. This is subsequently utilized as the initial value by the deterministic implicit filtering method, which is able to find local extrema in non-smooth functions, to finish the search in a narrow domain. These new hybrid techniques, combining global optimization and implicit filtering address, difficulties associated with the non-smooth response, and their performances, are shown to significantly decrease the computational time over themore »
- Authors:
-
- North Carolina State Univ., Raleigh, NC (United States). Dept. of Mathematics
- North Carolina State Univ., Raleigh, NC (United States). Dept. of Nuclear Engineering
- Publication Date:
- Research Org.:
- North Carolina State Univ., Raleigh, NC (United States)
- Sponsoring Org.:
- USDOE National Nuclear Security Administration (NNSA), Office of Defense Nuclear Nonproliferation
- OSTI Identifier:
- 1438214
- Grant/Contract Number:
- NA0002576
- Resource Type:
- Journal Article: Accepted Manuscript
- Journal Name:
- International Journal for Numerical Methods in Engineering
- Additional Journal Information:
- Journal Volume: 111; Journal Issue: 10; Journal ID: ISSN 0029-5981
- Publisher:
- Wiley
- Country of Publication:
- United States
- Language:
- English
- Subject:
- 42 ENGINEERING; inverse problems; simulated annealing; particle swarm; genetic algorithm; implicit filtering; DiffeRential Evolution Adaptive Metropolis; delayed rejection adaptive Metropolis
Citation Formats
Stefanescu, Razvan, Schmidt, Kathleen, Hite, Jason, Smith, Ralph C., and Mattingly, John. Hybrid optimization and Bayesian inference techniques for a non-smooth radiation detection problem. United States: N. p., 2016.
Web. doi:10.1002/nme.5491.
Stefanescu, Razvan, Schmidt, Kathleen, Hite, Jason, Smith, Ralph C., & Mattingly, John. Hybrid optimization and Bayesian inference techniques for a non-smooth radiation detection problem. United States. https://doi.org/10.1002/nme.5491
Stefanescu, Razvan, Schmidt, Kathleen, Hite, Jason, Smith, Ralph C., and Mattingly, John. Mon .
"Hybrid optimization and Bayesian inference techniques for a non-smooth radiation detection problem". United States. https://doi.org/10.1002/nme.5491. https://www.osti.gov/servlets/purl/1438214.
@article{osti_1438214,
title = {Hybrid optimization and Bayesian inference techniques for a non-smooth radiation detection problem},
author = {Stefanescu, Razvan and Schmidt, Kathleen and Hite, Jason and Smith, Ralph C. and Mattingly, John},
abstractNote = {In this paper, we propose several algorithms to recover the location and intensity of a radiation source located in a simulated 250 × 180 m block of an urban center based on synthetic measurements. Radioactive decay and detection are Poisson random processes, so we employ likelihood functions based on this distribution. Owing to the domain geometry and the proposed response model, the negative logarithm of the likelihood is only piecewise continuous differentiable, and it has multiple local minima. To address these difficulties, we investigate three hybrid algorithms composed of mixed optimization techniques. For global optimization, we consider simulated annealing, particle swarm, and genetic algorithm, which rely solely on objective function evaluations; that is, they do not evaluate the gradient in the objective function. By employing early stopping criteria for the global optimization methods, a pseudo-optimum point is obtained. This is subsequently utilized as the initial value by the deterministic implicit filtering method, which is able to find local extrema in non-smooth functions, to finish the search in a narrow domain. These new hybrid techniques, combining global optimization and implicit filtering address, difficulties associated with the non-smooth response, and their performances, are shown to significantly decrease the computational time over the global optimization methods. To quantify uncertainties associated with the source location and intensity, we employ the delayed rejection adaptive Metropolis and DiffeRential Evolution Adaptive Metropolis algorithms. Finally, marginal densities of the source properties are obtained, and the means of the chains compare accurately with the estimates produced by the hybrid algorithms.},
doi = {10.1002/nme.5491},
url = {https://www.osti.gov/biblio/1438214},
journal = {International Journal for Numerical Methods in Engineering},
issn = {0029-5981},
number = 10,
volume = 111,
place = {United States},
year = {2016},
month = {12}
}
Web of Science
Works referenced in this record:
A tutorial on adaptive MCMC
journal, December 2008
- Andrieu, Christophe; Thoms, Johannes
- Statistics and Computing, Vol. 18, Issue 4
Simulated annealing: An introduction
journal, March 1989
- Aarts, E. H. L.; Laarhoven, P. J. M.
- Statistica Neerlandica, Vol. 43, Issue 1
Minimizing multimodal functions of continuous variables with the “simulated annealing” algorithm
journal, September 1987
- Corana, A.; Marchesi, M.; Martini, C.
- ACM Transactions on Mathematical Software, Vol. 13, Issue 3
Radiation detection with distributed sensor networks
journal, August 2004
- Brennan, S. M.; Mielke, A. M.; Torney, D. C.
- Computer, Vol. 37, Issue 8
A Bayesian approach to the detection of small low emission sources
journal, October 2011
- Xun, Xiaolei; Mallick, Bani; Carroll, Raymond J.
- Inverse Problems, Vol. 27, Issue 11
A combined simulated annealing and quasi-Newton-like conjugate-gradient method for determining the structure of mixed argon-xenon clusters
journal, January 1990
- Navon, I. M.; Brown, F. B.; Robertson, Daniel H.
- Computers & Chemistry, Vol. 14, Issue 4
Inference from Iterative Simulation Using Multiple Sequences
journal, November 1992
- Gelman, Andrew; Rubin, Donald B.
- Statistical Science, Vol. 7, Issue 4
Examples of Adaptive MCMC
journal, January 2009
- Roberts, Gareth O.; Rosenthal, Jeffrey S.
- Journal of Computational and Graphical Statistics, Vol. 18, Issue 2
Model-based solution techniques for the source localization problem
journal, January 2000
- Alpay, M. E.; Shor, M. H.
- IEEE Transactions on Control Systems Technology, Vol. 8, Issue 6
A novel chaotic particle swarm optimization approach using Hénon map and implicit filtering local search for economic load dispatch
journal, January 2009
- Coelho, Leandro dos Santos; Mariani, Viviana Cocco
- Chaos, Solitons & Fractals, Vol. 39, Issue 2
Serial and parallel simulated annealing and tabu search algorithms for the traveling salesman problem
journal, December 1989
- Malek, Miroslaw; Guruswamy, Mohan; Pandya, Mihir
- Annals of Operations Research, Vol. 21, Issue 1
Accelerating Markov Chain Monte Carlo Simulation by Differential Evolution with Self-Adaptive Randomized Subspace Sampling
journal, January 2009
- Vrugt, J. A.; ter Braak, C. J. F.; Diks, C. G. H.
- International Journal of Nonlinear Sciences and Numerical Simulation, Vol. 10, Issue 3
A Markov Chain Monte Carlo version of the genetic algorithm Differential Evolution: easy Bayesian computing for real parameter spaces
journal, September 2006
- Braak, Cajo J. F. Ter
- Statistics and Computing, Vol. 16, Issue 3
Cooling Schedules for Optimal Annealing
journal, May 1988
- Hajek, Bruce
- Mathematics of Operations Research, Vol. 13, Issue 2
Simulated annealing for constrained global optimization
journal, September 1994
- Romeijn, H. Edwin; Smith, Robert L.
- Journal of Global Optimization, Vol. 5, Issue 2
New limited memory bundle method for large-scale nonsmooth optimization
journal, December 2004
- Haarala, M.; Miettinen †, K.; Mäkelä ‡, M. M.
- Optimization Methods and Software, Vol. 19, Issue 6
A Particle Swarm Optimization for Economic Dispatch With Nonsmooth Cost Functions
journal, February 2005
- Park, J. -B.; Lee, K. -S.; Shin, J. -R.
- IEEE Transactions on Power Systems, Vol. 20, Issue 1
Letter to the Editor—A Monte Carlo Method for the Approximate Solution of Certain Types of Constrained Optimization Problems
journal, December 1970
- Pincus, Martin
- Operations Research, Vol. 18, Issue 6
Inspiration for optimization from social insect behaviour
journal, July 2000
- Bonabeau, E.; Dorigo, M.; Theraulaz, G.
- Nature, Vol. 406, Issue 6791
DRAM: Efficient adaptive MCMC
journal, December 2006
- Haario, Heikki; Laine, Marko; Mira, Antonietta
- Statistics and Computing, Vol. 16, Issue 4
Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
journal, November 1984
- Geman, Stuart; Geman, Donald
- IEEE Transactions on Pattern Analysis and Machine Intelligence, Vol. PAMI-6, Issue 6
Genetic Algorithms and Very Fast Simulated Reannealing: A comparison
journal, November 1992
- Ingber, Lester; Rosen, Bruce
- Mathematical and Computer Modelling, Vol. 16, Issue 11
Generalized Simulated Annealing for Function Optimization
journal, August 1986
- Bohachevsky, Ihor O.; Johnson, Mark E.; Stein, Myron L.
- Technometrics, Vol. 28, Issue 3
Superlinear Convergence and Implicit Filtering
journal, January 2000
- Choi, T. D.; Kelley, C. T.
- SIAM Journal on Optimization, Vol. 10, Issue 4
A Simplex Method for Function Minimization
journal, January 1965
- Nelder, J. A.; Mead, R.
- The Computer Journal, Vol. 7, Issue 4
An Adaptive Metropolis Algorithm
journal, April 2001
- Haario, Heikki; Saksman, Eero; Tamminen, Johanna
- Bernoulli, Vol. 7, Issue 2
The particle swarm optimization algorithm: convergence analysis and parameter selection
journal, March 2003
- Trelea, Ioan Cristian
- Information Processing Letters, Vol. 85, Issue 6
Adaptive simulated annealing for optimization in signal processing applications
journal, November 1999
- Chen, S.; Luk, B. L.
- Signal Processing, Vol. 79, Issue 1
The reduced-order hybrid Monte Carlo sampling smoother: The reduced-order hybrid Monte Carlo sampling smoother
journal, June 2016
- Attia, Ahmed; Ştefănescu, Răzvan; Sandu, Adrian
- International Journal for Numerical Methods in Fluids, Vol. 83, Issue 1
Bayesian method for global optimization
journal, May 1997
- Venkatesh, Prasana K.; Cohen, Morrel H.; Carr, Robert W.
- Physical Review E, Vol. 55, Issue 5
Equation of State Calculations by Fast Computing Machines
journal, June 1953
- Metropolis, Nicholas; Rosenbluth, Arianna W.; Rosenbluth, Marshall N.
- The Journal of Chemical Physics, Vol. 21, Issue 6
Optimization by Simulated Annealing
journal, May 1983
- Kirkpatrick, S.; Gelatt, C. D.; Vecchi, M. P.
- Science, Vol. 220, Issue 4598
An Implicit Filtering Algorithm for Optimization of Functions with Many Local Minima
journal, May 1995
- Gilmore, P.; Kelley, C. T.
- SIAM Journal on Optimization, Vol. 5, Issue 2
Global optimization and simulated annealing
journal, March 1991
- Dekkers, Anton; Aarts, Emile
- Mathematical Programming, Vol. 50, Issue 1-3
Detection and parameter estimation of multiple radioactive sources
conference, July 2007
- Morelande, Mark; Ristic, Branko; Gunatilaka, Ajith
- 2007 10th International Conference on Information Fusion
Identification of Low-Level Point Radiation Sources Using a Sensor Network
conference, April 2008
- Rao, Nageswara S. V.; Shankar, Mallikarjun; Chin, Jren-Chit
- 2008 7th International Conference on Information Processing in Sensor Networks (IPSN), 2008 International Conference on Information Processing in Sensor Networks (ipsn 2008)
An urban environment simulation framework for evaluating novel distributed radiation detection architectures
conference, November 2010
- King, Michael J.; Harris, Bernard; Toolin, Maurice
- 2010 IEEE International Conference on Technologies for Homeland Security (HST)
Networked sensing systems for detecting people carrying radioactive material
conference, June 2008
- Chandy, Mani; Pilotto, Concetta; McLean, Ryan
- 2008 Fifth International Conference on Networked Sensing Systems (INSS), 2008 5th International Conference on Networked Sensing Systems
Accurate localization of low-level radioactive source under noise and measurement errors
conference, January 2008
- Chin, Jren-Chit; Yau, David K. Y.; Rao, Nageswara S. V.
- Proceedings of the 6th ACM conference on Embedded network sensor systems - SenSys '08
Works referencing / citing this record:
Surrogate-Based Robust Design for a Non-Smooth Radiation Source Detection Problem
journal, May 2019
- Ştefănescu, Răzvan; Hite, Jason; Cook, Jared
- Algorithms, Vol. 12, Issue 6
Application and Evaluation of Surrogate Models for Radiation Source Search
journal, December 2019
- Cook, Jared A.; Smith, Ralph C.; Hite, Jason M.
- Algorithms, Vol. 12, Issue 12
Sequential optimal positioning of mobile sensors using mutual information
journal, July 2019
- Schmidt, Kathleen; Smith, Ralph C.; Hite, Jason
- Statistical Analysis and Data Mining: The ASA Data Science Journal, Vol. 12, Issue 6