How often have you been presented with data like this?
|
|
|
Increasing data |
Then computed a least squares fit which looked like this?
|
|
|
Standard least squares fit |
When all you really wanted was a fit which looked like this.
|
|
|
Shape preserving fit |
We at WTI are developing a curve-fitting interface, code-named Confit. It has been our opinion for many years that there is a problem with most curve-fitting packages. In particular, the typical situation in curve fitting is that a model is chosen, the data is fit, and the user is immediately disappointed by the quality of the fit. Usually the fit wiggles much more than the "true" curve, as illustrated above.
It is now possible to force the fitted curve to be monotone by solving a least squares problem with additional constraints which force the curve to be monotone. This is illustrated above, where we have required (through the easy to use interface) that the fitted curve be increasing.
This interface allows the user to choose local shape properties of a curve which otherwise minimizes the least squares error to given data. Thus, for example, a curve can be coerced to be increasing through this interface. This is especially important when the signal to noise ratio is low.
This technology is available through three separate interfaces: as a stand-alone application, as a 16- or 32-bit DLL, or as an OLE server easily connected to Excel. ![]()
Visual Solutions, Incorporated was founded by Peter Darnell, a software designer of 20 years experience. He co-authored a book on C language (C: A Software Engineering Approach, Springer Verlag - 1986), and the book's third edition is scheduled to publish later this year. Darnell studied compiler design at Massachusetts Institute of Technology, served on the ANSI X3J11 committee to standardize the C language, and spent most of his career designing C and Fortran compilers. He holds patents in parallel processor design.
In November 1989, Darnell left the mainstream computer business to develop general-purpose software for dynamical modeling and simulation. The result of that effort, VisSim, was introduced in 1991 and was aimed specifically at the design needs of control engineers and scientists. It was the first software of its type to provide an integrated environment for nonlinear model construction and execution under MS/Windows. VisSim combines an intuitive graphical user interface with a powerful integrated math engine, sophisticated graphics, and communication with other Windows packages through DDE and DLL's.
VisSim is currently in use at over 400 universities worldwide and by over 50% of the 100 largest US companies. We expect the process and mechatronic industries to use simulation and optimization on a larger scale than electronic CAD is today. No chip or electronic hardware vendor would dream of designing or releasing a product without complete simulation and optimization of component timing and placement. Many industries such as servo motion control, paper production, power engineering, metal rolling mills, pharmaceutical producers, and even agricultural engineers are just waking up to the benefits of modeling and optimization.
Consider that, for the average paper mill, down time costs $7000 per hour. If the mill must be brought down to re-tune controllers because a piece of the line misbehaved, then at $168,000 per day it becomes real money. If those controllers can be tuned offline the savings are obvious and immediate. Recently Dupont has created an entire model of their Nomex fireproof fabric plant so that they can train operators offline and tune the Honeywell Distributed Control System offline before switching the plant over. That model was developed on a Pentium using VisSim. To validate the model, Dupont allowed the model builders to vary plant inputs for an entire day, and compare plant outputs against simulation outputs. The agreement was better than 99%. This is noteworthy not just because VisSim performed so well, it also shows that Dupont saw the value in investing over $100,000 of plant time in validating a model that can save them days of downtime later. Now that the model is validated, VisSim/OptimizePRO can be used to tune controllers offline against the model. ![]()
In the last few months we have painstakingly upgraded all but one of our PCs from Win 3.1 to Windows 95. We still need one Win 3.1 system for testing purposes. The Microsoft Developer Studio is an impressive piece of software, which alone makes the upgrade worth the effort. We can now easily mix and debug C, C++, Fortran, and Fortran90 codes in one seamless environment. ![]()

Tom Aird has joined the Dean's Advisory Council for the School of Science at Purdue University. The Council provides input to the Dean on all aspects of the School, including curriculum, research programs, faculty, and students.
The conference proceedings to the VIIIth annual International Approximation Conference have appeared, and reprints are available for the paper: Density of Translates of Radial Functions on Compact Sets, by Phil Smith with Co-authors F. J. Narcowich and J. D. Ward.
Phil Smith talked about "Solving approximation problems using VisSim/OptimizePRO" at the Texas A&M Spring 96 Approximation Symposium.
Tom Aird and Phil Smith attended the Chemputers IV Conference and Exposition in Houston, Texas on March 11-13, 1996. ![]()
WTI has installed Windows 95 on a PC with a Pentium 120Mhz processor. Our Win95 system is being used to develop 32-bit versions of WTI products.
This article summarizes the results of timing tests for two of our products, GRG2 and CURVI. The tests compare the performance of the new 32-bit code with its 16-bit version, both run on the Pentium 120 system. The 32-bit codes were built with the Microsoft Developers Studio using Visual C++ 4.0 and PowerStation Fortran 4.0. The 16-bit codes were built with MS Visual C++ 1.52 and MS Fortran 5.1.
We consider 5 problems P1 through P5. The exact nature of these problems is immaterial to the timing issue.
|
Problem |
Variables |
Constraints |
|
|
|
|
|
P1 |
100 |
99 |
|
P2 |
150 |
149 |
|
P3 = P4 |
100 |
0 |
|
P5 |
200 |
0 |
We used the C version of GRG2 and the Fortran version of CURVI.
|
|
Time in |
Time in |
Ratio |
|
|
|
|
|
|
P1 / GRG2 |
4.30 |
1.66 |
2.6 |
|
P2 / GRG2 |
16.9 |
6.73 |
2.5 |
|
P3 / GRG2 |
27.6 |
1.13 |
24.0 |
|
P4 / CURVI |
3.74 |
0.22 |
17.0 |
|
P5 / CURVI |
26.9 |
1.98 |
13.0 |
We expected the timing ratios to be about 2 and this is often the case. The surprise is that the ratio can be much larger for certain problems.
Our conclusion is that the move to Windows 95 and 32-bit compilers is compelling. The old 16-bit codes do not make effective use of the hardware features of 486 and Pentium processors. ![]()
GRG2 Nonlinear optimization with bounds on variables and nonlinear constraints.
LSGRG2 Large-scale nonlinear optimization with bounds on variables and nonlinear constraints.
CURVI Nonlinear optimization with bounds on variables.
BCLS Linear least squares with bounds on variables and linear constraints.
RBFpack Multidimensional data fitting by radial basis functions.
VisSim/OptimizePRO An add-on to VisSim a drag and drop simulation language.
MATLAB interfaces for GRG2 and BCLS.
ON SITE CONSULTING We find that many of our clients have an explicit need to upgrade or add optimization to their products, but they do not have the time to invest in coming up to speed on the new technologies. At WTI we recognize this need and offer a site visit and consultation on your specific software needs. The cost for this service is $500 a day, plus expenses.
GUARANTEE We are so convinced in the quality of this service and our products in general that if you are not completely satisfied, we offer a 90 day money-back guarantee. ![]()
This is a quarterly newsletter of Windward Technologies, Inc. Please let us know what your interests are and what sort of articles you would like to see. Please contact us if you would like to have your name added to our newsletter mailing list or if you would like to contribute an article to the newsletter! ![]()
|
Phone: |
281-564-6523 |
|
Fax: |
281-564-6921 |
|
|
|
|
Mail: |
Windward Technologies, Inc. |
|
|
12039 Mulholland |
|
|
Meadows, TX 77477 |
|
|
|
|
E-mail: |
Regards,
Tom Aird
TomAird@aol.com and
Phil Smith
PWSmith@aol.com