Stochastic dynamic programming model for optimal resource ...
Indian Academy of Sciences (India)
M Bhuvaneswari
2018-04-11
Apr 11, 2018 ... containers, doctors, nurses, cash and stocks. Similarly, the uncertainty may have different characterizations in these applications. An approximate stochastic dynamic programming (SDP) [3] allows nodes with a number of possible actions with clear strategies for devising an effective decision on optimal ...
Markdown Optimization via Approximate Dynamic Programming
Directory of Open Access Journals (Sweden)
Cos?gun
2013-02-01
Full Text Available We consider the markdown optimization problem faced by the leading apparel retail chain. Because of substitution among products the markdown policy of one product affects the sales of other products. Therefore, markdown policies for product groups having a significant crossprice elasticity among each other should be jointly determined. Since the state space of the problem is very huge, we use Approximate Dynamic Programming. Finally, we provide insights on the behavior of how each product price affects the markdown policy.
Pareto optimization in algebraic dynamic programming.
Saule, Cédric; Giegerich, Robert
2015-01-01
Pareto optimization combines independent objectives by computing the Pareto front of its search space, defined as the set of all solutions for which no other candidate solution scores better under all objectives. This gives, in a precise sense, better information than an artificial amalgamation of different scores into a single objective, but is more costly to compute. Pareto optimization naturally occurs with genetic algorithms, albeit in a heuristic fashion. Non-heuristic Pareto optimization so far has been used only with a few applications in bioinformatics. We study exact Pareto optimization for two objectives in a dynamic programming framework. We define a binary Pareto product operator [Formula: see text] on arbitrary scoring schemes. Independent of a particular algorithm, we prove that for two scoring schemes A and B used in dynamic programming, the scoring scheme [Formula: see text] correctly performs Pareto optimization over the same search space. We study different implementations of the Pareto operator with respect to their asymptotic and empirical efficiency. Without artificial amalgamation of objectives, and with no heuristics involved, Pareto optimization is faster than computing the same number of answers separately for each objective. For RNA structure prediction under the minimum free energy versus the maximum expected accuracy model, we show that the empirical size of the Pareto front remains within reasonable bounds. Pareto optimization lends itself to the comparative investigation of the behavior of two alternative scoring schemes for the same purpose. For the above scoring schemes, we observe that the Pareto front can be seen as a composition of a few macrostates, each consisting of several microstates that differ in the same limited way. We also study the relationship between abstract shape analysis and the Pareto front, and find that they extract information of a different nature from the folding space and can be meaningfully combined.
Optimal Operation of Radial Distribution Systems Using Extended Dynamic Programming
DEFF Research Database (Denmark)
Lopez, Juan Camilo; Vergara, Pedro P.; Lyra, Christiano
2018-01-01
An extended dynamic programming (EDP) approach is developed to optimize the ac steady-state operation of radial electrical distribution systems (EDS). Based on the optimality principle of the recursive Hamilton-Jacobi-Bellman equations, the proposed EDP approach determines the optimal operation...... approach is illustrated using real-scale systems and comparisons with commercial programming solvers. Finally, generalizations to consider other EDS operation problems are also discussed....
Dynamic Programming Approach for Exact Decision Rule Optimization
Amin, Talha
2013-01-01
This chapter is devoted to the study of an extension of dynamic programming approach that allows sequential optimization of exact decision rules relative to the length and coverage. It contains also results of experiments with decision tables from UCI Machine Learning Repository. © Springer-Verlag Berlin Heidelberg 2013.
Adaptive dynamic programming with applications in optimal control
Liu, Derong; Wang, Ding; Yang, Xiong; Li, Hongliang
2017-01-01
This book covers the most recent developments in adaptive dynamic programming (ADP). The text begins with a thorough background review of ADP making sure that readers are sufficiently familiar with the fundamentals. In the core of the book, the authors address first discrete- and then continuous-time systems. Coverage of discrete-time systems starts with a more general form of value iteration to demonstrate its convergence, optimality, and stability with complete and thorough theoretical analysis. A more realistic form of value iteration is studied where value function approximations are assumed to have finite errors. Adaptive Dynamic Programming also details another avenue of the ADP approach: policy iteration. Both basic and generalized forms of policy-iteration-based ADP are studied with complete and thorough theoretical analysis in terms of convergence, optimality, stability, and error bounds. Among continuous-time systems, the control of affine and nonaffine nonlinear systems is studied using the ADP app...
SEWER NETWORK DISCHARGE OPTIMIZATION USING THE DYNAMIC PROGRAMMING
Directory of Open Access Journals (Sweden)
Viorel MINZU
2015-12-01
Full Text Available It is necessary to adopt an optimal control that allows an efficient usage of the existing sewer networks, in order to avoid the building of new retention facilities. The main objective of the control action is to minimize the overflow volume of a sewer network. This paper proposes a method to apply a solution obtained by discrete dynamic programming through a realistic closed loop system.
Optimization of Algorithms Using Extensions of Dynamic Programming
AbouEisha, Hassan M.
2017-04-09
We study and answer questions related to the complexity of various important problems such as: multi-frontal solvers of hp-adaptive finite element method, sorting and majority. We advocate the use of dynamic programming as a viable tool to study optimal algorithms for these problems. The main approach used to attack these problems is modeling classes of algorithms that may solve this problem using a discrete model of computation then defining cost functions on this discrete structure that reflect different complexity measures of the represented algorithms. As a last step, dynamic programming algorithms are designed and used to optimize those models (algorithms) and to obtain exact results on the complexity of the studied problems. The first part of the thesis presents a novel model of computation (element partition tree) that represents a class of algorithms for multi-frontal solvers along with cost functions reflecting various complexity measures such as: time and space. It then introduces dynamic programming algorithms for multi-stage and bi-criteria optimization of element partition trees. In addition, it presents results based on optimal element partition trees for famous benchmark meshes such as: meshes with point and edge singularities. New improved heuristics for those benchmark meshes were ob- tained based on insights of the optimal results found by our algorithms. The second part of the thesis starts by introducing a general problem where different problems can be reduced to and show how to use a decision table to model such problem. We describe how decision trees and decision tests for this table correspond to adaptive and non-adaptive algorithms for the original problem. We present exact bounds on the average time complexity of adaptive algorithms for the eight elements sorting problem. Then bounds on adaptive and non-adaptive algorithms for a variant of the majority problem are introduced. Adaptive algorithms are modeled as decision trees whose depth
Dynamic programming approach to optimization of approximate decision rules
Amin, Talha
2013-02-01
This paper is devoted to the study of an extension of dynamic programming approach which allows sequential optimization of approximate decision rules relative to the length and coverage. We introduce an uncertainty measure R(T) which is the number of unordered pairs of rows with different decisions in the decision table T. For a nonnegative real number β, we consider β-decision rules that localize rows in subtables of T with uncertainty at most β. Our algorithm constructs a directed acyclic graph Δβ(T) which nodes are subtables of the decision table T given by systems of equations of the kind "attribute = value". This algorithm finishes the partitioning of a subtable when its uncertainty is at most β. The graph Δβ(T) allows us to describe the whole set of so-called irredundant β-decision rules. We can describe all irredundant β-decision rules with minimum length, and after that among these rules describe all rules with maximum coverage. We can also change the order of optimization. The consideration of irredundant rules only does not change the results of optimization. This paper contains also results of experiments with decision tables from UCI Machine Learning Repository. © 2012 Elsevier Inc. All rights reserved.
Optimization of decision rules based on dynamic programming approach
Zielosko, Beata
2014-01-14
This chapter is devoted to the study of an extension of dynamic programming approach which allows optimization of approximate decision rules relative to the length and coverage. We introduce an uncertainty measure that is the difference between number of rows in a given decision table and the number of rows labeled with the most common decision for this table divided by the number of rows in the decision table. We fix a threshold γ, such that 0 ≤ γ < 1, and study so-called γ-decision rules (approximate decision rules) that localize rows in subtables which uncertainty is at most γ. Presented algorithm constructs a directed acyclic graph Δ γ T which nodes are subtables of the decision table T given by pairs "attribute = value". The algorithm finishes the partitioning of a subtable when its uncertainty is at most γ. The chapter contains also results of experiments with decision tables from UCI Machine Learning Repository. © 2014 Springer International Publishing Switzerland.
Convergence of Sample Path Optimal Policies for Stochastic Dynamic Programming
National Research Council Canada - National Science Library
Fu, Michael C; Jin, Xing
2005-01-01
.... These results have practical implications for Monte Carlo simulation-based solution approaches to stochastic dynamic programming problems where it is impractical to extract the explicit transition...
Dynamic programming approach for partial decision rule optimization
Amin, Talha
2012-10-04
This paper is devoted to the study of an extension of dynamic programming approach which allows optimization of partial decision rules relative to the length or coverage. We introduce an uncertainty measure J(T) which is the difference between number of rows in a decision table T and number of rows with the most common decision for T. For a nonnegative real number γ, we consider γ-decision rules (partial decision rules) that localize rows in subtables of T with uncertainty at most γ. Presented algorithm constructs a directed acyclic graph Δ γ(T) which nodes are subtables of the decision table T given by systems of equations of the kind "attribute = value". This algorithm finishes the partitioning of a subtable when its uncertainty is at most γ. The graph Δ γ(T) allows us to describe the whole set of so-called irredundant γ-decision rules. We can optimize such set of rules according to length or coverage. This paper contains also results of experiments with decision tables from UCI Machine Learning Repository.
Optimization of control poison management by dynamic programming
International Nuclear Information System (INIS)
Ponzoni Filho, P.
1974-01-01
A dynamic programming approach was used to optimize the poison distribution in the core of a nuclear power plant between reloading. This method was applied to a 500 M We PWR subject to two different fuel management policies. The beginning of a stage is marked by a fuel management decision. The state vector of the system is defined by the burnups in the three fuel zones of the core. The change of the state vector is computed in several time steps. A criticality conserving poison management pattern is chosen at the beginning of each step. The burnups at the end of a step are obtained by means of depletion calculations, assuming constant neutron distribution during the step. The violation of burnup and power peaking constraints during the step eliminates the corresponding end states. In the case of identical end states, all except that which produced the largest amount of energy, are eliminated. Among the several end states one is selected for the subsequent stage, when it is subjected to a fuel management decision. This selection is based on an optimally criterion previously chosen, such as: discharged fuel burnup maximization, energy generation cost minimization, etc. (author)
INDDGO: Integrated Network Decomposition & Dynamic programming for Graph Optimization
Energy Technology Data Exchange (ETDEWEB)
Groer, Christopher S [ORNL; Sullivan, Blair D [ORNL; Weerapurage, Dinesh P [ORNL
2012-10-01
It is well-known that dynamic programming algorithms can utilize tree decompositions to provide a way to solve some \\emph{NP}-hard problems on graphs where the complexity is polynomial in the number of nodes and edges in the graph, but exponential in the width of the underlying tree decomposition. However, there has been relatively little computational work done to determine the practical utility of such dynamic programming algorithms. We have developed software to construct tree decompositions using various heuristics and have created a fast, memory-efficient dynamic programming implementation for solving maximum weighted independent set. We describe our software and the algorithms we have implemented, focusing on memory saving techniques for the dynamic programming. We compare the running time and memory usage of our implementation with other techniques for solving maximum weighted independent set, including a commercial integer programming solver and a semi-definite programming solver. Our results indicate that it is possible to solve some instances where the underlying decomposition has width much larger than suggested by the literature. For certain types of problems, our dynamic programming code runs several times faster than these other methods.
An Approximate Dynamic Programming Mode for Optimal MEDEVAC Dispatching
2015-03-26
Robbins, PhD Chair LTC Brian J. Lunday, PhD Member AFIT-ENS-MS-15-M-115 Abstract We develop a Markov decision process ( MDP ) model to examine military...medical evacuation (MEDEVAC) dispatch policies. To solve the MDP , we apply an ap- proximate dynamic programming (ADP) technique. The problem of deciding...Methodology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 3.1 MDP Formulation
Ckmeans.1d.dp: Optimal k-means Clustering in One Dimension by Dynamic Programming.
Wang, Haizhou; Song, Mingzhou
2011-12-01
The heuristic k -means algorithm, widely used for cluster analysis, does not guarantee optimality. We developed a dynamic programming algorithm for optimal one-dimensional clustering. The algorithm is implemented as an R package called Ckmeans.1d.dp . We demonstrate its advantage in optimality and runtime over the standard iterative k -means algorithm.
Optimal blood glucose level control using dynamic programming based on minimal Bergman model
Rettian Anggita Sari, Maria; Hartono
2018-03-01
The purpose of this article is to simulate the glucose dynamic and the insulin kinetic of diabetic patient. The model used in this research is a non-linear Minimal Bergman model. Optimal control theory is then applied to formulate the problem in order to determine the optimal dose of insulin in the treatment of diabetes mellitus such that the glucose level is in the normal range for some specific time range. The optimization problem is solved using dynamic programming. The result shows that dynamic programming is quite reliable to represent the interaction between glucose and insulin levels in diabetes mellitus patient.
Energy Technology Data Exchange (ETDEWEB)
Dall' Anese, Emiliano; Dhople, Sairaj V.; Giannakis, Georgios B.
2015-07-01
This paper considers a collection of networked nonlinear dynamical systems, and addresses the synthesis of feedback controllers that seek optimal operating points corresponding to the solution of pertinent network-wide optimization problems. Particular emphasis is placed on the solution of semidefinite programs (SDPs). The design of the feedback controller is grounded on a dual e-subgradient approach, with the dual iterates utilized to dynamically update the dynamical-system reference signals. Global convergence is guaranteed for diminishing stepsize rules, even when the reference inputs are updated at a faster rate than the dynamical-system settling time. The application of the proposed framework to the control of power-electronic inverters in AC distribution systems is discussed. The objective is to bridge the time-scale separation between real-time inverter control and network-wide optimization. Optimization objectives assume the form of SDP relaxations of prototypical AC optimal power flow problems.
Directory of Open Access Journals (Sweden)
Jingtao Shi
2013-01-01
Full Text Available This paper is concerned with the relationship between maximum principle and dynamic programming for stochastic recursive optimal control problems. Under certain differentiability conditions, relations among the adjoint processes, the generalized Hamiltonian function, and the value function are given. A linear quadratic recursive utility portfolio optimization problem in the financial engineering is discussed as an explicitly illustrated example of the main result.
Optimization of fuel-cell tram operation based on two dimension dynamic programming
Zhang, Wenbin; Lu, Xuecheng; Zhao, Jingsong; Li, Jianqiu
2018-02-01
This paper proposes an optimal control strategy based on the two-dimension dynamic programming (2DDP) algorithm targeting at minimizing operation energy consumption for a fuel-cell tram. The energy consumption model with the tram dynamics is firstly deduced. Optimal control problem are analyzed and the 2DDP strategy is applied to solve the problem. The optimal tram speed profiles are obtained for each interstation which consist of three stages: accelerate to the set speed with the maximum traction power, dynamically adjust to maintain a uniform speed and decelerate to zero speed with the maximum braking power at a suitable timing. The optimal control curves of all the interstations are connected with the parking time to form the optimal control method of the whole line. The optimized speed profiles are also simplified for drivers to follow.
Optimal Control of a Fed-batch Fermentation Process by Neuro-Dynamic Programming
Directory of Open Access Journals (Sweden)
Tatiana Ilkova
2004-10-01
Full Text Available In this paper the method for optimal control of a fermentation process is presented, that is based on an approach for optimal control - Neuro-Dynamic programming. For this aim the approximation neural network is developed and the decision of the optimization problem is improved by an iteration mode founded on the Bellman equation. With this approach computing time and procedure are decreased and quality of the biomass at the end of the process is increased.
Dynamic Programming Strategies on the Decision Tree Hidden behind the Optimizing Problems
Zoltan KATAI
2007-01-01
The aim of the paper is to present the characteristics of certain dynamic programming strategies on the decision tree hidden behind the optimizing problems and thus to offer such a clear tool for their study and classification which can help in the comprehension of the essence of this programming technique.
An optimal maintenance policy for machine replacement problem using dynamic programming
Mohsen Sadegh Amalnik; Morteza Pourgharibshahi
2017-01-01
In this article, we present an acceptance sampling plan for machine replacement problem based on the backward dynamic programming model. Discount dynamic programming is used to solve a two-state machine replacement problem. We plan to design a model for maintenance by consid-ering the quality of the item produced. The purpose of the proposed model is to determine the optimal threshold policy for maintenance in a finite time horizon. We create a decision tree based on a sequential sampling inc...
Optimal Risk Reduction in the Railway Industry by Using Dynamic Programming
Michael Todinov; Eberechi Weli
2013-01-01
The paper suggests for the first time the use of dynamic programming techniques for optimal risk reduction in the railway industry. It is shown that by using the concept ‘amount of removed risk by a risk reduction option’, the problem related to optimal allocation of a fixed budget to achieve a maximum risk reduction in the railway industry can be reduced to an optimisation problem from dynamic programming. For n risk reduction options and size of the available risk reduction budget B (expres...
Stochastic optimization in insurance a dynamic programming approach
Azcue, Pablo
2014-01-01
The main purpose of the book is to show how a viscosity approach can be used to tackle control problems in insurance. The problems covered are the maximization of survival probability as well as the maximization of dividends in the classical collective risk model. The authors consider the possibility of controlling the risk process by reinsurance as well as by investments. They show that optimal value functions are characterized as either the unique or the smallest viscosity solution of the associated Hamilton-Jacobi-Bellman equation; they also study the structure of the optimal strategies and show how to find them. The viscosity approach was widely used in control problems related to mathematical finance but until quite recently it was not used to solve control problems related to actuarial mathematical science. This book is designed to familiarize the reader on how to use this approach. The intended audience is graduate students as well as researchers in this area.
International Nuclear Information System (INIS)
Sutrisno; Widowati; Solikhin
2016-01-01
In this paper, we propose a mathematical model in stochastic dynamic optimization form to determine the optimal strategy for an integrated single product inventory control problem and supplier selection problem where the demand and purchasing cost parameters are random. For each time period, by using the proposed model, we decide the optimal supplier and calculate the optimal product volume purchased from the optimal supplier so that the inventory level will be located at some point as close as possible to the reference point with minimal cost. We use stochastic dynamic programming to solve this problem and give several numerical experiments to evaluate the model. From the results, for each time period, the proposed model was generated the optimal supplier and the inventory level was tracked the reference point well. (paper)
Optimal Input Design for Aircraft Parameter Estimation using Dynamic Programming Principles
Morelli, Eugene A.; Klein, Vladislav
1990-01-01
A new technique was developed for designing optimal flight test inputs for aircraft parameter estimation experiments. The principles of dynamic programming were used for the design in the time domain. This approach made it possible to include realistic practical constraints on the input and output variables. A description of the new approach is presented, followed by an example for a multiple input linear model describing the lateral dynamics of a fighter aircraft. The optimal input designs produced by the new technique demonstrated improved quality and expanded capability relative to the conventional multiple input design method.
An optimal maintenance policy for machine replacement problem using dynamic programming
Directory of Open Access Journals (Sweden)
Mohsen Sadegh Amalnik
2017-06-01
Full Text Available In this article, we present an acceptance sampling plan for machine replacement problem based on the backward dynamic programming model. Discount dynamic programming is used to solve a two-state machine replacement problem. We plan to design a model for maintenance by consid-ering the quality of the item produced. The purpose of the proposed model is to determine the optimal threshold policy for maintenance in a finite time horizon. We create a decision tree based on a sequential sampling including renew, repair and do nothing and wish to achieve an optimal threshold for making decisions including renew, repair and continue the production in order to minimize the expected cost. Results show that the optimal policy is sensitive to the data, for the probability of defective machines and parameters defined in the model. This can be clearly demonstrated by a sensitivity analysis technique.
Aziz, Jonathan D.; Parker, Jeffrey S.; Scheeres, Daniel J.; Englander, Jacob A.
2018-01-01
Low-thrust trajectories about planetary bodies characteristically span a high count of orbital revolutions. Directing the thrust vector over many revolutions presents a challenging optimization problem for any conventional strategy. This paper demonstrates the tractability of low-thrust trajectory optimization about planetary bodies by applying a Sundman transformation to change the independent variable of the spacecraft equations of motion to an orbit angle and performing the optimization with differential dynamic programming. Fuel-optimal geocentric transfers are computed with the transfer duration extended up to 2000 revolutions. The flexibility of the approach to higher fidelity dynamics is shown with Earth's J 2 perturbation and lunar gravity included for a 500 revolution transfer.
OPTIMIZING HOTEL DYNAMIC PRICES
Directory of Open Access Journals (Sweden)
A. M. Bandalouski
2016-01-01
Full Text Available An approach to solvе a problem of determining optimal dynamic prices for hotel rooms is suggested. It includes selection of input parameters for the succeeding mathematical analysis, disaggregation of the demand into several categories, demand forecasting, simulation of demand- price relations, and a mathematical programming model for price optimization.
DEFF Research Database (Denmark)
Shuai, Hang; Ai, Xiaomeng; Wen, Jinyu
2017-01-01
This paper proposes a hybrid approximate dynamic programming (ADP) approach for the multiple time-period optimal power flow in integrated gas and power systems. ADP successively solves Bellman's equation to make decisions according to the current state of the system. So, the updated near future...... forecast information is not fully utilized. While model predictive control (MPC) as a look ahead policy can integrate the updated forecast in the optimization process. The proposed hybrid optimization approach makes full use of the advantages of ADP and MPC to obtain a better solution by using the real...
Zhong, Xiangnan; He, Haibo; Zhang, Huaguang; Wang, Zhanshan
2014-12-01
In this paper, we develop and analyze an optimal control method for a class of discrete-time nonlinear Markov jump systems (MJSs) with unknown system dynamics. Specifically, an identifier is established for the unknown systems to approximate system states, and an optimal control approach for nonlinear MJSs is developed to solve the Hamilton-Jacobi-Bellman equation based on the adaptive dynamic programming technique. We also develop detailed stability analysis of the control approach, including the convergence of the performance index function for nonlinear MJSs and the existence of the corresponding admissible control. Neural network techniques are used to approximate the proposed performance index function and the control law. To demonstrate the effectiveness of our approach, three simulation studies, one linear case, one nonlinear case, and one single link robot arm case, are used to validate the performance of the proposed optimal control method.
Extensions of Dynamic Programming: Decision Trees, Combinatorial Optimization, and Data Mining
Hussain, Shahid
2016-07-10
This thesis is devoted to the development of extensions of dynamic programming to the study of decision trees. The considered extensions allow us to make multi-stage optimization of decision trees relative to a sequence of cost functions, to count the number of optimal trees, and to study relationships: cost vs cost and cost vs uncertainty for decision trees by construction of the set of Pareto-optimal points for the corresponding bi-criteria optimization problem. The applications include study of totally optimal (simultaneously optimal relative to a number of cost functions) decision trees for Boolean functions, improvement of bounds on complexity of decision trees for diagnosis of circuits, study of time and memory trade-off for corner point detection, study of decision rules derived from decision trees, creation of new procedure (multi-pruning) for construction of classifiers, and comparison of heuristics for decision tree construction. Part of these extensions (multi-stage optimization) was generalized to well-known combinatorial optimization problems: matrix chain multiplication, binary search trees, global sequence alignment, and optimal paths in directed graphs.
Optimal Switching of DC-DC Power Converters Using Approximate Dynamic Programming.
Heydari, Ali
2018-03-01
Optimal switching between different topologies in step-down dc-dc voltage converters, with nonideal inductors and capacitors, is investigated in this paper. Challenges including constraint on the inductor current and voltage leakages across the capacitor (due to switching) are incorporated. The objective is generating the desired voltage with low ripples and high robustness toward line and load disturbances. A previously developed tool, which is based on approximate dynamic programming, is adapted for this application. The scheme leads to tuning a parametric function approximator to provide optimal switching in a feedback form. No fixed cycle time is assumed, as the cycle time and the duty ratio will be adjusted on the fly in an optimal fashion. The controller demonstrates good capabilities in controlling the system even under parameter uncertainties. Finally, some modifications on the scheme are conducted to handle optimal switching problems with state jumps at the switching times.
Luo, Biao; Wu, Huai-Ning; Li, Han-Xiong
2015-04-01
Highly dissipative nonlinear partial differential equations (PDEs) are widely employed to describe the system dynamics of industrial spatially distributed processes (SDPs). In this paper, we consider the optimal control problem of the general highly dissipative SDPs, and propose an adaptive optimal control approach based on neuro-dynamic programming (NDP). Initially, Karhunen-Loève decomposition is employed to compute empirical eigenfunctions (EEFs) of the SDP based on the method of snapshots. These EEFs together with singular perturbation technique are then used to obtain a finite-dimensional slow subsystem of ordinary differential equations that accurately describes the dominant dynamics of the PDE system. Subsequently, the optimal control problem is reformulated on the basis of the slow subsystem, which is further converted to solve a Hamilton-Jacobi-Bellman (HJB) equation. HJB equation is a nonlinear PDE that has proven to be impossible to solve analytically. Thus, an adaptive optimal control method is developed via NDP that solves the HJB equation online using neural network (NN) for approximating the value function; and an online NN weight tuning law is proposed without requiring an initial stabilizing control policy. Moreover, by involving the NN estimation error, we prove that the original closed-loop PDE system with the adaptive optimal control policy is semiglobally uniformly ultimately bounded. Finally, the developed method is tested on a nonlinear diffusion-convection-reaction process and applied to a temperature cooling fin of high-speed aerospace vehicle, and the achieved results show its effectiveness.
Stochastic optimal control in infinite dimension dynamic programming and HJB equations
Fabbri, Giorgio; Święch, Andrzej
2017-01-01
Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite ...
DEFF Research Database (Denmark)
Davidsen, Claus; Liu, Suxia; Mo, Xingguo
2015-01-01
Few studies address water quality in hydro-economic models, which often focus primarily on optimal allocation of water quantities. Water quality and water quantity are closely coupled, and optimal management with focus solely on either quantity or quality may cause large costs in terms of the oth......-er component. In this study, we couple water quality and water quantity in a joint hydro-economic catchment-scale optimization problem. Stochastic dynamic programming (SDP) is used to minimize the basin-wide total costs arising from water allocation, water curtailment and water treatment. The simple water...... concentrations. Inelastic water demands, fixed water allocation curtailment costs and fixed wastewater treatment costs (before and after use) are estimated for the water users (agriculture, industry and domestic). If the BOD concentration exceeds a given user pollution thresh-old, the user will need to pay...
Pareto Optimal Solutions for Stochastic Dynamic Programming Problems via Monte Carlo Simulation
Directory of Open Access Journals (Sweden)
R. T. N. Cardoso
2013-01-01
Full Text Available A heuristic algorithm is proposed for a class of stochastic discrete-time continuous-variable dynamic programming problems submitted to non-Gaussian disturbances. Instead of using the expected values of the objective function, the randomness nature of the decision variables is kept along the process, while Pareto fronts weighted by all quantiles of the objective function are determined. Thus, decision makers are able to choose any quantile they wish. This new idea is carried out by using Monte Carlo simulations embedded in an approximate algorithm proposed to deterministic dynamic programming problems. The new method is tested in instances of the classical inventory control problem. The results obtained attest for the efficiency and efficacy of the algorithm in solving these important stochastic optimization problems.
Stochastic Optimization of Economic Dispatch for Microgrid Based on Approximate Dynamic Programming
DEFF Research Database (Denmark)
Shuai, Hang; Fang, Jiakun; Ai, Xiaomeng
2018-01-01
This paper proposes an approximate dynamic programming (ADP) based approach for the economic dispatch (ED) of microgrid with distributed generations (DGs). The time-variant renewable generation, electricity price and the power demand are considered as stochastic variables in this work. An ADP based...... ED (ADPED) algorithm is proposed to optimally operate the microgrid under these uncertainties. To deal with the uncertainties, Monte Carlo (MC) method is adopted to sample the training scenarios to give empirical knowledge to ADPED. The piecewise linear function (PLF) approximation with improved...
Optimization and analysis of decision trees and rules: Dynamic programming approach
Alkhalid, Abdulaziz
2013-08-01
This paper is devoted to the consideration of software system Dagger created in KAUST. This system is based on extensions of dynamic programming. It allows sequential optimization of decision trees and rules relative to different cost functions, derivation of relationships between two cost functions (in particular, between number of misclassifications and depth of decision trees), and between cost and uncertainty of decision trees. We describe features of Dagger and consider examples of this systems work on decision tables from UCI Machine Learning Repository. We also use Dagger to compare 16 different greedy algorithms for decision tree construction. © 2013 Taylor and Francis Group, LLC.
Dynamic Programming Optimization of Multi-rate Multicast Video-Streaming Services
Directory of Open Access Journals (Sweden)
Nestor Michael Caños Tiglao
2010-06-01
Full Text Available In large scale IP Television (IPTV and Mobile TV distributions, the video signal is typically encoded and transmitted using several quality streams, over IP Multicast channels, to several groups of receivers, which are classified in terms of their reception rate. As the number of video streams is usually constrained by both the number of TV channels and the maximum capacity of the content distribution network, it is necessary to find the selection of video stream transmission rates that maximizes the overall user satisfaction. In order to efficiently solve this problem, this paper proposes the Dynamic Programming Multi-rate Optimization (DPMO algorithm. The latter was comparatively evaluated considering several user distributions, featuring different access rate patterns. The experimental results reveal that DPMO is significantly more efficient than exhaustive search, while presenting slightly higher execution times than the non-optimal Multi-rate Step Search (MSS algorithm.
Zhang, Xiaodong; Huang, Gordon
2013-02-15
Greenhouse gas (GHG) emissions from municipal solid waste (MSW) management facilities have become a serious environmental issue. In MSW management, not only economic objectives but also environmental objectives should be considered simultaneously. In this study, a dynamic stochastic possibilistic multiobjective programming (DSPMP) model is developed for supporting MSW management and associated GHG emission control. The DSPMP model improves upon the existing waste management optimization methods through incorporation of fuzzy possibilistic programming and chance-constrained programming into a general mixed-integer multiobjective linear programming (MOP) framework where various uncertainties expressed as fuzzy possibility distributions and probability distributions can be effectively reflected. Two conflicting objectives are integrally considered, including minimization of total system cost and minimization of total GHG emissions from waste management facilities. Three planning scenarios are analyzed and compared, representing different preferences of the decision makers for economic development and environmental-impact (i.e. GHG-emission) issues in integrated MSW management. Optimal decision schemes under three scenarios and different p(i) levels (representing the probability that the constraints would be violated) are generated for planning waste flow allocation and facility capacity expansions as well as GHG emission control. The results indicate that economic and environmental tradeoffs can be effectively reflected through the proposed DSPMP model. The generated decision variables can help the decision makers justify and/or adjust their waste management strategies based on their implicit knowledge and preferences. Copyright © 2012 Elsevier B.V. All rights reserved.
Ibarra, Ignacio L; Melo, Francisco
2010-07-01
Dynamic programming (DP) is a general optimization strategy that is successfully used across various disciplines of science. In bioinformatics, it is widely applied in calculating the optimal alignment between pairs of protein or DNA sequences. These alignments form the basis of new, verifiable biological hypothesis. Despite its importance, there are no interactive tools available for training and education on understanding the DP algorithm. Here, we introduce an interactive computer application with a graphical interface, for the purpose of educating students about DP. The program displays the DP scoring matrix and the resulting optimal alignment(s), while allowing the user to modify key parameters such as the values in the similarity matrix, the sequence alignment algorithm version and the gap opening/extension penalties. We hope that this software will be useful to teachers and students of bioinformatics courses, as well as researchers who implement the DP algorithm for diverse applications. The software is freely available at: http:/melolab.org/sat. The software is written in the Java computer language, thus it runs on all major platforms and operating systems including Windows, Mac OS X and LINUX. All inquiries or comments about this software should be directed to Francisco Melo at fmelo@bio.puc.cl.
International Nuclear Information System (INIS)
Zhang Xiaobing; Fan Ying; Wei Yiming
2009-01-01
China's Strategic Petroleum Reserve (SPR) is currently being prepared. But how large the optimal stockpile size for China should be, what the best acquisition strategies are, how to release the reserve if a disruption occurs, and other related issues still need to be studied in detail. In this paper, we develop a stochastic dynamic programming model based on a total potential cost function of establishing SPRs to evaluate the optimal SPR policy for China. Using this model, empirical results are presented for the optimal size of China's SPR and the best acquisition and drawdown strategies for a few specific cases. The results show that with comprehensive consideration, the optimal SPR size for China is around 320 million barrels. This size is equivalent to about 90 days of net oil import amount in 2006 and should be reached in the year 2017, three years earlier than the national goal, which implies that the need for China to fill the SPR is probably more pressing; the best stockpile release action in a disruption is related to the disruption levels and expected continuation probabilities. The information provided by the results will be useful for decision makers.
Chung M. Chen; Dietmar W. Rose; Rolfe A. Leary
1980-01-01
Describes how dynamic programming can be used to solve optimal stand density problems when yields are given by prior simulation or by a new stand growth equation that is a function of the decision variable. Formulations of the latter type allow use of a calculus-based search procedure; they determine exact optimal residual density at each stage.
A Dynamic Programming Solution for Energy-Optimal Video Playback on Mobile Devices
Directory of Open Access Journals (Sweden)
Minseok Song
2016-01-01
Full Text Available Due to the development of mobile technology and wide availability of smartphones, the Internet of Things (IoT starts to handle high volumes of video data to facilitate multimedia-based services, which requires energy-efficient video playback. In video playback, frames have to be decoded and rendered at high playback rate, increasing the computation cost on the CPU. To save the CPU power, dynamic voltage and frequency scaling (DVFS dynamically adjusts the operating voltage of the processor along with frequency, in which appropriate selection of frequency on power could achieve a balance between performance and power. We present a decoding model that allows buffering frames to let the CPU run at low frequency and then propose an algorithm that determines the CPU frequency needed to decode each frame in a video, with the aim of minimizing power consumption while meeting buffer size and deadline constraints, using a dynamic programming technique. We finally extend this algorithm to optimize CPU frequencies over a short sequence of frames, producing a practical method of reducing the energy required for video decoding. Experimental results show a system-wide reduction in energy of 27%, compared with a processor running at full speed.
Optimization of fuel management and control poison of a nuclear power reactor by dynamic programming
International Nuclear Information System (INIS)
Lima, C.A.R. de.
1977-01-01
The distribution of fuel and control poison in a nuclear reactor was optimized by the method of Dynamic Programming. A 620 M We Pressurized Water Reactor similar to Angra-1 was studied. The reactor operation was simulated in a IBM-1130 computer. Two fuel shuffling schemes and three poison management schemes were simultaneously employed in the reactor divided into three regions of equal volume and two consecutive stages were studied in order to determine the influence of poison management on the optimum fuel management policy. When uniform poisoning on all the three regions was permitted the traditional out-in fuel management policy proved to be more economic. On introducing simultaneous poison management, the optimum fuel management sequence was found to be different. The results obtained indicate a stronger interaction between the fuel management and the poison management than anticipated in previous works. (author)
Li, Ji-Qing; Zhang, Yu-Shan; Ji, Chang-Ming; Wang, Ai-Jing; Lund, Jay R
2013-01-01
This paper examines long-term optimal operation using dynamic programming for a large hydropower system of 10 reservoirs in Northeast China. Besides considering flow and hydraulic head, the optimization explicitly includes time-varying electricity market prices to maximize benefit. Two techniques are used to reduce the 'curse of dimensionality' of dynamic programming with many reservoirs. Discrete differential dynamic programming (DDDP) reduces the search space and computer memory needed. Object-oriented programming (OOP) and the ability to dynamically allocate and release memory with the C++ language greatly reduces the cumulative effect of computer memory for solving multi-dimensional dynamic programming models. The case study shows that the model can reduce the 'curse of dimensionality' and achieve satisfactory results.
Pradanti, Paskalia; Hartono
2018-03-01
Determination of insulin injection dose in diabetes mellitus treatment can be considered as an optimal control problem. This article is aimed to simulate optimal blood glucose control for patient with diabetes mellitus. The blood glucose regulation of diabetic patient is represented by Ackerman’s Linear Model. This problem is then solved using dynamic programming method. The desired blood glucose level is obtained by minimizing the performance index in Lagrange form. The results show that dynamic programming based on Ackerman’s Linear Model is quite good to solve the problem.
Value Iteration Adaptive Dynamic Programming for Optimal Control of Discrete-Time Nonlinear Systems.
Wei, Qinglai; Liu, Derong; Lin, Hanquan
2016-03-01
In this paper, a value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon undiscounted optimal control problems for discrete-time nonlinear systems. The present value iteration ADP algorithm permits an arbitrary positive semi-definite function to initialize the algorithm. A novel convergence analysis is developed to guarantee that the iterative value function converges to the optimal performance index function. Initialized by different initial functions, it is proven that the iterative value function will be monotonically nonincreasing, monotonically nondecreasing, or nonmonotonic and will converge to the optimum. In this paper, for the first time, the admissibility properties of the iterative control laws are developed for value iteration algorithms. It is emphasized that new termination criteria are established to guarantee the effectiveness of the iterative control laws. Neural networks are used to approximate the iterative value function and compute the iterative control law, respectively, for facilitating the implementation of the iterative ADP algorithm. Finally, two simulation examples are given to illustrate the performance of the present method.
Integer 1/0 Knapsack Problem Dynamic Programming Approach in Building Maintenance Optimization
Directory of Open Access Journals (Sweden)
Viska Dewi Fawzy
2017-12-01
Full Text Available The most common problem in urban areas is the high public demand and the limited provision of housing. In meeting the needs of affordable housing for low income communities, the Government of Indonesia implements Rusunawa Project. Object of this research is Pandanarang Rusunawa. Rusunawa Pandanarang is one of the vertical housing in Cilacap that is facing deterioration issue and needs good maintenance management. This study aims at insetting priority and optimizing maintenance plan due to limited funds (limited budget and the amount of damage that must be repaired.This study uses one of the optimization methods of Dynamic Programing on the application of Integer 1/0 Knapsack Problem, to determine an schedule the maintenance activities. The Criteria that are used such as: the level of building components damage and the level of occupants participation. In the first criterion, the benefit (p is the percentage of damage that is fixed with the cost (w. While on the second criterion, the benefit (p is the percentage of occupant participation rate on the maintenance activities with the cost (w. For the budget of Rp 125.000.000, 00, it was obtained from the simulation that the value of the optimum solution on the first criterion at the 7th stage of 71.88% with total cost Rp 106.000.000, 00. At the second criterion, the value of the optimum solution at the 7th stage of 89.29% with total cost Rp 124.000.000, 00.
Dual Dynamic Programming - DDP
International Nuclear Information System (INIS)
Velasquez Bermudez, Jesus M
1998-01-01
Objections are presented to the mathematical formulation of the denominated Dual Dynamic programming-PDD that is the theoretical base of several computational model available for the optimal formulation of interconnected hydrothermal systems
Sabar, Nasser R; Ayob, Masri; Kendall, Graham; Qu, Rong
2015-02-01
Hyper-heuristics are search methodologies that aim to provide high-quality solutions across a wide variety of problem domains, rather than developing tailor-made methodologies for each problem instance/domain. A traditional hyper-heuristic framework has two levels, namely, the high level strategy (heuristic selection mechanism and the acceptance criterion) and low level heuristics (a set of problem specific heuristics). Due to the different landscape structures of different problem instances, the high level strategy plays an important role in the design of a hyper-heuristic framework. In this paper, we propose a new high level strategy for a hyper-heuristic framework. The proposed high-level strategy utilizes a dynamic multiarmed bandit-extreme value-based reward as an online heuristic selection mechanism to select the appropriate heuristic to be applied at each iteration. In addition, we propose a gene expression programming framework to automatically generate the acceptance criterion for each problem instance, instead of using human-designed criteria. Two well-known, and very different, combinatorial optimization problems, one static (exam timetabling) and one dynamic (dynamic vehicle routing) are used to demonstrate the generality of the proposed framework. Compared with state-of-the-art hyper-heuristics and other bespoke methods, empirical results demonstrate that the proposed framework is able to generalize well across both domains. We obtain competitive, if not better results, when compared to the best known results obtained from other methods that have been presented in the scientific literature. We also compare our approach against the recently released hyper-heuristic competition test suite. We again demonstrate the generality of our approach when we compare against other methods that have utilized the same six benchmark datasets from this test suite.
AbouEisha, Hassan M.
2017-07-13
We consider a class of two-and three-dimensional h-refined meshes generated by an adaptive finite element method. We introduce an element partition tree, which controls the execution of the multi-frontal solver algorithm over these refined grids. We propose and study algorithms with polynomial computational cost for the optimization of these element partition trees. The trees provide an ordering for the elimination of unknowns. The algorithms automatically optimize the element partition trees using extensions of dynamic programming. The construction of the trees by the dynamic programming approach is expensive. These generated trees cannot be used in practice, but rather utilized as a learning tool to propose fast heuristic algorithms. In this first part of our paper we focus on the dynamic programming approach, and draw a sketch of the heuristic algorithm. The second part will be devoted to a more detailed analysis of the heuristic algorithm extended for the case of hp-adaptive
Introduction to dynamic programming
Cooper, Leon; Rodin, E Y
1981-01-01
Introduction to Dynamic Programming provides information pertinent to the fundamental aspects of dynamic programming. This book considers problems that can be quantitatively formulated and deals with mathematical models of situations or phenomena that exists in the real world.Organized into 10 chapters, this book begins with an overview of the fundamental components of any mathematical optimization model. This text then presents the details of the application of dynamic programming to variational problems. Other chapters consider the application of dynamic programming to inventory theory, Mark
Jabarivelisdeh, Banafsheh; Waldherr, Steffen
2018-03-26
One of the main goals of metabolic engineering is to obtain high levels of a microbial product through genetic modifications. To improve the productivity of such a process, the dynamic implementation of metabolic engineering strategies has been proven to be more beneficial compared to static genetic manipulations in which the gene expression is not controlled over time, by resolving the trade-off between growth and production. In this work, a bilevel optimization framework based on constraint-based models is applied to identify an optimal strategy for dynamic genetic and process level manipulations to increase productivity. The dynamic enzyme-cost flux balance analysis (deFBA) as underlying metabolic network model captures the network dynamics and enables the analysis of temporal regulation in the metabolic-genetic network. We apply our computational framework to maximize ethanol productivity in a batch process with Escherichia coli. The results highlight the importance of integrating the genetic level and enzyme production and degradation processes for obtaining optimal dynamic gene and process manipulations. This article is protected by copyright. All rights reserved. This article is protected by copyright. All rights reserved.
Zhang, Shuo; Zhang, Chengning; Han, Guangwei; Wang, Qinghui
2014-01-01
A dual-motor coupling-propulsion electric bus (DMCPEB) is modeled, and its optimal control strategy is studied in this paper. The necessary dynamic features of energy loss for subsystems is modeled. Dynamic programming (DP) technique is applied to find the optimal control strategy including upshift threshold, downshift threshold, and power split ratio between the main motor and auxiliary motor. Improved control rules are extracted from the DP-based control solution, forming near-optimal control strategies. Simulation results demonstrate that a significant improvement in reducing energy loss due to the dual-motor coupling-propulsion system (DMCPS) running is realized without increasing the frequency of the mode switch. PMID:25540814
DEFF Research Database (Denmark)
Davidsen, Claus; Liu, Suxia; Mo, Xinguo
2014-01-01
. A stochastic dynamic programming (SDP) approach is used to minimize the basin-wide total costs arising from water allocations and water curtailments. Dynamic allocation problems with inclusion of groundwater resources proved to be more complex to solve with SDP than pure surface water allocation problems due...... to head-dependent pumping costs. These dynamic pumping costs strongly affect the total costs and can lead to non-convexity of the future cost function. The water user groups (agriculture, industry, domestic) are characterized by inelastic demands and fixed water allocation and water supply curtailment...... and future costs for given surface water reservoir and groundwater aquifer end storages. The immediate cost is found by solving a simple linear allocation sub-problem, and the future costs are assessed by interpolation in the total cost matrix from the following time step. Total costs for all stages...
AbouEisha, Hassan M.
2014-06-06
In this paper we present a dynamic programming algorithm for finding optimal elimination trees for computational grids refined towards point or edge singularities. The elimination tree is utilized to guide the multi-frontal direct solver algorithm. Thus, the criterion for the optimization of the elimination tree is the computational cost associated with the multi-frontal solver algorithm executed over such tree. We illustrate the paper with several examples of optimal trees found for grids with point, isotropic edge and anisotropic edge mixed with point singularity. We show the comparison of the execution time of the multi-frontal solver algorithm with results of MUMPS solver with METIS library, implementing the nested dissection algorithm.
Assessment of an optimized dog-culling program in the dynamics of canine Leishmania transmission.
Moreira, Edson Duarte; Mendes de Souza, Verena Maria; Sreenivasan, Meera; Nascimento, Eliane Góes; Pontes de Carvalho, Lain
2004-08-06
In Brazil, zoonotic visceral leishmaniasis (ZVL) control programs based on the mass elimination of seropositive dogs have failed to reduce the number of leishmaniasis cases. However, these programs have been done under sub-optimal conditions. We studied a cohort of dogs in an urban area in Brazil to determine, whether a dog-culling program optimized with: (i) replacement of a relatively low-sensitivity indirect immune-fluorescent test on blood eluate by a more sensitive enzyme-linked immunosorbent assay on serum blood samples; (ii) shortening of the time interval from serodiagnosis to removal of dogs; (iii) screening a high proportion of the dog population could reduce the incidence of canine Leishmania infection (CLI). The study ran from December 1997 to July 2000, with four follow-up assessments performed at approximately 8-month intervals. All dogs seropositive for anti-Leishmania antibodies were promptly eliminated. A large number of new dogs immigrated to the study area throughout the study period. They comprised 43.8-49.8% of the cohort at each follow-up assessment, and upto 15% of them already had Leishmania infection. Overall, 42 news cases of CLI were identified, for a crude incidence rate of 11.8 cases per 100 dog-years (95% CI 8.6-15.6). In the first, second, third and fourth follow-up assessments the incidence rates were 8.2 (95% CI 3.0-17.9), 12.2 (95% CI 6.3-21.2), 16.4 (95% CI 8.5-28.6) and 13.6 (95% CI 7.1-23.8), respectively. There was no statistically significant change in these rates throughout the study period. Our results suggest that dog-culling programs do not reduce the incidence of CLI, even with an optimized intervention. Possible reasons for this failure include: currently available serologic methods lack sufficient sensitivity and/or specificity to accurately identify all infected dogs warranting removal in order to prevent Leishmania transmission; destroyed dogs are immediately replaced by susceptible puppies, and quite often, by
Optimization by record dynamics
DEFF Research Database (Denmark)
Barettin, Daniele; Sibani, Paolo
2014-01-01
Large dynamical changes in thermalizing glassy systems are triggered by trajectories crossing record sized barriers, a behavior revealing the presence of a hierarchical structure in configuration space. The observation is here turned into a novel local search optimization algorithm dubbed record...... dynamics optimization,or RDO. RDO uses the Metropolis rule to accept or reject candidate solutions depending on the value of a parameter akin to the temperature and minimizes the cost function of the problem at hand through cycles where its ‘temperature’ is raised and subsequently decreased in order...
Amin, Talha
2013-01-01
In the paper, we present a comparison of dynamic programming and greedy approaches for construction and optimization of approximate decision rules relative to the number of misclassifications. We use an uncertainty measure that is a difference between the number of rows in a decision table T and the number of rows with the most common decision for T. For a nonnegative real number γ, we consider γ-decision rules that localize rows in subtables of T with uncertainty at most γ. Experimental results with decision tables from the UCI Machine Learning Repository are also presented. © 2013 Springer-Verlag.
DEFF Research Database (Denmark)
Haahr, Jørgen Thorlund; Pisinger, David; Sabbaghian, Mohammad
2017-01-01
This paper considers a novel solution method for generating improved train speed profiles with reduced energy consumption. The solution method makes use of a time-space graph formulation which can be solved through Dynamic Programming. Instead of using uniform discretization of time and space...... on solving an extensive number of real-life problem instances, our benchmarks show that the proposed solution method is able to satisfy all secondary constraints and still be able to decrease energy consumption by 3.3% on average compared to a commercial solver provided by our industrial collaborator, Cubris....... The computational times are generally very low, making it possible to recompute the train speed profile in case of unexpected changes in speed restrictions or timings. This is a great advantage over static offline lookup tables. Also, the framework is very flexible, making it possible to handle a number...
Biswas, Abhishek; Ranjan, Desh; Zubair, Mohammad; He, Jing
2015-09-01
The determination of secondary structure topology is a critical step in deriving the atomic structures from the protein density maps obtained from electron cryomicroscopy technique. This step often relies on matching the secondary structure traces detected from the protein density map to the secondary structure sequence segments predicted from the amino acid sequence. Due to inaccuracies in both sources of information, a pool of possible secondary structure positions needs to be sampled. One way to approach the problem is to first derive a small number of possible topologies using existing matching algorithms, and then find the optimal placement for each possible topology. We present a dynamic programming method of Θ(Nq(2)h) to find the optimal placement for a secondary structure topology. We show that our algorithm requires significantly less computational time than the brute force method that is in the order of Θ(q(N) h).
Bhattacharjya, D.; Mukerji, T.; Mascarenhas, O.; Weyant, J.
2005-12-01
Designing a cost-effective and reliable monitoring program is crucial to the success of any geological CO2 storage project. Effective design entails determining both, the optimal measurement modality, as well as the frequency of monitoring the site. Time-lapse seismic provides the best spatial coverage and resolution for reservoir monitoring. Initial results from Sleipner (Norway) have demonstrated effective monitoring of CO2 plume movement. However, time-lapse seismic is an expensive monitoring technique especially over the long term life of a storage project and should be used judiciously. We present a mathematical model based on dynamic programming that can be used to estimate site-specific optimal frequency of time-lapse surveys. The dynamics of the CO2 sequestration process are simplified and modeled as a four state Markov process with transition probabilities. The states are M: injected CO2 safely migrating within the target zone; L: leakage from the target zone to the adjacent geosphere; R: safe migration after recovery from leakage state; and S: seepage from geosphere to the biosphere. The states are observed only when a monitoring survey is performed. We assume that the system may go to state S only from state L. We also assume that once observed to be in state L, remedial measures are always taken to bring it back to state R. Remediation benefits are captured by calculating the expected penalty if CO2 seeped into the biosphere. There is a trade-off between the conflicting objectives of minimum discounted costs of performing the next time-lapse survey and minimum risk of seepage and its associated costly consequences. A survey performed earlier would spot the leakage earlier. Remediation methods would have been utilized earlier, resulting in savings in costs attributed to excessive seepage. On the other hand, there are also costs for the survey and remedial measures. The problem is solved numerically using Bellman's optimality principal of dynamic
Yamada, Kazunori D
2018-01-01
A profile-comparison method with position-specific scoring matrix (PSSM) is among the most accurate alignment methods. Currently, cosine similarity and correlation coefficients are used as scoring functions of dynamic programming to calculate similarity between PSSMs. However, it is unclear whether these functions are optimal for profile alignment methods. By definition, these functions cannot capture nonlinear relationships between profiles. Therefore, we attempted to discover a novel scoring function, which was more suitable for the profile-comparison method than existing functions, using neural networks. Although neural networks required derivative-of-cost functions, the problem being addressed in this study lacked them. Therefore, we implemented a novel derivative-free neural network by combining a conventional neural network with an evolutionary strategy optimization method used as a solver. Using this novel neural network system, we optimized the scoring function to align remote sequence pairs. Our results showed that the pairwise-profile aligner using the novel scoring function significantly improved both alignment sensitivity and precision relative to aligners using existing functions. We developed and implemented a novel derivative-free neural network and aligner (Nepal) for optimizing sequence alignments. Nepal improved alignment quality by adapting to remote sequence alignments and increasing the expressiveness of similarity scores. Additionally, this novel scoring function can be realized using a simple matrix operation and easily incorporated into other aligners. Moreover our scoring function could potentially improve the performance of homology detection and/or multiple-sequence alignment of remote homologous sequences. The goal of the study was to provide a novel scoring function for profile alignment method and develop a novel learning system capable of addressing derivative-free problems. Our system is capable of optimizing the performance of other
Bellman, Richard
2003-01-01
An introduction to the mathematical theory of multistage decision processes, this text takes a ""functional equation"" approach to the discovery of optimum policies. Written by a leading developer of such policies, it presents a series of methods, uniqueness and existence theorems, and examples for solving the relevant equations. The text examines existence and uniqueness theorems, the optimal inventory equation, bottleneck problems in multistage production processes, a new formalism in the calculus of variation, strategies behind multistage games, and Markovian decision processes. Each chapte
National Research Council Canada - National Science Library
Khoo, Wai
1999-01-01
.... These problems model stochastic portfolio optimization problems (SPOPs) which assume deterministic unit weight, and normally distributed unit return with known mean and variance for each item type...
Davidsen, Claus; Liu, Suxia; Mo, Xingguo; Engelund Holm, Peter; Trapp, Stefan; Rosbjerg, Dan; Bauer-Gottwein, Peter
2015-04-01
Few studies address water quality in hydro-economic models, which often focus primarily on optimal allocation of water quantities. Water quality and water quantity are closely coupled, and optimal management with focus solely on either quantity or quality may cause large costs in terms of the oth-er component. In this study, we couple water quality and water quantity in a joint hydro-economic catchment-scale optimization problem. Stochastic dynamic programming (SDP) is used to minimize the basin-wide total costs arising from water allocation, water curtailment and water treatment. The simple water quality module can handle conservative pollutants, first order depletion and non-linear reactions. For demonstration purposes, we model pollutant releases as biochemical oxygen demand (BOD) and use the Streeter-Phelps equation for oxygen deficit to compute the resulting min-imum dissolved oxygen concentrations. Inelastic water demands, fixed water allocation curtailment costs and fixed wastewater treatment costs (before and after use) are estimated for the water users (agriculture, industry and domestic). If the BOD concentration exceeds a given user pollution thresh-old, the user will need to pay for pre-treatment of the water before use. Similarly, treatment of the return flow can reduce the BOD load to the river. A traditional SDP approach is used to solve one-step-ahead sub-problems for all combinations of discrete reservoir storage, Markov Chain inflow clas-ses and monthly time steps. Pollution concentration nodes are introduced for each user group and untreated return flow from the users contribute to increased BOD concentrations in the river. The pollutant concentrations in each node depend on multiple decision variables (allocation and wastewater treatment) rendering the objective function non-linear. Therefore, the pollution concen-tration decisions are outsourced to a genetic algorithm, which calls a linear program to determine the remainder of the decision
Extensions of dynamic programming as a new tool for decision tree optimization
Alkhalid, Abdulaziz
2013-01-01
The chapter is devoted to the consideration of two types of decision trees for a given decision table: α-decision trees (the parameter α controls the accuracy of tree) and decision trees (which allow arbitrary level of accuracy). We study possibilities of sequential optimization of α-decision trees relative to different cost functions such as depth, average depth, and number of nodes. For decision trees, we analyze relationships between depth and number of misclassifications. We also discuss results of computer experiments with some datasets from UCI ML Repository. ©Springer-Verlag Berlin Heidelberg 2013.
Introduction to stochastic dynamic programming
Ross, Sheldon M; Lukacs, E
1983-01-01
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the
Dynamic stochastic optimization
Ermoliev, Yuri; Pflug, Georg
2004-01-01
Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective an...
Optimal Resilient Dynamic Dictionaries
DEFF Research Database (Denmark)
Jørgensen, Allan Grønlund; Brodal, Gerth Stølting; Moruz, Gabriel
2007-01-01
updates in $O(\\log n+\\delta)$ amortized time. Our dynamic dictionary also supports range queries in $O(\\log n+\\delta+t)$ worst case time, where $t$ is the size of the output. Finally, we show that every resilient search tree (with some reasonable properties) must take~$\\Omega(\\log n + \\delta)$ worst...
Industrial cogeneration optimization program
Energy Technology Data Exchange (ETDEWEB)
1980-01-01
The purpose of this program was to identify up to 10 good near-term opportunities for cogeneration in 5 major energy-consuming industries which produce food, textiles, paper, chemicals, and refined petroleum; select, characterize, and optimize cogeneration systems for these identified opportunities to achieve maximum energy savings for minimum investment using currently available components of cogenerating systems; and to identify technical, institutional, and regulatory obstacles hindering the use of industrial cogeneration systems. The analysis methods used and results obtained are described. Plants with fuel demands from 100,000 Btu/h to 3 x 10/sup 6/ Btu/h were considered. It was concluded that the major impediments to industrial cogeneration are financial, e.g., high capital investment and high charges by electric utilities during short-term cogeneration facility outages. In the plants considered an average energy savings from cogeneration of 15 to 18% compared to separate generation of process steam and electric power was calculated. On a national basis for the 5 industries considered, this extrapolates to saving 1.3 to 1.6 quads per yr or between 630,000 to 750,000 bbl/d of oil. Properly applied, federal activity can do much to realize a substantial fraction of this potential by lowering the barriers to cogeneration and by stimulating wider implementation of this technology. (LCL)
Metaheuristics for Dynamic Optimization
Nakib, Amir; Siarry, Patrick
2013-01-01
This book is an updated effort in summarizing the trending topics and new hot research lines in solving dynamic problems using metaheuristics. An analysis of the present state in solving complex problems quickly draws a clear picture: problems that change in time, having noise and uncertainties in their definition are becoming very important. The tools to face these problems are still to be built, since existing techniques are either slow or inefficient in tracking the many global optima that those problems are presenting to the solver technique. Thus, this book is devoted to include several of the most important advances in solving dynamic problems. Metaheuristics are the more popular tools to this end, and then we can find in the book how to best use genetic algorithms, particle swarm, ant colonies, immune systems, variable neighborhood search, and many other bioinspired techniques. Also, neural network solutions are considered in this book. Both, theory and practice have been addressed in the chapters of t...
Dynamic optimization and differential games
Friesz, Terry L
2010-01-01
Dynamic Optimization and Differential Games has been written to address the increasing number of Operations Research and Management Science problems that involve the explicit consideration of time and of gaming among multiple agents. With end-of-chapter exercises throughout, it is a book that can be used both as a reference and as a textbook. It will be useful as a guide to engineers, operations researchers, applied mathematicians and social scientists whose work involves both the theoretical and computational aspects of dynamic optimization and differential games. Included throughout the text are detailed explanations of several original dynamic and game-theoretic mathematical models which are of particular relevance in today's technologically-driven-global economy: revenue management, oligopoly pricing, production planning, supply chain management, dynamic traffic assignment and dynamic congestion pricing. The book emphasizes deterministic theory, computational tools and applications associated with the stu...
Dynamic optimization deterministic and stochastic models
Hinderer, Karl; Stieglitz, Michael
2016-01-01
This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models and partially observable processes, the book focuses on the precise modelling of applications in a variety of areas, including operations research, computer science, mathematics, statistics, engineering, economics and finance. Dynamic Optimization is a carefully presented textbook which starts with discrete-time deterministic dynamic optimization problems, providing readers with the tools for sequential decision-making, before proceeding to the more complicated stochastic models. The authors present complete and simple proofs and illustrate the main results with numerous examples and exercises (without solutions). With relevant material covered in four appendices, this book is completely self-contained.
Dynamic Programming on Nominal Graphs
Directory of Open Access Journals (Sweden)
Nicklas Hoch
2015-04-01
Full Text Available Many optimization problems can be naturally represented as (hyper graphs, where vertices correspond to variables and edges to tasks, whose cost depends on the values of the adjacent variables. Capitalizing on the structure of the graph, suitable dynamic programming strategies can select certain orders of evaluation of the variables which guarantee to reach both an optimal solution and a minimal size of the tables computed in the optimization process. In this paper we introduce a simple algebraic specification with parallel composition and restriction whose terms up to structural axioms are the graphs mentioned above. In addition, free (unrestricted vertices are labelled with variables, and the specification includes operations of name permutation with finite support. We show a correspondence between the well-known tree decompositions of graphs and our terms. If an axiom of scope extension is dropped, several (hierarchical terms actually correspond to the same graph. A suitable graphical structure can be found, corresponding to every hierarchical term. Evaluating such a graphical structure in some target algebra yields a dynamic programming strategy. If the target algebra satisfies the scope extension axiom, then the result does not depend on the particular structure, but only on the original graph. We apply our approach to the parking optimization problem developed in the ASCENS e-mobility case study, in collaboration with Volkswagen. Dynamic programming evaluations are particularly interesting for autonomic systems, where actual behavior often consists of propagating local knowledge to obtain global knowledge and getting it back for local decisions.
Optimal lag in dynamical investments
Serva, M.
1998-01-01
A portfolio of different stocks and a risk-less security whose composition is dynamically maintained stable by trading shares at any time step leads to a growth of the capital with a nonrandom rate. This is the key for the theory of optimal-growth investment formulated by Kelly. In presence of transaction costs, the optimal composition changes and, more important, it turns out that the frequency of transactions must be reduced. This simple observation leads to the definition of an optimal lag...
Optimal dynamic detection of explosives
Energy Technology Data Exchange (ETDEWEB)
Moore, David Steven [Los Alamos National Laboratory; Mcgrane, Shawn D [Los Alamos National Laboratory; Greenfield, Margo T [Los Alamos National Laboratory; Scharff, R J [Los Alamos National Laboratory; Rabitz, Herschel A [PRINCETON UNIV; Roslund, J [PRINCETON UNIV
2009-01-01
The detection of explosives is a notoriously difficult problem, especially at stand-off distances, due to their (generally) low vapor pressure, environmental and matrix interferences, and packaging. We are exploring optimal dynamic detection to exploit the best capabilities of recent advances in laser technology and recent discoveries in optimal shaping of laser pulses for control of molecular processes to significantly enhance the standoff detection of explosives. The core of the ODD-Ex technique is the introduction of optimally shaped laser pulses to simultaneously enhance sensitivity of explosives signatures while reducing the influence of noise and the signals from background interferents in the field (increase selectivity). These goals are being addressed by operating in an optimal nonlinear fashion, typically with a single shaped laser pulse inherently containing within it coherently locked control and probe sub-pulses. With sufficient bandwidth, the technique is capable of intrinsically providing orthogonal broad spectral information for data fusion, all from a single optimal pulse.
Stochastic dynamics and combinatorial optimization
Ovchinnikov, Igor V.; Wang, Kang L.
2017-11-01
Natural dynamics is often dominated by sudden nonlinear processes such as neuroavalanches, gamma-ray bursts, solar flares, etc., that exhibit scale-free statistics much in the spirit of the logarithmic Ritcher scale for earthquake magnitudes. On phase diagrams, stochastic dynamical systems (DSs) exhibiting this type of dynamics belong to the finite-width phase (N-phase for brevity) that precedes ordinary chaotic behavior and that is known under such names as noise-induced chaos, self-organized criticality, dynamical complexity, etc. Within the recently proposed supersymmetric theory of stochastic dynamics, the N-phase can be roughly interpreted as the noise-induced “overlap” between integrable and chaotic deterministic dynamics. As a result, the N-phase dynamics inherits the properties of the both. Here, we analyze this unique set of properties and conclude that the N-phase DSs must naturally be the most efficient optimizers: on one hand, N-phase DSs have integrable flows with well-defined attractors that can be associated with candidate solutions and, on the other hand, the noise-induced attractor-to-attractor dynamics in the N-phase is effectively chaotic or aperiodic so that a DS must avoid revisiting solutions/attractors thus accelerating the search for the best solution. Based on this understanding, we propose a method for stochastic dynamical optimization using the N-phase DSs. This method can be viewed as a hybrid of the simulated and chaotic annealing methods. Our proposition can result in a new generation of hardware devices for efficient solution of various search and/or combinatorial optimization problems.
Directory of Open Access Journals (Sweden)
Renxin Xiao
2018-01-01
Full Text Available This paper proposes a comparison study of energy management methods for a parallel plug-in hybrid electric vehicle (PHEV. Based on detailed analysis of the vehicle driveline, quadratic convex functions are presented to describe the nonlinear relationship between engine fuel-rate and battery charging power at different vehicle speed and driveline power demand. The engine-on power threshold is estimated by the simulated annealing (SA algorithm, and the battery power command is achieved by convex optimization with target of improving fuel economy, compared with the dynamic programming (DP based method and the charging depleting–charging sustaining (CD/CS method. In addition, the proposed control methods are discussed at different initial battery state of charge (SOC values to extend the application. Simulation results validate that the proposed strategy based on convex optimization can save the fuel consumption and reduce the computation burden obviously.
Dynamic Optimization of Bytecode Instrumentation
Zheng Yudi; Bulej Lubomír; Zhang Cheng; Kell Stephen; Ansaloni Danilo; Binder Walter
2013-01-01
Accuracy completeness and performance are all major concerns in the context of dynamic program analysis. Emphasizing one of these factors may compromise the other factors. For example improving completeness of an analysis may seriously impair performance. In this paper we present an analysis model and a framework that enables reducing analysis overhead at runtime through adaptive instrumentation of the base program. Our approach targets analyses implemented with code instrumentation technique...
Dynamic optimization in environmental economics
Energy Technology Data Exchange (ETDEWEB)
Moser, Elke; Tragler, Gernot; Veliov, Vladimir M. (eds.) [Vienna Univ. of Technology (Austria). Inst. of Mathematical Methods in Economics; Semmler, Willi [The New School for Social Research, New York, NY (United States). Dept. of Economics
2014-11-01
This book contains two chapters with the topics: 1. Chapter: INTERACTIONS BETWEEN ECONOMY AND CLIMATE: (a) Climate Change and Technical Progress: Impact of Informational Constraints. (b) Environmental Policy in a Dynamic Model with Heterogeneous Agents and Voting. (c) Optimal Environmental Policy in the Presence of Multiple Equilibria and Reversible Hysteresis. (d). Modeling the Dynamics of the Transition to a Green Economy. (e) One-Parameter GHG Emission Policy With R and D-Based Growth. (f) Pollution, Public Health Care, and Life Expectancy when Inequality Matters. (g) Uncertain Climate Policy and the Green Paradox. (h) Uniqueness Versus Indeterminacy in the Tragedy of the Commons - A ''Geometric'' Approach. 2. Chapter: OPTIMAL EXTRACTION OF RESOURCES: (j) Dynamic Behavior of Oil Importers and Exporters Under Uncertainty. (k) Robust Control of a Spatially Distributed Commercial Fishery. (l) On the Effect of Resource Exploitation on Growth: Domestic Innovation vs. Technological Diffusion Through Trade. (m) Forest Management and Biodiversity in Size-Structured Forests Under Climate Change. (n) Carbon Taxes and Comparison of Trading Regimes in Fossil Fuels. (o) Landowning, Status and Population Growth. (p) Optimal Harvesting of Size-Structured Biological Populations.
Dynamic optimization in environmental economics
International Nuclear Information System (INIS)
Moser, Elke; Tragler, Gernot; Veliov, Vladimir M.; Semmler, Willi
2014-01-01
This book contains two chapters with the topics: 1. Chapter: INTERACTIONS BETWEEN ECONOMY AND CLIMATE: (a) Climate Change and Technical Progress: Impact of Informational Constraints. (b) Environmental Policy in a Dynamic Model with Heterogeneous Agents and Voting. (c) Optimal Environmental Policy in the Presence of Multiple Equilibria and Reversible Hysteresis. (d). Modeling the Dynamics of the Transition to a Green Economy. (e) One-Parameter GHG Emission Policy With R and D-Based Growth. (f) Pollution, Public Health Care, and Life Expectancy when Inequality Matters. (g) Uncertain Climate Policy and the Green Paradox. (h) Uniqueness Versus Indeterminacy in the Tragedy of the Commons - A ''Geometric'' Approach. 2. Chapter: OPTIMAL EXTRACTION OF RESOURCES: (j) Dynamic Behavior of Oil Importers and Exporters Under Uncertainty. (k) Robust Control of a Spatially Distributed Commercial Fishery. (l) On the Effect of Resource Exploitation on Growth: Domestic Innovation vs. Technological Diffusion Through Trade. (m) Forest Management and Biodiversity in Size-Structured Forests Under Climate Change. (n) Carbon Taxes and Comparison of Trading Regimes in Fossil Fuels. (o) Landowning, Status and Population Growth. (p) Optimal Harvesting of Size-Structured Biological Populations.
Directory of Open Access Journals (Sweden)
Hongwen He
2013-01-01
Full Text Available Energy management strategy influences the power performance and fuel economy of plug-in hybrid electric vehicles greatly. To explore the fuel-saving potential of a plug-in hybrid electric bus (PHEB, this paper searched the global optimal energy management strategy using dynamic programming (DP algorithm. Firstly, the simplified backward model of the PHEB was built which is necessary for DP algorithm. Then the torque and speed of engine and the torque of motor were selected as the control variables, and the battery state of charge (SOC was selected as the state variables. The DP solution procedure was listed, and the way was presented to find all possible control variables at every state of each stage in detail. Finally, the appropriate SOC increment is determined after quantizing the state variables, and then the optimal control of long driving distance of a specific driving cycle is replaced with the optimal control of one driving cycle, which reduces the computational time significantly and keeps the precision at the same time. The simulation results show that the fuel economy of the PEHB with the optimal energy management strategy is improved by 53.7% compared with that of the conventional bus, which can be a benchmark for the assessment of other control strategies.
Optimal decisions principles of programming
Lange, Oskar
1971-01-01
Optimal Decisions: Principles of Programming deals with all important problems related to programming.This book provides a general interpretation of the theory of programming based on the application of the Lagrange multipliers, followed by a presentation of the marginal and linear programming as special cases of this general theory. The praxeological interpretation of the method of Lagrange multipliers is also discussed.This text covers the Koopmans' model of transportation, geometric interpretation of the programming problem, and nature of activity analysis. The solution of t
Optimal Implantable Cardioverter Defibrillator Programming.
Shah, Bindi K
Optimal programming of implantable cardioverter defibrillators (ICDs) is essential to appropriately treat ventricular tachyarrhythmias and to avoid unnecessary and inappropriate shocks. There have been a series of large clinical trials evaluating tailored programming of ICDs. We reviewed the clinical trials evaluating ICD therapies and detection, and the consensus statement on ICD programming. In doing so, we found that prolonged ICD detection times, higher rate cutoffs, and antitachycardia pacing (ATP) programming decreases inappropriate and painful therapies in a primary prevention population. The use of supraventricular tachyarrhythmia discriminators can also decrease inappropriate shocks. Tailored ICD programming using the knowledge gained from recent ICD trials can decrease inappropriate and unnecessary ICD therapies and decrease mortality.
Optimal dynamic remapping of data parallel computations
Nicol, David M.; Reynolds, Paul F., Jr.
1990-01-01
A large class of data parallel computations is characterized by a sequence of phases, with phase changes occurring unpredictably. Dynamic remapping of the workload to processors may be required to maintain good performance. The problem considered, for which the utility of remapping and the future behavior of the workload are uncertain, arises when phases exhibit stable execution requirements during a given phase, but requirements change radically between phases. For these situations, a workload assignment generated for one phase may hinder performance during the next phase. This problem is treated formally for a probabilistic model of computation with at most two phases. The authors address the fundamental problem of balancing the expected remapping performance gain against the delay cost, and they derive the optimal remapping decision policy. The promise of the approach is shown by application to multiprocessor implementations of an adaptive gridding fluid dynamics program and to a battlefield simulation program.
Dynamic optimization of human walking.
Anderson, F C; Pandy, M G
2001-10-01
A three-dimensional, neuromusculoskeletal model of the body was combined with dynamic optimization theory to simulate normal walking on level ground. The body was modeled as a 23 degree-of-freedom mechanical linkage, actuated by 54 muscles. The dynamic optimization problem was to calculate the muscle excitation histories, muscle forces, and limb motions subject to minimum metabolic energy expenditure per unit distance traveled. Muscle metabolic energy was calculated by slimming five terms: the basal or resting heat, activation heat, maintenance heat, shortening heat, and the mechanical work done by all the muscles in the model. The gait cycle was assumed to be symmetric; that is, the muscle excitations for the right and left legs and the initial and terminal states in the model were assumed to be equal. Importantly, a tracking problem was not solved. Rather only a set of terminal constraints was placed on the states of the model to enforce repeatability of the gait cycle. Quantitative comparisons of the model predictions with patterns of body-segmental displacements, ground-reaction forces, and muscle activations obtained from experiment show that the simulation reproduces the salient features of normal gait. The simulation results suggest that minimum metabolic energy per unit distance traveled is a valid measure of walking performance.
Programming for Sparse Minimax Optimization
DEFF Research Database (Denmark)
Jonasson, K.; Madsen, Kaj
1994-01-01
We present an algorithm for nonlinear minimax optimization which is well suited for large and sparse problems. The method is based on trust regions and sequential linear programming. On each iteration, a linear minimax problem is solved for a basic step. If necessary, this is followed by the dete......We present an algorithm for nonlinear minimax optimization which is well suited for large and sparse problems. The method is based on trust regions and sequential linear programming. On each iteration, a linear minimax problem is solved for a basic step. If necessary, this is followed...... by the determination of a minimum norm corrective step based on a first-order Taylor approximation. No Hessian information needs to be stored. Global convergence is proved. This new method has been extensively tested and compared with other methods, including two well known codes for nonlinear programming...
H. Rezazadeh; M. Ghazanfari; S. J. Sadjadi; Mir.B. Aryanezhad; A. Makui
2009-01-01
The concept of virtual cellular manufacturing system (VCMS) is finding acceptance among researchers as an extension to grouptechnology. In fact, in order to realize benefits of cellular manufacturing system in the functional layout, the VCMS createsprovisional groups of resources (machines, parts and workers) in the production planning and control system. This paperdevelops a mathematical model to design the VCMS under a dynamic environment with a more integrated approach whereproduction plan...
Design optimization applied in structural dynamics
Akcay-Perdahcioglu, Didem; de Boer, Andries; van der Hoogt, Peter; Tiskarna, T
2007-01-01
This paper introduces the design optimization strategies, especially for structures which have dynamic constraints. Design optimization involves first the modeling and then the optimization of the problem. Utilizing the Finite Element (FE) model of a structure directly in an optimization process
Evolutionary computation for dynamic optimization problems
Yao, Xin
2013-01-01
This book provides a compilation on the state-of-the-art and recent advances of evolutionary computation for dynamic optimization problems. The motivation for this book arises from the fact that many real-world optimization problems and engineering systems are subject to dynamic environments, where changes occur over time. Key issues for addressing dynamic optimization problems in evolutionary computation, including fundamentals, algorithm design, theoretical analysis, and real-world applications, are presented. "Evolutionary Computation for Dynamic Optimization Problems" is a valuable reference to scientists, researchers, professionals and students in the field of engineering and science, particularly in the areas of computational intelligence, nature- and bio-inspired computing, and evolutionary computation.
Hybrid Differential Dynamic Programming with Stochastic Search
Aziz, Jonathan; Parker, Jeffrey; Englander, Jacob
2016-01-01
Differential dynamic programming (DDP) has been demonstrated as a viable approach to low-thrust trajectory optimization, namely with the recent success of NASAs Dawn mission. The Dawn trajectory was designed with the DDP-based Static Dynamic Optimal Control algorithm used in the Mystic software. Another recently developed method, Hybrid Differential Dynamic Programming (HDDP) is a variant of the standard DDP formulation that leverages both first-order and second-order state transition matrices in addition to nonlinear programming (NLP) techniques. Areas of improvement over standard DDP include constraint handling, convergence properties, continuous dynamics, and multi-phase capability. DDP is a gradient based method and will converge to a solution nearby an initial guess. In this study, monotonic basin hopping (MBH) is employed as a stochastic search method to overcome this limitation, by augmenting the HDDP algorithm for a wider search of the solution space.
Dynamical System Approaches to Combinatorial Optimization
DEFF Research Database (Denmark)
Starke, Jens
2013-01-01
Several dynamical system approaches to combinatorial optimization problems are described and compared. These include dynamical systems derived from penalty methods; the approach of Hopfield and Tank; self-organizing maps, that is, Kohonen networks; coupled selection equations; and hybrid methods...
Energy Technology Data Exchange (ETDEWEB)
Vianna, Savio S.V. [Det Norske Veritas PRINCIPIA, Rio de Janeiro, RJ (Brazil); Ferreira Filho, Virgilio Jose [Universidade Federal do Rio de Janeiro (UFRJ), RJ (Brazil). Coordenacao dos Programas de Pos-graduacao de Engenharia (COPPE). Programa de Engenharia de Producao
2004-07-01
Nowadays, worry about produce under safe conditions increased. This compromising with environment and safety systems is somehow careless regarding mathematics models in order to foreseen day by day production scenarios. The present paper suggests a methodology based on computational fluid dynamics and mathematics programming using graph theory to optimize gas detectors location on offshore facility plant. (author)
Dynamic Optimization of UV Flash Processes
DEFF Research Database (Denmark)
Ritschel, Tobias Kasper Skovborg; Capolei, Andrea; Jørgensen, John Bagterp
2017-01-01
UV ash processes, also referred to as isoenergetic-isochoric ash processes, occur for dynamic simulation and optimization of vapor-liquid equilibrium processes. Dynamic optimization and nonlinear model predictive control of distillation columns, certain two-phase ow problems, as well as oil...
TRACKING CODE DEVELOPMENT FOR BEAM DYNAMICS OPTIMIZATION
Energy Technology Data Exchange (ETDEWEB)
Yang, L.
2011-03-28
Dynamic aperture (DA) optimization with direct particle tracking is a straight forward approach when the computing power is permitted. It can have various realistic errors included and is more close than theoretical estimations. In this approach, a fast and parallel tracking code could be very helpful. In this presentation, we describe an implementation of storage ring particle tracking code TESLA for beam dynamics optimization. It supports MPI based parallel computing and is robust as DA calculation engine. This code has been used in the NSLS-II dynamics optimizations and obtained promising performance.
Performance Evaluation of Dynamic Particle Swarm Optimization
Ms. Hemlata S. Urade; Rahila Patel
2012-01-01
In this paper the concept of dynamic particle swarmoptimization is introduced. The dynamic PSO is different fromthe existing PSO’s and some local version of PSO in terms ofswarm size and topology. Experiment conducted for benchmarkfunctions of single objective optimization problem, which showsthe better performance rather the basic PSO. The paper alsocontains the comparative analysis for Simple PSO and DynamicPSO which shows the better result for dynamic PSO rather thansimple PSO.
Sensitivity analysis in dynamic optimization
Evers, A.H.
1980-01-01
To find the optimal control of chemical processes, Pontryagin's minimum principle can be used. In practice, however, one is not only interested in the optimal solution, which satisfies the restrictions on the control, the initial and terminal conditions, and the process parameters. It is also
Optimization Program for Drinking Water Systems
The Area-Wide Optimization Program (AWOP) provides tools and approaches for drinking water systems to meet water quality optimization goals and provide an increased – and sustainable – level of public health protection to their consumers.
Configuring Airspace Sectors with Approximate Dynamic Programming
Bloem, Michael; Gupta, Pramod
2010-01-01
In response to changing traffic and staffing conditions, supervisors dynamically configure airspace sectors by assigning them to control positions. A finite horizon airspace sector configuration problem models this supervisor decision. The problem is to select an airspace configuration at each time step while considering a workload cost, a reconfiguration cost, and a constraint on the number of control positions at each time step. Three algorithms for this problem are proposed and evaluated: a myopic heuristic, an exact dynamic programming algorithm, and a rollouts approximate dynamic programming algorithm. On problem instances from current operations with only dozens of possible configurations, an exact dynamic programming solution gives the optimal cost value. The rollouts algorithm achieves costs within 2% of optimal for these instances, on average. For larger problem instances that are representative of future operations and have thousands of possible configurations, excessive computation time prohibits the use of exact dynamic programming. On such problem instances, the rollouts algorithm reduces the cost achieved by the heuristic by more than 15% on average with an acceptable computation time.
Joint Chance-Constrained Dynamic Programming
Ono, Masahiro; Kuwata, Yoshiaki; Balaram, J. Bob
2012-01-01
This paper presents a novel dynamic programming algorithm with a joint chance constraint, which explicitly bounds the risk of failure in order to maintain the state within a specified feasible region. A joint chance constraint cannot be handled by existing constrained dynamic programming approaches since their application is limited to constraints in the same form as the cost function, that is, an expectation over a sum of one-stage costs. We overcome this challenge by reformulating the joint chance constraint into a constraint on an expectation over a sum of indicator functions, which can be incorporated into the cost function by dualizing the optimization problem. As a result, the primal variables can be optimized by a standard dynamic programming, while the dual variable is optimized by a root-finding algorithm that converges exponentially. Error bounds on the primal and dual objective values are rigorously derived. We demonstrate the algorithm on a path planning problem, as well as an optimal control problem for Mars entry, descent and landing. The simulations are conducted using a real terrain data of Mars, with four million discrete states at each time step.
Stochastic optimization: beyond mathematical programming
CERN. Geneva
2015-01-01
Stochastic optimization, among which bio-inspired algorithms, is gaining momentum in areas where more classical optimization algorithms fail to deliver satisfactory results, or simply cannot be directly applied. This presentation will introduce baseline stochastic optimization algorithms, and illustrate their efficiency in different domains, from continuous non-convex problems to combinatorial optimization problem, to problems for which a non-parametric formulation can help exploring unforeseen possible solution spaces.
Dynamic programming models and applications
Denardo, Eric V
2003-01-01
Introduction to sequential decision processes covers use of dynamic programming in studying models of resource allocation, methods for approximating solutions of control problems in continuous time, production control, more. 1982 edition.
Secure Dynamic Program Repartitioning
DEFF Research Database (Denmark)
Hansen, Rene Rydhoff; Probst, Christian
2005-01-01
Secure program partitioning has been introduced as a language-based technique to allow the distribution of data and computation across mutualy untrusted hosts, while at the same time guaranteeing the protection of confidential data. Programs that have been annotated with security types...
Elements of Dynamic Programming,
1981-02-02
Doc 80151501 ,i ii page 11. § 2. erinciple of the step v b, cnaszzaucticn of optimum ccntrol. rhus, dynamic programa ..j -.,a o. step...moves, receiing from plane ABC into tai uapca ot simrlex. 14 Fiq. 10.4. DOC =30151505 FAGE § 11. Task about the distr iatiou Qf rasources/lifetimes
Energy Technology Data Exchange (ETDEWEB)
Edo, S.; Kenmoku, Y.; Sakakibara, T. [Toyohashi University of Technology, Aichi (Japan); Nakagawa, S. [Maizuru College of Technology, Kyoto (Japan); Kawamoto, T. [Shizuoka University, Shizuoka (Japan)
1997-11-25
With regard to utilization of a solar/electric hot-water system, a discussion was given by using a dynamic programming method on operation of a system which minimizes power charge. The discussed system is an installation in a welfare facility accommodating 100 persons, where solar heat is stored in a heat storage tank from a heat collector, and utilized for hot water supply. If the solar heat is insufficient for required hot water quantity, the water is heated by using an electric heater. The discussion compared the system operation using the dynamic programming method with the following two systems: the operation method 1, which does not utilize insolation forecast and the operation method 2, in which insolation forecast is utilized and late-night electric power is utilized for heating water in shortage. As a result of the calculation, the operation using the dynamic programming method conducts heat storage by utilizing the late-night power even if insolation is sufficient in winter in order to suppress heating by utilizing late-night power for days with less insolation. Thus, suppression is given on excessive utilization of day-time power and on rise in annual maximum power demand. It was found that the present system reduces power consumption by 37.7% when compared with the operation method 1, and 22.7% when compared even with the operation method 2. 3 refs., 5 figs., 3 tabs.
A Dynamic Programming Approach to Constrained Portfolios
DEFF Research Database (Denmark)
Kraft, Holger; Steffensen, Mogens
2013-01-01
This paper studies constrained portfolio problems that may involve constraints on the probability or the expected size of a shortfall of wealth or consumption. Our first contribution is that we solve the problems by dynamic programming, which is in contrast to the existing literature that applies...... the martingale method. More precisely, we construct the non-separable value function by formalizing the optimal constrained terminal wealth to be a (conjectured) contingent claim on the optimal non-constrained terminal wealth. This is relevant by itself, but also opens up the opportunity to derive new solutions...
An Improved Dynamic Programming Decomposition Approach for Network Revenue Management
Dan Zhang
2011-01-01
We consider a nonlinear nonseparable functional approximation to the value function of a dynamic programming formulation for the network revenue management (RM) problem with customer choice. We propose a simultaneous dynamic programming approach to solve the resulting problem, which is a nonlinear optimization problem with nonlinear constraints. We show that our approximation leads to a tighter upper bound on optimal expected revenue than some known bounds in the literature. Our approach can ...
Optimal Control of Isometric Muscle Dynamics
Directory of Open Access Journals (Sweden)
Robert Rockenfeller
2015-03-01
Full Text Available We use an indirect optimal control approach to calculate the optimal neural stimulation needed to obtain measured isometric muscle forces. The neural stimulation of the nerve system is hereby considered to be a control function (input of the system ’muscle’ that solely determines the muscle force (output. We use a well-established muscle model and experimental data of isometric contractions. The model consists of coupled activation and contraction dynamics described by ordinary differential equations. To validate our results, we perform a comparison with commercial optimal control software.
Graphic Interface for LCP2 Optimization Program
DEFF Research Database (Denmark)
Nicolae, Taropa Laurentiu; Gaunholt, Hans
1998-01-01
This report provides information about the software interface that is programmed for the Optimization Program LCP2. The first part is about the general description of the program followed by a guide for using the interface. The last chapters contain a discussion about problems or futute extensions...
Energy Technology Data Exchange (ETDEWEB)
Busby, R.L.; Ward, K.B.
1989-01-01
A model was devised to estimate the harvest value of unthinned loblolly and slash pine (pinus taeda L. and P. elliottii var. elliottii Englm.) plantations in the west gulf region. The model, MERCHOP, can be used to forecast product volumes and values; the output provided is partitioned into 1-inch tree d.b.h. classes. Using a dynamic programming algorithm, MERCHOP can be used to convert stand tables predicted by USLYCOWG's three-parameter Weibull function into a listing of seven products that maximizes the selling value of the stand, assuming the assumptions used in the analysis are correct.
Learning and Anticipation in Online Dynamic Optimization
P.A.N. Bosman (Peter); S. Yang; Y.S. Ong; Y. Jin
2007-01-01
htmlabstractIn this chapter we focus on the importance of the use of learning and anticipation in (online) dynamic optimization. To this end we point out an important source of problem-difficulty that has so far received significantly less attention than the traditional shifting of optima.
Runway Scheduling Using Generalized Dynamic Programming
Montoya, Justin; Wood, Zachary; Rathinam, Sivakumar
2011-01-01
A generalized dynamic programming method for finding a set of pareto optimal solutions for a runway scheduling problem is introduced. The algorithm generates a set of runway fight sequences that are optimal for both runway throughput and delay. Realistic time-based operational constraints are considered, including miles-in-trail separation, runway crossings, and wake vortex separation. The authors also model divergent runway takeoff operations to allow for reduced wake vortex separation. A modeled Dallas/Fort Worth International airport and three baseline heuristics are used to illustrate preliminary benefits of using the generalized dynamic programming method. Simulated traffic levels ranged from 10 aircraft to 30 aircraft with each test case spanning 15 minutes. The optimal solution shows a 40-70 percent decrease in the expected delay per aircraft over the baseline schedulers. Computational results suggest that the algorithm is promising for real-time application with an average computation time of 4.5 seconds. For even faster computation times, two heuristics are developed. As compared to the optimal, the heuristics are within 5% of the expected delay per aircraft and 1% of the expected number of runway operations per hour ad can be 100x faster.
Ant colony optimization and constraint programming
Solnon, Christine
2013-01-01
Ant colony optimization is a metaheuristic which has been successfully applied to a wide range of combinatorial optimization problems. The author describes this metaheuristic and studies its efficiency for solving some hard combinatorial problems, with a specific focus on constraint programming. The text is organized into three parts. The first part introduces constraint programming, which provides high level features to declaratively model problems by means of constraints. It describes the main existing approaches for solving constraint satisfaction problems, including complete tree search
Optimal BLS: Optimizing transit-signal detection for Keplerian dynamics
Ofir, Aviv
2015-08-01
Transit surveys, both ground- and space-based, have already accumulated a large number of light curves that span several years. We optimize the search for transit signals for both detection and computational efficiencies by assuming that the searched systems can be described by Keplerian, and propagating the effects of different system parameters to the detection parameters. Importnantly, we mainly consider the information content of the transit signal and not any specific algorithm - and use BLS (Kovács, Zucker, & Mazeh 2002) just as a specific example.We show that the frequency information content of the light curve is primarily determined by the duty cycle of the transit signal, and thus the optimal frequency sampling is found to be cubic and not linear. Further optimization is achieved by considering duty-cycle dependent binning of the phased light curve. By using the (standard) BLS, one is either fairly insensitive to long-period planets or less sensitive to short-period planets and computationally slower by a significant factor of ~330 (for a 3 yr long dataset). We also show how the physical system parameters, such as the host star's size and mass, directly affect transit detection. This understanding can then be used to optimize the search for every star individually.By considering Keplerian dynamics explicitly rather than implicitly one can optimally search the transit signal parameter space. The presented Optimal BLS enhances the detectability of both very short and very long period planets, while allowing such searches to be done with much reduced resources and time. The Matlab/Octave source code for Optimal BLS is made available.
Specifying and Executing Optimizations for Parallel Programs
Directory of Open Access Journals (Sweden)
William Mansky
2014-07-01
Full Text Available Compiler optimizations, usually expressed as rewrites on program graphs, are a core part of all modern compilers. However, even production compilers have bugs, and these bugs are difficult to detect and resolve. The problem only becomes more complex when compiling parallel programs; from the choice of graph representation to the possibility of race conditions, optimization designers have a range of factors to consider that do not appear when dealing with single-threaded programs. In this paper we present PTRANS, a domain-specific language for formal specification of compiler transformations, and describe its executable semantics. The fundamental approach of PTRANS is to describe program transformations as rewrites on control flow graphs with temporal logic side conditions. The syntax of PTRANS allows cleaner, more comprehensible specification of program optimizations; its executable semantics allows these specifications to act as prototypes for the optimizations themselves, so that candidate optimizations can be tested and refined before going on to include them in a compiler. We demonstrate the use of PTRANS to state, test, and refine the specification of a redundant store elimination optimization on parallel programs.
Shape optimization for maximum stability and dynamic stiffness
Szyszkowski, W.
1990-01-01
Any optimization of structures for maximum stability or for maximum dynamic stiffness deals with an eigenvalue problem. The goal of this optimization is to raise the lowest eigenvalue (or eigenvalues) of the problem to its highest (optimal) level at a constant volume of the structure. Likely the lowest eigenvalue may be either inherently multi-modal or it can become multi-modal as a result of the optimization process. The multimodeness introduces some ambiguity to the eigenvalue problem and make the optimization difficult to handle. Thus far, only the simplest cases of multi-modal structures have been effectively optimized using rather elaborate analytical methods. Numerous publications report design of a minimum volume structure with different eigenvalues constraints, in which, however, the modality of the problem is assumed a priori. The method presented here utilizes a multi-modal optimality criteria and allows for inclusion of an arbitrary number of buckling or vibrations modes which might influence the optimization process. The real multi-modality of the problem, that is the number of modes participating in the final optimal design is determined iteratively. Because of a natural use of the FEM technique the method is easy to program and might be helpful in design of large flexible space structures.
JPL-ANTOPT antenna structure optimization program
Strain, D. M.
1994-11-01
New antenna path-length error and pointing-error structure optimization codes were recently added to the MSC/NASTRAN structural analysis computer program. Path-length and pointing errors are important measured of structure-related antenna performance. The path-length and pointing errors are treated as scalar displacements for statics loading cases. These scalar displacements can be subject to constraint during the optimization process. Path-length and pointing-error calculations supplement the other optimization and sensitivity capabilities of NASTRAN. The analysis and design functions were implemented as 'DMAP ALTERs' to the Design Optimization (SOL 200) Solution Sequence of MSC-NASTRAN, Version 67.5.
Incremental approximate dynamic programming for nonlinear flight control design
Zhou, Y.; Van Kampen, E.J.; Chu, Q.P.
2015-01-01
A self-learning adaptive flight control design for non-linear systems allows reliable and effective operation of flight vehicles in a dynamic environment. Approximate dynamic programming (ADP) provides a model-free and computationally effective process for designing adaptive linear optimal
Dynamic systems of regional economy management optimization
Trofimov, S.; Kudzh, S.
One of the most actual problems of the Russian economic life is a regional economic systems formation. The hierarchy of economic and branch priorities should follow from the general idea of an industrial policy. The matter is that the concept of an industrial policy is defined by the system of priorities mainly incorporated in it. The problem of priorities is not solved yet neither on federal, nor at a regional level. It is necessary to recognize, that a substantiation of this or that variant of priorities - objectively a challenge. Such substantiation can be received with the help of dynamic structural modeling and management technology. At formation of the regional industrial policy program the special attention is given to creation of modern type commercial structures. In regions there are headquarters and branches of many largest corporations, holdings and banks. Besides it, many regional enterprises already became inter-regional or even the transnational companies. In this connection an assistance of transformation of the industrial enterprises and their groups in vertically integrated companies and modern type holdings can become a prominent aspect of an industrial policy. Regional economic structures should be reconstructed gradually on the general model of the world class competitive companies. Assistance to creation of new corporational control systems, the organization of headquarters and the central services work - all this can be included into the sphere of regional administration industrial policy. The special attention should be turned on necessity of development of own system of the corporate structures, capable to provide to the region an independent participation in use of the natural resources and industrial-technological potential, at the stage of a regional industrial policy program formation. Transformation of the industrial enterprises and their groups into modern type vertically-integrated companies and holdings can become one of the major
Portfolio optimization using fuzzy linear programming
Pandit, Purnima K.
2013-09-01
Portfolio Optimization (PO) is a problem in Finance, in which investor tries to maximize return and minimize risk by carefully choosing different assets. Expected return and risk are the most important parameters with regard to optimal portfolios. In the simple form PO can be modeled as quadratic programming problem which can be put into equivalent linear form. PO problems with the fuzzy parameters can be solved as multi-objective fuzzy linear programming problem. In this paper we give the solution to such problems with an illustrative example.
Optimization of multi-response dynamic systems integrating multiple ...
African Journals Online (AJOL)
Optimization of multi-response dynamic systems integrating multiple regression and Taguchi's dynamic signal-to-noise ratio concept. ... Assuming a linear association exists between the response and signal variables, Taguchi offered a two-stage route for optimizing a dynamic system: maximize the dynamic signal-to noise ...
Utilizing parallel optimization in computational fluid dynamics
Kokkolaras, Michael
1998-12-01
General problems of interest in computational fluid dynamics are investigated by means of optimization. Specifically, in the first part of the dissertation, a method of optimal incremental function approximation is developed for the adaptive solution of differential equations. Various concepts and ideas utilized by numerical techniques employed in computational mechanics and artificial neural networks (e.g. function approximation and error minimization, variational principles and weighted residuals, and adaptive grid optimization) are combined to formulate the proposed method. The basis functions and associated coefficients of a series expansion, representing the solution, are optimally selected by a parallel direct search technique at each step of the algorithm according to appropriate criteria; the solution is built sequentially. In this manner, the proposed method is adaptive in nature, although a grid is neither built nor adapted in the traditional sense using a-posteriori error estimates. Variational principles are utilized for the definition of the objective function to be extremized in the associated optimization problems, ensuring that the problem is well-posed. Complicated data structures and expensive remeshing algorithms and systems solvers are avoided. Computational efficiency is increased by using low-order basis functions and concurrent computing. Numerical results and convergence rates are reported for a range of steady-state problems, including linear and nonlinear differential equations associated with general boundary conditions, and illustrate the potential of the proposed method. Fluid dynamics applications are emphasized. Conclusions are drawn by discussing the method's limitations, advantages, and possible extensions. The second part of the dissertation is concerned with the optimization of the viscous-inviscid-interaction (VII) mechanism in an airfoil flow analysis code. The VII mechanism is based on the concept of a transpiration velocity
Dynamic portfolio optimization across hidden market regimes
DEFF Research Database (Denmark)
Nystrup, Peter; Madsen, Henrik; Lindström, Erik
2017-01-01
Regime-based asset allocation has been shown to add value over rebalancing to static weights and, in particular, reduce potential drawdowns by reacting to changes in market conditions. The predominant approach in previous studies has been to specify in advance a static decision rule for changing...... the allocation based on the state of financial markets or the economy. In this article, model predictive control (MPC) is used to dynamically optimize a portfolio based on forecasts of the mean and variance of financial returns from a hidden Markov model with time-varying parameters. There are computational...... advantages to using MPC when estimates of future returns are updated every time a new observation becomes available, since the optimal control actions are reconsidered anyway. MPC outperforms a static decision rule for changing the allocation and realizes both a higher return and a significantly lower risk...
Optimized Bayesian dynamic advising theory and algorithms
Karny, Miroslav
2006-01-01
Written by one of the world's leading groups in the area of Bayesian identification, control, and decision making, this book provides the theoretical and algorithmic basis of optimized probabilistic advising. Starting from abstract ideas and formulations, and culminating in detailed algorithms, the book comprises a unified treatment of an important problem of the design of advisory systems supporting supervisors of complex processes. It introduces the theoretical and algorithmic basis of developed advising, relying on novel and powerful combination black-box modelling by dynamic mixture models
Programming an interpreter using molecular dynamics
Bergstra, J.A.; Middelburg, C.A.
2007-01-01
PGA (ProGram Algebra) is an algebra of programs which concerns programs in their simplest form: sequences of instructions. Molecular dynamics is a simple model of computation developed in the setting of \\PGA, which bears on the use of dynamic data structures in programming. We consider the
Grid-Optimization Program for Photovoltaic Cells
Daniel, R. E.; Lee, T. S.
1986-01-01
CELLOPT program developed to assist in designing grid pattern of current-conducting material on photovoltaic cell. Analyzes parasitic resistance losses and shadow loss associated with metallized grid pattern on both round and rectangular solar cells. Though performs sensitivity studies, used primarily to optimize grid design in terms of bus bar and grid lines by minimizing power loss. CELLOPT written in APL.
RAOPS: Resource Allocation Optimization Program for Safegurards
Energy Technology Data Exchange (ETDEWEB)
Zardecki, A.; Markin, J.T.
1994-03-01
RAOPS--Resource Allocation Optimization Program for Safeguards is extended to a multiobjective return function having the detection probability and expected detection time as criteria. The expected detection time is included as a constraint, based on the well-known Avenhaus model of the optimum number of inventory periods. Examples of computation are provided.
Optimization of Product Instantiation using Integer Programming
van den Broek, P.M.; Botterweck, Goetz; Jarzabek, Stan; Kishi, Tomoji
2010-01-01
We show that Integer Programming (IP) can be used as an optimization technique for the instantiation of products of feature models. This is done by showing that the constraints of feature models can be written in linear form. As particular IP technique, we use Gomory cutting planes. We have applied
Fluid dynamics computer programs for NERVA turbopump
Brunner, J. J.
1972-01-01
During the design of the NERVA turbopump, numerous computer programs were developed for the analyses of fluid dynamic problems within the machine. Program descriptions, example cases, users instructions, and listings for the majority of these programs are presented.
COMPARISON OF NONLINEAR DYNAMICS OPTIMIZATION METHODS FOR APS-U
Energy Technology Data Exchange (ETDEWEB)
Sun, Y.; Borland, Michael
2017-06-25
Many different objectives and genetic algorithms have been proposed for storage ring nonlinear dynamics performance optimization. These optimization objectives include nonlinear chromaticities and driving/detuning terms, on-momentum and off-momentum dynamic acceptance, chromatic detuning, local momentum acceptance, variation of transverse invariant, Touschek lifetime, etc. In this paper, the effectiveness of several different optimization methods and objectives are compared for the nonlinear beam dynamics optimization of the Advanced Photon Source upgrade (APS-U) lattice. The optimized solutions from these different methods are preliminarily compared in terms of the dynamic acceptance, local momentum acceptance, chromatic detuning, and other performance measures.
Optimization of the annual construction program solutions
Directory of Open Access Journals (Sweden)
Oleinik Pavel
2017-01-01
Full Text Available The article considers potentially possible optimization solutions in scheduling while forming the annual production programs of the construction complex organizations. The optimization instrument is represented as a two-component system. As a fundamentally new approach in the first block of the annual program solutions, the authors propose to use a scientifically grounded methodology for determining the scope of work permissible for the transfer to a subcontractor without risk of General Contractor’s management control losing over the construction site. For this purpose, a special indicator is introduced that characterizes the activity of the general construction organization - the coefficient of construction production management. In the second block, the principal methods for the formation of calendar plans for the fulfillment of the critical work effort by the leading stream are proposed, depending on the intensity characteristic.
Automated Flight Routing Using Stochastic Dynamic Programming
Ng, Hok K.; Morando, Alex; Grabbe, Shon
2010-01-01
Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.
Dynamic Programming Approach for Construction of Association Rule Systems
Alsolami, Fawaz
2016-11-18
In the paper, an application of dynamic programming approach for optimization of association rules from the point of view of knowledge representation is considered. The association rule set is optimized in two stages, first for minimum cardinality and then for minimum length of rules. Experimental results present cardinality of the set of association rules constructed for information system and lower bound on minimum possible cardinality of rule set based on the information obtained during algorithm work as well as obtained results for length.
Probabilistic methods for maintenance program optimization
International Nuclear Information System (INIS)
Liming, J.K.; Smith, M.J.; Gekler, W.C.
1989-01-01
In today's regulatory and economic environments, it is more important than ever that managers, engineers, and plant staff join together in developing and implementing effective management plans for safety and economic risk. This need applied to both power generating stations and other process facilities. One of the most critical parts of these management plans is the development and continuous enhancement of a maintenance program that optimizes plant or facility safety and profitability. The ultimate objective is to maximize the potential for station or facility success, usually measured in terms of projected financial profitability, while meeting or exceeding meaningful and reasonable safety goals, usually measured in terms of projected damage or consequence frequencies. This paper describes the use of the latest concepts in developing and evaluating maintenance programs to achieve maintenance program optimization (MPO). These concepts are based on significant field experience gained through the integration and application of fundamentals developed for industry and Electric Power Research Institute (EPRI)-sponsored projects on preventive maintenance (PM) program development and reliability-centered maintenance (RCM)
Optimized remedial groundwater extraction using linear programming
International Nuclear Information System (INIS)
Quinn, J.J.
1995-01-01
Groundwater extraction systems are typically installed to remediate contaminant plumes or prevent further spread of contamination. These systems are expensive to install and maintain. A traditional approach to designing such a wellfield uses a series of trial-and-error simulations to test the effects of various well locations and pump rates. However, the optimal locations and pump rates of extraction wells are difficult to determine when objectives related to the site hydrogeology and potential pumping scheme are considered. This paper describes a case study of an application of linear programming theory to determine optimal well placement and pump rates. The objectives of the pumping scheme were to contain contaminant migration and reduce contaminant concentrations while minimizing the total amount of water pumped and treated. Past site activities at the area under study included disposal of contaminants in pits. Several groundwater plumes have been identified, and others may be present. The area of concern is bordered on three sides by a wetland, which receives a portion of its input budget as groundwater discharge from the pits. Optimization of the containment pumping scheme was intended to meet three goals: (1) prevent discharge of contaminated groundwater to the wetland, (2) minimize the total water pumped and treated (cost benefit), and (3) avoid dewatering of the wetland (cost and ecological benefits). Possible well locations were placed at known source areas. To constrain the problem, the optimization program was instructed to prevent any flow toward the wetland along a user-specified border. In this manner, the optimization routine selects well locations and pump rates so that a groundwater divide is produced along this boundary
Approximate dynamic programming solving the curses of dimensionality
Powell, Warren B
2007-01-01
Warren B. Powell, PhD, is Professor of Operations Research and Financial Engineering at Princeton University, where he is founder and Director of CASTLE Laboratory, a research unit that works with industrial partners to test new ideas found in operations research. The recipient of the 2004 INFORMS Fellow Award, Dr. Powell has authored over 100 refereed publications on stochastic optimization, approximate dynamic programming, and dynamic resource management.
Exploration of automatic optimization for CUDA programming
Al-Mouhamed, Mayez
2012-12-01
Graphic processing Units (GPUs) are gaining ground in high-performance computing. CUDA (an extension to C) is most widely used parallel programming framework for general purpose GPU computations. However, the task of writing optimized CUDA program is complex even for experts. We present a method for restructuring loops into an optimized CUDA kernels based on a 3-step algorithm which are loop tiling, coalesced memory access, and resource optimization. We also establish the relationships between the influencing parameters and propose a method for finding possible tiling solutions with coalesced memory access that best meets the identified constraints. We also present a simplified algorithm for restructuring loops and rewrite them as an efficient CUDA Kernel. The execution model of synthesized kernel consists of uniformly distributing the kernel threads to keep all cores busy while transferring a tailored data locality which is accessed using coalesced pattern to amortize the long latency of the secondary memory. In the evaluation, we implement some simple applications using the proposed restructuring strategy and evaluate the performance in terms of execution time and GPU throughput. © 2012 IEEE.
Optimizing completely positive maps using semidefinite programming
International Nuclear Information System (INIS)
Audenaert, Koenraad; De Moor, Bart
2002-01-01
Recently, a lot of attention has been devoted to finding physically realizable operations that realize as closely as possible certain desired transformations between quantum states, e.g., quantum cloning, teleportation, quantum gates, etc. Mathematically, this problem boils down to finding a completely positive trace-preserving (CPTP) linear map that maximizes the (mean) fidelity between the map itself and the desired transformation. In this communication, we want to draw attention to the fact that this problem belongs to the class of so-called semidefinite programming (SDP) problems. As SDP problems are convex, it immediately follows that they do not suffer from local optima. Furthermore, this implies that the numerical optimization of the CPTP map can, and should, be done using methods from the well-established SDP field, as these methods exploit convexity and are guaranteed to converge to the real solution. Finally, we show how the duality inherent to convex and SDP problems can be exploited to prove analytically the optimality of a proposed solution. We give an example of how to apply this proof method by proving the optimality of Hardy and Song's optimal qubit θ shifter (e-print quant-ph/0102100)
Chaotic dynamics in optimal monetary policy
Gomes, O.; Mendes, V. M.; Mendes, D. A.; Sousa Ramos, J.
2007-05-01
There is by now a large consensus in modern monetary policy. This consensus has been built upon a dynamic general equilibrium model of optimal monetary policy as developed by, e.g., Goodfriend and King [ NBER Macroeconomics Annual 1997 edited by B. Bernanke and J. Rotemberg (Cambridge, Mass.: MIT Press, 1997), pp. 231 282], Clarida et al. [J. Econ. Lit. 37, 1661 (1999)], Svensson [J. Mon. Econ. 43, 607 (1999)] and Woodford [ Interest and Prices: Foundations of a Theory of Monetary Policy (Princeton, New Jersey, Princeton University Press, 2003)]. In this paper we extend the standard optimal monetary policy model by introducing nonlinearity into the Phillips curve. Under the specific form of nonlinearity proposed in our paper (which allows for convexity and concavity and secures closed form solutions), we show that the introduction of a nonlinear Phillips curve into the structure of the standard model in a discrete time and deterministic framework produces radical changes to the major conclusions regarding stability and the efficiency of monetary policy. We emphasize the following main results: (i) instead of a unique fixed point we end up with multiple equilibria; (ii) instead of saddle-path stability, for different sets of parameter values we may have saddle stability, totally unstable equilibria and chaotic attractors; (iii) for certain degrees of convexity and/or concavity of the Phillips curve, where endogenous fluctuations arise, one is able to encounter various results that seem intuitively correct. Firstly, when the Central Bank pays attention essentially to inflation targeting, the inflation rate has a lower mean and is less volatile; secondly, when the degree of price stickiness is high, the inflation rate displays a larger mean and higher volatility (but this is sensitive to the values given to the parameters of the model); and thirdly, the higher the target value of the output gap chosen by the Central Bank, the higher is the inflation rate and its
Nonlinear dynamic simulation of optimal depletion of crude oil in the lower 48 United States
International Nuclear Information System (INIS)
Ruth, M.; Cleveland, C.J.
1993-01-01
This study combines the economic theory of optimal resource use with econometric estimates of demand and supply parameters to develop a nonlinear dynamic model of crude oil exploration, development, and production in the lower 48 United States. The model is simulated with the graphical programming language STELLA, for the years 1985 to 2020. The procedure encourages use of economic theory and econometrics in combination with nonlinear dynamic simulation to enhance our understanding of complex interactions present in models of optimal resource use. (author)
Fast reactor optimization using nonlinear programming
International Nuclear Information System (INIS)
Jakab, J.
1976-01-01
A considerable number of fast reactor optimization problems may be formulated as nonlinear programming problems, which allows the automation of the optimization process by using the computer for evaluation of intermediate results and decision making. The speeds are compared of various minimizing methods in dependence on the number of variables. A programme was written in Fortran for the IBM 360/40 computer based on the gradient quasi-Newton method which belongs to the penalty function method group. Numerical experiments showed that the speed of determining the constrained extreme depended on the penalty constant and on the number of variables and constraints. An excessively low value of the penalty constant results in a procedure failure while an excessively high value causes the slowing down of the convergence. Increasing the number of variables extends the procedure while the dependence of the procedure speed on the number of constraints alone is insignificant. (Z.M.)
Dynamic optimization the calculus of variations and optimal control in economics and management
Kamien, Morton I
2012-01-01
Since its initial publication, this text has defined courses in dynamic optimization taught to economics and management science students. The two-part treatment covers the calculus of variations and optimal control. 1998 edition.
Neutrophil programming dynamics and its disease relevance.
Ran, Taojing; Geng, Shuo; Li, Liwu
2017-11-01
Neutrophils are traditionally considered as first responders to infection and provide antimicrobial host defense. However, recent advances indicate that neutrophils are also critically involved in the modulation of host immune environments by dynamically adopting distinct functional states. Functionally diverse neutrophil subsets are increasingly recognized as critical components mediating host pathophysiology. Despite its emerging significance, molecular mechanisms as well as functional relevance of dynamically programmed neutrophils remain to be better defined. The increasing complexity of neutrophil functions may require integrative studies that address programming dynamics of neutrophils and their pathophysiological relevance. This review aims to provide an update on the emerging topics of neutrophil programming dynamics as well as their functional relevance in diseases.
How to Use Linear Programming for Information System Performances Optimization
Directory of Open Access Journals (Sweden)
Hell Marko
2014-09-01
Full Text Available Background: Organisations nowadays operate in a very dynamic environment, and therefore, their ability of continuously adjusting the strategic plan to the new conditions is a must for achieving their strategic objectives. BSC is a well-known methodology for measuring performances enabling organizations to learn how well they are doing. In this paper, “BSC for IS” will be proposed in order to measure the IS impact on the achievement of organizations’ business goals. Objectives: The objective of this paper is to present the original procedure which is used to enhance the BSC methodology in planning the optimal targets of IS performances value in order to maximize the organization's effectiveness. Methods/Approach: The method used in this paper is the quantitative methodology - linear programming. In the case study, linear programming is used for optimizing organization’s strategic performance. Results: Results are shown on the example of a case study national park. An optimal performance value for the strategic objective has been calculated, as well as an optimal performance value for each DO (derived objective. Results are calculated in Excel, using Solver Add-in. Conclusions: The presentation of methodology through the case study of a national park shows that this methodology, though it requires a high level of formalisation, provides a very transparent performance calculation.
Dynamic Programming and Graph Algorithms in Computer Vision*
Felzenszwalb, Pedro F.; Zabih, Ramin
2013-01-01
Optimization is a powerful paradigm for expressing and solving problems in a wide range of areas, and has been successfully applied to many vision problems. Discrete optimization techniques are especially interesting, since by carefully exploiting problem structure they often provide non-trivial guarantees concerning solution quality. In this paper we briefly review dynamic programming and graph algorithms, and discuss representative examples of how these discrete optimization techniques have been applied to some classical vision problems. We focus on the low-level vision problem of stereo; the mid-level problem of interactive object segmentation; and the high-level problem of model-based recognition. PMID:20660950
Dynamic programming and graph algorithms in computer vision.
Felzenszwalb, Pedro F; Zabih, Ramin
2011-04-01
Optimization is a powerful paradigm for expressing and solving problems in a wide range of areas, and has been successfully applied to many vision problems. Discrete optimization techniques are especially interesting since, by carefully exploiting problem structure, they often provide nontrivial guarantees concerning solution quality. In this paper, we review dynamic programming and graph algorithms, and discuss representative examples of how these discrete optimization techniques have been applied to some classical vision problems. We focus on the low-level vision problem of stereo, the mid-level problem of interactive object segmentation, and the high-level problem of model-based recognition.
DEGAS: Dynamic Exascale Global Address Space Programming Environments
Energy Technology Data Exchange (ETDEWEB)
Demmel, James [University of California, Berkeley
2018-02-23
The Dynamic, Exascale Global Address Space programming environment (DEGAS) project will develop the next generation of programming models and runtime systems to meet the challenges of Exascale computing. The Berkeley part of the project concentrated on communication-optimal code generation to optimize speed and energy efficiency by reducing data movement. Our work developed communication lower bounds, and/or communication avoiding algorithms (that either meet the lower bound, or do much less communication than their conventional counterparts) for a variety of algorithms, including linear algebra, machine learning and genomics.
Optimal control of HIV/AIDS dynamic: Education and treatment
Sule, Amiru; Abdullah, Farah Aini
2014-07-01
A mathematical model which describes the transmission dynamics of HIV/AIDS is developed. The optimal control representing education and treatment for this model is explored. The existence of optimal Control is established analytically by the use of optimal control theory. Numerical simulations suggest that education and treatment for the infected has a positive impact on HIV/AIDS control.
Optimal Design of DC Electromagnets Based on Imposed Dynamic Characteristics
Directory of Open Access Journals (Sweden)
Sergiu Ivas
2016-10-01
Full Text Available In this paper is proposed a method for computing of optimal geometric dimensions of a DC electromagnet, based on the imposed dynamical characteristics. For obtaining the optimal design, it is built the criterion function in an analytic form that may be optimized in the order to find the constructive solution. Numerical simulations performed in Matlab software confirm the proposed work. The presented method can be extended to other electromagnetic devices which frequently operate in dynamic regime.
Model-based dynamic control and optimization of gas networks
Energy Technology Data Exchange (ETDEWEB)
Hofsten, Kai
2001-07-01
This work contributes to the research on control, optimization and simulation of gas transmission systems to support the dispatch personnel at gas control centres for the decision makings in the daily operation of the natural gas transportation systems. Different control and optimization strategies have been studied. The focus is on the operation of long distance natural gas transportation systems. Stationary optimization in conjunction with linear model predictive control using state space models is proposed for supply security, the control of quality parameters and minimization of transportation costs for networks offering transportation services. The result from the stationary optimization together with a reformulation of a simplified fluid flow model formulates a linear dynamic optimization model. This model is used in a finite time control and state constrained linear model predictive controller. The deviation from the control and the state reference determined from the stationary optimization is penalized quadratically. Because of the time varying status of infrastructure, the control space is also generally time varying. When the average load is expected to change considerably, a new stationary optimization is performed, giving a new state and control reference together with a new dynamic model that is used for both optimization and state estimation. Another proposed control strategy is a control and output constrained nonlinear model predictive controller for the operation of gas transmission systems. Here, the objective is also the security of the supply, quality control and minimization of transportation costs. An output vector is defined, which together with a control vector are both penalized quadratically from their respective references in the objective function. The nonlinear model predictive controller can be combined with a stationary optimization. At each sampling instant, a non convex nonlinear programming problem is solved giving a local minimum
Program Optimization Using Abstract State Machines
Directory of Open Access Journals (Sweden)
Gabriel SOFONEA
2006-01-01
Full Text Available Usually the result code of source code by a compiler is not necessary the best one, and can be improved to run faster or to use less memory. This kind of improvement is done in compiling phase after parsing. Some good techniques in optimization are in folding the constants, elimination of dead code, or improvement of the loops. Here it is considered the runtime overhead and present how can this be improved. The source is specific for objectoriented languages with late binding, where a name of method to be called is bound to method dynamically. It increases the computation time by a cost of traversing the class hierarchy each time a method is called.
Adaptive feedback control by constrained approximate dynamic programming.
Ferrari, Silvia; Steck, James E; Chandramohan, Rajeev
2008-08-01
A constrained approximate dynamic programming (ADP) approach is presented for designing adaptive neural network (NN) controllers with closed-loop stability and performance guarantees. Prior knowledge of the linearized equations of motion is used to guarantee that the closed-loop system meets performance and stability objectives when the plant operates in a linear parameter-varying (LPV) regime. In the presence of unmodeled dynamics or failures, the NN controller adapts to optimize its performance online, whereas constrained ADP guarantees that the LPV baseline performance is preserved at all times. The effectiveness of an adaptive NN flight controller is demonstrated for simulated control failures, parameter variations, and near-stall dynamics.
Computer program for optimal BWR congtrol rod programming
International Nuclear Information System (INIS)
Taner, M.S.; Levine, S.H.; Carmody, J.M.
1995-01-01
A fully automated computer program has been developed for designing optimal control rod (CR) patterns for boiling water reactors (BWRs). The new program, called OCTOPUS-3, is based on the OCTOPUS code and employs SIMULATE-3 (Ref. 2) for the analysis. There are three aspects of OCTOPUS-3 that make it successful for use at PECO Energy. It incorporates a new feasibility algorithm that makes the CR design meet all constraints, it has been coupled to a Bourne Shell program 3 to allow the user to run the code interactively without the need for a manual, and it develops a low axial peak to extend the cycle. For PECO Energy Co.'s limericks it increased the energy output by 1 to 2% over the traditional PECO Energy design. The objective of the optimization in OCTOPUS-3 is to approximate a very low axial peaked target power distribution while maintaining criticality, keeping the nodal and assembly peaks below the allowed maximum, and meeting the other constraints. The user-specified input for each exposure point includes: CR groups allowed-to-move, target k eff , and amount of core flow. The OCTOPUS-3 code uses the CR pattern from the previous step as the initial guess unless indicated otherwise
Dynamic Vehicle Routing Problems with Enhanced Ant Colony Optimization
Directory of Open Access Journals (Sweden)
Haitao Xu
2018-01-01
Full Text Available As we all know, there are a great number of optimization problems in the world. One of the relatively complicated and high-level problems is the vehicle routing problem (VRP. Dynamic vehicle routing problem (DVRP is a major variant of VRP, and it is closer to real logistic scene. In DVRP, the customers’ demands appear with time, and the unserved customers’ points must be updated and rearranged while carrying out the programming paths. Owing to the complexity and significance of the problem, DVRP applications have grabbed the attention of researchers in the past two decades. In this paper, we have two main contributions to solving DVRP. Firstly, DVRP is solved with enhanced Ant Colony Optimization (E-ACO, which is the traditional Ant Colony Optimization (ACO fusing improved K-means and crossover operation. K-means can divide the region with the most reasonable distance, while ACO using crossover is applied to extend search space and avoid falling into local optimum prematurely. Secondly, several new evaluation benchmarks are proposed, which can objectively and comprehensively estimate the proposed method. In the experiment, the results for different scale problems are compared to those of previously published papers. Experimental results show that the algorithm is feasible and efficient.
Optimal control rod programs in power reactors
International Nuclear Information System (INIS)
Fadilah, S.M.; Lewins, J.
1975-01-01
Control rod programming is investigated with respect to optimising the power peaking factor and hence the utilisation of a nuclear reactor. A simplified diffusion model, initially with a finite number of regions, in cylindrical geometry, is used to enable optimal trajectories to be completely synthesised. The average discharge burnup problem is posed both as an external and as an internal optimisation. The connection between optimum power shape and the maximisation of the average discharge burnup is explored in a wider context. It is shown that optimum trajectories combine an initial singular solution of the Haling type with a terminal bang-bang solution. An extension to a higher number of regions and, on passing to the limit, to a diffusion model, provides an alternative proof of Haling's principle without the restriction to monotonic reactivity decrease with burnup. Numerical results in the two-region model are given to show the general scope of optimisation available. (author)
Parameters control in GAs for dynamic optimization
Directory of Open Access Journals (Sweden)
Khalid Jebari
2013-02-01
Full Text Available The Control of Genetic Algorithms parameters allows to optimize the search process and improves the performance of the algorithm. Moreover it releases the user to dive into a game process of trial and failure to find the optimal parameters.
Exploiting variability for energy optimization of parallel programs
Energy Technology Data Exchange (ETDEWEB)
Lavrijsen, Wim [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States); Iancu, Costin [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States); de Jong, Wibe [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States); Chen, Xin [Georgia Inst. of Technology, Atlanta, GA (United States); Schwan, Karsten [Georgia Inst. of Technology, Atlanta, GA (United States)
2016-04-18
Here in this paper we present optimizations that use DVFS mechanisms to reduce the total energy usage in scientific applications. Our main insight is that noise is intrinsic to large scale parallel executions and it appears whenever shared resources are contended. The presence of noise allows us to identify and manipulate any program regions amenable to DVFS. When compared to previous energy optimizations that make per core decisions using predictions of the running time, our scheme uses a qualitative approach to recognize the signature of executions amenable to DVFS. By recognizing the "shape of variability" we can optimize codes with highly dynamic behavior, which pose challenges to all existing DVFS techniques. We validate our approach using offline and online analyses for one-sided and two-sided communication paradigms. We have applied our methods to NWChem, and we show best case improvements in energy use of 12% at no loss in performance when using online optimizations running on 720 Haswell cores with one-sided communication. With NWChem on MPI two-sided and offline analysis, capturing the initialization, we find energy savings of up to 20%, with less than 1% performance cost.
Optimal ABC inventory classification using interval programming
Rezaei, Jafar; Salimi, Negin
2015-08-01
Inventory classification is one of the most important activities in inventory management, whereby inventories are classified into three or more classes. Several inventory classifications have been proposed in the literature, almost all of which have two main shortcomings in common. That is, the previous methods mainly rely on an expert opinion to derive the importance of the classification criteria which results in subjective classification, and they need precise item parameters before implementing the classification. While the problem has been predominantly considered as a multi-criteria, we examine the problem from a different perspective, proposing a novel optimisation model for ABC inventory classification in the form of an interval programming problem. The proposed interval programming model has two important features compared to the existing methods: it provides optimal results instead of an expert-based classification and it does not require precise values of item parameters, which are not almost always available before classification. Finally, by illustrating the proposed classification model in the form of numerical example, conclusion and suggestions for future works are presented.
Liu, Qingshan; Guo, Zhishan; Wang, Jun
2012-02-01
In this paper, a one-layer recurrent neural network is proposed for solving pseudoconvex optimization problems subject to linear equality and bound constraints. Compared with the existing neural networks for optimization (e.g., the projection neural networks), the proposed neural network is capable of solving more general pseudoconvex optimization problems with equality and bound constraints. Moreover, it is capable of solving constrained fractional programming problems as a special case. The convergence of the state variables of the proposed neural network to achieve solution optimality is guaranteed as long as the designed parameters in the model are larger than the derived lower bounds. Numerical examples with simulation results illustrate the effectiveness and characteristics of the proposed neural network. In addition, an application for dynamic portfolio optimization is discussed. Copyright © 2011 Elsevier Ltd. All rights reserved.
Directory of Open Access Journals (Sweden)
Andrey Fyodorovich Shorikov
2013-06-01
Full Text Available This paper reviews a methodical approach to solve multi-step dynamic problem of optimal integrated adaptive management of a product portfolio structure of the enterprise. For the organization of optimal adaptive terminal control of the system the recurrent algorithm, which reduces an initial multistage problem to the realization of the final sequence of problems of optimal program terminal control is offered. In turn, the decision of each problem of optimal program terminal control is reduced to the realization of the final sequence only single-step operations in the form of the problems solving of linear and convex mathematical programming. Thus, the offered approach allows to develop management solutions at current information support, which consider feedback, and which create the optimal structure of an enterprise’s product lines, contributing to optimising of profits, as well as maintenance of the desired level of profit for a long period of time
Transmission Dynamics and Optimal Control of Malaria in Kenya
Directory of Open Access Journals (Sweden)
Gabriel Otieno
2016-01-01
Full Text Available This paper proposes and analyses a mathematical model for the transmission dynamics of malaria with four-time dependent control measures in Kenya: insecticide treated bed nets (ITNs, treatment, indoor residual spray (IRS, and intermittent preventive treatment of malaria in pregnancy (IPTp. We first considered constant control parameters and calculate the basic reproduction number and investigate existence and stability of equilibria as well as stability analysis. We proved that if R0≤1, the disease-free equilibrium is globally asymptotically stable in D. If R0>1, the unique endemic equilibrium exists and is globally asymptotically stable. The model also exhibits backward bifurcation at R0=1. If R0>1, the model admits a unique endemic equilibrium which is globally asymptotically stable in the interior of feasible region D. The sensitivity results showed that the most sensitive parameters are mosquito death rate and mosquito biting rates. We then consider the time-dependent control case and use Pontryagin’s Maximum Principle to derive the necessary conditions for the optimal control of the disease using the proposed model. The existence of optimal control problem is proved. Numerical simulations of the optimal control problem using a set of reasonable parameter values suggest that the optimal control strategy for malaria control in endemic areas is the combined use of treatment and IRS; for epidemic prone areas is the use of treatment and IRS; for seasonal areas is the use of treatment; and for low risk areas is the use of ITNs and treatment. Control programs that follow these strategies can effectively reduce the spread of malaria disease in different malaria transmission settings in Kenya.
Dynamic Programming Algorithms in Speech Recognition
Directory of Open Access Journals (Sweden)
Titus Felix FURTUNA
2008-01-01
Full Text Available In a system of speech recognition containing words, the recognition requires the comparison between the entry signal of the word and the various words of the dictionary. The problem can be solved efficiently by a dynamic comparison algorithm whose goal is to put in optimal correspondence the temporal scales of the two words. An algorithm of this type is Dynamic Time Warping. This paper presents two alternatives for implementation of the algorithm designed for recognition of the isolated words.
The application of dynamic programming in production planning
Wu, Run
2017-05-01
Nowadays, with the popularity of the computers, various industries and fields are widely applying computer information technology, which brings about huge demand for a variety of application software. In order to develop software meeting various needs with most economical cost and best quality, programmers must design efficient algorithms. A superior algorithm can not only soul up one thing, but also maximize the benefits and generate the smallest overhead. As one of the common algorithms, dynamic programming algorithms are used to solving problems with some sort of optimal properties. When solving problems with a large amount of sub-problems that needs repetitive calculations, the ordinary sub-recursive method requires to consume exponential time, and dynamic programming algorithm can reduce the time complexity of the algorithm to the polynomial level, according to which we can conclude that dynamic programming algorithm is a very efficient compared to other algorithms reducing the computational complexity and enriching the computational results. In this paper, we expound the concept, basic elements, properties, core, solving steps and difficulties of the dynamic programming algorithm besides, establish the dynamic programming model of the production planning problem.
Guidelines for dynamic international programs
International Nuclear Information System (INIS)
Gold, M.A.
1993-01-01
Matters of global concern-deforestation, global warming, biodiversity loss, sustainable development, fuelwood crises, watershed destruction, and large-scale flooding-frequently involve forests and natural resources. In the future, university students will enter a global setting that more than ever depends on a strong knowledge of international issues. USA land-grant universities are attempting to prepare students for this challenge by improving their international programs including forestry. To improve university programs, several factors will need to be addressed and are discussed, with examples, in this article: commitment of the faculty; program specialization; geographic specialization; reward systems for international contributions; international collaboration; recycled dollars within the university; active teaching programs; research; extention and outreach; language training; international faculty; travel grants; twinning relationships with sister institutions; selective in pursuit of international development assistance; and study centers. 6 refs
Directory of Open Access Journals (Sweden)
Weixing Su
2017-03-01
Full Text Available There are many dynamic optimization problems in the real world, whose convergence and searching ability is cautiously desired, obviously different from static optimization cases. This requires an optimization algorithm adaptively seek the changing optima over dynamic environments, instead of only finding the global optimal solution in the static environment. This paper proposes a novel comprehensive learning artificial bee colony optimizer (CLABC for optimization in dynamic environments problems, which employs a pool of optimal foraging strategies to balance the exploration and exploitation tradeoff. The main motive of CLABC is to enrich artificial bee foraging behaviors in the ABC model by combining Powell’s pattern search method, life-cycle, and crossover-based social learning strategy. The proposed CLABC is a more bee-colony-realistic model that the bee can reproduce and die dynamically throughout the foraging process and population size varies as the algorithm runs. The experiments for evaluating CLABC are conducted on the dynamic moving peak benchmarks. Furthermore, the proposed algorithm is applied to a real-world application of dynamic RFID network optimization. Statistical analysis of all these cases highlights the significant performance improvement due to the beneficial combination and demonstrates the performance superiority of the proposed algorithm.
Adaptive Dynamic Programming for Control Algorithms and Stability
Zhang, Huaguang; Luo, Yanhong; Wang, Ding
2013-01-01
There are many methods of stable controller design for nonlinear systems. In seeking to go beyond the minimum requirement of stability, Adaptive Dynamic Programming for Control approaches the challenging topic of optimal control for nonlinear systems using the tools of adaptive dynamic programming (ADP). The range of systems treated is extensive; affine, switched, singularly perturbed and time-delay nonlinear systems are discussed as are the uses of neural networks and techniques of value and policy iteration. The text features three main aspects of ADP in which the methods proposed for stabilization and for tracking and games benefit from the incorporation of optimal control methods: • infinite-horizon control for which the difficulty of solving partial differential Hamilton–Jacobi–Bellman equations directly is overcome, and proof provided that the iterative value function updating sequence converges to the infimum of all the value functions obtained by admissible control law sequences; • finite-...
An Optimization Framework for Dynamic, Distributed Real-Time Systems
Eckert, Klaus; Juedes, David; Welch, Lonnie; Chelberg, David; Bruggerman, Carl; Drews, Frank; Fleeman, David; Parrott, David; Pfarr, Barbara
2003-01-01
Abstract. This paper presents a model that is useful for developing resource allocation algorithms for distributed real-time systems .that operate in dynamic environments. Interesting aspects of the model include dynamic environments, utility and service levels, which provide a means for graceful degradation in resource-constrained situations and support optimization of the allocation of resources. The paper also provides an allocation algorithm that illustrates how to use the model for producing feasible, optimal resource allocations.
Evaluating Dynamic Analysis Techniques for Program Comprehension
Cornelissen, S.G.M.
2009-01-01
Program comprehension is an essential part of software development and software maintenance, as software must be sufficiently understood before it can be properly modified. One of the common approaches in getting to understand a program is the study of its execution, also known as dynamic analysis.
Directory of Open Access Journals (Sweden)
Sundström O.
2009-09-01
Full Text Available In this paper we present issues related to the implementation of dynamic programming for optimal control of a one-dimensional dynamic model, such as the hybrid electric vehicle energy management problem. A study on the resolution of the discretized state space emphasizes the need for careful implementation. A new method is presented to treat numerical issues appropriately. In particular, the method deals with numerical problems that arise due to high gradients in the optimal cost-to-go function. These gradients mainly occur on the border of the feasible state region. The proposed method not only enhances the accuracy of the final global optimum but also allows for a reduction of the state-space resolution with maintained accuracy. The latter substantially reduces the computational effort to calculate the global optimum. This allows for further applications of dynamic programming for hybrid electric vehicles such as extensive parameter studies. Cette publication présente certains problèmes concernant l’implémentation de la programmation dynamique pour le contrôle optimal d’un modèle dynamique scalaire, comme par exemple la gestion énergétique d’un véhicule hybride électrique. Une étude sur la résolution de l’espace d’état discrétisé souligne le besoin d’une implémentation minutieuse. Une nouvelle méthode qui permet de traiter des problèmes numériques d’une façon adéquate est présentée. Cette méthode permet particulièrement de résoudre des problèmes numériques engendrés par de forts gradients dans la fonction coût optimale. Ces gradients se situent surtout aux bornes de l’ensemble d’états atteignables. La méthode proposée améliore non seulement la précision de l’optimum global, mais permet aussi de réduire la résolution de l’espace d’état en conservant la précision. Le nombre de calculs nécessaire pour évaluer l’optimum global est ainsi considérablement réduit. Cela permet des
DYNAMIC PROGRAMMING – EFFICIENT TOOL FOR POWER SYSTEM EXPANSION PLANNING
Directory of Open Access Journals (Sweden)
SIMO A.
2015-03-01
Full Text Available The paper isfocusing on dynamic programming use for power system expansion planning (EP – transmission network (TNEP and distribution network (DNEP. The EP problem has been approached from the retrospective and prospective point of view. To achieve this goal, the authors are developing two software-tools in Matlab environment. Two techniques have been tackled: particle swarm optimization (PSO and genetic algorithms (GA. The case study refers to Test 25 buses test power system developed within the Power Systems Department.
First principles molecular dynamics without self-consistent field optimization
International Nuclear Information System (INIS)
Souvatzis, Petros; Niklasson, Anders M. N.
2014-01-01
We present a first principles molecular dynamics approach that is based on time-reversible extended Lagrangian Born-Oppenheimer molecular dynamics [A. M. N. Niklasson, Phys. Rev. Lett. 100, 123004 (2008)] in the limit of vanishing self-consistent field optimization. The optimization-free dynamics keeps the computational cost to a minimum and typically provides molecular trajectories that closely follow the exact Born-Oppenheimer potential energy surface. Only one single diagonalization and Hamiltonian (or Fockian) construction are required in each integration time step. The proposed dynamics is derived for a general free-energy potential surface valid at finite electronic temperatures within hybrid density functional theory. Even in the event of irregular functional behavior that may cause a dynamical instability, the optimization-free limit represents a natural starting guess for force calculations that may require a more elaborate iterative electronic ground state optimization. Our optimization-free dynamics thus represents a flexible theoretical framework for a broad and general class of ab initio molecular dynamics simulations
Review of dynamic optimization methods in renewable natural resource management
Williams, B.K.
1989-01-01
In recent years, the applications of dynamic optimization procedures in natural resource management have proliferated. A systematic review of these applications is given in terms of a number of optimization methodologies and natural resource systems. The applicability of the methods to renewable natural resource systems are compared in terms of system complexity, system size, and precision of the optimal solutions. Recommendations are made concerning the appropriate methods for certain kinds of biological resource problems.
Liu, Ping; Li, Guodong; Liu, Xinggao
2015-09-01
Control vector parameterization (CVP) is an important approach of the engineering optimization for the industrial dynamic processes. However, its major defect, the low optimization efficiency caused by calculating the relevant differential equations in the generated nonlinear programming (NLP) problem repeatedly, limits its wide application in the engineering optimization for the industrial dynamic processes. A novel highly effective control parameterization approach, fast-CVP, is first proposed to improve the optimization efficiency for industrial dynamic processes, where the costate gradient formulae is employed and a fast approximate scheme is presented to solve the differential equations in dynamic process simulation. Three well-known engineering optimization benchmark problems of the industrial dynamic processes are demonstrated as illustration. The research results show that the proposed fast approach achieves a fine performance that at least 90% of the computation time can be saved in contrast to the traditional CVP method, which reveals the effectiveness of the proposed fast engineering optimization approach for the industrial dynamic processes. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.
Optimization of Regional Geodynamic Models for Mantle Dynamics
Knepley, M.; Isaac, T.; Jadamec, M. A.
2016-12-01
The SubductionGenerator program is used to construct high resolution, 3D regional thermal structures for mantle convection simulations using a variety of data sources, including sea floor ages and geographically referenced 3D slab locations based on seismic observations. The initial bulk temperature field is constructed using a half-space cooling model or plate cooling model, and related smoothing functions based on a diffusion length-scale analysis. In this work, we seek to improve the 3D thermal model and test different model geometries and dynamically driven flow fields using constraints from observed seismic velocities and plate motions. Through a formal adjoint analysis, we construct the primal-dual version of the multi-objective PDE-constrained optimization problem for the plate motions and seismic misfit. We have efficient, scalable preconditioners for both the forward and adjoint problems based upon a block preconditioning strategy, and a simple gradient update is used to improve the control residual. The full optimal control problem is formulated on a nested hierarchy of grids, allowing a nonlinear multigrid method to accelerate the solution.
Application of dynamic programming to control khuzestan water resources system
Jamshidi, M.; Heidari, M.
1977-01-01
An approximate optimization technique based on discrete dynamic programming called discrete differential dynamic programming (DDDP), is employed to obtain the near optimal operation policies of a water resources system in the Khuzestan Province of Iran. The technique makes use of an initial nominal state trajectory for each state variable, and forms corridors around the trajectories. These corridors represent a set of subdomains of the entire feasible domain. Starting with such a set of nominal state trajectories, improvements in objective function are sought within the corridors formed around them. This leads to a set of new nominal trajectories upon which more improvements may be sought. Since optimization is confined to a set of subdomains, considerable savings in memory and computer time are achieved over that of conventional dynamic programming. The Kuzestan water resources system considered in this study is located in southwest Iran, and consists of two rivers, three reservoirs, three hydropower plants, and three irrigable areas. Data and cost benefit functions for the analysis were obtained either from the historical records or from similar studies. ?? 1977.
Interactive computer program for optimal designs of longitudinal cohort studies.
Tekle, Fetene B; Tan, Frans E S; Berger, Martijn P F
2009-05-01
Many large scale longitudinal cohort studies have been carried out or are ongoing in different fields of science. Such studies need a careful planning to obtain the desired quality of results with the available resources. In the past, a number of researches have been performed on optimal designs for longitudinal studies. However, there was no computer program yet available to help researchers to plan their longitudinal cohort design in an optimal way. A new interactive computer program for the optimization of designs of longitudinal cohort studies is therefore presented. The computer program helps users to identify the optimal cohort design with an optimal number of repeated measurements per subject and an optimal allocations of time points within a given study period. Further, users can compute the loss in relative efficiencies of any other alternative design compared to the optimal one. The computer program is described and illustrated using a practical example.
Optimized dynamical control of state transfer through noisy spin chains
Zwick, Analia; Álvarez, Gonzalo A.; Bensky, Guy; Kurizki, Gershon
2014-06-01
We propose a method of optimally controlling the tradeoff of speed and fidelity of state transfer through a noisy quantum channel (spin-chain). This process is treated as qubit state-transfer through a fermionic bath. We show that dynamical modulation of the boundary-qubits levels can ensure state transfer with the best tradeoff of speed and fidelity. This is achievable by dynamically optimizing the transmission spectrum of the channel. The resulting optimal control is robust against both static and fluctuating noise in the channel's spin-spin couplings. It may also facilitate transfer in the presence of diagonal disorder (on site energy noise) in the channel.
Dynamic positioning configuration and its first-order optimization
Xue, Shuqiang; Yang, Yuanxi; Dang, Yamin; Chen, Wu
2014-02-01
Traditional geodetic network optimization deals with static and discrete control points. The modern space geodetic network is, on the other hand, composed of moving control points in space (satellites) and on the Earth (ground stations). The network configuration composed of these facilities is essentially dynamic and continuous. Moreover, besides the position parameter which needs to be estimated, other geophysical information or signals can also be extracted from the continuous observations. The dynamic (continuous) configuration of the space network determines whether a particular frequency of signals can be identified by this system. In this paper, we employ the functional analysis and graph theory to study the dynamic configuration of space geodetic networks, and mainly focus on the optimal estimation of the position and clock-offset parameters. The principle of the D-optimization is introduced in the Hilbert space after the concept of the traditional discrete configuration is generalized from the finite space to the infinite space. It shows that the D-optimization developed in the discrete optimization is still valid in the dynamic configuration optimization, and this is attributed to the natural generalization of least squares from the Euclidean space to the Hilbert space. Then, we introduce the principle of D-optimality invariance under the combination operation and rotation operation, and propose some D-optimal simplex dynamic configurations: (1) (Semi) circular configuration in 2-dimensional space; (2) the D-optimal cone configuration and D-optimal helical configuration which is close to the GPS constellation in 3-dimensional space. The initial design of GPS constellation can be approximately treated as a combination of 24 D-optimal helixes by properly adjusting the ascending node of different satellites to realize a so-called Walker constellation. In the case of estimating the receiver clock-offset parameter, we show that the circular configuration, the
Notes on Static and Dynamic Optimization
DEFF Research Database (Denmark)
Vidal, Rene Victor Valqui
1981-01-01
This book pretends to be a unified presentation of the main theoretical and numerical results on optimization, and at the same time it provides an outlook to the many areas of application. It contains what I believe is the minimum knowledge required for a serious use of normative mathematical mod...
Structural optimization for nonlinear dynamic response
DEFF Research Database (Denmark)
Dou, Suguang; Strachan, B. Scott; Shaw, Steven W.
2015-01-01
resonant behaviour is being used for a variety of applications in sensing and signal conditioning. In this work, we describe a computational method that provides a systematic means for manipulating and optimizing features of nonlinear resonant responses of mechanical structures that are described...
Optimal control of molecular motion expressed through quantum fluid dynamics
Dey, Bijoy K.; Rabitz, Herschel; Askar, Attila
2000-04-01
A quantum fluid-dynamic (QFD) control formulation is presented for optimally manipulating atomic and molecular systems. In QFD the control quantum system is expressed in terms of the probability density ρ and the quantum current j. This choice of variables is motivated by the generally expected slowly varying spatial-temporal dependence of the fluid-dynamical variables. The QFD approach is illustrated for manipulation of the ground electronic state dynamics of HCl induced by an external electric field.
Bridging developmental systems theory and evolutionary psychology using dynamic optimization.
Frankenhuis, Willem E; Panchanathan, Karthik; Clark Barrett, H
2013-07-01
Interactions between evolutionary psychologists and developmental systems theorists have been largely antagonistic. This is unfortunate because potential synergies between the two approaches remain unexplored. This article presents a method that may help to bridge the divide, and that has proven fruitful in biology: dynamic optimization. Dynamic optimization integrates developmental systems theorists' focus on dynamics and contingency with the 'design stance' of evolutionary psychology. It provides a theoretical framework as well as a set of tools for exploring the properties of developmental systems that natural selection might favor, given particular evolutionary ecologies. We also discuss limitations of the approach. © 2013 Blackwell Publishing Ltd.
Optimizing Technology-Oriented Constructional Paramour's of complex dynamic systems
International Nuclear Information System (INIS)
Novak, S.M.
1998-01-01
Creating optimal vibro systems requires sequential solving of a few problems: selecting the basic pattern of dynamic actions, synthesizing the dynamic active systems, optimizing technological, technical, economic and design parameters. This approach is illustrated by an example of a high-efficiency vibro system synthesized for forming building structure components. When using only one single source to excite oscillations, resonance oscillations are imparted to the product to be formed in the horizontal and vertical planes. In order to obtain versatile and dynamically optimized parameters, a factor is introduced into the differential equations of the motion, accounting for the relationship between the parameters, which determine the frequency characteristics of the system and the parameter variation range. This results in obtaining non-sophisticated mathematical models of the system under investigation, convenient for optimization and for engineering design and calculations as well
Gradient-based optimization in nonlinear structural dynamics
DEFF Research Database (Denmark)
Dou, Suguang
, frequency stabilization, and disk resonator gyroscope. For advanced design of these structures, it is of considerable value to extend current optimization in linear structural dynamics into nonlinear structural dynamics. In this thesis, we present a framework for modelling, analysis, characterization......The intrinsic nonlinearity of mechanical structures can give rise to rich nonlinear dynamics. Recently, nonlinear dynamics of micro-mechanical structures have contributed to developing new Micro-Electro-Mechanical Systems (MEMS), for example, atomic force microscope, passive frequency divider...... coefficients are calculated directly from a nonlinear finite element model. Based on the analysis and the characterization, a new class of optimization problems is studied. In the optimization, design sensitivity analysis is performed by using the adjoint method which is suitable for large-scale structural...
Optimal Portfolios Under Dynamic Shortfall Constraints | Akume ...
African Journals Online (AJOL)
industry standard with regulatory authorities enforcing its use in risk measurement and management. Despite its widespread acceptance, VaR is not coherent. Tail Conditional Expectation (TCE), on the other hand, for an underlying continuous distribution, is a coherent risk measures. Our focus in this paper is the dynamic ...
Optimal Portfolios Under Dynamic Shortfall Constraints
African Journals Online (AJOL)
industry standard with regulatory authorities enforcing its use in risk measure- ment and management. Despite its widespread acceptance, VaR is not coherent. Tail Conditional Expectation (TCE), on the other hand, for an underlying con- tinuous distribution, is a coherent risk measures. Our focus in this paper is the dynamic ...
Dynamic Network Formation Using Ant Colony Optimization
2009-03-01
Problem (DVRP) ............................................ 36 2.7.2 Dynamic Traveling Salesman Problem (DTSP) ....................................... 41...47 2.8.3 Distributed Traveling Salesman Problem ................................................. 48 2.8.4 FIRE Ant...uses the fixed cost of the network in its calculation and commodities are not included in the problem formulation . Using a probabilistic undirected
Optimization algorithm based on densification and dynamic canonical descent
Bousson, K.; Correia, S. D.
2006-07-01
Stochastic methods have gained some popularity in global optimization in that most of them do not assume the cost functions to be differentiable. They have capabilities to avoid being trapped by local optima, and may converge even faster than gradient-based optimization methods on some problems. The present paper proposes an optimization method, which reduces the search space by means of densification curves, coupled with the dynamic canonical descent algorithm. The performances of the new method are shown on several known problems classically used for testing optimization algorithms, and proved to outperform competitive algorithms such as simulated annealing and genetic algorithms.
Optimization of Measurements on Dynamically Sensitive Structures Using a Reliability Approach
DEFF Research Database (Denmark)
Kirkegaard, Poul Henning; Sørensen, John Dalsgaard; Brincker, Rune
1990-01-01
Design of measuring program devoted to parameter identification of structural dynamic systems described by random fields is considered. The design problem is formulated as an optimization problem to minimize the total expected costs due to failure and costs of masuring program. Design variables a...... are the numbers of measuring points, the locations of these points and the required number of sample records. An example with a simply supported plane, vibrating beam is considered and tentative results are presented.......Design of measuring program devoted to parameter identification of structural dynamic systems described by random fields is considered. The design problem is formulated as an optimization problem to minimize the total expected costs due to failure and costs of masuring program. Design variables...
Optimization of Measurements on Dynamically Sensitive Structures Using a Reliability Approach
DEFF Research Database (Denmark)
Kirkegaard, Poul Henning; Sørensen, John Dalsgaard; Brincker, Rune
Design of a measuring program devoted to parameter identification of structural dynamic systems described by random fields is considered. The design problem is formulated as an optimization problem to minimize the total expected costs due to failure and costs of a measuring program. Design variab...... variables are the numbers of measuring points, the locations of these points and the required number of sample records. An example with a simply supported plane, vibrating beam is considered and tentative results are presented.......Design of a measuring program devoted to parameter identification of structural dynamic systems described by random fields is considered. The design problem is formulated as an optimization problem to minimize the total expected costs due to failure and costs of a measuring program. Design...
Optimization-based Dynamic Human Lifting Prediction
2008-06-01
analysis of human lifting movement for biped robot control. Advanced Motion Control, 2004. The 8th IEEE International Workshop. 7. Pope, M.H. and...constraints. Arisumi et al. (2007) studied the dynamic lifting motion of humanoid robots which considered the instantaneous transferred load to the object... robots . IEEE International Conference on Robotics and Automation, Roma, Italy, 10-14 April 2007. 2. Chaffin, D.B. and Andersson, G.B.J.. Occupational
Planar multibody dynamics formulation, programming and applications
Nikravesh, Parviz E
2007-01-01
Introduction Multibody Mechanical Systems Types of Analyses Methods of Formulation Computer Programming Application Examples Unit System Remarks Preliminaries Reference Axes Scalars and Vectors Matrices Vector, Array, and Matrix Differentiation Equations and Expressions Remarks Problems Fundamentals of Kinematics A Particle Kinematics of a Rigid Body Definitions Remarks Problems Fundamentals of Dynamics Newton's Laws of Motion Dynamics of a Body Force Elements Applied Forces Reaction Force Remarks Problems Point-Coordinates: Kinematics Multipoint
Combining optimal control theory and molecular dynamics for protein folding.
Arkun, Yaman; Gur, Mert
2012-01-01
A new method to develop low-energy folding routes for proteins is presented. The novel aspect of the proposed approach is the synergistic use of optimal control theory with Molecular Dynamics (MD). In the first step of the method, optimal control theory is employed to compute the force field and the optimal folding trajectory for the Cα atoms of a Coarse-Grained (CG) protein model. The solution of this CG optimization provides an harmonic approximation of the true potential energy surface around the native state. In the next step CG optimization guides the MD simulation by specifying the optimal target positions for the Cα atoms. In turn, MD simulation provides an all-atom conformation whose Cα positions match closely the reference target positions determined by CG optimization. This is accomplished by Targeted Molecular Dynamics (TMD) which uses a bias potential or harmonic restraint in addition to the usual MD potential. Folding is a dynamical process and as such residues make different contacts during the course of folding. Therefore CG optimization has to be reinitialized and repeated over time to accomodate these important changes. At each sampled folding time, the active contacts among the residues are recalculated based on the all-atom conformation obtained from MD. Using the new set of contacts, the CG potential is updated and the CG optimal trajectory for the Cα atoms is recomputed. This is followed by MD. Implementation of this repetitive CG optimization-MD simulation cycle generates the folding trajectory. Simulations on a model protein Villin demonstrate the utility of the method. Since the method is founded on the general tools of optimal control theory and MD without any restrictions, it is widely applicable to other systems. It can be easily implemented with available MD software packages.
Combining optimal control theory and molecular dynamics for protein folding.
Directory of Open Access Journals (Sweden)
Yaman Arkun
Full Text Available A new method to develop low-energy folding routes for proteins is presented. The novel aspect of the proposed approach is the synergistic use of optimal control theory with Molecular Dynamics (MD. In the first step of the method, optimal control theory is employed to compute the force field and the optimal folding trajectory for the Cα atoms of a Coarse-Grained (CG protein model. The solution of this CG optimization provides an harmonic approximation of the true potential energy surface around the native state. In the next step CG optimization guides the MD simulation by specifying the optimal target positions for the Cα atoms. In turn, MD simulation provides an all-atom conformation whose Cα positions match closely the reference target positions determined by CG optimization. This is accomplished by Targeted Molecular Dynamics (TMD which uses a bias potential or harmonic restraint in addition to the usual MD potential. Folding is a dynamical process and as such residues make different contacts during the course of folding. Therefore CG optimization has to be reinitialized and repeated over time to accomodate these important changes. At each sampled folding time, the active contacts among the residues are recalculated based on the all-atom conformation obtained from MD. Using the new set of contacts, the CG potential is updated and the CG optimal trajectory for the Cα atoms is recomputed. This is followed by MD. Implementation of this repetitive CG optimization-MD simulation cycle generates the folding trajectory. Simulations on a model protein Villin demonstrate the utility of the method. Since the method is founded on the general tools of optimal control theory and MD without any restrictions, it is widely applicable to other systems. It can be easily implemented with available MD software packages.
Sensitive Dependence of Optimal Network Dynamics on Network Structure
Directory of Open Access Journals (Sweden)
Takashi Nishikawa
2017-11-01
Full Text Available The relation between network structure and dynamics is determinant for the behavior of complex systems in numerous domains. An important long-standing problem concerns the properties of the networks that optimize the dynamics with respect to a given performance measure. Here, we show that such optimization can lead to sensitive dependence of the dynamics on the structure of the network. Specifically, using diffusively coupled systems as examples, we demonstrate that the stability of a dynamical state can exhibit sensitivity to unweighted structural perturbations (i.e., link removals and node additions for undirected optimal networks and to weighted perturbations (i.e., small changes in link weights for directed optimal networks. As mechanisms underlying this sensitivity, we identify discontinuous transitions occurring in the complement of undirected optimal networks and the prevalence of eigenvector degeneracy in directed optimal networks. These findings establish a unified characterization of networks optimized for dynamical stability, which we illustrate using Turing instability in activator-inhibitor systems, synchronization in power-grid networks, network diffusion, and several other network processes. Our results suggest that the network structure of a complex system operating near an optimum can potentially be fine-tuned for a significantly enhanced stability compared to what one might expect from simple extrapolation. On the other hand, they also suggest constraints on how close to the optimum the system can be in practice. Finally, the results have potential implications for biophysical networks, which have evolved under the competing pressures of optimizing fitness while remaining robust against perturbations.
Carpentier, Pierre; Cohen, Guy; De Lara, Michel
2015-01-01
The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing need to tackle uncertainty in applications of optimization. For example the massive introduction of renewable energies in power systems challenges traditional ways to manage them. This book lays out basic and advanced tools to handle and numerically solve such problems and thereby is building a bridge between Stochastic Programming and Stochastic Control. It is intended for graduates readers and scholars in optimization or stochastic control, as well as engineers with a background in applied mathematics.
Directory of Open Access Journals (Sweden)
Jooyoung Park
2015-05-01
Full Text Available Recently, the optimization of power flows in portable hybrid power-supply systems (HPSSs has become an important issue with the advent of a variety of mobile systems and hybrid energy technologies. In this paper, a control strategy is considered for dynamically managing power flows in portable HPSSs employing batteries and supercapacitors. Our dynamic power management strategy utilizes the concept of approximate dynamic programming (ADP. ADP methods are important tools in the fields of stochastic control and machine learning, and the utilization of these tools for practical engineering problems is now an active and promising research field. We propose an ADP-based procedure based on optimization under constraints including the iterated Bellman inequalities, which can be solved by convex optimization carried out offline, to find the optimal power management rules for portable HPSSs. The effectiveness of the proposed procedure is tested through dynamic simulations for smartphone workload scenarios, and simulation results show that the proposed strategy can successfully cope with uncertain workload demands.
Energy Technology Data Exchange (ETDEWEB)
Kim, Jong Woo; Choi, Go Bong; Lee, Jong Min [Seoul National University, Seoul (Korea, Republic of); Suh, Jung Chul [Samchully Corporation, Seoul (Korea, Republic of)
2016-01-15
This paper proposes a Markov decision process (MDP) based approach to derive an optimal schedule of maintenance, rehabilitation and replacement of the water main system. The scheduling problem utilizes auxiliary information of a pipe such as the current state, cost, and deterioration model. The objective function and detailed algorithm of dynamic programming are modified to solve the periodic replacement problem. The optimal policy evaluated by the proposed algorithm is compared to several existing policies via Monte Carlo simulations. The proposed decision framework provides a systematic way to obtain an optimal policy.
Dynamic shortfall constraints for optimal portfolios
Directory of Open Access Journals (Sweden)
Bernd Luderer
2010-06-01
Full Text Available We consider a portfolio problem when a Tail Conditional Expectation constraint is imposed. The financial market is composed of n risky assets driven by geometric Brownian motion and one risk-free asset. The Tail Conditional Expectation is calculated for short intervals of time and imposed as risk constraint dynamically. The method of Lagrange multipliers is combined with the Hamilton-Jacobi-Bellman equation to insert the constraint into the resolution framework. A numerical method is applied to obtain an approximate solution to the problem. We find that the imposition of the Tail Conditional Expectation constraint when risky assets evolve following a log-normal distribution, curbs investment in the risky assets and diverts the wealth to consumption.
LYRAN: A program for the analysis of linac beam dynamics
International Nuclear Information System (INIS)
Lu, J.Q.; Ben-Zvi, I.; Cramer, J.G.
1987-01-01
The FORTRAN program LYRAN has been written for use in analyzing the beam dynamics of superconducting heavy ion linacs. The program is based on the program LYRA developed by A.H. Scholldorf at SUNY Stony Brook, but that original program has been extensively extended, modified, and restructured. LYRAN transports a group of input particles randomly distributed on a selected distribution function through linac elements which include RF accelerating and bunching elements, dipole and quadrupole magnets, electrostatic elements, and drift spaces. Second order corrections to dipoles and quadrupole fields are included. A nonlinear optimization routine is incorporated, providing fast and efficient determination of accelerator configurations and parameter settings that provide desired beam properties. Beam envelope plotting is also included to provide graphic display of beam characteristics
The Dynamic Geometrisation of Computer Programming
Sinclair, Nathalie; Patterson, Margaret
2018-01-01
The goal of this paper is to explore dynamic geometry environments (DGE) as a type of computer programming language. Using projects created by secondary students in one particular DGE, we analyse the extent to which the various aspects of computational thinking--including both ways of doing things and particular concepts--were evident in their…
Approximate Dynamic Programming by Practical Examples
Mes, Martijn R.K.; Perez Rivera, Arturo Eduardo; Boucherie, Richard; van Dijk, Nico M.
2017-01-01
Computing the exact solution of an MDP model is generally difficult and possibly intractable for realistically sized problem instances. A powerful technique to solve the large scale discrete time multistage stochastic control processes is Approximate Dynamic Programming (ADP). Although ADP is used
Dynamic programming for minimum steiner trees
Fuchs, B.; Kern, Walter; Mölle, D.; Richter, S.; Rossmanith, P.; Wang, Xinhui
2007-01-01
We present a new dynamic programming algorithm that solves the minimum Steiner tree problem on graphs with $k$ terminals in time $O^*(c^k)$ for any $c > 2$. This improves the running time of the previously fastest parameterized algorithm by Dreyfus-Wagner of order $O^*(3^k)$ and the so-called "full
Microsoft Dynamics NAV 7 programming cookbook
Raul, Rakesh
2013-01-01
Written in the style of a cookbook. Microsoft Dynamics NAV 7 Programming Cookbook is full of recipes to help you get the job done.If you are a junior / entry-level NAV developer then the first half of the book is designed primarily for you. You may or may not have any experience programming. It focuses on the basics of NAV programming.If you are a mid-level NAV developer, you will find these chapters explain how to think outside of the NAV box when building solutions. There are also recipes that senior developers will find useful.
GPAW optimized for Blue Gene/P using hybrid programming
DEFF Research Database (Denmark)
Kristensen, Mads Ruben Burgdorff; Happe, Hans Henrik; Vinter, Brian
2009-01-01
In this work we present optimizations of a Grid-based projector-augmented wave method software, GPAW for the Blue Gene/P architecture. The improvements are achieved by exploring the advantage of shared and distributed memory programming also known as hybrid programming. The work focuses on optimi......In this work we present optimizations of a Grid-based projector-augmented wave method software, GPAW for the Blue Gene/P architecture. The improvements are achieved by exploring the advantage of shared and distributed memory programming also known as hybrid programming. The work focuses...... on optimizing a very time consuming operation in GPAW, the finite-different stencil operation, and different hybrid programming approaches are evaluated. The work succeeds in demonstrating a hybrid programming model which is clearly beneficial compared to the original flat programming model. In total...
Optimality Conditions for Fuzzy Number Quadratic Programming with Fuzzy Coefficients
Directory of Open Access Journals (Sweden)
Xue-Gang Zhou
2014-01-01
Full Text Available The purpose of the present paper is to investigate optimality conditions and duality theory in fuzzy number quadratic programming (FNQP in which the objective function is fuzzy quadratic function with fuzzy number coefficients and the constraint set is fuzzy linear functions with fuzzy number coefficients. Firstly, the equivalent quadratic programming of FNQP is presented by utilizing a linear ranking function and the dual of fuzzy number quadratic programming primal problems is introduced. Secondly, we present optimality conditions for fuzzy number quadratic programming. We then prove several duality results for fuzzy number quadratic programming problems with fuzzy coefficients.
Numerical methods of mathematical optimization with Algol and Fortran programs
Künzi, Hans P; Zehnder, C A; Rheinboldt, Werner
1971-01-01
Numerical Methods of Mathematical Optimization: With ALGOL and FORTRAN Programs reviews the theory and the practical application of the numerical methods of mathematical optimization. An ALGOL and a FORTRAN program was developed for each one of the algorithms described in the theoretical section. This should result in easy access to the application of the different optimization methods.Comprised of four chapters, this volume begins with a discussion on the theory of linear and nonlinear optimization, with the main stress on an easily understood, mathematically precise presentation. In addition
Design and Analysis of Decision Rules via Dynamic Programming
Amin, Talha M.
2017-04-24
The areas of machine learning, data mining, and knowledge representation have many different formats used to represent information. Decision rules, amongst these formats, are the most expressive and easily-understood by humans. In this thesis, we use dynamic programming to design decision rules and analyze them. The use of dynamic programming allows us to work with decision rules in ways that were previously only possible for brute force methods. Our algorithms allow us to describe the set of all rules for a given decision table. Further, we can perform multi-stage optimization by repeatedly reducing this set to only contain rules that are optimal with respect to selected criteria. One way that we apply this study is to generate small systems with short rules by simulating a greedy algorithm for the set cover problem. We also compare maximum path lengths (depth) of deterministic and non-deterministic decision trees (a non-deterministic decision tree is effectively a complete system of decision rules) with regards to Boolean functions. Another area of advancement is the presentation of algorithms for constructing Pareto optimal points for rules and rule systems. This allows us to study the existence of “totally optimal” decision rules (rules that are simultaneously optimal with regards to multiple criteria). We also utilize Pareto optimal points to compare and rate greedy heuristics with regards to two criteria at once. Another application of Pareto optimal points is the study of trade-offs between cost and uncertainty which allows us to find reasonable systems of decision rules that strike a balance between length and accuracy.
Focusing light through dynamical samples using fast continuous wavefront optimization.
Blochet, B; Bourdieu, L; Gigan, S
2017-12-01
We describe a fast continuous optimization wavefront shaping system able to focus light through dynamic scattering media. A micro-electro-mechanical system-based spatial light modulator, a fast photodetector, and field programmable gate array electronics are combined to implement a continuous optimization of a wavefront with a single-mode optimization rate of 4.1 kHz. The system performances are demonstrated by focusing light through colloidal solutions of TiO 2 particles in glycerol with tunable temporal stability.
Selection of optimal variant route based on dynamic fuzzy GRA
Directory of Open Access Journals (Sweden)
Jalil Heidary Dahooie
2018-09-01
Full Text Available Given the high costs of construction and maintenance, an optimum design methodology is one of the most important steps towards the development of transportation infrastructure, especially freeways. However, the effects of different variables on the decision-making process to find an optimal variant have caused the choice to become a very difficult and professional task for decision makers. So, the current paper aims to determine the optimal variant route for Isfahan-Shiraz freeway through MADM approaches. First, evaluation indices for an optimal route variant are derived through literature review and expert panel assessment. Then, a dynamic fuzzy GRA method is used for weightings and optimal route selection. Bases on the results, the road longevity, views of NGOs and route integration are identified as the highest-weighted criteria in route variant prioritization. Further, Route 3 is defined as the priority for the optimal variant for Isfahan–Shiraz freeway, which is the main basis in practice.
A combined stochastic programming and optimal control approach to personal finance and pensions
DEFF Research Database (Denmark)
Konicz, Agnieszka Karolina; Pisinger, David; Rasmussen, Kourosh Marjani
2015-01-01
The paper presents a model that combines a dynamic programming (stochastic optimal control) approach and a multi-stage stochastic linear programming approach (SLP), integrated into one SLP formulation. Stochastic optimal control produces an optimal policy that is easy to understand and implement....... However, explicit solution may not exist, especially when we want to deal with constraints, such as the limits on the portfolio composition, the limits on the insured sum, an inclusion of transaction costs or taxes on capital gains, which are important issues regularly mentioned in the scientic literature....... Two applications are considered: (A) optimal investment, consumption and insured sum for an individual maximizing the expected utility of consumption and bequest, and (B) optimal investment for a pension saver who wishes to maximize the expected utility of retirement benets. Numerical results show...
Chai, Runqi; Savvaris, Al; Tsourdos, Antonios
2016-06-01
In this paper, a fuzzy physical programming (FPP) method has been introduced for solving multi-objective Space Manoeuvre Vehicles (SMV) skip trajectory optimization problem based on hp-adaptive pseudospectral methods. The dynamic model of SMV is elaborated and then, by employing hp-adaptive pseudospectral methods, the problem has been transformed to nonlinear programming (NLP) problem. According to the mission requirements, the solutions were calculated for each single-objective scenario. To get a compromised solution for each target, the fuzzy physical programming (FPP) model is proposed. The preference function is established with considering the fuzzy factor of the system such that a proper compromised trajectory can be acquired. In addition, the NSGA-II is tested to obtain the Pareto-optimal solution set and verify the Pareto optimality of the FPP solution. Simulation results indicate that the proposed method is effective and feasible in terms of dealing with the multi-objective skip trajectory optimization for the SMV.
Off-road vehicle dynamics analysis, modelling and optimization
Taghavifar, Hamid
2017-01-01
This book deals with the analysis of off-road vehicle dynamics from kinetics and kinematics perspectives and the performance of vehicle traversing over rough and irregular terrain. The authors consider the wheel performance, soil-tire interactions and their interface, tractive performance of the vehicle, ride comfort, stability over maneuvering, transient and steady state conditions of the vehicle traversing, modeling the aforementioned aspects and optimization from energetic and vehicle mobility perspectives. This book brings novel figures for the transient dynamics and original wheel terrain dynamics at on-the-go condition.
New numerical methods for open-loop and feedback solutions to dynamic optimization problems
Ghosh, Pradipto
The topic of the first part of this research is trajectory optimization of dynamical systems via computational swarm intelligence. Particle swarm optimization is a nature-inspired heuristic search method that relies on a group of potential solutions to explore the fitness landscape. Conceptually, each particle in the swarm uses its own memory as well as the knowledge accumulated by the entire swarm to iteratively converge on an optimal or near-optimal solution. It is relatively straightforward to implement and unlike gradient-based solvers, does not require an initial guess or continuity in the problem definition. Although particle swarm optimization has been successfully employed in solving static optimization problems, its application in dynamic optimization, as posed in optimal control theory, is still relatively new. In the first half of this thesis particle swarm optimization is used to generate near-optimal solutions to several nontrivial trajectory optimization problems including thrust programming for minimum fuel, multi-burn spacecraft orbit transfer, and computing minimum-time rest-to-rest trajectories for a robotic manipulator. A distinct feature of the particle swarm optimization implementation in this work is the runtime selection of the optimal solution structure. Optimal trajectories are generated by solving instances of constrained nonlinear mixed-integer programming problems with the swarming technique. For each solved optimal programming problem, the particle swarm optimization result is compared with a nearly exact solution found via a direct method using nonlinear programming. Numerical experiments indicate that swarm search can locate solutions to very great accuracy. The second half of this research develops a new extremal-field approach for synthesizing nearly optimal feedback controllers for optimal control and two-player pursuit-evasion games described by general nonlinear differential equations. A notable revelation from this development
HVAC system optimization for energy management by evolutionary programming
Energy Technology Data Exchange (ETDEWEB)
Fong, K.F.; Chow, T.T. [City University of Hong Kong, Kowloon (China). Division of Building Science and Technology; Hanby, V.I. [De Montfort Univ., Leicester (United Kingdom). Inst. of Energy and Sustainable Development
2006-03-15
Energy management of heating, ventilating and air-conditioning (HVAC) systems is a primary concern in building projects, since the energy consumption in electricity has the highest percentage in HVAC among all building services installations and electric appliances. Without sacrifice of thermal comfort, to reset the suitable operating parameters, such as the chilled water temperature and supply air temperature, would have energy saving with immediate effect. For the typical commercial building projects, it is not difficult to acquire the reference settings for efficient operation. However, for some special projects, due to the specific design and control of the HVAC system, conventional settings may not be necessarily energy-efficient in daily operation. In this paper, the simulation-optimization approach was proposed for the effective energy management of HVAC system. Due to the complicated interrelationship of the entire HVAC system, which commonly includes the water side and air side systems, it is necessary to suggest optimum settings for different operations in response to the dynamic cooling loads and changing weather conditions throughout a year. A metaheuristic simulation-EP (evolutionary programming) coupling approach was developed using evolutionary programming, which can effectively handle the discrete, non-linear and highly constrained optimization problems, such as those related to HVAC systems. The effectiveness of this simulation-EP coupling suite was demonstrated through the establishment of a monthly optimum reset scheme for both the chilled water and supply air temperatures of the HVAC installations of a local project. This reset scheme would have a saving potential of about 7% as compared to the existing operational settings, without any extra cost. (author)
Optimal foraging and predator-prey dynamics III
Czech Academy of Sciences Publication Activity Database
Křivan, Vlastimil; Eisner, Jan
2003-01-01
Roč. 63, - (2003), s. 269-279 ISSN 0040-5809 R&D Projects: GA ČR GA201/03/0091; GA MŠk LA 101 Institutional research plan: CEZ:AV0Z5007907 Keywords : Optimal foraging theory * adaptive behavior * predator-prec population dynamics Subject RIV: EH - Ecology, Behaviour Impact factor: 2.261, year: 2003
Topology optimization of dynamics problems with Padé approximants
DEFF Research Database (Denmark)
Jensen, Jakob Søndergaard
2007-01-01
An efficient procedure for topology optimization of dynamics problems is proposed. The method is based on frequency responses represented by Padé approximants and analytical sensitivity analysis derived using the adjoint method. This gives an accurate approximation of the frequency response over ...
Bridging Developmental Systems Theory and Evolutionary Psychology Using Dynamic Optimization
Frankenhuis, Willem E.; Panchanathan, Karthik; Clark Barrett, H.
2013-01-01
Interactions between evolutionary psychologists and developmental systems theorists have been largely antagonistic. This is unfortunate because potential synergies between the two approaches remain unexplored. This article presents a method that may help to bridge the divide, and that has proven fruitful in biology: dynamic optimization. Dynamic…
Complex fluid network optimization and control integrative design based on nonlinear dynamic model
International Nuclear Information System (INIS)
Sui, Jinxue; Yang, Li; Hu, Yunan
2016-01-01
In view of distribution according to complex fluid network’s needs, this paper proposed one optimization computation method of the nonlinear programming mathematical model based on genetic algorithm. The simulation result shows that the overall energy consumption of the optimized fluid network has a decrease obviously. The control model of the fluid network is established based on nonlinear dynamics. We design the control law based on feedback linearization, take the optimal value by genetic algorithm as the simulation data, can also solve the branch resistance under the optimal value. These resistances can provide technical support and reference for fluid network design and construction, so can realize complex fluid network optimization and control integration design.
The Optimal Training Program for an Infantry Battalion
National Research Council Canada - National Science Library
Danna, James
1999-01-01
... is being implemented. In the conclusion, the study makes a recommendation for the optimal training program that focuses on the critical components of ground combat and the recommended strategy to train them.
A dynamic optimization model for solid waste recycling.
Anghinolfi, Davide; Paolucci, Massimo; Robba, Michela; Taramasso, Angela Celeste
2013-02-01
Recycling is an important part of waste management (that includes different kinds of issues: environmental, technological, economic, legislative, social, etc.). Differently from many works in literature, this paper is focused on recycling management and on the dynamic optimization of materials collection. The developed dynamic decision model is characterized by state variables, corresponding to the quantity of waste in each bin per each day, and control variables determining the quantity of material that is collected in the area each day and the routes for collecting vehicles. The objective function minimizes the sum of costs minus benefits. The developed decision model is integrated in a GIS-based Decision Support System (DSS). A case study related to the Cogoleto municipality is presented to show the effectiveness of the proposed model. From optimal results, it has been found that the net benefits of the optimized collection are about 2.5 times greater than the estimated current policy. Copyright © 2012 Elsevier Ltd. All rights reserved.
A Thermodynamic Library for Simulation and Optimization of Dynamic Processes
DEFF Research Database (Denmark)
Ritschel, Tobias Kasper Skovborg; Gaspar, Jozsef; Jørgensen, John Bagterp
2017-01-01
Process system tools, such as simulation and optimization of dynamic systems, are widely used in the process industries for development of operational strategies and control for process systems. These tools rely on thermodynamic models and many thermodynamic models have been developed for different...... compounds and mixtures. However, rigorous thermodynamic models are generally computationally intensive and not available as open-source libraries for process simulation and optimization. In this paper, we describe the application of a novel open-source rigorous thermodynamic library, ThermoLib, which...... is designed for dynamic simulation and optimization of vapor-liquid processes. ThermoLib is implemented in Matlab and C and uses cubic equations of state to compute vapor and liquid phase thermodynamic properties. The novelty of ThermoLib is that it provides analytical first and second order derivatives...
Dynamic ADMM for Real-time Optimal Power Flow: Preprint
Energy Technology Data Exchange (ETDEWEB)
Dall-Anese, Emiliano [National Renewable Energy Laboratory (NREL), Golden, CO (United States)
2018-02-23
This paper considers distribution networks featuring distributed energy resources (DERs), and develops a dynamic optimization method to maximize given operational objectives in real time while adhering to relevant network constraints. The design of the dynamic algorithm is based on suitable linearizations of the AC power flow equations, and it leverages the so-called alternating direction method of multipliers (ADMM). The steps of the ADMM, however, are suitably modified to accommodate appropriate measurements from the distribution network and the DERs. With the aid of these measurements, the resultant algorithm can enforce given operational constraints in spite of inaccuracies in the representation of the AC power flows, and it avoids ubiquitous metering to gather the state of non-controllable resources. Optimality and convergence of the propose algorithm are established in terms of tracking of the solution of a convex surrogate of the AC optimal power flow problem.
Numerical integration and optimization of motions for multibody dynamic systems
Aguilar Mayans, Joan
This thesis considers the optimization and simulation of motions involving rigid body systems. It does so in three distinct parts, with the following topics: optimization and analysis of human high-diving motions, efficient numerical integration of rigid body dynamics with contacts, and motion optimization of a two-link robot arm using Finite-Time Lyapunov Analysis. The first part introduces the concept of eigenpostures, which we use to simulate and analyze human high-diving motions. Eigenpostures are used in two different ways: first, to reduce the complexity of the optimal control problem that we solve to obtain such motions, and second, to generate an eigenposture space to which we map existing real world motions to better analyze them. The benefits of using eigenpostures are showcased through different examples. The second part reviews an extensive list of integration algorithms used for the integration of rigid body dynamics. We analyze the accuracy and stability of the different integrators in the three-dimensional space and the rotation space SO(3). Integrators with an accuracy higher than first order perform more efficiently than integrators with first order accuracy, even in the presence of contacts. The third part uses Finite-time Lyapunov Analysis to optimize motions for a two-link robot arm. Finite-Time Lyapunov Analysis diagnoses the presence of time-scale separation in the dynamics of the optimized motion and provides the information and methodology for obtaining an accurate approximation to the optimal solution, avoiding the complications that timescale separation causes for alternative solution methods.
Fast and Cache-Oblivious Dynamic Programming with Local Dependencies
DEFF Research Database (Denmark)
Bille, Philip; Stöckel, Morten
2012-01-01
String comparison such as sequence alignment, edit distance computation, longest common subsequence computation, and approximate string matching is a key task (and often computational bottleneck) in large-scale textual information retrieval. For instance, algorithms for sequence alignment......-oblivious algorithm for this type of local dynamic programming suitable for comparing large-scale strings. Our algorithm outperforms the previous state-of-the-art solutions. Surprisingly, our new simple algorithm is competitive with a complicated, optimized, and tuned implementation of the best cache-aware algorithm....... Additionally, our new algorithm generalizes the best known theoretical complexity trade-offs for the problem....
Introducing artificial intelligence into structural optimization programs
International Nuclear Information System (INIS)
Jozwiak, S.F.
1987-01-01
Artificial Intelligence /AI/ is defined as the branch of the computer science concerned with the study of the ideas that enable computers to be intelligent. The main purpose of the application of AI in engineering is to develop computer programs which function better as tools for engineers and designers. Many computer programs today have properties which make them inconvenient to their final users and the research carried within the field of AI provides tools and techniques so that these restriction can be removed. The continuous progress in computer technology has lead to developing efficient computer systems which can be applied to more than simple solving sets of equations. (orig.)
Technical specification optimization program - engineered safety features
International Nuclear Information System (INIS)
Andre, G.R.; Jansen, R.L.
1986-01-01
The Westinghouse Technical Specification Program (TOP) was designed to evaluate on a quantitative basis revisions to Nuclear Power Plant Technical Specifications. The revisions are directed at simplifying plant operation, and reducing unnecessary transients, shutdowns, and manpower requirements. In conjunction with the Westinghouse Owners Group, Westinghouse initiated a program to develop a methodology to justify Technical Specification revisions; particularly revisions related to testing and maintenance requirements on plant operation for instrumentation systems. The methodology was originally developed and applied to the reactor trip features of the reactor protection system (RPS). The current study further refined the methodology and applied it to the engineered safety features of the RPS
A general-purpose optimization program for engineering design
Vanderplaats, G. N.; Sugimoto, H.
1986-01-01
A new general-purpose optimization program for engineering design is described. ADS (Automated Design Synthesis) is a FORTRAN program for nonlinear constrained (or unconstrained) function minimization. The optimization process is segmented into three levels: Strategy, Optimizer, and One-dimensional search. At each level, several options are available so that a total of nearly 100 possible combinations can be created. An example of available combinations is the Augmented Lagrange Multiplier method, using the BFGS variable metric unconstrained minimization together with polynomial interpolation for the one-dimensional search.
Does programmed CTL proliferation optimize virus control?
DEFF Research Database (Denmark)
Wodarz, Dominik; Thomsen, Allan Randrup
2005-01-01
CD8 T-cell or cytotoxic T-lymphocyte responses develop through an antigen-independent proliferation and differentiation program. This is in contrast to the previous thinking, which was that continuous antigenic stimulation was required. This Opinion discusses why nature has chosen the proliferati...
HOPI: on-line injection optimization program
International Nuclear Information System (INIS)
LeMaire, J.L.
1977-01-01
A method of matching the beam from the 200 MeV linac to the AGS without the necessity of making emittance measurements is presented. An on-line computer program written on the PDP10 computer performs the matching by modifying independently the horizontal and vertical emittance. Experimental results show success with this method, which can be applied to any matching section
Program For Optimization Of Nuclear Rocket Engines
Plebuch, R. K.; Mcdougall, J. K.; Ridolphi, F.; Walton, James T.
1994-01-01
NOP is versatile digital-computer program devoloped for parametric analysis of beryllium-reflected, graphite-moderated nuclear rocket engines. Facilitates analysis of performance of engine with respect to such considerations as specific impulse, engine power, type of engine cycle, and engine-design constraints arising from complications of fuel loading and internal gradients of temperature. Predicts minimum weight for specified performance.
Mathematical programming model for the optimization of nutritional ...
African Journals Online (AJOL)
The use of a mathematical programming model for determining optimal nutritional strategy for a dairy cow is described. Mixed Integer Programming (MIP) may be used to fit curvilinear functions, such as the changes in the nutrient requirements of the cow, into a standard mathematical programme. The model determines the.
Dynamic Network Design Problem under Demand Uncertainty: An Adjustable Robust Optimization Approach
Directory of Open Access Journals (Sweden)
Hua Sun
2014-01-01
Full Text Available This paper develops an adjustable robust optimization approach for a network design problem explicitly incorporating traffic dynamics and demand uncertainty. In particular, a cell transmission model based network design problem of linear programming type is considered to describe dynamic traffic flows, and a polyhedral uncertainty set is used to characterize the demand uncertainty. The major contribution of this paper is to formulate such an adjustable robust network design problem as a tractable linear programming model and justify the model which is less conservative by comparing its solution performance with the robust solution from the usual robust model. The numerical results using one network from the literature demonstrate the modeling advantage of the adjustable robust optimization and provided strategic managerial insights for enacting capacity expansion policies under demand uncertainty.
Sandia Dynamic Materials Program Strategic Plan.
Energy Technology Data Exchange (ETDEWEB)
Flicker, Dawn Gustine [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Benage, John F. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Desjarlais, Michael P. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Knudson, Marcus D. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Leifeste, Gordon T. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Lemke, Raymond W. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Mattsson, Thomas [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Wise, Jack L. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2017-05-01
Materials in nuclear and conventional weapons can reach multi-megabar pressures and 1000s of degree temperatures on timescales ranging from microseconds to nanoseconds. Understanding the response of complex materials under these conditions is important for designing and assessing changes to nuclear weapons. In the next few decades, a major concern will be evaluating the behavior of aging materials and remanufactured components. The science to enable the program to underwrite decisions quickly and confidently on use, remanufacturing, and replacement of these materials will be critical to NNSA’s new Stockpile Responsiveness Program. Material response is also important for assessing the risks posed by adversaries or proliferants. Dynamic materials research, which refers to the use of high-speed experiments to produce extreme conditions in matter, is an important part of NNSA’s Stockpile Stewardship Program.
Optimal control and design of a cold store using dynamic optimization
Lukasse, L.; Broeze, J.; Sluis, S. van der
2009-01-01
The design of controlled processes is a combined optimal control and design problem (OCDP). Literature on solving large OCDPs is rare. This paper presents an algorithm for solving large OCDPs. For this algorithm system dynamics, objective function and their first-order derivatives must be continuous
International Nuclear Information System (INIS)
Wu, Xia; Wu, Genhua
2014-01-01
Highlights: • A high efficient method for optimization of atomic clusters is developed. • Its performance is studied by optimizing Lennard-Jones clusters and Ag clusters. • The method is proved to be quite efficient. • A new Ag 61 cluster with stacking-fault face-centered cubic motif is found. - Abstract: Geometrical optimization of atomic clusters is performed by a development of adaptive immune optimization algorithm (AIOA) with dynamic lattice searching (DLS) operation (AIOA-DLS method). By a cycle of construction and searching of the dynamic lattice (DL), DLS algorithm rapidly makes the clusters more regular and greatly reduces the potential energy. DLS can thus be used as an operation acting on the new individuals after mutation operation in AIOA to improve the performance of the AIOA. The AIOA-DLS method combines the merit of evolutionary algorithm and idea of dynamic lattice. The performance of the proposed method is investigated in the optimization of Lennard-Jones clusters within 250 atoms and silver clusters described by many-body Gupta potential within 150 atoms. Results reported in the literature are reproduced, and the motif of Ag 61 cluster is found to be stacking-fault face-centered cubic, whose energy is lower than that of previously obtained icosahedron
A Dynamic Multistage Hybrid Swarm Intelligence Optimization Algorithm for Function Optimization
Directory of Open Access Journals (Sweden)
Daqing Wu
2012-01-01
Full Text Available A novel dynamic multistage hybrid swarm intelligence optimization algorithm is introduced, which is abbreviated as DM-PSO-ABC. The DM-PSO-ABC combined the exploration capabilities of the dynamic multiswarm particle swarm optimizer (PSO and the stochastic exploitation of the cooperative artificial bee colony algorithm (CABC for solving the function optimization. In the proposed hybrid algorithm, the whole process is divided into three stages. In the first stage, a dynamic multiswarm PSO is constructed to maintain the population diversity. In the second stage, the parallel, positive feedback of CABC was implemented in each small swarm. In the third stage, we make use of the particle swarm optimization global model, which has a faster convergence speed to enhance the global convergence in solving the whole problem. To verify the effectiveness and efficiency of the proposed hybrid algorithm, various scale benchmark problems are tested to demonstrate the potential of the proposed multistage hybrid swarm intelligence optimization algorithm. The results show that DM-PSO-ABC is better in the search precision, and convergence property and has strong ability to escape from the local suboptima when compared with several other peer algorithms.
Energy Technology Data Exchange (ETDEWEB)
Wu, Xia, E-mail: xiawu@mail.nankai.edu.cn; Wu, Genhua
2014-08-31
Highlights: • A high efficient method for optimization of atomic clusters is developed. • Its performance is studied by optimizing Lennard-Jones clusters and Ag clusters. • The method is proved to be quite efficient. • A new Ag{sub 61} cluster with stacking-fault face-centered cubic motif is found. - Abstract: Geometrical optimization of atomic clusters is performed by a development of adaptive immune optimization algorithm (AIOA) with dynamic lattice searching (DLS) operation (AIOA-DLS method). By a cycle of construction and searching of the dynamic lattice (DL), DLS algorithm rapidly makes the clusters more regular and greatly reduces the potential energy. DLS can thus be used as an operation acting on the new individuals after mutation operation in AIOA to improve the performance of the AIOA. The AIOA-DLS method combines the merit of evolutionary algorithm and idea of dynamic lattice. The performance of the proposed method is investigated in the optimization of Lennard-Jones clusters within 250 atoms and silver clusters described by many-body Gupta potential within 150 atoms. Results reported in the literature are reproduced, and the motif of Ag{sub 61} cluster is found to be stacking-fault face-centered cubic, whose energy is lower than that of previously obtained icosahedron.
Hybrid biogeography-based optimization for integer programming.
Wang, Zhi-Cheng; Wu, Xiao-Bei
2014-01-01
Biogeography-based optimization (BBO) is a relatively new bioinspired heuristic for global optimization based on the mathematical models of biogeography. By investigating the applicability and performance of BBO for integer programming, we find that the original BBO algorithm does not perform well on a set of benchmark integer programming problems. Thus we modify the mutation operator and/or the neighborhood structure of the algorithm, resulting in three new BBO-based methods, named BlendBBO, BBO_DE, and LBBO_LDE, respectively. Computational experiments show that these methods are competitive approaches to solve integer programming problems, and the LBBO_LDE shows the best performance on the benchmark problems.
Optimal dynamic soaring consists of successive shallow arcs.
Bousquet, Gabriel D; Triantafyllou, Michael S; Slotine, Jean-Jacques E
2017-10-01
Albatrosses can travel a thousand kilometres daily over the oceans. They extract their propulsive energy from horizontal wind shears with a flight strategy called dynamic soaring. While thermal soaring, exploited by birds of prey and sports gliders, consists of simply remaining in updrafts, extracting energy from horizontal winds necessitates redistributing momentum across the wind shear layer, by means of an intricate and dynamic flight manoeuvre. Dynamic soaring has been described as a sequence of half-turns connecting upwind climbs and downwind dives through the surface shear layer. Here, we investigate the optimal (minimum-wind) flight trajectory, with a combined numerical and analytic methodology. We show that contrary to current thinking, but consistent with GPS recordings of albatrosses, when the shear layer is thin the optimal trajectory is composed of small-angle, large-radius arcs. Essentially, the albatross is a flying sailboat, sequentially acting as sail and keel, and is most efficient when remaining crosswind at all times. Our analysis constitutes a general framework for dynamic soaring and more broadly energy extraction in complex winds. It is geared to improve the characterization of pelagic birds flight dynamics and habitat, and could enable the development of a robotic albatross that could travel with a virtually infinite range. © 2017 The Author(s).
Directory of Open Access Journals (Sweden)
Hongling Ye
2015-01-01
Full Text Available The dynamic topology optimization of three-dimensional continuum structures subject to frequency constraints is investigated using Independent Continuous Mapping (ICM design variable fields. The composite exponential function (CEF is selected to be a filter function which recognizes the design variables and to implement the changing process of design variables from “discrete” to “continuous” and back to “discrete.” Explicit formulations of frequency constraints are given based on filter functions, first-order Taylor series expansion. And an improved optimal model is formulated using CEF and the explicit frequency constraints. Dual sequential quadratic programming (DSQP algorithm is used to solve the optimal model. The program is developed on the platform of MSC Patran & Nastran. Finally, numerical examples are given to demonstrate the validity and applicability of the proposed method.
Dynamic Optimal Energy Flow in the Integrated Natural Gas and Electrical Power Systems
DEFF Research Database (Denmark)
Fang, Jiakun; Zeng, Qing; Ai, Xiaomeng
2018-01-01
. Simulation on the test case illustrates the success of the modelling and the beneficial roles of the power-to-gas are analyzed. The proposed model can be used in the decision support for both planning and operation of the coordinated natural gas and electrical power systems.......This work focuses on the optimal operation of the integrated gas and electrical power system with bi-directional energy conversion. Considering the different response times of the gas and power systems, the transient gas flow and steady- state power flow are combined to formulate the dynamic...... optimal energy flow in the integrated gas and power systems. With proper assumptions and simplifications, the problem is transformed into a single stage linear programming. And only a single stage linear programming is needed to obtain the optimal operation strategy for both gas and power systems...
A fast and optimized dynamic economic load dispatch for large scale power systems
International Nuclear Information System (INIS)
Musse Mohamud Ahmed; Mohd Ruddin Ab Ghani; Ismail Hassan
2000-01-01
This paper presents Lagrangian Multipliers (LM) and Linear Programming (LP) based dynamic economic load dispatch (DELD) solution for large-scale power system operations. It is to minimize the operation cost of power generation. units subject to the considered constraints. After individual generator units are economically loaded and periodically dispatched, fast and optimized DELD has been achieved. DELD with period intervals has been taken into consideration The results found from the algorithm based on LM and LP techniques appear to be modest in both optimizing the operation cost and achieving fast computation. (author)
Mathematical Programming Approaches for Optimal University Timetabling
DEFF Research Database (Denmark)
Bagger, Niels-Christian Fink
preferences are taken into account, the problems become even more challenging. Therefore, automating the processes of generating these timetables is a great help for the planners and the universities. Scheduling and timetabling has been studied before in the literature, and two international conferences......-known lower bounds for CTT by using Mixed Integer Programming (MIP) based approaches. We present a total of 15 different MIP based approaches that we have implemented, ranging from Cutting Plane techniques and Lagrangian Relaxation to Benders’ Decomposition and Dantzig-Wolfe Decomposition. Most...
Shape Optimization of Vehicle Radiator Using Computational Fluid Dynamics (cfd)
Maddipatla, Sridhar; Guessous, Laila
2002-11-01
Automotive manufacturers need to improve the efficiency and lifetime of all engine components. In the case of radiators, performance depends significantly on coolant flow homogeneity across the tubes and overall pressure drop between the inlet and outlet. Design improvements are especially needed in tube-flow uniformity to prevent premature fouling and failure of heat exchangers. Rather than relying on ad-hoc geometry changes, the current study combines Computational Fluid Dynamics with shape optimization methods to improve radiator performance. The goal is to develop an automated suite of virtual tools to assist in radiator design. Two objective functions are considered: a flow non-uniformity coefficient,Cf, and the overall pressure drop, dP*. The methodology used to automate the CFD and shape optimization procedures is discussed. In the first phase, single and multi-variable optimization methods, coupled with CFD, are applied to simplified 2-D radiator models to investigate effects of inlet and outlet positions on the above functions. The second phase concentrates on CFD simulations of a simplified 3-D radiator model. The results, which show possible improvements in both pressure and flow uniformity, validate the optimization criteria that were developed, as well as the potential of shape optimization methods with CFD to improve heat exchanger design. * Improving Radiator Design Through Shape Optimization, L. Guessous and S. Maddipatla, Paper # IMECE2002-33888, Proceedings of the 2002 ASME International Mechanical Engineering Congress and Exposition, November 2002
An energy management for series hybrid electric vehicle using improved dynamic programming
Peng, Hao; Yang, Yaoquan; Liu, Chunyu
2018-02-01
With the increasing numbers of hybrid electric vehicle (HEV), management for two energy sources, engine and battery, is more and more important to achieve the minimum fuel consumption. This paper introduces several working modes of series hybrid electric vehicle (SHEV) firstly and then describes the mathematical model of main relative components in SHEV. On the foundation of this model, dynamic programming is applied to distribute energy of engine and battery on the platform of matlab and acquires less fuel consumption compared with traditional control strategy. Besides, control rule recovering energy in brake profiles is added into dynamic programming, so shorter computing time is realized by improved dynamic programming and optimization on algorithm.
International Nuclear Information System (INIS)
Song Ruizhuo; Wei Qinglai
2017-01-01
We develop an optimal tracking control method for chaotic system with unknown dynamics and disturbances. The method allows the optimal cost function and the corresponding tracking control to update synchronously. According to the tracking error and the reference dynamics, the augmented system is constructed. Then the optimal tracking control problem is defined. The policy iteration (PI) is introduced to solve the min-max optimization problem. The off-policy adaptive dynamic programming (ADP) algorithm is then proposed to find the solution of the tracking Hamilton–Jacobi–Isaacs (HJI) equation online only using measured data and without any knowledge about the system dynamics. Critic neural network (CNN), action neural network (ANN), and disturbance neural network (DNN) are used to approximate the cost function, control, and disturbance. The weights of these networks compose the augmented weight matrix, and the uniformly ultimately bounded (UUB) of which is proven. The convergence of the tracking error system is also proven. Two examples are given to show the effectiveness of the proposed synchronous solution method for the chaotic system tracking problem. (paper)
Confronting dynamics and uncertainty in optimal decision making for conservation
International Nuclear Information System (INIS)
Williams, Byron K; Johnson, Fred A
2013-01-01
The effectiveness of conservation efforts ultimately depends on the recognition that decision making, and the systems that it is designed to affect, are inherently dynamic and characterized by multiple sources of uncertainty. To cope with these challenges, conservation planners are increasingly turning to the tools of decision analysis, especially dynamic optimization methods. Here we provide a general framework for optimal, dynamic conservation and then explore its capacity for coping with various sources and degrees of uncertainty. In broadest terms, the dynamic optimization problem in conservation is choosing among a set of decision options at periodic intervals so as to maximize some conservation objective over the planning horizon. Planners must account for immediate objective returns, as well as the effect of current decisions on future resource conditions and, thus, on future decisions. Undermining the effectiveness of such a planning process are uncertainties concerning extant resource conditions (partial observability), the immediate consequences of decision choices (partial controllability), the outcomes of uncontrolled, environmental drivers (environmental variation), and the processes structuring resource dynamics (structural uncertainty). Where outcomes from these sources of uncertainty can be described in terms of probability distributions, a focus on maximizing the expected objective return, while taking state-specific actions, is an effective mechanism for coping with uncertainty. When such probability distributions are unavailable or deemed unreliable, a focus on maximizing robustness is likely to be the preferred approach. Here the idea is to choose an action (or state-dependent policy) that achieves at least some minimum level of performance regardless of the (uncertain) outcomes. We provide some examples of how the dynamic optimization problem can be framed for problems involving management of habitat for an imperiled species, conservation of a
Confronting dynamics and uncertainty in optimal decision making for conservation
Williams, Byron K.; Johnson, Fred A.
2013-01-01
The effectiveness of conservation efforts ultimately depends on the recognition that decision making, and the systems that it is designed to affect, are inherently dynamic and characterized by multiple sources of uncertainty. To cope with these challenges, conservation planners are increasingly turning to the tools of decision analysis, especially dynamic optimization methods. Here we provide a general framework for optimal, dynamic conservation and then explore its capacity for coping with various sources and degrees of uncertainty. In broadest terms, the dynamic optimization problem in conservation is choosing among a set of decision options at periodic intervals so as to maximize some conservation objective over the planning horizon. Planners must account for immediate objective returns, as well as the effect of current decisions on future resource conditions and, thus, on future decisions. Undermining the effectiveness of such a planning process are uncertainties concerning extant resource conditions (partial observability), the immediate consequences of decision choices (partial controllability), the outcomes of uncontrolled, environmental drivers (environmental variation), and the processes structuring resource dynamics (structural uncertainty). Where outcomes from these sources of uncertainty can be described in terms of probability distributions, a focus on maximizing the expected objective return, while taking state-specific actions, is an effective mechanism for coping with uncertainty. When such probability distributions are unavailable or deemed unreliable, a focus on maximizing robustness is likely to be the preferred approach. Here the idea is to choose an action (or state-dependent policy) that achieves at least some minimum level of performance regardless of the (uncertain) outcomes. We provide some examples of how the dynamic optimization problem can be framed for problems involving management of habitat for an imperiled species, conservation of a
Confronting dynamics and uncertainty in optimal decision making for conservation
Williams, Byron K.; Johnson, Fred A.
2013-06-01
The effectiveness of conservation efforts ultimately depends on the recognition that decision making, and the systems that it is designed to affect, are inherently dynamic and characterized by multiple sources of uncertainty. To cope with these challenges, conservation planners are increasingly turning to the tools of decision analysis, especially dynamic optimization methods. Here we provide a general framework for optimal, dynamic conservation and then explore its capacity for coping with various sources and degrees of uncertainty. In broadest terms, the dynamic optimization problem in conservation is choosing among a set of decision options at periodic intervals so as to maximize some conservation objective over the planning horizon. Planners must account for immediate objective returns, as well as the effect of current decisions on future resource conditions and, thus, on future decisions. Undermining the effectiveness of such a planning process are uncertainties concerning extant resource conditions (partial observability), the immediate consequences of decision choices (partial controllability), the outcomes of uncontrolled, environmental drivers (environmental variation), and the processes structuring resource dynamics (structural uncertainty). Where outcomes from these sources of uncertainty can be described in terms of probability distributions, a focus on maximizing the expected objective return, while taking state-specific actions, is an effective mechanism for coping with uncertainty. When such probability distributions are unavailable or deemed unreliable, a focus on maximizing robustness is likely to be the preferred approach. Here the idea is to choose an action (or state-dependent policy) that achieves at least some minimum level of performance regardless of the (uncertain) outcomes. We provide some examples of how the dynamic optimization problem can be framed for problems involving management of habitat for an imperiled species, conservation of a
Dynamic optimal foraging theory explains vertical migrations of bigeye tuna
DEFF Research Database (Denmark)
Thygesen, Uffe Høgsbro; Sommer, Lene; Evans, Karen
2016-01-01
dynamic programming. With little calibration of model parameters, our results are consistent with observed data on vertical movement: we find that small tuna should display constant-depth strategies while large tuna should display vertical migrations. The analysis supports the hypothesis that the tuna...
High Dynamic Optimized Carrier Loop Improvement for Tracking Doppler Rates
Directory of Open Access Journals (Sweden)
Amirhossein Fereidountabar
2015-01-01
Full Text Available Mathematical analysis and optimization of a carrier tracking loop are presented. Due to fast changing of the carrier frequency in some satellite systems, such as Low Earth Orbit (LEO or Global Positioning System (GPS, or some planes like Unmanned Aerial Vehicles (UAVs, high dynamic tracking loops play a very important role. In this paper an optimized tracking loop consisting of a third-order Phase Locked Loop (PLL assisted by a second-order Frequency Locked Loop (FLL for UAVs is proposed and discussed. Based on this structure an optimal loop has been designed. The main advantages of this approach are the reduction of the computation complexity and smaller phase error. The paper shows the simulation results, comparing them with a previous work.
Global optimization for quantum dynamics of few-fermion systems
Li, Xikun; Pecak, Daniel; Sowiński, Tomasz; Sherson, Jacob; Nielsen, Anne E. B.
2018-03-01
Quantum state preparation is vital to quantum computation and quantum information processing tasks. In adiabatic state preparation, the target state is theoretically obtained with nearly perfect fidelity if the control parameter is tuned slowly enough. As this, however, leads to slow dynamics, it is often desirable to be able to carry out processes more rapidly. In this work, we employ two global optimization methods to estimate the quantum speed limit for few-fermion systems confined in a one-dimensional harmonic trap. Such systems can be produced experimentally in a well-controlled manner. We determine the optimized control fields and achieve a reduction in the ramping time of more than a factor of four compared to linear ramping. We also investigate how robust the fidelity is to small variations of the control fields away from the optimized shapes.
Optimally combining dynamical decoupling and quantum error correction.
Paz-Silva, Gerardo A; Lidar, D A
2013-01-01
Quantum control and fault-tolerant quantum computing (FTQC) are two of the cornerstones on which the hope of realizing a large-scale quantum computer is pinned, yet only preliminary steps have been taken towards formalizing the interplay between them. Here we explore this interplay using the powerful strategy of dynamical decoupling (DD), and show how it can be seamlessly and optimally integrated with FTQC. To this end we show how to find the optimal decoupling generator set (DGS) for various subspaces relevant to FTQC, and how to simultaneously decouple them. We focus on stabilizer codes, which represent the largest contribution to the size of the DGS, showing that the intuitive choice comprising the stabilizers and logical operators of the code is in fact optimal, i.e., minimizes a natural cost function associated with the length of DD sequences. Our work brings hybrid DD-FTQC schemes, and their potentially considerable advantages, closer to realization.
A Study of Joint Cost Inclusion in Linear Programming Optimization
Directory of Open Access Journals (Sweden)
P. Armaos
2013-08-01
Full Text Available The concept of Structural Optimization has been a topic or research over the past century. Linear Programming Optimization has proved being the most reliable method of structural optimization. Global advances in linear programming optimization have been recently powered by University of Sheffield researchers, to include joint cost, self-weight and buckling considerations. A joint cost inclusion scopes to reduce the number of joints existing in an optimized structural solution, transforming it to a practically viable solution. The topic of the current paper is to investigate the effects of joint cost inclusion, as this is currently implemented in the optimization code. An extended literature review on this subject was conducted prior to familiarization with small scale optimization software. Using IntelliFORM software, a structured series of problems were set and analyzed. The joint cost tests examined benchmark problems and their consequent changes in the member topology, as the design domain was expanding. The findings of the analyses were remarkable and are being commented further on. The distinct topologies of solutions created by optimization processes are also recognized. Finally an alternative strategy of penalizing joints is presented.
Generic Optimization Program User Manual Version 3.0.0
International Nuclear Information System (INIS)
Wetter, Michael
2009-01-01
GenOpt is an optimization program for the minimization of a cost function that is evaluated by an external simulation program. It has been developed for optimization problems where the cost function is computationally expensive and its derivatives are not available or may not even exist. GenOpt can be coupled to any simulation program that reads its input from text files and writes its output to text files. The independent variables can be continuous variables (possibly with lower and upper bounds), discrete variables, or both, continuous and discrete variables. Constraints on dependent variables can be implemented using penalty or barrier functions. GenOpt uses parallel computing to evaluate the simulations. GenOpt has a library with local and global multi-dimensional and one-dimensional optimization algorithms, and algorithms for doing parametric runs. An algorithm interface allows adding new minimization algorithms without knowing the details of the program structure. GenOpt is written in Java so that it is platform independent. The platform independence and the general interface make GenOpt applicable to a wide range of optimization problems. GenOpt has not been designed for linear programming problems, quadratic programming problems, and problems where the gradient of the cost function is available. For such problems, as well as for other problems, special tailored software exists that is more efficient
Generic Optimization Program User Manual Version 3.0.0
Energy Technology Data Exchange (ETDEWEB)
Wetter, Michael
2009-05-11
GenOpt is an optimization program for the minimization of a cost function that is evaluated by an external simulation program. It has been developed for optimization problems where the cost function is computationally expensive and its derivatives are not available or may not even exist. GenOpt can be coupled to any simulation program that reads its input from text files and writes its output to text files. The independent variables can be continuous variables (possibly with lower and upper bounds), discrete variables, or both, continuous and discrete variables. Constraints on dependent variables can be implemented using penalty or barrier functions. GenOpt uses parallel computing to evaluate the simulations. GenOpt has a library with local and global multi-dimensional and one-dimensional optimization algorithms, and algorithms for doing parametric runs. An algorithm interface allows adding new minimization algorithms without knowing the details of the program structure. GenOpt is written in Java so that it is platform independent. The platform independence and the general interface make GenOpt applicable to a wide range of optimization problems. GenOpt has not been designed for linear programming problems, quadratic programming problems, and problems where the gradient of the cost function is available. For such problems, as well as for other problems, special tailored software exists that is more efficient.
Optimal Passive Dynamics for Physical Interaction: Catching a Mass
Directory of Open Access Journals (Sweden)
Kevin Kemper
2013-05-01
Full Text Available For manipulation tasks in uncertain environments, intentionally designed series impedance in mechanical systems can provide significant benefits that cannot be achieved in software. Traditionally, the design of actuated systems revolves around sizing torques, speeds, and control strategies without considering the system’s passive dynamics. However, the passive dynamics of the mechanical system, including inertia, stiffness, and damping along with other parameters such as torque and stroke limits often impose performance limitations that cannot be overcome with software control. In this paper, we develop relationships between an actuator’s passive dynamics and the resulting performance for the purpose of better understanding how to tune the passive dynamics for catching an unexpected object. We use a mathematically optimal controller subject to force limitations to stop the incoming object without breaking contact and bouncing. The use of an optimal controller is important so that our results directly reflect the physical system’s performance. We analytically calculate the maximum velocity that can be caught by a realistic actuator with limitations such as force and stroke limits. The results show that in order to maximize the velocity of an object that can be caught without exceeding the actuator’s torque and stroke limits, a soft spring along with a strong damper will be desired.
Kinematics, Dynamics, and Optimal Control of Pneumatic Hexapod Robot
Directory of Open Access Journals (Sweden)
Long Bai
2017-01-01
Full Text Available Pneumatic hexapod robot is driven by inert gas carried by itself, which has board application prospect in rescue operation of disaster conditions containing flammable gas. Cruising ability is main constraint for practical engineering application which is influenced by kinematics and dynamics character. The matrix operators and pseudospectral method are used to solve dynamics modeling and numerical calculation problem of robot under straight line walking. Kinematics model is numerically solved and relationship of body, joints, and drive cylinders is obtained. With dynamics model and kinematics boundary conditions, the optimal input gas pressure of leg swing and body moving in one step is obtained by pseudospectral method. According to action character of magnetic valve, calculation results of control inputs satisfy engineering design requirements, and cruising ability under finite gas is obtained.
Robust Sensitivity Analysis of the Optimal Value of Linear Programming
Xu, Guanglin; Burer, Samuel
2015-01-01
We propose a framework for sensitivity analysis of linear programs (LPs) in minimization form, allowing for simultaneous perturbations in the objective coefficients and right-hand sides, where the perturbations are modeled in a compact, convex uncertainty set. This framework unifies and extends multiple approaches for LP sensitivity analysis in the literature and has close ties to worst-case linear optimization and two-stage adaptive optimization. We define the minimum (best-case) and maximum...
Optimized "detectors" for dynamics analysis in solid-state NMR
Smith, Albert A.; Ernst, Matthias; Meier, Beat H.
2018-01-01
Relaxation in nuclear magnetic resonance (NMR) results from stochastic motions that modulate anisotropic NMR interactions. Therefore, measurement of relaxation-rate constants can be used to characterize molecular-dynamic processes. The motion is often characterized by Markov processes using an auto-correlation function, which is assumed to be a sum of multiple decaying exponentials. We have recently shown that such a model can lead to severe misrepresentation of the real motion, when the real correlation function is more complex than the model. Furthermore, multiple distributions of motion may yield the same set of dynamics data. Therefore, we introduce optimized dynamics "detectors" to characterize motions which are linear combinations of relaxation-rate constants. A detector estimates the average or total amplitude of motion for a range of motional correlation times. The information obtained through the detectors is less specific than information obtained using an explicit model, but this is necessary because the information contained in the relaxation data is ambiguous, if one does not know the correct motional model. On the other hand, if one has a molecular dynamics trajectory, one may calculate the corresponding detector responses, allowing direct comparison to experimental NMR dynamics analysis. We describe how to construct a set of optimized detectors for a given set of relaxation measurements. We then investigate the properties of detectors for a number of different data sets, thus gaining an insight into the actual information content of the NMR data. Finally, we show an example analysis of ubiquitin dynamics data using detectors, using the DIFRATE software.
A linear programming approach for optimal contrast-tone mapping.
Wu, Xiaolin
2011-05-01
This paper proposes a novel algorithmic approach of image enhancement via optimal contrast-tone mapping. In a fundamental departure from the current practice of histogram equalization for contrast enhancement, the proposed approach maximizes expected contrast gain subject to an upper limit on tone distortion and optionally to other constraints that suppress artifacts. The underlying contrast-tone optimization problem can be solved efficiently by linear programming. This new constrained optimization approach for image enhancement is general, and the user can add and fine tune the constraints to achieve desired visual effects. Experimental results demonstrate clearly superior performance of the new approach over histogram equalization and its variants.
Sutrisno; Widowati; Heru Tjahjana, R.
2017-01-01
In this paper, we propose a mathematical model in the form of dynamic/multi-stage optimization to solve an integrated supplier selection problem and tracking control problem of single product inventory system with product discount. The product discount will be stated as a piece-wise linear function. We use dynamic programming to solve this proposed optimization to determine the optimal supplier and the optimal product volume that will be purchased from the optimal supplier for each time period so that the inventory level tracks a reference trajectory given by decision maker with minimal total cost. We give a numerical experiment to evaluate the proposed model. From the result, the optimal supplier was determined for each time period and the inventory level follows the given reference well.
An integrated programming and development environment for adiabatic quantum optimization
International Nuclear Information System (INIS)
S Humble, T; J McCaskey, A; S Bennink, R; J Billings, J; F D'Azevedo, E; D Sullivan, B; F Klymko, C; Seddiqi, H
2014-01-01
Adiabatic quantum computing is a promising route to the computational power afforded by quantum information processing. The recent availability of adiabatic hardware has raised challenging questions about how to evaluate adiabatic quantum optimization (AQO) programs. Processor behavior depends on multiple steps to synthesize an adiabatic quantum program, which are each highly tunable. We present an integrated programming and development environment for AQO called Jade Adiabatic Development Environment (JADE) that provides control over all the steps taken during program synthesis. JADE captures the workflow needed to rigorously specify the AQO algorithm while allowing a variety of problem types, programming techniques, and processor configurations. We have also integrated JADE with a quantum simulation engine that enables program profiling using numerical calculation. The computational engine supports plug-ins for simulation methodologies tailored to various metrics and computing resources. We present the design, integration, and deployment of JADE and discuss its potential use for benchmarking AQO programs by the quantum computer science community. (paper)
Using linear programming to analyze and optimize stochastic flow lines
DEFF Research Database (Denmark)
Helber, Stefan; Schimmelpfeng, Katja; Stolletz, Raik
2011-01-01
This paper presents a linear programming approach to analyze and optimize flow lines with limited buffer capacities and stochastic processing times. The basic idea is to solve a huge but simple linear program that models an entire simulation run of a multi-stage production process in discrete time......, to determine a production rate estimate. As our methodology is purely numerical, it offers the full modeling flexibility of stochastic simulation with respect to the probability distribution of processing times. However, unlike discrete-event simulation models, it also offers the optimization power of linear...
Genetic algorithm optimization for dynamic construction site layout planning
Directory of Open Access Journals (Sweden)
Farmakis Panagiotis M.
2018-02-01
Full Text Available The dynamic construction site layout planning (DCSLP problem refers to the efficient placement and relocation of temporary construction facilities within a dynamically changing construction site environment considering the characteristics of facilities and work interrelationships, the shape and topography of the construction site, and the time-varying project needs. A multi-objective dynamic optimization model is developed for this problem that considers construction and relocation costs of facilities, transportation costs of resources moving from one facility to another or to workplaces, as well as safety and environmental considerations resulting from facilities’ operations and interconnections. The latter considerations are taken into account in the form of preferences or constraints regarding the proximity or remoteness of particular facilities to other facilities or work areas. The analysis of multiple project phases and the dynamic facility relocation from phase to phase highly increases the problem size, which, even in its static form, falls within the NP (for Nondeterministic Polynomial time- hard class of combinatorial optimization problems. For this reason, a genetic algorithm has been implemented for the solution due to its capability to robustly search within a large solution space. Several case studies and operational scenarios have been implemented through the Palisade’s Evolver software for model testing and evaluation. The results indicate satisfactory model response to time-varying input data in terms of solution quality and computation time. The model can provide decision support to site managers, allowing them to examine alternative scenarios and fine-tune optimal solutions according to their experience by introducing desirable preferences or constraints in the decision process.
Programmed evolution for optimization of orthogonal metabolic output in bacteria.
Directory of Open Access Journals (Sweden)
Todd T Eckdahl
Full Text Available Current use of microbes for metabolic engineering suffers from loss of metabolic output due to natural selection. Rather than combat the evolution of bacterial populations, we chose to embrace what makes biological engineering unique among engineering fields - evolving materials. We harnessed bacteria to compute solutions to the biological problem of metabolic pathway optimization. Our approach is called Programmed Evolution to capture two concepts. First, a population of cells is programmed with DNA code to enable it to compute solutions to a chosen optimization problem. As analog computers, bacteria process known and unknown inputs and direct the output of their biochemical hardware. Second, the system employs the evolution of bacteria toward an optimal metabolic solution by imposing fitness defined by metabolic output. The current study is a proof-of-concept for Programmed Evolution applied to the optimization of a metabolic pathway for the conversion of caffeine to theophylline in E. coli. Introduced genotype variations included strength of the promoter and ribosome binding site, plasmid copy number, and chaperone proteins. We constructed 24 strains using all combinations of the genetic variables. We used a theophylline riboswitch and a tetracycline resistance gene to link theophylline production to fitness. After subjecting the mixed population to selection, we measured a change in the distribution of genotypes in the population and an increased conversion of caffeine to theophylline among the most fit strains, demonstrating Programmed Evolution. Programmed Evolution inverts the standard paradigm in metabolic engineering by harnessing evolution instead of fighting it. Our modular system enables researchers to program bacteria and use evolution to determine the combination of genetic control elements that optimizes catabolic or anabolic output and to maintain it in a population of cells. Programmed Evolution could be used for applications in
Programmed evolution for optimization of orthogonal metabolic output in bacteria.
Eckdahl, Todd T; Campbell, A Malcolm; Heyer, Laurie J; Poet, Jeffrey L; Blauch, David N; Snyder, Nicole L; Atchley, Dustin T; Baker, Erich J; Brown, Micah; Brunner, Elizabeth C; Callen, Sean A; Campbell, Jesse S; Carr, Caleb J; Carr, David R; Chadinha, Spencer A; Chester, Grace I; Chester, Josh; Clarkson, Ben R; Cochran, Kelly E; Doherty, Shannon E; Doyle, Catherine; Dwyer, Sarah; Edlin, Linnea M; Evans, Rebecca A; Fluharty, Taylor; Frederick, Janna; Galeota-Sprung, Jonah; Gammon, Betsy L; Grieshaber, Brandon; Gronniger, Jessica; Gutteridge, Katelyn; Henningsen, Joel; Isom, Bradley; Itell, Hannah L; Keffeler, Erica C; Lantz, Andrew J; Lim, Jonathan N; McGuire, Erin P; Moore, Alexander K; Morton, Jerrad; Nakano, Meredith; Pearson, Sara A; Perkins, Virginia; Parrish, Phoebe; Pierson, Claire E; Polpityaarachchige, Sachith; Quaney, Michael J; Slattery, Abagael; Smith, Kathryn E; Spell, Jackson; Spencer, Morgan; Taye, Telavive; Trueblood, Kamay; Vrana, Caroline J; Whitesides, E Tucker
2015-01-01
Current use of microbes for metabolic engineering suffers from loss of metabolic output due to natural selection. Rather than combat the evolution of bacterial populations, we chose to embrace what makes biological engineering unique among engineering fields - evolving materials. We harnessed bacteria to compute solutions to the biological problem of metabolic pathway optimization. Our approach is called Programmed Evolution to capture two concepts. First, a population of cells is programmed with DNA code to enable it to compute solutions to a chosen optimization problem. As analog computers, bacteria process known and unknown inputs and direct the output of their biochemical hardware. Second, the system employs the evolution of bacteria toward an optimal metabolic solution by imposing fitness defined by metabolic output. The current study is a proof-of-concept for Programmed Evolution applied to the optimization of a metabolic pathway for the conversion of caffeine to theophylline in E. coli. Introduced genotype variations included strength of the promoter and ribosome binding site, plasmid copy number, and chaperone proteins. We constructed 24 strains using all combinations of the genetic variables. We used a theophylline riboswitch and a tetracycline resistance gene to link theophylline production to fitness. After subjecting the mixed population to selection, we measured a change in the distribution of genotypes in the population and an increased conversion of caffeine to theophylline among the most fit strains, demonstrating Programmed Evolution. Programmed Evolution inverts the standard paradigm in metabolic engineering by harnessing evolution instead of fighting it. Our modular system enables researchers to program bacteria and use evolution to determine the combination of genetic control elements that optimizes catabolic or anabolic output and to maintain it in a population of cells. Programmed Evolution could be used for applications in energy
Evaluating management regimes for European beech forests using dynamic programming
Directory of Open Access Journals (Sweden)
Juan Torres Rojo
2014-12-01
Full Text Available Aim of study: This contribution describes a systematic search method for identifying optimum thinning regimes for beech forests (Fagus sylvatica L. by using a combination of optimization heuristics and a simple whole stand growth prediction model. Area of study: Data to build the model come from standard and management forest inventories as well as yield tables from the Northern and Western part of Germany and from southern and central Denmark.Material and Methods: Growth projections are made from equations to project basal area and top height. The remaining stand variables are recovered from additional equations fitted from forest inventory data or acquired from other authors. Mortality is estimated through an algorithm based on the maximum density line. The optimization routine uses a two-state dynamic programming model. Thinning type is defined by the NG index, which describes the ratio of the proportion of removed trees and basal area with respect to the same proportion before thinning. Main results: Growth equations fitted from inventory data show high goodness of fit with R2 values larger than 0.85 and high significance levels for the parameter estimates. The mortality algorithm converges quickly providing mortality estimates within the expected range.Research Highlights: The combination of a simple growth and yield model within a Dynamic Programming framework in conjunction with NG values as indicators of thinning type yield good estimates of practical thinning schedules compared to thinning recommendations provided by diverse authors.Keywords: beech (Fagus sylvatica L.; NG ratio; thinning optimization; growth and yield simulation; mortality.
Optimized maritime emergency resource allocation under dynamic demand.
Directory of Open Access Journals (Sweden)
Wenfen Zhang
Full Text Available Emergency resource is important for people evacuation and property rescue when accident occurs. The relief efforts could be promoted by a reasonable emergency resource allocation schedule in advance. As the marine environment is complicated and changeful, the place, type, severity of maritime accident is uncertain and stochastic, bringing about dynamic demand of emergency resource. Considering dynamic demand, how to make a reasonable emergency resource allocation schedule is challenging. The key problem is to determine the optimal stock of emergency resource for supplier centers to improve relief efforts. This paper studies the dynamic demand, and which is defined as a set. Then a maritime emergency resource allocation model with uncertain data is presented. Afterwards, a robust approach is developed and used to make sure that the resource allocation schedule performs well with dynamic demand. Finally, a case study shows that the proposed methodology is feasible in maritime emergency resource allocation. The findings could help emergency manager to schedule the emergency resource allocation more flexibly in terms of dynamic demand.
Shuffle Optimizer: A Program to Optimize DNA Shuffling for Protein Engineering.
Milligan, John N; Garry, Daniel J
2017-01-01
DNA shuffling is a powerful tool to develop libraries of variants for protein engineering. Here, we present a protocol to use our freely available and easy-to-use computer program, Shuffle Optimizer. Shuffle Optimizer is written in the Python computer language and increases the nucleotide homology between two pieces of DNA desired to be shuffled together without changing the amino acid sequence. In addition we also include sections on optimal primer design for DNA shuffling and library construction, a small-volume ultrasonicator method to create sheared DNA, and finally a method to reassemble the sheared fragments and recover and clone the library. The Shuffle Optimizer program and these protocols will be useful to anyone desiring to perform any of the nucleotide homology-dependent shuffling methods.
Optimizing spread dynamics on graphs by message passing
International Nuclear Information System (INIS)
Altarelli, F; Braunstein, A; Dall’Asta, L; Zecchina, R
2013-01-01
Cascade processes are responsible for many important phenomena in natural and social sciences. Simple models of irreversible dynamics on graphs, in which nodes activate depending on the state of their neighbors, have been successfully applied to describe cascades in a large variety of contexts. Over the past decades, much effort has been devoted to understanding the typical behavior of the cascades arising from initial conditions extracted at random from some given ensemble. However, the problem of optimizing the trajectory of the system, i.e. of identifying appropriate initial conditions to maximize (or minimize) the final number of active nodes, is still considered to be practically intractable, with the only exception being models that satisfy a sort of diminishing returns property called submodularity. Submodular models can be approximately solved by means of greedy strategies, but by definition they lack cooperative characteristics which are fundamental in many real systems. Here we introduce an efficient algorithm based on statistical physics for the optimization of trajectories in cascade processes on graphs. We show that for a wide class of irreversible dynamics, even in the absence of submodularity, the spread optimization problem can be solved efficiently on large networks. Analytic and algorithmic results on random graphs are complemented by the solution of the spread maximization problem on a real-world network (the Epinions consumer reviews network). (paper)
International Nuclear Information System (INIS)
Rong, Aiying; Hakonen, Henri; Lahdelma, Risto
2009-01-01
This paper addresses the unit commitment (UC) in multi-period combined heat and power (CHP) production planning under the deregulated power market. In CHP plants (units), generation of heat and power follows joint characteristics, which implies that it is difficult to determine the relative cost efficiency of the plants. We introduce in this paper the DRDP-RSC algorithm, which is a dynamic regrouping based dynamic programming (DP) algorithm based on linear relaxation of the ON/OFF states of the units, sequential commitment of units in small groups. Relaxed states of the plants are used to reduce the dimension of the UC problem and dynamic regrouping is used to improve the solution quality. Numerical results based on real-life data sets show that this algorithm is efficient and optimal or near-optimal solutions with very small optimality gap are obtained
Hamiltonian-Driven Adaptive Dynamic Programming for Continuous Nonlinear Dynamical Systems.
Yang, Yongliang; Wunsch, Donald; Yin, Yixin
2017-08-01
This paper presents a Hamiltonian-driven framework of adaptive dynamic programming (ADP) for continuous time nonlinear systems, which consists of evaluation of an admissible control, comparison between two different admissible policies with respect to the corresponding the performance function, and the performance improvement of an admissible control. It is showed that the Hamiltonian can serve as the temporal difference for continuous-time systems. In the Hamiltonian-driven ADP, the critic network is trained to output the value gradient. Then, the inner product between the critic and the system dynamics produces the value derivative. Under some conditions, the minimization of the Hamiltonian functional is equivalent to the value function approximation. An iterative algorithm starting from an arbitrary admissible control is presented for the optimal control approximation with its convergence proof. The implementation is accomplished by a neural network approximation. Two simulation studies demonstrate the effectiveness of Hamiltonian-driven ADP.
Optimal control of peridinin excited-state dynamics
Dietzek, Benjamin; Chábera, Pavel; Hanf, Robert; Tschierlei, Stefanie; Popp, Jürgen; Pascher, Torbjörn; Yartsev, Arkady; Polívka, Tomáš
2010-07-01
Optimal control is applied to study the excited-state relaxation of the carbonyl-carotenoid peridinin in solution. Phase-shaping of the excitation pulses is employed to influence the photoinduced reaction dynamics of peridinin. The outcome of various control experiments using different experimentally imposed fitness parameters is discussed. Furthermore, the effects of pump-wavelength and different solvents on the control efficiency are presented. The data show that excited-state population within either the S 1 or the ICT state can be reduced significantly by applying optimal control, while the efficiency of control decreases upon excitation into the low-energy side of the absorption band. However, we are unable to alter the ratio of S 1 and ICT population or increase the population of either state compared to excitation with a transform-limited pulse. We compare the results to various control mechanisms and argue that characteristic low-wavenumber modes are relevant for the photochemistry of peridinin.
Stan: A Probabilistic Programming Language for Bayesian Inference and Optimization
Gelman, Andrew; Lee, Daniel; Guo, Jiqiang
2015-01-01
Stan is a free and open-source C++ program that performs Bayesian inference or optimization for arbitrary user-specified models and can be called from the command line, R, Python, Matlab, or Julia and has great promise for fitting large and complex statistical models in many areas of application. We discuss Stan from users' and developers'…
BILGO: Bilateral greedy optimization for large scale semidefinite programming
Hao, Zhifeng
2013-10-03
Many machine learning tasks (e.g. metric and manifold learning problems) can be formulated as convex semidefinite programs. To enable the application of these tasks on a large-scale, scalability and computational efficiency are considered as desirable properties for a practical semidefinite programming algorithm. In this paper, we theoretically analyze a new bilateral greedy optimization (denoted BILGO) strategy in solving general semidefinite programs on large-scale datasets. As compared to existing methods, BILGO employs a bilateral search strategy during each optimization iteration. In such an iteration, the current semidefinite matrix solution is updated as a bilateral linear combination of the previous solution and a suitable rank-1 matrix, which can be efficiently computed from the leading eigenvector of the descent direction at this iteration. By optimizing for the coefficients of the bilateral combination, BILGO reduces the cost function in every iteration until the KKT conditions are fully satisfied, thus, it tends to converge to a global optimum. In fact, we prove that BILGO converges to the global optimal solution at a rate of O(1/k), where k is the iteration counter. The algorithm thus successfully combines the efficiency of conventional rank-1 update algorithms and the effectiveness of gradient descent. Moreover, BILGO can be easily extended to handle low rank constraints. To validate the effectiveness and efficiency of BILGO, we apply it to two important machine learning tasks, namely Mahalanobis metric learning and maximum variance unfolding. Extensive experimental results clearly demonstrate that BILGO can solve large-scale semidefinite programs efficiently.
ROTAX: a nonlinear optimization program by axes rotation method
International Nuclear Information System (INIS)
Suzuki, Tadakazu
1977-09-01
A nonlinear optimization program employing the axes rotation method has been developed for solving nonlinear problems subject to nonlinear inequality constraints and its stability and convergence efficiency were examined. The axes rotation method is a direct search of the optimum point by rotating the orthogonal coordinate system in a direction giving the minimum objective. The searching direction is rotated freely in multi-dimensional space, so the method is effective for the problems represented with the contours having deep curved valleys. In application of the axes rotation method to the optimization problems subject to nonlinear inequality constraints, an improved version of R.R. Allran and S.E.J. Johnsen's method is used, which deals with a new objective function composed of the original objective and a penalty term to consider the inequality constraints. The program is incorporated in optimization code system SCOOP. (auth.)
Morphing-Based Shape Optimization in Computational Fluid Dynamics
Rousseau, Yannick; Men'Shov, Igor; Nakamura, Yoshiaki
In this paper, a Morphing-based Shape Optimization (MbSO) technique is presented for solving Optimum-Shape Design (OSD) problems in Computational Fluid Dynamics (CFD). The proposed method couples Free-Form Deformation (FFD) and Evolutionary Computation, and, as its name suggests, relies on the morphing of shape and computational domain, rather than direct shape parameterization. Advantages of the FFD approach compared to traditional parameterization are first discussed. Then, examples of shape and grid deformations by FFD are presented. Finally, the MbSO approach is illustrated and applied through an example: the design of an airfoil for a future Mars exploration airplane.
Dynamic electricity pricing for electric vehicles using stochastic programming
International Nuclear Information System (INIS)
Soares, João; Ghazvini, Mohammad Ali Fotouhi; Borges, Nuno; Vale, Zita
2017-01-01
Electric Vehicles (EVs) are an important source of uncertainty, due to their variable demand, departure time and location. In smart grids, the electricity demand can be controlled via Demand Response (DR) programs. Smart charging and vehicle-to-grid seem highly promising methods for EVs control. However, high capital costs remain a barrier to implementation. Meanwhile, incentive and price-based schemes that do not require high level of control can be implemented to influence the EVs' demand. Having effective tools to deal with the increasing level of uncertainty is increasingly important for players, such as energy aggregators. This paper formulates a stochastic model for day-ahead energy resource scheduling, integrated with the dynamic electricity pricing for EVs, to address the challenges brought by the demand and renewable sources uncertainty. The two-stage stochastic programming approach is used to obtain the optimal electricity pricing for EVs. A realistic case study projected for 2030 is presented based on Zaragoza network. The results demonstrate that it is more effective than the deterministic model and that the optimal pricing is preferable. This study indicates that adequate DR schemes like the proposed one are promising to increase the customers' satisfaction in addition to improve the profitability of the energy aggregation business. - Highlights: • A stochastic model for energy scheduling tackling several uncertainty sources. • A two-stage stochastic programming is used to tackle the developed model. • Optimal EV electricity pricing seems to improve the profits. • The propose results suggest to increase the customers' satisfaction.
An Optimal Dynamic Data Structure for Stabbing-Semigroup Queries
DEFF Research Database (Denmark)
Agarwal, Pankaj K.; Arge, Lars; Kaplan, Haim
2012-01-01
{R}$, the stabbing-semigroup query asks for computing $\\sum_{s \\in S(q)} \\omega(s)$. We propose a linear-size dynamic data structure, under the pointer-machine model, that answers queries in worst-case $O(\\log n)$ time and supports both insertions and deletions of intervals in amortized $O(\\log n)$ time....... It is the first data structure that attains the optimal $O(\\log n)$ bound for all three operations. Furthermore, our structure can easily be adapted to external memory, where we obtain a linear-size structure that answers queries and supports updates in $O(\\log_B n)$ I/Os, where B is the disk block size....... For the restricted case of a nested family of intervals (either every pair of intervals is disjoint or one contains the other), we present a simpler solution based on dynamic trees...
Optimal dynamic pricing and replenishment policies for deteriorating items
Directory of Open Access Journals (Sweden)
Masoud Rabbani
2014-08-01
Full Text Available Marketing strategies and proper inventory replenishment policies are often incorporated by enterprises to stimulate demand and maximize profit. The aim of this paper is to represent an integrated model for dynamic pricing and inventory control of deteriorating items. To reflect the dynamic characteristic of the problem, the selling price is defined as a time-dependent function of the initial selling price and the discount rate. In this regard, the price is exponentially discounted to compensate negative impact of the deterioration. The planning horizon is assumed to be infinite and the deterioration rate is time-dependent. In addition to price, the demand rate is dependent on advertisement as a powerful marketing tool. Several theoretical results and an iterative solution algorithm are developed to provide the optimal solution. Finally, to show validity of the model and illustrate the solution procedure, numerical results are presented.
Dynamic Simulation and Optimization of Nuclear Hydrogen Production Systems
Energy Technology Data Exchange (ETDEWEB)
Paul I. Barton; Mujid S. Kaximi; Georgios Bollas; Patricio Ramirez Munoz
2009-07-31
This project is part of a research effort to design a hydrogen plant and its interface with a nuclear reactor. This project developed a dynamic modeling, simulation and optimization environment for nuclear hydrogen production systems. A hybrid discrete/continuous model captures both the continuous dynamics of the nuclear plant, the hydrogen plant, and their interface, along with discrete events such as major upsets. This hybrid model makes us of accurate thermodynamic sub-models for the description of phase and reaction equilibria in the thermochemical reactor. Use of the detailed thermodynamic models will allow researchers to examine the process in detail and have confidence in the accurary of the property package they use.
4500 V SPT+ IGBT optimization on static and dynamic losses
International Nuclear Information System (INIS)
Dai Qingyun; Tian Xiaoli; Zhang Wenliang; Lu Shuojin; Zhu Yangjun
2015-01-01
This paper concerns the need for improving the static and dynamic performance of the high voltage insulated gate bipolar transistor (HV IGBTs). A novel structure with a carrier stored layer on the cathode side, known as an enhanced planar IGBT of the 4500 V voltage class is investigated. With the adoption of a soft punch through (SPT) concept as the vertical structure and an enhanced planar concept as the top structure, signed as SPT + IGBT, the simulation results indicate the turn-off switching waveform of the 4500 V SPT + IGBT is soft and also realizes an improved trade-off relationship between on-state voltage drop (V on ) and turn-off loss (E off ) in comparison with the SPT IGBT. Attention is also paid to the influences caused by different carrier stored layer doping dose on static and dynamic performances, to optimize on-state and switching losses of SPT + IGBT. (paper)
Optimal environmental policy and the dynamic property in LDCs
Directory of Open Access Journals (Sweden)
Masahiro Yabuta
2002-01-01
Full Text Available This paper has provided a model framework of foreign assistance policy in the context of dynamic optimal control and investigated the environmental policies in LDCs that received some financial support from abroad. The model framework features a specific behavior of the social planner who determines the level of voluntary expenditure for preservation of natural environment. Because more financial needs for natural environmental protection means less allowance of growth-oriented investment, the social planner confronts a trade-off problem between economic growth and environmental preservation. To tackle with this clearly, we have built a dynamic model with two control variables: per-capita consumption and voluntary expenditure for natural environment.
A Monarch Butterfly Optimization for the Dynamic Vehicle Routing Problem
Directory of Open Access Journals (Sweden)
Shifeng Chen
2017-09-01
Full Text Available The dynamic vehicle routing problem (DVRP is a variant of the Vehicle Routing Problem (VRP in which customers appear dynamically. The objective is to determine a set of routes that minimizes the total travel distance. In this paper, we propose a monarch butterfly optimization (MBO algorithm to solve DVRPs, utilizing a greedy strategy. Both migration operation and the butterfly adjusting operator only accept the offspring of butterfly individuals that have better fitness than their parents. To improve performance, a later perturbation procedure is implemented, to maintain a balance between global diversification and local intensification. The computational results indicate that the proposed technique outperforms the existing approaches in the literature for average performance by at least 9.38%. In addition, 12 new best solutions were found. This shows that this proposed technique consistently produces high-quality solutions and outperforms other published heuristics for the DVRP.
Integer programming model for optimizing bus timetable using genetic algorithm
Wihartiko, F. D.; Buono, A.; Silalahi, B. P.
2017-01-01
Bus timetable gave an information for passengers to ensure the availability of bus services. Timetable optimal condition happened when bus trips frequency could adapt and suit with passenger demand. In the peak time, the number of bus trips would be larger than the off-peak time. If the number of bus trips were more frequent than the optimal condition, it would make a high operating cost for bus operator. Conversely, if the number of trip was less than optimal condition, it would make a bad quality service for passengers. In this paper, the bus timetabling problem would be solved by integer programming model with modified genetic algorithm. Modification was placed in the chromosomes design, initial population recovery technique, chromosomes reconstruction and chromosomes extermination on specific generation. The result of this model gave the optimal solution with accuracy 99.1%.
Industrial cogeneration optimization program. Final report, September 1979
Energy Technology Data Exchange (ETDEWEB)
Davis, Jerry; McWhinney, Jr., Robert T.
1980-01-01
This study program is part of the DOE Integrated Industry Cogeneration Program to optimize, evaluate, and demonstrate cogeneration systems, with direct participation of the industries most affected. One objective is to characterize five major energy-intensive industries with respect to their energy-use profiles. The industries are: petroleum refining and related industries, textile mill products, paper and allied products, chemicals and allied products, and food and kindred products. Another objective is to select optimum cogeneration systems for site-specific reference case plants in terms of maximum energy savings subject to given return on investment hurdle rates. Analyses were made that define the range of optimal cogeneration systems for each reference-case plant considering technology applicability, economic factors, and energy savings by type of fuel. This study also provides guidance to other parts of the program through information developed with regard to component development requirements, institutional and regulatory barriers, as well as fuel use and environmental considerations. (MCW)
Directory of Open Access Journals (Sweden)
Wei Wang
2015-01-01
Full Text Available This paper presented a parameter estimation method based on a coupled hydromechanical model of dynamic compaction and the Pareto multiobjective optimization technique. The hydromechanical model of dynamic compaction is established in the FEM program LS-DYNA. The multiobjective optimization algorithm, Nondominated Sorted Genetic Algorithm (NSGA-IIa, is integrated with the numerical model to identify soil parameters using multiple sources of field data. A field case study is used to demonstrate the capability of the proposed method. The observed pore water pressure and crater depth at early blow of dynamic compaction are simultaneously used to estimate the soil parameters. Robustness of the back estimated parameters is further illustrated by a forward prediction. Results show that the back-analyzed soil parameters can reasonably predict lateral displacements and give generally acceptable predictions of dynamic compaction for an adjacent location. In addition, for prediction of ground response of the dynamic compaction at continuous blows, the prediction based on the second blow is more accurate than the first blow due to the occurrence of the hardening and strengthening of soil during continuous compaction.
The optimization of demand response programs in smart grids
International Nuclear Information System (INIS)
Derakhshan, Ghasem; Shayanfar, Heidar Ali; Kazemi, Ahad
2016-01-01
The potential to schedule portion of the electricity demand in smart energy systems is clear as a significant opportunity to enhance the efficiency of the grids. Demand response is one of the new developments in the field of electricity which is meant to engage consumers in improving the energy consumption pattern. We used Teaching & Learning based Optimization (TLBO) and Shuffled Frog Leaping (SFL) algorithms to propose an optimization model for consumption scheduling in smart grid when payment costs of different periods are reduced. This study conducted on four types residential consumers obtained in the summer for some residential houses located in the centre of Tehran city in Iran: first with time of use pricing, second with real-time pricing, third one with critical peak pricing, and the last consumer had no tariff for pricing. The results demonstrate that the adoption of demand response programs can reduce total payment costs and determine a more efficient use of optimization techniques. - Highlights: •An optimization model for the demand response program is made. •TLBO and SFL algorithms are applied to reduce payment costs in smart grid. •The optimal condition is provided for the maximization of the social welfare problem. •An application to some residential houses located in the centre of Tehran city in Iran is demonstrated.
Throughput optimization for dual collaborative spectrum sensing with dynamic scheduling
Cui, Cuimei; Yang, Dezhi
2017-07-01
Cognitive radio technology is envisaged to alleviate both spectrum inefficiency and spectrum scarcity problems by exploiting the existing licensed spectrum opportunistically. However, cognitive radio ad hoc networks (CRAHNs) impose unique challenges due to the high dynamic scheduling in the available spectrum, diverse quality of service (QOS) requirements, as well as hidden terminals and shadow fading issues in a harsh radio environment. To solve these problems, this paper proposes a dynamic and variable time-division multiple-access scheduling mechanism (DV-TDMA) incorporated with dual collaborative spectrum sensing scheme for CRAHNs. This study involves the cross-layered cooperation between the Physical (PHY) layer and Medium Access Control (MAC) layer under the consideration of average sensing time, sensing accuracy and the average throughput of cognitive radio users (CRs). Moreover, multiple-objective optimization algorithm is proposed to maximize the average throughput of CRs while still meeting QOS requirements on sensing time and detection error. Finally, performance evaluation is conducted through simulations, and the simulation results reveal that this optimization algorithm can significantly improve throughput and sensing accuracy and reduce average sensing time.
Aircraft path planning for optimal imaging using dynamic cost functions
Christie, Gordon; Chaudhry, Haseeb; Kochersberger, Kevin
2015-05-01
Unmanned aircraft development has accelerated with recent technological improvements in sensing and communications, which has resulted in an "applications lag" for how these aircraft can best be utilized. The aircraft are becoming smaller, more maneuverable and have longer endurance to perform sensing and sampling missions, but operating them aggressively to exploit these capabilities has not been a primary focus in unmanned systems development. This paper addresses a means of aerial vehicle path planning to provide a realistic optimal path in acquiring imagery for structure from motion (SfM) reconstructions and performing radiation surveys. This method will allow SfM reconstructions to occur accurately and with minimal flight time so that the reconstructions can be executed efficiently. An assumption is made that we have 3D point cloud data available prior to the flight. A discrete set of scan lines are proposed for the given area that are scored based on visibility of the scene. Our approach finds a time-efficient path and calculates trajectories between scan lines and over obstacles encountered along those scan lines. Aircraft dynamics are incorporated into the path planning algorithm as dynamic cost functions to create optimal imaging paths in minimum time. Simulations of the path planning algorithm are shown for an urban environment. We also present our approach for image-based terrain mapping, which is able to efficiently perform a 3D reconstruction of a large area without the use of GPS data.
Bidirectional Dynamic Diversity Evolutionary Algorithm for Constrained Optimization
Directory of Open Access Journals (Sweden)
Weishang Gao
2013-01-01
Full Text Available Evolutionary algorithms (EAs were shown to be effective for complex constrained optimization problems. However, inflexible exploration-exploitation and improper penalty in EAs with penalty function would lead to losing the global optimum nearby or on the constrained boundary. To determine an appropriate penalty coefficient is also difficult in most studies. In this paper, we propose a bidirectional dynamic diversity evolutionary algorithm (Bi-DDEA with multiagents guiding exploration-exploitation through local extrema to the global optimum in suitable steps. In Bi-DDEA potential advantage is detected by three kinds of agents. The scale and the density of agents will change dynamically according to the emerging of potential optimal area, which play an important role of flexible exploration-exploitation. Meanwhile, a novel double optimum estimation strategy with objective fitness and penalty fitness is suggested to compute, respectively, the dominance trend of agents in feasible region and forbidden region. This bidirectional evolving with multiagents can not only effectively avoid the problem of determining penalty coefficient but also quickly converge to the global optimum nearby or on the constrained boundary. By examining the rapidity and veracity of Bi-DDEA across benchmark functions, the proposed method is shown to be effective.
Reversible circuit synthesis by genetic programming using dynamic gate libraries
Abubakar, Mustapha Y.; Jung, Low Tang; Zakaria, Nordin; Younes, Ahmed; Abdel-Aty, Abdel-Haleem
2017-06-01
We have defined a new method for automatic construction of reversible logic circuits by using the genetic programming approach. The choice of the gate library is 100% dynamic. The algorithm is capable of accepting all possible combinations of the following gate types: NOT TOFFOLI, NOT PERES, NOT CNOT TOFFOLI, NOT CNOT SWAP FREDKIN, NOT CNOT TOFFOLI SWAP FREDKIN, NOT CNOT PERES, NOT CNOT SWAP FREDKIN PERES, NOT CNOT TOFFOLI PERES and NOT CNOT TOFFOLI SWAP FREDKIN PERES. Our method produced near optimum circuits in some cases when a particular subset of gate types was used in the library. Meanwhile, in some cases, optimal circuits were produced due to the heuristic nature of the algorithm. We compared the outcomes of our method with several existing synthesis methods, and it was shown that our algorithm performed relatively well compared to the previous synthesis methods in terms of the output efficiency of the algorithm and execution time as well.
Optimal Dynamic Strategies for Index Tracking and Algorithmic Trading
Ward, Brian
In this thesis we study dynamic strategies for index tracking and algorithmic trading. Tracking problems have become ever more important in Financial Engineering as investors seek to precisely control their portfolio risks and exposures over different time horizons. This thesis analyzes various tracking problems and elucidates the tracking errors and strategies one can employ to minimize those errors and maximize profit. In Chapters 2 and 3, we study the empirical tracking properties of exchange traded funds (ETFs), leveraged ETFs (LETFs), and futures products related to spot gold and the Chicago Board Option Exchange (CBOE) Volatility Index (VIX), respectively. These two markets provide interesting and differing examples for understanding index tracking. We find that static strategies work well in the nonleveraged case for gold, but fail to track well in the corresponding leveraged case. For VIX, tracking via neither ETFs, nor futures\\ portfolios succeeds, even in the nonleveraged case. This motivates the need for dynamic strategies, some of which we construct in these two chapters and further expand on in Chapter 4. There, we analyze a framework for index tracking and risk exposure control through financial derivatives. We derive a tracking condition that restricts our exposure choices and also define a slippage process that characterizes the deviations from the index over longer horizons. The framework is applied to a number of models, for example, Black Scholes model and Heston model for equity index tracking, as well as the Square Root (SQR) model and the Concatenated Square Root (CSQR) model for VIX tracking. By specifying how each of these models fall into our framework, we are able to understand the tracking errors in each of these models. Finally, Chapter 5 analyzes a tracking problem of a different kind that arises in algorithmic trading: schedule following for optimal execution. We formulate and solve a stochastic control problem to obtain the optimal
Optimal control and cold war dynamics between plant and herbivore.
Low, Candace; Ellner, Stephen P; Holden, Matthew H
2013-08-01
Herbivores eat the leaves that a plant needs for photosynthesis. However, the degree of antagonism between plant and herbivore may depend critically on the timing of their interactions and the intrinsic value of a leaf. We present a model that investigates whether and when the timing of plant defense and herbivore feeding activity can be optimized by evolution so that their interactions can move from antagonistic to neutral. We assume that temporal changes in environmental conditions will affect intrinsic leaf value, measured as potential carbon gain. Using optimal-control theory, we model herbivore evolution, first in response to fixed plant strategies and then under coevolutionary dynamics in which the plant also evolves in response to the herbivore. In the latter case, we solve for the evolutionarily stable strategies of plant defense induction and herbivore hatching rate under different ecological conditions. Our results suggest that the optimal strategies for both plant and herbivore are to avoid direct conflict. As long as the plant has the capability for moderately lethal defense, the herbivore will modify its hatching rate to avoid plant defenses, and the plant will never have to use them. Insights from this model offer a possible solution to the paradox of sublethal defenses and provide a mechanism for stable plant-herbivore interactions without the need for natural enemy control.
METAHEURISTIC OPTIMIZATION METHODS FOR PARAMETERS ESTIMATION OF DYNAMIC SYSTEMS
Directory of Open Access Journals (Sweden)
V. Panteleev Andrei
2017-01-01
Full Text Available The article considers the usage of metaheuristic methods of constrained global optimization: “Big Bang - Big Crunch”, “Fireworks Algorithm”, “Grenade Explosion Method” in parameters of dynamic systems estimation, described with algebraic-differential equations. Parameters estimation is based upon the observation results from mathematical model behavior. Their values are derived after criterion minimization, which describes the total squared error of state vector coordinates from the deduced ones with precise values observation at different periods of time. Paral- lelepiped type restriction is imposed on the parameters values. Used for solving problems, metaheuristic methods of constrained global extremum don’t guarantee the result, but allow to get a solution of a rather good quality in accepta- ble amount of time. The algorithm of using metaheuristic methods is given. Alongside with the obvious methods for solving algebraic-differential equation systems, it is convenient to use implicit methods for solving ordinary differen- tial equation systems. Two ways of solving the problem of parameters evaluation are given, those parameters differ in their mathematical model. In the first example, a linear mathematical model describes the chemical action parameters change, and in the second one, a nonlinear mathematical model describes predator-prey dynamics, which characterize the changes in both kinds’ population. For each of the observed examples there are calculation results from all the three methods of optimization, there are also some recommendations for how to choose methods parameters. The obtained numerical results have demonstrated the efficiency of the proposed approach. The deduced parameters ap- proximate points slightly differ from the best known solutions, which were deduced differently. To refine the results one should apply hybrid schemes that combine classical methods of optimization of zero, first and second orders and
Optimizing Biorefinery Design and Operations via Linear Programming Models
Energy Technology Data Exchange (ETDEWEB)
Talmadge, Michael; Batan, Liaw; Lamers, Patrick; Hartley, Damon; Biddy, Mary; Tao, Ling; Tan, Eric
2017-03-28
The ability to assess and optimize economics of biomass resource utilization for the production of fuels, chemicals and power is essential for the ultimate success of a bioenergy industry. The team of authors, consisting of members from the National Renewable Energy Laboratory (NREL) and the Idaho National Laboratory (INL), has developed simple biorefinery linear programming (LP) models to enable the optimization of theoretical or existing biorefineries. The goal of this analysis is to demonstrate how such models can benefit the developing biorefining industry. It focuses on a theoretical multi-pathway, thermochemical biorefinery configuration and demonstrates how the biorefinery can use LP models for operations planning and optimization in comparable ways to the petroleum refining industry. Using LP modeling tools developed under U.S. Department of Energy's Bioenergy Technologies Office (DOE-BETO) funded efforts, the authors investigate optimization challenges for the theoretical biorefineries such as (1) optimal feedstock slate based on available biomass and prices, (2) breakeven price analysis for available feedstocks, (3) impact analysis for changes in feedstock costs and product prices, (4) optimal biorefinery operations during unit shutdowns / turnarounds, and (5) incentives for increased processing capacity. These biorefinery examples are comparable to crude oil purchasing and operational optimization studies that petroleum refiners perform routinely using LPs and other optimization models. It is important to note that the analyses presented in this article are strictly theoretical and they are not based on current energy market prices. The pricing structure assigned for this demonstrative analysis is consistent with $4 per gallon gasoline, which clearly assumes an economic environment that would favor the construction and operation of biorefineries. The analysis approach and examples provide valuable insights into the usefulness of analysis tools for
Optimal parameters for the FFA-Beddoes dynamic stall model
Energy Technology Data Exchange (ETDEWEB)
Bjoerck, A.; Mert, M. [FFA, The Aeronautical Research Institute of Sweden, Bromma (Sweden); Madsen, H.A. [Risoe National Lab., Roskilde (Denmark)
1999-03-01
Unsteady aerodynamic effects, like dynamic stall, must be considered in calculation of dynamic forces for wind turbines. Models incorporated in aero-elastic programs are of semi-empirical nature. Resulting aerodynamic forces therefore depend on values used for the semi-empiricial parameters. In this paper a study of finding appropriate parameters to use with the Beddoes-Leishman model is discussed. Minimisation of the `tracking error` between results from 2D wind tunnel tests and simulation with the model is used to find optimum values for the parameters. The resulting optimum parameters show a large variation from case to case. Using these different sets of optimum parameters in the calculation of blade vibrations, give rise to quite different predictions of aerodynamic damping which is discussed. (au)
Grafton, R. Quentin; Chu, Hoang Long; Stewardson, Michael; Kompas, Tom
2011-12-01
A key challenge in managing semiarid basins, such as in the Murray-Darling in Australia, is to balance the trade-offs between the net benefits of allocating water for irrigated agriculture, and other uses, versus the costs of reduced surface flows for the environment. Typically, water planners do not have the tools to optimally and dynamically allocate water among competing uses. We address this problem by developing a general stochastic, dynamic programming model with four state variables (the drought status, the current weather, weather correlation, and current storage) and two controls (environmental release and irrigation allocation) to optimally allocate water between extractions and in situ uses. The model is calibrated to Australia's Murray River that generates: (1) a robust qualitative result that "pulse" or artificial flood events are an optimal way to deliver environmental flows over and above conveyance of base flows; (2) from 2001 to 2009 a water reallocation that would have given less to irrigated agriculture and more to environmental flows would have generated between half a billion and over 3 billion U.S. dollars in overall economic benefits; and (3) water markets increase optimal environmental releases by reducing the losses associated with reduced water diversions.
Spatial cluster detection using dynamic programming
Directory of Open Access Journals (Sweden)
Sverchkov Yuriy
2012-03-01
Full Text Available Abstract Background The task of spatial cluster detection involves finding spatial regions where some property deviates from the norm or the expected value. In a probabilistic setting this task can be expressed as finding a region where some event is significantly more likely than usual. Spatial cluster detection is of interest in fields such as biosurveillance, mining of astronomical data, military surveillance, and analysis of fMRI images. In almost all such applications we are interested both in the question of whether a cluster exists in the data, and if it exists, we are interested in finding the most accurate characterization of the cluster. Methods We present a general dynamic programming algorithm for grid-based spatial cluster detection. The algorithm can be used for both Bayesian maximum a-posteriori (MAP estimation of the most likely spatial distribution of clusters and Bayesian model averaging over a large space of spatial cluster distributions to compute the posterior probability of an unusual spatial clustering. The algorithm is explained and evaluated in the context of a biosurveillance application, specifically the detection and identification of Influenza outbreaks based on emergency department visits. A relatively simple underlying model is constructed for the purpose of evaluating the algorithm, and the algorithm is evaluated using the model and semi-synthetic test data. Results When compared to baseline methods, tests indicate that the new algorithm can improve MAP estimates under certain conditions: the greedy algorithm we compared our method to was found to be more sensitive to smaller outbreaks, while as the size of the outbreaks increases, in terms of area affected and proportion of individuals affected, our method overtakes the greedy algorithm in spatial precision and recall. The new algorithm performs on-par with baseline methods in the task of Bayesian model averaging. Conclusions We conclude that the dynamic
Optimal traffic control in highway transportation networks using linear programming
Li, Yanning
2014-06-01
This article presents a framework for the optimal control of boundary flows on transportation networks. The state of the system is modeled by a first order scalar conservation law (Lighthill-Whitham-Richards PDE). Based on an equivalent formulation of the Hamilton-Jacobi PDE, the problem of controlling the state of the system on a network link in a finite horizon can be posed as a Linear Program. Assuming all intersections in the network are controllable, we show that the optimization approach can be extended to an arbitrary transportation network, preserving linear constraints. Unlike previously investigated transportation network control schemes, this framework leverages the intrinsic properties of the Halmilton-Jacobi equation, and does not require any discretization or boolean variables on the link. Hence this framework is very computational efficient and provides the globally optimal solution. The feasibility of this framework is illustrated by an on-ramp metering control example.
An integer programming approach for optimal drug dose computation.
Sopasakis, Pantelis; Sarimveis, Haralambos
2012-12-01
In this paper, we study the problem of determining the optimal drug administration strategy when only a finite number of different dosages are available, a lower bound is posed on the time intervals between two consecutive doses, and drug concentrations should not exceed the toxic concentration levels. The presence of only binary variables leads to the adoption of an integer programming (IP) scheme for the formulation and solution of the drug dose optimal control problem. The proposed method is extended to account for the stochastic formulation of the optimal control problem, so that it can be used in practical applications where large populations of patients are to be treated. A Finite Impulse Response (FIR) model derived from experimental pharmacokinetic data is employed to correlate the administered drug dose with the concentration-time profiles of the drug in the compartments (organs) of the body. Copyright © 2012 Elsevier Ireland Ltd. All rights reserved.
Optimal partitioning of random programs across two processors
Nicol, David M.
1989-01-01
The optimal partitioning of random-distributed programs is discussed. It is concluded that the optimal partitioning of a homogeneous random program over a homogeneous distributed system either assigns all modules to a single processor, or distributes the modules as evenly as possible among all processors. The analysis rests heavily on the approximation which equates the expected maximum of a set of independent random variables with the set's maximum expectation. The results are strengthened by providing an approximation-free proof of this result for two processors under general conditions on the module execution time distribution. It is also shown that use of this approximation causes two of the previous central results to be false.
A Simulation Program for Dynamic Infrared (IR) Spectra
Zoerb, Matthew C.; Harris, Charles B.
2013-01-01
A free program for the simulation of dynamic infrared (IR) spectra is presented. The program simulates the spectrum of two exchanging IR peaks based on simple input parameters. Larger systems can be simulated with minor modifications. The program is available as an executable program for PCs or can be run in MATLAB on any operating system. Source…
Numerical optimization of piezolaminated beams under static and dynamic excitations
Directory of Open Access Journals (Sweden)
Rajan L. Wankhade
2017-06-01
Full Text Available Shape and vibration controls of smart structures in structural applications have gained much attraction due to their ability of actuation and sensing. The response of structure to bending, vibration, and buckling can be controlled by the use of this ability of a piezoelectric material. In the present work, the static and dynamic control of smart piezolaminated beams is presented. The optimal locations of piezoelectric patches are found out and then a detailed analysis is performed using finite element modeling considering the higher order shear deformation theory. In the first part, for an extension mode, the piezolaminated beam with stacking sequence PZT5/Al/PZT5 is considered. The length of the beam is 100 mm, whereas the thickness of an aluminum core is 16 mm and that of the piezo layer is of 1 mm. The PZT actuators are positioned with an identical poling direction along the thickness and are excited by a direct current voltage of 10 V. For the shear mode, the stacking sequence Al/PZT5/Al is adopted. The length of the beam is kept the same as the extension mechanism i.e. 100 mm, whereas the thickness of the aluminum core is 8 mm and that of the piezo layer is of 2 mm. The actuator is excited by a direct current voltage of 20 V. In the second part, the control of the piezolaminated beam with an optimal location of the actuator is investigated under a dynamic excitation. Electromechanical loading is considered in the finite element formulation for the analysis purpose. Results are provided for beams with different boundary conditions and loading for future references. Both the extension and shear actuation mechanisms are employed for the piezolaminated beam. These results may be used to identify the response of a beam under static and dynamic excitations. From the present work, the optimal location of a piezoelectric patch can be easily identified for the corresponding boundary condition of the beam.
Subdifferential of Optimal Value Functions in Nonlinear Infinite Programming
International Nuclear Information System (INIS)
Huy, N. Q.; Giang, N. D.; Yao, J.-C.
2012-01-01
This paper presents an exact formula for computing the normal cones of the constraint set mapping including the Clarke normal cone and the Mordukhovich normal cone in infinite programming under the extended Mangasarian-Fromovitz constraint qualification condition. Then, we derive an upper estimate as well as an exact formula for the limiting subdifferential of the marginal/optimal value function in a general Banach space setting.
On Revenue-Optimal Dynamic Auctions for Bidders with Interdependent Values
Constantin, Florin; Parkes, David C.
In a dynamic market, being able to update one's value based on information available to other bidders currently in the market can be critical to having profitable transactions. This is nicely captured by the model of interdependent values (IDV): a bidder's value can explicitly depend on the private information of other bidders. In this paper we present preliminary results about the revenue properties of dynamic auctions for IDV bidders. We adopt a computational approach to design single-item revenue-optimal dynamic auctions with known arrivals and departures but (private) signals that arrive online. In leveraging a characterization of truthful auctions, we present a mixed-integer programming formulation of the design problem. Although a discretization is imposed on bidder signals the solution is a mechanism applicable to continuous signals. The formulation size grows exponentially in the dependence of bidders' values on other bidders' signals. We highlight general properties of revenue-optimal dynamic auctions in a simple parametrized example and study the sensitivity of prices and revenue to model parameters.
Portfolio optimization in enhanced index tracking with goal programming approach
Siew, Lam Weng; Jaaman, Saiful Hafizah Hj.; Ismail, Hamizun bin
2014-09-01
Enhanced index tracking is a popular form of passive fund management in stock market. Enhanced index tracking aims to generate excess return over the return achieved by the market index without purchasing all of the stocks that make up the index. This can be done by establishing an optimal portfolio to maximize the mean return and minimize the risk. The objective of this paper is to determine the portfolio composition and performance using goal programming approach in enhanced index tracking and comparing it to the market index. Goal programming is a branch of multi-objective optimization which can handle decision problems that involve two different goals in enhanced index tracking, a trade-off between maximizing the mean return and minimizing the risk. The results of this study show that the optimal portfolio with goal programming approach is able to outperform the Malaysia market index which is FTSE Bursa Malaysia Kuala Lumpur Composite Index because of higher mean return and lower risk without purchasing all the stocks in the market index.
Performance Study and Dynamic Optimization Design for Thread Pool Systems
Energy Technology Data Exchange (ETDEWEB)
Xu, Dongping [Iowa State Univ., Ames, IA (United States)
2004-12-19
Thread pools have been widely used by many multithreaded applications. However, the determination of the pool size according to the application behavior still remains problematic. To automate this process, in this thesis we have developed a set of performance metrics for quantitatively analyzing thread pool performance. For our experiments, we built a thread pool system which provides a general framework for thread pool research. Based on this simulation environment, we studied the performance impact brought by the thread pool on different multithreaded applications. Additionally, the correlations between internal characterizations of thread pools and their throughput were also examined. We then proposed and evaluated a heuristic algorithm to dynamically determine the optimal thread pool size. The simulation results show that this approach is effective in improving overall application performance.
Dynamic control of biped locomotion robot using optimal regulator
Energy Technology Data Exchange (ETDEWEB)
Sano, Akihito; Furusho, Junji
1988-08-01
For moving in indoor space, it is generally recognized that biped locomotion is suitable. This paper proposes a hierarchical control strategy for the lower level where the position control or the force control at each joint is implemented. In the upper level control, the robot motion is divided into a sagittal plane and a lateral plane. We applied the optimal control algorithm to the motion control in the lateral plane in order to improve the robustness of the control system. The effects of these control schemes are shown by the experiments using the new walking robot BLR-G 1 and the parallel calculation system. BLR-G 1 has 9 degrees of freedom and equips the foot-pressure-sensors and a rate gyroscope. Complete dynamic walking is realized, in which the cycle for each step is about 1.0 second.
Looking for the optimal rate of recombination for evolutionary dynamics
Saakian, David B.
2018-01-01
We consider many-site mutation-recombination models of evolution with selection. We are looking for situations where the recombination increases the mean fitness of the population, and there is an optimal recombination rate. We found two fitness landscapes supporting such nonmonotonic behavior of the mean fitness versus the recombination rate. The first case is related to the evolution near the error threshold on a neutral-network-like fitness landscape, for moderate genome lengths and large population. The more realistic case is the second one, in which we consider the evolutionary dynamics of a finite population on a rugged fitness landscape (the smooth fitness landscape plus some random contributions to the fitness). We also give the solution to the horizontal gene transfer model in the case of asymmetric mutations. To obtain nonmonotonic behavior for both mutation and recombination, we need a specially designed (ideal) fitness landscape.
Optimal investment in a portfolio of HIV prevention programs.
Zaric, G S; Brandeau, M L
2001-01-01
In this article, the authors determine the optimal allocation of HIV prevention funds and investigate the impact of different allocation methods on health outcomes. The authors present a resource allocation model that can be used to determine the allocation of HIV prevention funds that maximizes quality-adjusted life years (or life years) gained or HIV infections averted in a population over a specified time horizon. They apply the model to determine the allocation of a limited budget among 3 types of HIV prevention programs in a population of injection drug users and nonusers: needle exchange programs, methadone maintenance treatment, and condom availability programs. For each prevention program, the authors estimate a production function that relates the amount invested to the associated change in risky behavior. The authors determine the optimal allocation of funds for both objective functions for a high-prevalence population and a low-prevalence population. They also consider the allocation of funds under several common rules of thumb that are used to allocate HIV prevention resources. It is shown that simpler allocation methods (e.g., allocation based on HIV incidence or notions of equity among population groups) may lead to alloctions that do not yield the maximum health benefit. The optimal allocation of HIV prevention funds in a population depends on HIV prevalence and incidence, the objective function, the production functions for the prevention programs, and other factors. Consideration of cost, equity, and social and political norms may be important when allocating HIV prevention funds. The model presented in this article can help decision makers determine the health consequences of different allocations of funds.
A man in the loop trajectory optimization program (MILTOP)
Reinfields, J.
1974-01-01
An interactive trajectory optimization program is developed for use in initial fixing of launch configurations. The program is called MILTOP for Man-In-the-Loop-Trajectory Optimization-Program. The program is designed to facilitate quick look studies using man-machine decision combinations to reduce the time required to solve a given problem. MILTOP integrates the equations of motion of a point-mass in 3-Dimensions with drag as the only aerodynamic force present. Any point in time at which an integration step terminates, may be used as a decision-break-point, with complete user control over all variables and routines at this point. Automatic phases are provided for different modes of control: vertical rise, pitch-over, gravity turn, chi-freeze and control turn. Stage parameters are initialized from a separate routine so the user may fly as many stages as his problem demands. The MILTOP system uses both interactively on storage scope consoles, or in batch mode with numerical output on the live printer.
Brauer, G. L.; Cornick, D. E.; Stevenson, R.
1977-01-01
The capabilities and applications of the three-degree-of-freedom (3DOF) version and the six-degree-of-freedom (6DOF) version of the Program to Optimize Simulated Trajectories (POST) are summarized. The document supplements the detailed program manuals by providing additional information that motivates and clarifies basic capabilities, input procedures, applications and computer requirements of these programs. The information will enable prospective users to evaluate the programs, and to determine if they are applicable to their problems. Enough information is given to enable managerial personnel to evaluate the capabilities of the programs and describes the POST structure, formulation, input and output procedures, sample cases, and computer requirements. The report also provides answers to basic questions concerning planet and vehicle modeling, simulation accuracy, optimization capabilities, and general input rules. Several sample cases are presented.
A nonlinear optimal control approach for chaotic finance dynamics
Rigatos, G.; Siano, P.; Loia, V.; Tommasetti, A.; Troisi, O.
2017-11-01
A new nonlinear optimal control approach is proposed for stabilization of the dynamics of a chaotic finance model. The dynamic model of the financial system, which expresses interaction between the interest rate, the investment demand, the price exponent and the profit margin, undergoes approximate linearization round local operating points. These local equilibria are defined at each iteration of the control algorithm and consist of the present value of the systems state vector and the last value of the control inputs vector that was exerted on it. The approximate linearization makes use of Taylor series expansion and of the computation of the associated Jacobian matrices. The truncation of higher order terms in the Taylor series expansion is considered to be a modelling error that is compensated by the robustness of the control loop. As the control algorithm runs, the temporary equilibrium is shifted towards the reference trajectory and finally converges to it. The control method needs to compute an H-infinity feedback control law at each iteration, and requires the repetitive solution of an algebraic Riccati equation. Through Lyapunov stability analysis it is shown that an H-infinity tracking performance criterion holds for the control loop. This implies elevated robustness against model approximations and external perturbations. Moreover, under moderate conditions the global asymptotic stability of the control loop is proven.
Optimal Diet Planning for Eczema Patient Using Integer Programming
Zhen Sheng, Low; Sufahani, Suliadi
2018-04-01
Human diet planning is conducted by choosing appropriate food items that fulfill the nutritional requirements into the diet formulation. This paper discusses the application of integer programming to build the mathematical model of diet planning for eczema patients. The model developed is used to solve the diet problem of eczema patients from young age group. The integer programming is a scientific approach to select suitable food items, which seeks to minimize the costs, under conditions of meeting desired nutrient quantities, avoiding food allergens and getting certain foods into the diet that brings relief to the eczema conditions. This paper illustrates that the integer programming approach able to produce the optimal and feasible solution to deal with the diet problem of eczema patient.
Keren, Baruch; Pliskin, Joseph S
2011-12-01
The optimal timing for performing radical medical procedures as joint (e.g., hip) replacement must be seriously considered. In this paper we show that under deterministic assumptions the optimal timing for joint replacement is a solution of a mathematical programming problem, and under stochastic assumptions the optimal timing can be formulated as a stochastic programming problem. We formulate deterministic and stochastic models that can serve as decision support tools. The results show that the benefit from joint replacement surgery is heavily dependent on timing. Moreover, for a special case where the patient's remaining life is normally distributed along with a normally distributed survival of the new joint, the expected benefit function from surgery is completely solved. This enables practitioners to draw the expected benefit graph, to find the optimal timing, to evaluate the benefit for each patient, to set priorities among patients and to decide if joint replacement should be performed and when.
The Adjoint Method for Gradient-based Dynamic Optimization of UV Flash Processes
DEFF Research Database (Denmark)
Ritschel, Tobias Kasper Skovborg; Capolei, Andrea; Jørgensen, John Bagterp
2017-01-01
This paper presents a novel single-shooting algorithm for gradient-based solution of optimal control problems with vapor-liquid equilibrium constraints. Dynamic optimization of UV flash processes is relevant in nonlinear model predictive control of distillation columns, certain two-phase flow......-component flash process which demonstrate the importance of the optimization solver, the compiler, and the linear algebra software for the efficiency of dynamic optimization of UV flash processes....
Nguyen, Howard; Willacy, Karen; Allen, Mark
2012-01-01
KINETICS is a coupled dynamics and chemistry atmosphere model that is data intensive and computationally demanding. The potential performance gain from using a supercomputer motivates the adaptation from a serial version to a parallelized one. Although the initial parallelization had been done, bottlenecks caused by an abundance of communication calls between processors led to an unfavorable drop in performance. Before starting on the parallel optimization process, a partial overhaul was required because a large emphasis was placed on streamlining the code for user convenience and revising the program to accommodate the new supercomputers at Caltech and JPL. After the first round of optimizations, the partial runtime was reduced by a factor of 23; however, performance gains are dependent on the size of the data, the number of processors requested, and the computer used.
Dynamic ASE Modeling and Optimization of Aircraft with SpaRibs, Phase I
National Aeronautics and Space Administration — We propose development and demonstration of a dynamic aeroservoelastic modeling and optimization system based on curvilinear internal structural arrangements of...
Pearce, Charles
2009-01-01
Focuses on mathematical structure, and on real-world applications. This book includes developments in several optimization-related topics such as decision theory, linear programming, turnpike theory, duality theory, convex analysis, and queuing theory.
Controlled Optimal Design Program for the Logit Dose Response Model
Directory of Open Access Journals (Sweden)
Jiaqiao Hu
2010-10-01
Full Text Available The assessment of dose-response is an integral component of the drug development process. Parallel dose-response studies are conducted, customarily, in preclinical and phase 1, 2 clinical trials for this purpose. Practical constraints on dose range, dose levels and dose proportions are intrinsic issues in the design of dose response studies because of drug toxicity, efficacy, FDA regulations, protocol requirements, clinical trial logistics, and marketing issues. We provide a free on-line software package called Controlled Optimal Design 2.0 for generating controlled optimal designs that can incorporate prior information and multiple objectives, and meet multiple practical constraints at the same time. Researchers can either run the web-based design program or download its stand-alone version to construct the desired multiple-objective controlled Bayesian optimal designs. Because researchers often adopt ad-hoc design schemes such as the equal allocation rules without knowing how efficient such designs would be for the design problem, the program also evaluates the efficiency of user-supplied designs.
Distributed Optimal Consensus Control for Nonlinear Multiagent System With Unknown Dynamic.
Zhang, Jilie; Zhang, Huaguang; Feng, Tao
2017-08-01
This paper focuses on the distributed optimal cooperative control for continuous-time nonlinear multiagent systems (MASs) with completely unknown dynamics via adaptive dynamic programming (ADP) technology. By introducing predesigned extra compensators, the augmented neighborhood error systems are derived, which successfully circumvents the system knowledge requirement for ADP. It is revealed that the optimal consensus protocols actually work as the solutions of the MAS differential game. Policy iteration algorithm is adopted, and it is theoretically proved that the iterative value function sequence strictly converges to the solution of the coupled Hamilton-Jacobi-Bellman equation. Based on this point, a novel online iterative scheme is proposed, which runs based on the data sampled from the augmented system and the gradient of the value function. Neural networks are employed to implement the algorithm and the weights are updated, in the least-square sense, to the ideal value, which yields approximated optimal consensus protocols. Finally, a numerical example is given to illustrate the effectiveness of the proposed scheme.
DEFF Research Database (Denmark)
Huang, Shaojun; Wu, Qiuwei; Cheng, Lin
2016-01-01
This paper presents an optimal reconfiguration-based dynamic tariff (DT) method for congestion management and line loss reduction in distribution networks with high penetration of electric vehicles. In the proposed DT concept, feeder reconfiguration (FR) is employed through mixed integer programm...... manner through the DT framework. Three case studies were conducted to validate the optimal reconfiguration-based DT method for congestion management and line loss reduction in distribution networks.......This paper presents an optimal reconfiguration-based dynamic tariff (DT) method for congestion management and line loss reduction in distribution networks with high penetration of electric vehicles. In the proposed DT concept, feeder reconfiguration (FR) is employed through mixed integer...... programming when calculating the DT, leading to minimized energy cost and reduced DT as compared with the DT concept without FR. This paper further demonstrates that the line losses can be taken into account during the calculation of DT. As a result, the line loss reduction can be realized in a decentralized...
A Dynamic Optimization Strategy for the Operation of Large Scale Seawater Reverses Osmosis System
Directory of Open Access Journals (Sweden)
Aipeng Jiang
2014-01-01
Full Text Available In this work, an efficient strategy was proposed for efficient solution of the dynamic model of SWRO system. Since the dynamic model is formulated by a set of differential-algebraic equations, simultaneous strategies based on collocations on finite element were used to transform the DAOP into large scale nonlinear programming problem named Opt2. Then, simulation of RO process and storage tanks was carried element by element and step by step with fixed control variables. All the obtained values of these variables then were used as the initial value for the optimal solution of SWRO system. Finally, in order to accelerate the computing efficiency and at the same time to keep enough accuracy for the solution of Opt2, a simple but efficient finite element refinement rule was used to reduce the scale of Opt2. The proposed strategy was applied to a large scale SWRO system with 8 RO plants and 4 storage tanks as case study. Computing result shows that the proposed strategy is quite effective for optimal operation of the large scale SWRO system; the optimal problem can be successfully solved within decades of iterations and several minutes when load and other operating parameters fluctuate.
OPTIMIZING ANTIMICROBIAL PHARMACODYNAMICS: A GUIDE FOR YOUR STEWARDSHIP PROGRAM
Directory of Open Access Journals (Sweden)
Joseph L. Kuti, PharmD
2016-09-01
Full Text Available Pharmacodynamic concepts should be applied to optimize antibiotic dosing regimens, particularly in the face of some multidrug resistant bacterial infections. Although the pharmacodynamics of most antibiotic classes used in the hospital setting are well described, guidance on how to select regimens and implement them into an antimicrobial stewardship program in one's institution are more limited. The role of the antibiotic MIC is paramount in understanding which regimens might benefit from implementation as a protocol or use in individual patients. This review article outlines the pharmacodynamics of aminoglycosides, beta-lactams, fluoroquinolones, tigecycline, vancomycin, and polymyxins with the goal of providing a basis for strategy to select an optimized antibiotic regimen in your hospital setting.
Mathematical programming methods for large-scale topology optimization problems
DEFF Research Database (Denmark)
Rojas Labanda, Susana
for the classical minimum compliance problem. Two of the state-of-the-art optimization algorithms are investigated and implemented for this structural topology optimization problem. A Sequential Quadratic Programming (TopSQP) and an interior point method (TopIP) are developed exploiting the specific mathematical...... structure of the problem. In both solvers, information of the exact Hessian is considered. A robust iterative method is implemented to efficiently solve large-scale linear systems. Both TopSQP and TopIP have successful results in terms of convergence, number of iterations, and objective function values....... Thanks to the use of the iterative method implemented, TopIP is able to solve large-scale problems with more than three millions degrees of freedom....
Dynamic Allocation of SPM Based on Time-Slotted Cache Conflict Graph for System Optimization
Wu, Jianping; Ling, Ming; Zhang, Yang; Mei, Chen; Wang, Huan
This paper proposes a novel dynamic Scratch-pad Memory allocation strategy to optimize the energy consumption of the memory sub-system. Firstly, the whole program execution process is sliced into several time slots according to the temporal dimension; thereafter, a Time-Slotted Cache Conflict Graph (TSCCG) is introduced to model the behavior of Data Cache (D-Cache) conflicts within each time slot. Then, Integer Nonlinear Programming (INP) is implemented, which can avoid time-consuming linearization process, to select the most profitable data pages. Virtual Memory System (VMS) is adopted to remap those data pages, which will cause severe Cache conflicts within a time slot, to SPM. In order to minimize the swapping overhead of dynamic SPM allocation, a novel SPM controller with a tightly coupled DMA is introduced to issue the swapping operations without CPU's intervention. Last but not the least, this paper discusses the fluctuation of system energy profit based on different MMU page size as well as the Time Slot duration quantitatively. According to our design space exploration, the proposed method can optimize all of the data segments, including global data, heap and stack data in general, and reduce the total energy consumption by 27.28% on average, up to 55.22% with a marginal performance promotion. And comparing to the conventional static CCG (Cache Conflicts Graph), our approach can obtain 24.7% energy profit on average, up to 30.5% with a sight boost in performance.
ALPprolog --- A New Logic Programming Method for Dynamic Domains
Drescher, Conrad; Thielscher, Michael
2011-01-01
Logic programming is a powerful paradigm for programming autonomous agents in dynamic domains, as witnessed by languages such as Golog and Flux. In this work we present ALPprolog, an expressive, yet efficient, logic programming language for the online control of agents that have to reason about incomplete information and sensing actions.
Particle swarm optimization for programming deep brain stimulation arrays
Peña, Edgar; Zhang, Simeng; Deyo, Steve; Xiao, YiZi; Johnson, Matthew D.
2017-02-01
Objective. Deep brain stimulation (DBS) therapy relies on both precise neurosurgical targeting and systematic optimization of stimulation settings to achieve beneficial clinical outcomes. One recent advance to improve targeting is the development of DBS arrays (DBSAs) with electrodes segmented both along and around the DBS lead. However, increasing the number of independent electrodes creates the logistical challenge of optimizing stimulation parameters efficiently. Approach. Solving such complex problems with multiple solutions and objectives is well known to occur in biology, in which complex collective behaviors emerge out of swarms of individual organisms engaged in learning through social interactions. Here, we developed a particle swarm optimization (PSO) algorithm to program DBSAs using a swarm of individual particles representing electrode configurations and stimulation amplitudes. Using a finite element model of motor thalamic DBS, we demonstrate how the PSO algorithm can efficiently optimize a multi-objective function that maximizes predictions of axonal activation in regions of interest (ROI, cerebellar-receiving area of motor thalamus), minimizes predictions of axonal activation in regions of avoidance (ROA, somatosensory thalamus), and minimizes power consumption. Main results. The algorithm solved the multi-objective problem by producing a Pareto front. ROI and ROA activation predictions were consistent across swarms (<1% median discrepancy in axon activation). The algorithm was able to accommodate for (1) lead displacement (1 mm) with relatively small ROI (⩽9.2%) and ROA (⩽1%) activation changes, irrespective of shift direction; (2) reduction in maximum per-electrode current (by 50% and 80%) with ROI activation decreasing by 5.6% and 16%, respectively; and (3) disabling electrodes (n = 3 and 12) with ROI activation reduction by 1.8% and 14%, respectively. Additionally, comparison between PSO predictions and multi-compartment axon
Directory of Open Access Journals (Sweden)
Luman Zhao
2015-01-01
Full Text Available A thrust allocation method was proposed based on a hybrid optimization algorithm to efficiently and dynamically position a semisubmersible drilling rig. That is, the thrust allocation was optimized to produce the generalized forces and moment required while at the same time minimizing the total power consumption under the premise that forbidden zones should be taken into account. An optimization problem was mathematically formulated to provide the optimal thrust allocation by introducing the corresponding design variables, objective function, and constraints. A hybrid optimization algorithm consisting of a genetic algorithm and a sequential quadratic programming (SQP algorithm was selected and used to solve this problem. The proposed method was evaluated by applying it to a thrust allocation problem for a semisubmersible drilling rig. The results indicate that the proposed method can be used as part of a cost-effective strategy for thrust allocation of the rig.
Optimized dynamical decoupling in a model quantum memory.
Biercuk, Michael J; Uys, Hermann; VanDevender, Aaron P; Shiga, Nobuyasu; Itano, Wayne M; Bollinger, John J
2009-04-23
Any quantum system, such as those used in quantum information or magnetic resonance, is subject to random phase errors that can dramatically affect the fidelity of a desired quantum operation or measurement. In the context of quantum information, quantum error correction techniques have been developed to correct these errors, but resource requirements are extraordinary. The realization of a physically tractable quantum information system will therefore be facilitated if qubit (quantum bit) error rates are far below the so-called fault-tolerance error threshold, predicted to be of the order of 10(-3)-10(-6). The need to realize such low error rates motivates a search for alternative strategies to suppress dephasing in quantum systems. Here we experimentally demonstrate massive suppression of qubit error rates by the application of optimized dynamical decoupling pulse sequences, using a model quantum system capable of simulating a variety of qubit technologies. We demonstrate an analytically derived pulse sequence, UDD, and find novel sequences through active, real-time experimental feedback. The latter sequences are tailored to maximize error suppression without the need for a priori knowledge of the ambient noise environment, and are capable of suppressing errors by orders of magnitude compared to other existing sequences (including the benchmark multi-pulse spin echo). Our work includes the extension of a treatment to predict qubit decoherence under realistic conditions, yielding strong agreement between experimental data and theory for arbitrary pulse sequences incorporating nonidealized control pulses. These results demonstrate the robustness of qubit memory error suppression through dynamical decoupling techniques across a variety of qubit technologies.
The Programming Optimization of Capacitorless 1T DRAM Based on the Dual-Gate TFET.
Li, Wei; Liu, Hongxia; Wang, Shulong; Chen, Shupeng; Wang, Qianqiong
2017-09-06
The larger volume of capacitor and higher leakage current of transistor have become the inherent disadvantages for the traditional one transistor (1T)-one capacitor (1C) dynamic random access memory (DRAM). Recently, the tunneling FET (TFET) is applied in DRAM cell due to the low off-state current and high switching ratio. The dual-gate TFET (DG-TFET) DRAM cell with the capacitorless structure has the superior performance-higher retention time (RT) and weak temperature dependence. But the performance of TFET DRAM cell is sensitive to programming condition. In this paper, the guideline of programming optimization is discussed in detail by using simulation tool-Silvaco Atlas. Both the writing and reading operations of DG-TFET DRAM depend on the band-to-band tunneling (BTBT). During the writing operation, the holes coming from BTBT governed by Gate2 are stored in potential well under Gate2. A small negative voltage is applied at Gate2 to retain holes for a long time during holding "1". The BTBT governed by Gate1 mainly influences the reading current. Using the optimized programming condition, the DG-TFET DRAM obtains the higher current ratio of reading "1" to reading "0" (10 7 ) and RT of more than 2 s. The higher RT reduces the refresh rate and dynamic power consumption of DRAM.
The Programming Optimization of Capacitorless 1T DRAM Based on the Dual-Gate TFET
Li, Wei; Liu, Hongxia; Wang, Shulong; Chen, Shupeng; Wang, Qianqiong
2017-09-01
The larger volume of capacitor and higher leakage current of transistor have become the inherent disadvantages for the traditional one transistor (1T)-one capacitor (1C) dynamic random access memory (DRAM). Recently, the tunneling FET (TFET) is applied in DRAM cell due to the low off-state current and high switching ratio. The dual-gate TFET (DG-TFET) DRAM cell with the capacitorless structure has the superior performance-higher retention time (RT) and weak temperature dependence. But the performance of TFET DRAM cell is sensitive to programming condition. In this paper, the guideline of programming optimization is discussed in detail by using simulation tool—Silvaco Atlas. Both the writing and reading operations of DG-TFET DRAM depend on the band-to-band tunneling (BTBT). During the writing operation, the holes coming from BTBT governed by Gate2 are stored in potential well under Gate2. A small negative voltage is applied at Gate2 to retain holes for a long time during holding "1". The BTBT governed by Gate1 mainly influences the reading current. Using the optimized programming condition, the DG-TFET DRAM obtains the higher current ratio of reading "1" to reading "0" (107) and RT of more than 2 s. The higher RT reduces the refresh rate and dynamic power consumption of DRAM.
Approximate Dynamic Programming Solving the Curses of Dimensionality
Powell, Warren B
2011-01-01
Praise for the First Edition "Finally, a book devoted to dynamic programming and written using the language of operations research (OR)! This beautiful book fills a gap in the libraries of OR specialists and practitioners."-Computing Reviews This new edition showcases a focus on modeling and computation for complex classes of approximate dynamic programming problems Understanding approximate dynamic programming (ADP) is vital in order to develop practical and high-quality solutions to complex industrial problems, particularly when those problems involve making decisions in the presence of unce
Directory of Open Access Journals (Sweden)
Balasubramanian Ram
1988-01-01
Full Text Available This paper suggests a method of formulating any nonlinear integer programming problem, with any number of constraints, as an equivalent single constraint problem, thus reducing the dimensionality of the associated dynamic programming problem.
Thompkins, Amanda C; Chauveron, Lisa M; Harel, Ofer; Perkins, Daniel F
2014-07-01
While demand for youth violence prevention programs increases, the ability of the school-day schedule to accommodate their time requirements has diminished. Viable school-based prevention programs must strike a balance between brevity and effectiveness. This article reports results from an effectiveness trial of a 12-session curriculum-based universal violence prevention program that promotes healthy conflict resolution skills among urban adolescents. Using a review of program record data and a multisite quasi-experimental study design, we examined the effectiveness of a New York City-based violence prevention program entitled the Violence Prevention project (VPP) optimized to meet school needs. We analyzed survey data from 1112 9th- and 10th-grade students in 13 New York City public high schools across 4 consecutive school years. Both participants and nonparticipants were surveyed. Review of program record data indicated that the program was implemented with acceptable fidelity to the core component structure, and that participant responsiveness to the model was high. Multilevel modeling indicated that VPP participation was protective for academic self-concept and promoted conflict resolution skills. Findings indicate that semester-long violence prevention programs optimized to meet the needs of a typical high school can be effective at promoting healthy conflict resolution skills in urban adolescents. © 2014, American School Health Association.
Feedback optimal control of dynamic stochastic two-machine flowshop with a finite buffer
Directory of Open Access Journals (Sweden)
Thang Diep
2010-06-01
Full Text Available This paper examines the optimization of production involving a tandem two-machine system producing a single part type, with each machine being subject to random breakdowns and repairs. An analytical model is formulated with a view to solving an optimal stochastic production problem of the system with machines having up-downtime non-exponential distributions. The model developed is obtained by using a dynamic programming approach and a semi-Markov process. The control problem aims to find the production rates needed by the machines to meet the demand rate, through a minimization of the inventory/shortage cost. Using the Bellman principle, the optimality conditions obtained satisfy the Hamilton-Jacobi-Bellman equation, which depends on time and system states, and ultimately, leads to a feedback control. Consequently, the new model enables us to improve the coefficient of variation (CVup/down to be less than one while it is equal to one in Markov model. Heuristics methods are used to involve the problem because of the difficulty of the analytical model using several states, and to show what control law should be used in each system state (i.e., including Kanban, feedback and CONWIP control. Numerical methods are used to solve the optimality conditions and to show how a machine should produce.
Real-Time Reactive Power Distribution in Microgrids by Dynamic Programing
DEFF Research Database (Denmark)
Levron, Yoash; Beck, Yuval; Katzir, Liran
2017-01-01
In this paper a new real-time optimization method for reactive power distribution in microgrids is proposed. The method enables location of a globally optimal distribution of reactive power under normal operating conditions. The method exploits the typical compact structure of microgrids to obtain...... as radial ones. The optimization problem is formulated with the cluster reactive powers as free variables, and the solution space is spanned by the cluster reactive power outputs. The optimal solution is then constructed by efficiently scanning the entire solution space, by scanning every possible...... combination of reactive powers, by means of dynamic programming. Since every single step involves a one-dimensional problem, the complexity of the solution is only linear with the number of clusters, and as a result, a globally optimal solution may be obtained in real time. The paper includes the results...
Optimization programs of radiation protection applied to post-graduation and encouraging research
International Nuclear Information System (INIS)
Levy, Denise S.; Sordi, Gian Maria A.A.
2013-01-01
In 2011 we started the automation and integration of radiological protection optimization programs, in order to offer unified programs and inter-related information in Portuguese, providing Brazilian radioactive facilities a complete repository for research, consultation and information. The authors of this project extended it to postgraduate education, in order to encourage postgraduate students researches, expanding methods for enhancing student learning through the use of different combined resources, such as educational technology, information technology and group dynamics. This new methodology was applied in a postgraduate discipline at Instituto de Pesquisas Energeticas e Nucleares (IPEN), Brazil, in the postgraduate discipline entitled Fundamental Elements of Radiological Protection (TNA-5732). Students have six weeks to assimilate a complex content of optimization, considering national and international standards, guidelines and recommendations published by different organizations over the past decades. Unlike traditional classes, in which students receive prompt responses, this new methodology stimulates discussion, encouraging collective thinking processes and promoting ongoing personal reflection and researches. Case-oriented problem-solving permitted students to play different roles, promoting whole-group discussions and cooperative learning, approaching theory and practical applications. Students discussed different papers, published in international conferences, and their implications according to current standards. The automation of optimization programs was essential as a research tool during the course. The results of this experience were evaluated in two consecutive years. We had excellent results compared to the previous 14 years. The methodology has exceeded expectations and will be also applied in 2013 to ionizing radiation monitoring postgraduate classes. (author)
Conceptualizing a tool to optimize therapy based on dynamic heterogeneity
International Nuclear Information System (INIS)
Liao, David; Estévez-Salmerón, Luis; Tlsty, Thea D
2012-01-01
Complex biological systems often display a randomness paralleled in processes studied in fundamental physics. This simple stochasticity emerges owing to the complexity of the system and underlies a fundamental aspect of biology called phenotypic stochasticity. Ongoing stochastic fluctuations in phenotype at the single-unit level can contribute to two emergent population phenotypes. Phenotypic stochasticity not only generates heterogeneity within a cell population, but also allows reversible transitions back and forth between multiple states. This phenotypic interconversion tends to restore a population to a previous composition after that population has been depleted of specific members. We call this tendency homeostatic heterogeneity. These concepts of dynamic heterogeneity can be applied to populations composed of molecules, cells, individuals, etc. Here we discuss the concept that phenotypic stochasticity both underlies the generation of heterogeneity within a cell population and can be used to control population composition, contributing, in particular, to both the ongoing emergence of drug resistance and an opportunity for depleting drug-resistant cells. Using notions of both ‘large’ and ‘small’ numbers of biomolecular components, we rationalize our use of Markov processes to model the generation and eradication of drug-resistant cells. Using these insights, we have developed a graphical tool, called a metronomogram, that we propose will allow us to optimize dosing frequencies and total course durations for clinical benefit. (paper)
Photocathode Optimization for a Dynamic Transmission Electron Microscope: Final Report
Energy Technology Data Exchange (ETDEWEB)
Ellis, P; Flom, Z; Heinselman, K; Nguyen, T; Tung, S; Haskell, R; Reed, B W; LaGrange, T
2011-08-04
The Dynamic Transmission Electron Microscope (DTEM) team at Harvey Mudd College has been sponsored by LLNL to design and build a test setup for optimizing the performance of the DTEM's electron source. Unlike a traditional TEM, the DTEM achieves much faster exposure times by using photoemission from a photocathode to produce electrons for imaging. The DTEM team's work is motivated by the need to improve the coherence and current density of the electron cloud produced by the electron gun in order to increase the image resolution and contrast achievable by DTEM. The photoemission test setup is nearly complete and the team will soon complete baseline tests of electron gun performance. The photoemission laser and high voltage power supply have been repaired; the optics path for relaying the laser to the photocathode has been finalized, assembled, and aligned; the internal setup of the vacuum chamber has been finalized and mostly implemented; and system control, synchronization, and data acquisition has been implemented in LabVIEW. Immediate future work includes determining a consistent alignment procedure to place the laser waist on the photocathode, and taking baseline performance measurements of the tantalum photocathode. Future research will examine the performance of the electron gun as a function of the photoemission laser profile, the photocathode material, and the geometry and voltages of the accelerating and focusing components in the electron gun. This report presents the team's progress and outlines the work that remains.
Directory of Open Access Journals (Sweden)
Ian D. Washington
2015-07-01
Full Text Available A technique for optimizing large-scale differential-algebraic process models under uncertainty using a parallel embedded model approach is developed in this article. A combined multi-period multiple-shooting discretization scheme is proposed, which creates a significant number of independent numerical integration tasks for each shooting interval over all scenario/period realizations. Each independent integration task is able to be solved in parallel as part of the function evaluations within a gradient-based non-linear programming solver. The focus of this paper is on demonstrating potential computation performance improvement when the embedded differential-algebraic equation model solution of the multi-period discretization is implemented in parallel. We assess our parallel dynamic optimization approach on two case studies; the first is a benchmark literature problem, while the second is a large-scale air separation problem that considers a robust set-point transition under parametric uncertainty. Results indicate that focusing on the speed-up of the embedded model evaluation can significantly decrease the overall computation time; however, as the multi-period formulation grows with increased realizations, the computational burden quickly shifts to the internal computation performed within the non-linear programming algorithm. This highlights the need for further decomposition, structure exploitation and parallelization within the non-linear programming algorithm and is the subject for further investigation.
Optimizing Crawler4j using MapReduce Programming Model
Siddesh, G. M.; Suresh, Kavya; Madhuri, K. Y.; Nijagal, Madhushree; Rakshitha, B. R.; Srinivasa, K. G.
2017-06-01
World wide web is a decentralized system that consists of a repository of information on the basis of web pages. These web pages act as a source of information or data in the present analytics world. Web crawlers are used for extracting useful information from web pages for different purposes. Firstly, it is used in web search engines where the web pages are indexed to form a corpus of information and allows the users to query on the web pages. Secondly, it is used for web archiving where the web pages are stored for later analysis phases. Thirdly, it can be used for web mining where the web pages are monitored for copyright purposes. The amount of information processed by the web crawler needs to be improved by using the capabilities of modern parallel processing technologies. In order to solve the problem of parallelism and the throughput of crawling this work proposes to optimize the Crawler4j using the Hadoop MapReduce programming model by parallelizing the processing of large input data. Crawler4j is a web crawler that retrieves useful information about the pages that it visits. The crawler Crawler4j coupled with data and computational parallelism of Hadoop MapReduce programming model improves the throughput and accuracy of web crawling. The experimental results demonstrate that the proposed solution achieves significant improvements with respect to performance and throughput. Hence the proposed approach intends to carve out a new methodology towards optimizing web crawling by achieving significant performance gain.
[Program optimization for bovine somatic cells nuclear transfer].
Lei, Anmin; Ma, Xiaoling; Gao, Zhimin; Hu, Yongce; Sui, Jinqiang; Huang, Weiwei; Zan, Linsen; Dou, Zhongying
2009-09-01
To optimize program of bovine somatic nuclear transfer, we used two different enucleation procedures (by Spindle-view system & Hoechst 33342 staining), two different procedures to introduce donor nuclei (by ooplasm microinjection & electrofusion), and three different group electrofusion parameters (group 1: 1.9 kV/cm, 10 micros, two; group 2: 1.5 kV/cm, 25 micros, two; group 3: 0.6 kV/cm, 100 micros, one) to reconstruct bovine cloned embryos. The cleavation rates and blastocyst development rates of cloned embryos were used to assess the efficiency of different operational procedure. Finally, the best combination of operational procedure, that the spindle-viewer system was used for oocytes enucleating, and donor cell was electrofused into ooplasm by electrical pulse (1.9 kV/cm, 10 micros, two) to reconstruct bovine cloned embryos. Then the excellent blastocysts were transferred to fosters for producing cloned cattle 80 high-quality cloned blastocysts were transferred into 33 fosters, two cloned calves were produced. According to the results, the optimized program could be used to produce cloned cattle.
[Program optimization before enucleation on ovine somatic cell nuclear transfer].
Guo, Yanhua; Zhang, Yiyuan; Wang, Limin; Tang, Hong; Li, Yingli; Zhou, Ping
2017-05-25
Ovine somatic cell nuclear transfer (SCNT) efficiency remains lower. Therefore, we optimized the program before oocyte enucleation on ovine SCNT. Four experiments were done including exposure duration of ovaries (3 h or 3 to 5 h), duration of oocytes maturation (18 h and 24 h), rate of donor adherent and enucleation time of maturate oocyte. The maturation rates of oocyte, fusion rates and cleavation rates of cloned embryos were used to assess the efficiency of different procedures. The maturation rates of ovaries with 3 h exposure was higher than that of 3 to 5 h (60.18% vs 52.50%) (P0.05). The maturation rates were significantly different between group18 h and 24 h (53.81% vs 89.06%, P0.05); fusion rates of donor adherent 30% group was higher than that of 10% group. Embryonic development competence had no significant difference (P>0.05). Different adherent donor characterizes the difference in plateau phase. The cleavation rates of 18 hpm group was higher than that of 16 hpm group. Embryonic development competence had no significant difference (P>0.05), the enucleation of 16 hpm group obtained one clone fetus, we got four clone fetus to repeat the 16 hpm group. Five microsatellite was analyzed by PAGE, the bands indicated that fingerprint of cloned fetus were completely the same as those of donor cells. Our data therefore suggests program optimization before enucleation assurance quality of material which be able to improve the quantity and quality of clone embryos, and optimized scheme can obtain clone sheep offspring.
Application of genetic programming in shape optimization of concrete gravity dams by metaheuristics
Directory of Open Access Journals (Sweden)
Abdolhossein Baghlani
2014-12-01
Full Text Available A gravity dam maintains its stability against the external loads by its massive size. Hence, minimization of the weight of the dam can remarkably reduce the construction costs. In this paper, a procedure for finding optimal shape of concrete gravity dams with a computationally efficient approach is introduced. Genetic programming (GP in conjunction with metaheuristics is used for this purpose. As a case study, shape optimization of the Bluestone dam is presented. Pseudo-dynamic analysis is carried out on a total number of 322 models in order to establish a database of the results. This database is then used to find appropriate relations based on GP for design criteria of the dam. This procedure eliminates the necessity of the time-consuming process of structural analyses in evolutionary optimization methods. The method is hybridized with three different metaheuristics, including particle swarm optimization, firefly algorithm (FA, and teaching–learning-based optimization, and a comparison is made. The results show that although all algorithms are very suitable, FA is slightly superior to other two algorithms in finding a lighter structure in less number of iterations. The proposed method reduces the weight of dam up to 14.6% with very low computational effort.
Warehouse stocking optimization based on dynamic ant colony genetic algorithm
Xiao, Xiaoxu
2018-04-01
In view of the various orders of FAW (First Automotive Works) International Logistics Co., Ltd., the SLP method is used to optimize the layout of the warehousing units in the enterprise, thus the warehouse logistics is optimized and the external processing speed of the order is improved. In addition, the relevant intelligent algorithms for optimizing the stocking route problem are analyzed. The ant colony algorithm and genetic algorithm which have good applicability are emphatically studied. The parameters of ant colony algorithm are optimized by genetic algorithm, which improves the performance of ant colony algorithm. A typical path optimization problem model is taken as an example to prove the effectiveness of parameter optimization.
Bulgakov, V. K.; Strigunov, V. V.
2009-05-01
The Pontryagin maximum principle is used to prove a theorem concerning optimal control in regional macroeconomics. A boundary value problem for optimal trajectories of the state and adjoint variables is formulated, and optimal curves are analyzed. An algorithm is proposed for solving the boundary value problem of optimal control. The performance of the algorithm is demonstrated by computing an optimal control and the corresponding optimal trajectories.
International Nuclear Information System (INIS)
Tilman Diesselhorst; Werner Schnellhammer
2005-01-01
Full text of publication follows: Piping and supports have to be designed to withstand the loading from fluid dynamic load cases like turbine trip and pump trip or even the loading resulting from pipe break. Especially as these dynamic loads have to be superimposed to the static loads from gravity and thermal expansion, there is a great interest to minimize the dynamic loads as far as possible. Usually the fluid dynamic forces are created by pressure surges which are caused by rapid changes of the flow conditions. These changes are mainly effected by valve actuation in the systems. Therefore minimizing dynamic loads means to optimize the functions of valves and check valves and to adapt it to the system behavior for example during pump trip. So it was the objective to prepare the pressure surge program for the fluid dynamic load cases in a way that it was possible to carry out the optimization procedure in the course of calculating the design loads from the prescribed load cases. Primarily the pressure surges propagating through the piping system are generated by opening or closing of valves, but in the most cases the transient flow behavior again has an effect on the valve behavior, especially with check valves and hydraulically actuated valves. That means the valve behavior has to be modeled together with the piping system and the remaining components necessary like pumps. Therefore detailed models were developed and installed in the pressure surge program to describe the different valve functions for steam systems and check valves and disk check valves in water systems. In these models the characteristic data of valve movement and damping behavior can be varied to find the optimized function for the load case. On the other hand criteria were found and developed which guarantee optimized valve functions in order to create small pressure surges. In some cases even small modifications of the damping device have a strong effect on reducing the fluid forces. In the
Dynamic Line Rating Oncor Electric Delivery Smart Grid Program
Energy Technology Data Exchange (ETDEWEB)
Johnson, Justin; Smith, Cale; Young, Mike; Donohoo, Ken; Owen, Ross; Clark, Eddit; Espejo, Raul; Aivaliotis, Sandy; Stelmak, Ron; Mohr, Ron; Barba, Cristian; Gonzalez, Guillermo; Malkin, Stuart; Dimitrova, Vessela; Ragsdale, Gary; Mitchem, Sean; Jeirath, Nakul; Loomis, Joe; Trevino, Gerardo; Syracuse, Steve; Hurst, Neil; Mereness, Matt; Johnson, Chad; Bivens, Carrie
2013-05-04
Electric transmission lines are the lifeline of the electric utility industry, delivering its product from source to consumer. This critical infrastructure is often constrained such that there is inadequate capacity on existing transmission lines to efficiently deliver the power to meet demand in certain areas or to transport energy from high-generation areas to high-consumption regions. When this happens, the cost of the energy rises; more costly sources of power are used to meet the demand or the system operates less reliably. These economic impacts are known as congestion, and they can amount to substantial dollars for any time frame of reference: hour, day or year. There are several solutions to the transmission constraint problem, including: construction of new generation, construction of new transmission facilities, rebuilding and reconductoring of existing transmission assets, and Dynamic Line Rating (DLR). All of these options except DLR are capital intensive, have long lead times and often experience strong public and regulatory opposition. The Smart Grid Demonstration Program (SGDP) project co-funded by the Department of Energy (DOE) and Oncor Electric Delivery Company developed and deployed the most extensive and advanced DLR installation to demonstrate that DLR technology is capable of resolving many transmission capacity constraint problems with a system that is reliable, safe and very cost competitive. The SGDP DLR deployment is the first application of DLR technology to feed transmission line real-time dynamic ratings directly into the system operation’s State Estimator and load dispatch program, which optimizes the matching of generation with load demand on a security, reliability and economic basis. The integrated Dynamic Line Rating (iDLR)1 collects transmission line parameters at remote locations on the lines, calculates the real-time line rating based on the equivalent conductor temperature, ambient temperature and influence of wind and solar
Dynamic motion planning of 3D human locomotion using gradient-based optimization.
Kim, Hyung Joo; Wang, Qian; Rahmatalla, Salam; Swan, Colby C; Arora, Jasbir S; Abdel-Malek, Karim; Assouline, Jose G
2008-06-01
Since humans can walk with an infinite variety of postures and limb movements, there is no unique solution to the modeling problem to predict human gait motions. Accordingly, we test herein the hypothesis that the redundancy of human walking mechanisms makes solving for human joint profiles and force time histories an indeterminate problem best solved by inverse dynamics and optimization methods. A new optimization-based human-modeling framework is thus described for predicting three-dimensional human gait motions on level and inclined planes. The basic unknowns in the framework are the joint motion time histories of a 25-degree-of-freedom human model and its six global degrees of freedom. The joint motion histories are calculated by minimizing an objective function such as deviation of the trunk from upright posture that relates to the human model's performance. A variety of important constraints are imposed on the optimization problem, including (1) satisfaction of dynamic equilibrium equations by requiring the model's zero moment point (ZMP) to lie within the instantaneous geometrical base of support, (2) foot collision avoidance, (3) limits on ground-foot friction, and (4) vanishing yawing moment. Analytical forms of objective and constraint functions are presented and discussed for the proposed human-modeling framework in which the resulting optimization problems are solved using gradient-based mathematical programming techniques. When the framework is applied to the modeling of bipedal locomotion on level and inclined planes, acyclic human walking motions that are smooth and realistic as opposed to less natural robotic motions are obtained. The aspects of the modeling framework requiring further investigation and refinement, as well as potential applications of the framework in biomechanics, are discussed.
Information integration and red queen dynamics in coevolutionary optimization
Pagie, L.; Hogeweg, P.
2001-01-01
Abstract- Coevolution has been used as optimization technique both successfully and unsuccessfully. Successful optimization shows integration of information at the individual level over many fitness evaluation events and over many generations. Alternative outcomes of the evolutionary process,
Approximate Dynamic Programming for Military Resource Allocation
2014-12-26
18] Gerald Brown, Matthew Carlyle, Douglas Diehl, Jeffrey Kline, and Kevin Wood. A two-sided optimization for theater ballistic missile defense. Oper...Conference Proceedings. 1999 IEEE International Conference on, volume 1, pages 1061–1066. IEEE, 1999. [78] TE Phipps and AL Karp . Optimum allocation of
Dynamic Performance Tuning Supported by Program Specification
Directory of Open Access Journals (Sweden)
Eduardo César
2002-01-01
Full Text Available Performance analysis and tuning of parallel/distributed applications are very difficult tasks for non-expert programmers. It is necessary to provide tools that automatically carry out these tasks. These can be static tools that carry out the analysis on a post-mortem phase or can tune the application on the fly. Both kind of tools have their target applications. Static automatic analysis tools are suitable for stable application while dynamic tuning tools are more appropriate to applications with dynamic behaviour. In this paper, we describe KappaPi as an example of a static automatic performance analysis tool, and also a general environment based on parallel patterns for developing and dynamically tuning parallel/distributed applications.
Optimal management with hybrid dynamics : The shallow lake problem
Reddy, P.V.; Schumacher, Hans; Engwerda, Jacob; Camlibel, M.K.; Julius, A.A.; Pasumarthy, R.
2015-01-01
In this article we analyze an optimal management problem that arises in ecological economics using hybrid systems modeling. First, we introduce a discounted autonomous infinite horizon hybrid optimal control problem and develop few tools to analyze the necessary conditions for optimality. Next,
Granular contact dynamics using mathematical programming methods
DEFF Research Database (Denmark)
Krabbenhoft, K.; Lyamin, A. V.; Huang, J.
2012-01-01
granular contact dynamics formulation uses an implicit time discretization, thus allowing for large time steps. Moreover, in the limit of an infinite time step, the general dynamic formulation reduces to a static formulation that is useful in simulating common quasi-static problems such as triaxial tests...... and similar laboratory experiments. A significant portion of the paper is dedicated to exploring the consequences of the associated frictional sliding rule implied by the variational formulation adopted. In this connection, a new interior-point algorithm for general linear complementarity problems...
Dynamic programming approach for newborn's incubator humidity control.
Bouattoura, D; Villon, P; Farges, G
1998-01-01
The anatomy, physiology, and biochemistry of the human skin have been studied for a long time. A special interest has been shown in the water permeability of the premature infant's skin, which is known to be an important factor in the maintenance of a controlled water and heat balance. The rate of evaporative heat exchange between the skin surface of a very premature infant and the surrounding incubator air may be so high that evaporative heat loss alone may exceed the infant's total metabolic heat production. However, it has been demonstrated in several investigations published in recent years that basal evaporative water loss can be consistently reduced by increasing the ambient humidity. Nevertheless, the passive humidification system (water reservoir) used in most incubators cannot achieve high and steady humidity levels. In this paper, we propose an active humidification system. The algorithm is based on a combination of optimal control theory and dynamic programming approach. The relative-humidity (R.H.) regulation is performed in range of 35-90% at 33 degrees C with small oscillations (+/- 0.5% R.H.) around the reference value (i.e., prescribed R.H.).
Replacement model of city bus: A dynamic programming approach
Arifin, Dadang; Yusuf, Edhi
2017-06-01
This paper aims to develop a replacement model of city bus vehicles operated in Bandung City. This study is driven from real cases encountered by the Damri Company in the efforts to improve services to the public. The replacement model propounds two policy alternatives: First, to maintain or keep the vehicles, and second is to replace them with new ones taking into account operating costs, revenue, salvage value, and acquisition cost of a new vehicle. A deterministic dynamic programming approach is used to solve the model. The optimization process was heuristically executed using empirical data of Perum Damri. The output of the model is to determine the replacement schedule and the best policy if the vehicle has passed the economic life. Based on the results, the technical life of the bus is approximately 20 years old, while the economic life is an average of 9 (nine) years. It means that after the bus is operated for 9 (nine) years, managers should consider the policy of rejuvenation.
Dynamic Learning Objects to Teach Java Programming Language
Narasimhamurthy, Uma; Al Shawkani, Khuloud
2010-01-01
This article describes a model for teaching Java Programming Language through Dynamic Learning Objects. The design of the learning objects was based on effective learning design principles to help students learn the complex topic of Java Programming. Visualization was also used to facilitate the learning of the concepts. (Contains 1 figure and 2…
A dynamic programming algorithm for the space allocation and aisle positioning problem
DEFF Research Database (Denmark)
Bodnar, Peter; Lysgaard, Jens
2014-01-01
The space allocation and aisle positioning problem (SAAPP) in a material handling system with gravity flow racks is the problem of minimizing the total number of replenishments over a period subject to practical constraints related to the need for aisles granting safe and easy access to storage...... locations. In this paper, we develop an exact dynamic programming algorithm for the SAAPP. The computational study shows that our exact algorithm can be used to find optimal solutions for numerous SAAPP instances of moderate size....
Developing optimal nurses work schedule using integer programming
Shahidin, Ainon Mardhiyah; Said, Mohd Syazwan Md; Said, Noor Hizwan Mohamad; Sazali, Noor Izatie Amaliena
2017-08-01
Time management is the art of arranging, organizing and scheduling one's time for the purpose of generating more effective work and productivity. Scheduling is the process of deciding how to commit resources between varieties of possible tasks. Thus, it is crucial for every organization to have a good work schedule for their staffs. The job of Ward nurses at hospitals runs for 24 hours every day. Therefore, nurses will be working using shift scheduling. This study is aimed to solve the nurse scheduling problem at an emergency ward of a private hospital. A 7-day work schedule for 7 consecutive weeks satisfying all the constraints set by the hospital will be developed using Integer Programming. The work schedule for the nurses obtained gives an optimal solution where all the constraints are being satisfied successfully.
Aether: Leveraging Linear Programming For Optimal Cloud Computing In Genomics.
Luber, Jacob M; Tierney, Braden T; Cofer, Evan M; Patel, Chirag J; Kostic, Aleksandar D
2017-12-08
Across biology we are seeing rapid developments in scale of data production without a corresponding increase in data analysis capabilities. Here, we present Aether (http://aether.kosticlab.org), an intuitive, easy-to-use, cost-effective, and scalable framework that uses linear programming (LP) to optimally bid on and deploy combinations of underutilized cloud computing resources. Our approach simultaneously minimizes the cost of data analysis and provides an easy transition from users' existing HPC pipelines. Data utilized are available at https://pubs.broadinstitute.org/diabimmune and with EBI SRA accession ERP005989. Source code is available at (https://github.com/kosticlab/aether). Examples, documentation, and a tutorial are available at (http://aether.kosticlab.org). chirag_patel@hms.harvard.edu and aleksandar.kostic@joslin.harvard.edu. Supplementary data are available at Bioinformatics online. © The Author(s) 2017. Published by Oxford University Press.
Designing, programming, and optimizing a (small) quantum computer
Svore, Krysta
In 1982, Richard Feynman proposed to use a computer founded on the laws of quantum physics to simulate physical systems. In the more than thirty years since, quantum computers have shown promise to solve problems in number theory, chemistry, and materials science that would otherwise take longer than the lifetime of the universe to solve on an exascale classical machine. The practical realization of a quantum computer requires understanding and manipulating subtle quantum states while experimentally controlling quantum interference. It also requires an end-to-end software architecture for programming, optimizing, and implementing a quantum algorithm on the quantum device hardware. In this talk, we will introduce recent advances in connecting abstract theory to present-day real-world applications through software. We will highlight recent advancement of quantum algorithms and the challenges in ultimately performing a scalable solution on a quantum device.
ARSTEC, Nonlinear Optimization Program Using Random Search Method
International Nuclear Information System (INIS)
Rasmuson, D. M.; Marshall, N. H.
1979-01-01
1 - Description of problem or function: The ARSTEC program was written to solve nonlinear, mixed integer, optimization problems. An example of such a problem in the nuclear industry is the allocation of redundant parts in the design of a nuclear power plant to minimize plant unavailability. 2 - Method of solution: The technique used in ARSTEC is the adaptive random search method. The search is started from an arbitrary point in the search region and every time a point that improves the objective function is found, the search region is centered at that new point. 3 - Restrictions on the complexity of the problem: Presently, the maximum number of independent variables allowed is 10. This can be changed by increasing the dimension of the arrays
Industrial Cogeneration Optimization Program: A summary of two studies
1981-08-01
Two industrial cogeneration optimization programs were performed to examine the economic and energy saving impacts of adding cogeneration to site specific plants in the chemical, food, pulp and paper, petroleum refining, and textile industries. Industrial cogeneration is reviewed. The two parallel ICOP studies are described. The five industrial sectors are also described, followed by highlights of each of the site specific case studies. Steam turbine cogeneration systems fired by coal or alternative fuels are generally the most attractive in terms of economic performance and oil/gas savings potential. Of the 15 cogeneration systems selected as optimum in the ICOP studies, 11 were coal or wood fired steam turbines. By contrast, gas turbines, combined cycles, and diesel engines, which are limited to oil or gas firing, are usually less economical.
Schedule Optimization Study, Hanford RI/FS Program
Energy Technology Data Exchange (ETDEWEB)
1992-12-01
A Schedule Optimization Study (SOS) of the US Department of Energy (DOE) Hanford Site Remedial Investigation/Feasibility Study (RI/FS) Program was conducted by an independent team of professionals from other federal agencies and the private sector experienced in environmental restoration. This team spent two weeks at Hanford in September 1992 examining the reasons for the lengthy RI/FS process at Hanford and developing recommendations to expedite the process. The need for the study arose out of a schedule dispute regarding the submission of the 1100-EM-1 Operable Unit RI/FS Work Plan. This report documents the study called for in the August 29, 1991, Dispute Resolution Committee Decision Statement. Battelle's Environmental Management Operations (EMO) coordinated the effort for DOE's Richland Field Office (RL).
Optimization of dynamic MOSA model parameters using ATP/EMTP software tool
Directory of Open Access Journals (Sweden)
Jasika Ranko
2017-01-01
Full Text Available This paper demonstrates the procedure for estimating parameters of a dynamic metal-oxide surge arrester model by using a genetic algorithm, implemented in ATP/EMTP graphic preprocessor (ATPDraw optimization module. The advantages of new ATPDraw options that allow optimization of electric circuit elements are shown. The optimization process is applied to two frequency-dependent MOSA models. At the end of the work, a comparison of results obtained before and after optimization is given.
Logaritmic Fuzzy Preference Programming Approach for Evaluating University Ranking Optimization
Directory of Open Access Journals (Sweden)
Tenia Wahyuningrum
2017-05-01
Full Text Available Assesing quality university’s website trough webometrics is becoming one of many measures in World Class University. To get good grades, so that it can compete with other universities in the world, it needs to be pursued strategies based on the achievement of the perspective of cost (expenses and the condition of the availability and readiness of human resource (HR owned by the institution. Webometrics ranking optimization tailored to the institutional capacity is absolutely necessary, in order to achieve the expected goals effectively and fuel-efficient. Therefore, this paper discussed the application of the Analytical Hierarchy Process with Logarithmic Fuzzy Preference Programming combination proved to covered of the methods FPP on the university web ranking optimization. From the results of sub-criteria weighting based on the perspective of cost and human resources, earned the highest ranking among other factors recommended monitoring the ranking of sites ahrefs (C332 and majesticseo (C331 as well as increasing the number of links from other websites (C321.
Optimization of refinery product blending by using linear programming
International Nuclear Information System (INIS)
Ristikj, Julija; Tripcheva-Trajkovska, Loreta; Rikaloski, Ice; Markovska, Liljana
1999-01-01
The product slate of a simple refinery consists mainly of liquefied petroleum gas, leaded and unleaded gasoline, jet fuel, diesel fuel, extra light heating oil and fuel oil. The quality of the oil products (fuels) for sale has to comply with the adopted standards for liquid fuels, and the produced quantities have to be comply with the market needs. The oil products are manufactured by blending two or more different fractions which quantities and physical-chemical properties depend on the crude oil type, the way and conditions of processing, and at the same time the fractions are used to blend one or more products. It is in producer's interest to do the blending in an optimal way, namely, to satisfy the requirements for the oil products quality and quantity with a maximal usage of the available fractions and, of course, with a maximal profit out of the sold products. This could be accomplished by applying linear programming, that is by using a linear model for oil products blending optimization. (Author)
Optimization of machining techniques–A retrospective and literature ...
Indian Academy of Sciences (India)
Various conventional techniques employed for machining optimization include geometric programming, geometric plus linear programming, goal programming, sequential unconstrained minimizationtechnique, dynamic programming etc. The latest techniques for optimization include fuzzy logic, scatter search technique, ...
Energy Technology Data Exchange (ETDEWEB)
Balamurugan, R.; Subramanian, S. [Department of Electrical Engineering, Annamalai University, Annamalai Nagar 608 002 (India)
2008-04-15
This paper presents a novel and efficient approach through a hybrid integer coded differential evolution - dynamic programming (ICDEDP) scheme to solve the economic dispatch (ED) problem with multiple fuel options. A dynamic programming (DP) based simplified recursive algorithm is developed for optimal scheduling of the generating units in the ED problem. The proposed hybrid scheme is developed in such a way that an integer coded differential evolution (ICDE) is acting as a main optimizer to identify the optimal fuel options, and the DP is used to find the fitness of each agent in the population of the ICDE, which makes a quick decision to direct the search towards the optimal region. The hybrid ICDEDP decision vector consists of a sequence of integer numbers representing the fuel options of each unit to optimize quality of search and computation time. A gene swap operator is introduced in the proposed algorithm to improve its convergence characteristics. In order to show the efficiency and effectiveness, the proposed hybrid ICDEDP approach has been examined and tested with numerical results using the ten generation unit economic dispatch problem with multiple fuel options. The test result shows that the proposed hybrid ICDEDP algorithm has high quality solution, superior convergence characteristics and shorter computation time. (author)
Optimal Control and Forecasting of Complex Dynamical Systems
Grigorenko, Ilya
2006-01-01
This important book reviews applications of optimization and optimal control theory to modern problems in physics, nano-science and finance. The theory presented here can be efficiently applied to various problems, such as the determination of the optimal shape of a laser pulse to induce certain excitations in quantum systems, the optimal design of nanostructured materials and devices, or the control of chaotic systems and minimization of the forecast error for a given forecasting model (for example, artificial neural networks). Starting from a brief review of the history of variational calcul
Optimally Managing Dynamic Military Server-to-Customer Systems
2014-08-07
Maria E. Mayorga. A model for optimally dispatching ambulances to emergency calls with classification errors in patient priorities, IIE ...Industrial & Systems Engineering at the University of Wisconsin- Madison in May 2013. Best Paper Award for IIE Transactions Focused Issue on Scheduling...powerful computational tools and advanced algorithms. The model solutions will be interpreted to provide simple guidelines that can be used to optimally
Optimal Dynamic Advertising Strategy Under Age-Specific Market Segmentation
Krastev, Vladimir
2011-12-01
We consider the model proposed by Faggian and Grosset for determining the advertising efforts and goodwill in the long run of a company under age segmentation of consumers. Reducing this model to optimal control sub problems we find the optimal advertising strategy and goodwill.
Optimal inference in dynamic models with conditional moment restrictions
DEFF Research Database (Denmark)
Christensen, Bent Jesper; Sørensen, Michael
optimal estimator reduces to Newey's. Specification and hypothesis testing in our framework are introduced. We derive the theory of optimal instruments and the associated asymptotic dis- tribution theory for general cases including non-martingale estimating functions and general history dependence...
2003-01-01
This study evaluated existing traffic signal optimization programs including Synchro,TRANSYT-7F, and genetic algorithm optimization using real-world data collected in Virginia. As a first step, a microscopic simulation model, VISSIM, was extensively ...
Macroscopic reality and the dynamical reduction program
International Nuclear Information System (INIS)
Ghirardi, G.C.
1995-10-01
With reference to recently proposed theoretical models accounting for reduction in terms of a unified dynamics governing all physical processes, we analyze the problem of working out a worldview accommodating our knowledge about natural phenomena. We stress the relevant conceptual differences between the considered models and standard quantum mechanics. In spite of the fact that both theories describe individual physical systems within a genuine Hilbert space framework, the nice features of spontaneous reduction theories drastically limit the class of states which are dynamically stable. This allows one to work out a description of the world in terms of a mass density function in ordinary configuration space. A topology based on this function and differing radically from the one characterizing the Hilbert space is introduced and in terms of it the idea of similarity of macroscopic situations is made precise. Finally it is shown how the formalism and the proposed interpretation yield a natural criterion for establishing the psychophysical parallelism. The conclusion is that, within the considered theoretical models and at the nonrelativistic level, one can satisfy all sensible requirements for a consistent, unified, and objective description of reality at the macroscopic level. (author). 16 refs
Program Partitioning using Dynamic Trust Models
DEFF Research Database (Denmark)
Søndergaard, Dan; Probst, Christian W.; Jensen, Christian D.
2006-01-01
Developing distributed applications is a difficult task. It is further complicated if system-wide security policies shall be specified and enforced, or if both data and hosts are owned by principals that do not fully trust each other, as is typically the case in service-oriented or grid-based sce......Developing distributed applications is a difficult task. It is further complicated if system-wide security policies shall be specified and enforced, or if both data and hosts are owned by principals that do not fully trust each other, as is typically the case in service-oriented or grid......-based scenarios. Language-based technologies have been suggested to support developers of those applications---the \\$\\backslash\\$emph{Decentralized Label Model} and \\$\\backslash\\$emph{Secure Program Partitioning} allow to annotate programs with security specifications, and to partition the annotated program...... across a set of hosts, obeying both the annotations and the trust relation between the principals. The resulting applications guarantee \\$\\backslash\\$emph{by construction} that safety and confidentiality of both data and computations are ensured. In this work, we develop a generalised version...
A Stepwise Optimal Design of a Dynamic Vibration Absorber with Tunable Resonant Frequency
Directory of Open Access Journals (Sweden)
Jiejian DI
2014-08-01
Full Text Available A new kind of dynamic vibration absorber (DVA with tunable resonant frequency is presented. The kinematics differential equation about it is built and the stepwise optimization is performed. Firstly, four main system parameters involving the ratios of mass m, natural frequency f, vibration frequency g and damping z are solved by small-step-search method to obtain optimal steady state amplitude. Secondly, the sizing optimization of the dynamic vibration absorber is proceeded to search an optimal damping effect based on the optimal parameters (g, m, z, f. And such the damping effect is simulated in a flat structure, and the results show that the working frequency band and damping effect of the DVA after optimization won 20 % of the effect of ascension compared with that before optimization.
Helicopter trimming and tracking control using direct neural dynamic programming.
Enns, R; Si, Jennie
2003-01-01
This paper advances a neural-network-based approximate dynamic programming control mechanism that can be applied to complex control problems such as helicopter flight control design. Based on direct neural dynamic programming (DNDP), an approximate dynamic programming methodology, the control system is tailored to learn to maneuver a helicopter. The paper consists of a comprehensive treatise of this DNDP-based tracking control framework and extensive simulation studies for an Apache helicopter. A trim network is developed and seamlessly integrated into the neural dynamic programming (NDP) controller as part of a baseline structure for controlling complex nonlinear systems such as a helicopter. Design robustness is addressed by performing simulations under various disturbance conditions. All designs are tested using FLYRT, a sophisticated industrial scale nonlinear validated model of the Apache helicopter. This is probably the first time that an approximate dynamic programming methodology has been systematically applied to, and evaluated on, a complex, continuous state, multiple-input multiple-output nonlinear system with uncertainty. Though illustrated for helicopters, the DNDP control system framework should be applicable to general purpose tracking control.
International Nuclear Information System (INIS)
El-Gohary, Awad
2005-01-01
This paper considers the problem of optimal controlling of a programmed motion of a rigid spacecraft. Given a cost of the spacecraft as a quadratic function of state and control variables we seek for optimal control laws as functions of the state variables and the angle of programmed rotation that minimize this cost and asymptotically stabilize the required programmed motion. The stabilizing properties of the proposed controllers are proved using the optimal Liapunov techniques. Numerical simulation study is presented
An optimal dynamic interval stabbing-max data structure?
DEFF Research Database (Denmark)
Agarwal, Pankaj Kumar; Arge, Lars; Yi, Ke
2005-01-01
In this paper we consider the dynamic stabbing-max problem, that is, the problem of dynamically maintaining a set S of n axis-parallel hyper-rectangles in Rd, where each rectangle s ∈ S has a weight w(s) ∈ R, so that the rectangle with the maximum weight containing a query point can be determined...
Legrand, I.; Newman, H.; Voicu, R.; Cirstoiu, C.; Grigoras, C.; Dobre, C.; Muraru, A.; Costan, A.; Dediu, M.; Stratan, C.
2009-12-01
The MonALISA (Monitoring Agents in a Large Integrated Services Architecture) framework provides a set of distributed services for monitoring, control, management and global optimization for large scale distributed systems. It is based on an ensemble of autonomous, multi-threaded, agent-based subsystems which are registered as dynamic services. They can be automatically discovered and used by other services or clients. The distributed agents can collaborate and cooperate in performing a wide range of management, control and global optimization tasks using real time monitoring information. Program summaryProgram title: MonALISA Catalogue identifier: AEEZ_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEEZ_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Caltech License - free for all non-commercial activities No. of lines in distributed program, including test data, etc.: 147 802 No. of bytes in distributed program, including test data, etc.: 2 5913 689 Distribution format: tar.gz Programming language: Java, additional APIs available in Java, C, C++, Perl and python Computer: Computing Clusters, Network Devices, Storage Systems, Large scale data intensive applications Operating system: The MonALISA service is mainly used in Linux, the MonALISA client runs on all major platforms (Windows, Linux, Solaris, MacOS). Has the code been vectorized or parallelized?: It is a multithreaded application. It will efficiently use all the available processors. RAM: for the MonALISA service the minimum required memory is 64 MB; if the JVM is started allocating more memory this will be used for internal caching. The MonALISA client requires typically 256-512 MB of memory. Classification: 6.5 External routines: Requires Java: JRE or JDK to run. These external packages are used (they are included in the distribution): JINI, JFreeChart, PostgreSQL (optional). Nature of problem: To monitor and control
Optimal investment for enhancing social concern about biodiversity conservation: a dynamic approach.
Lee, Joung Hun; Iwasa, Yoh
2012-11-01
To maintain biodiversity conservation areas, we need to invest in activities, such as monitoring the condition of the ecosystem, preventing illegal exploitation, and removing harmful alien species. These require a constant supply of resources, the level of which is determined by the concern of the society about biodiversity conservation. In this paper, we study the optimal fraction of the resources to invest in activities for enhancing the social concern y(t) by environmental education, museum displays, publications, and media exposure. We search for the strategy that maximizes the time-integral of the quality of the conservation area x(t) with temporal discounting. Analyses based on dynamic programming and Pontryagin's maximum principle show that the optimal control consists of two phases: (1) in the first phase, the social concern level approaches to the final optimal value y(∗), (2) in the second phase, resources are allocated to both activities, and the social concern level is kept constant y(t) = y(∗). If the social concern starts from a low initial level, the optimal path includes a period in which the quality of the conservation area declines temporarily, because all the resources are invested to enhance the social concern. When the support rate increases with the quality of the conservation area itself x(t) as well as with the level of social concern y(t), both variables may increase simultaneously in the second phase. We discuss the implication of the results to good management of biodiversity conservation areas. 2012 Elsevier Inc. All rights reserved
2015-06-01
This Technical Report on Prototype Intelligent Network Flow Optimization (INFLO) Dynamic Speed Harmonization and : Queue Warning is the final report for the project. It describes the prototyping, acceptance testing and small-scale : demonstration of ...
Optimal response to non-equilibrium disturbances under truncated Burgers-Hopf dynamics
Thalabard, Simon; Turkington, Bruce
2017-04-01
We model and compute the average response of truncated Burgers-Hopf dynamics to finite perturbations away from the Gibbs equipartition energy spectrum using a dynamical optimization framework recently conceptualized in a series of papers. Non-equilibrium averages are there approximated in terms of geodesic paths in probability space that ‘best-fit’ the Liouvillean dynamics over a family of quasi-equilibrium trial densities. By recasting the geodesic principle as an optimal control problem, we solve numerically for the non-equilibrium responses using an augmented Lagrangian, non-linear conjugate gradient descent method. For moderate perturbations, we find an excellent agreement between the optimal predictions and the direct numerical simulations of the truncated Burgers-Hopf dynamics. In this near-equilibrium regime, we argue that the optimal response theory provides an approximate yet predictive counterpart to fluctuation-dissipation identities.
Dynamic electricity pricing—Which programs do consumers prefer?
International Nuclear Information System (INIS)
Dütschke, Elisabeth; Paetz, Alexandra-Gwyn
2013-01-01
Dynamic pricing is being discussed as one method of demand side management (DSM) which could be crucial for integrating more renewable energy sources into the electricity system. At the same time, there have been very few analyses of consumer preferences in this regard: Which type of pricing program are consumers most likely to choose and why? This paper sheds some light on these issues based on two empirical studies from Germany: (1) A questionnaire study including a conjoint analysis-design and (2) A field experiment with test-residents of a smart home laboratory. The results show that consumers are open to dynamic pricing, but prefer simple programs to complex and highly dynamic ones; smart home technologies including demand automation are seen as a prerequisite for DSM. The study provides some indications that consumers might be more willing to accept more dynamic pricing programs if they have the chance to experience in practice how these can be managed in everyday life. At the same time, the individual and societal advantages of such programs are not obvious to consumers. For this reason, any market roll-out will need to be accompanied by convincing communication and information campaigns to ensure that these advantages are perceived. - Highlights: • Little is known about consumer preferences on dynamic pricing. • Two studies are conducted to analyze this topic. • A survey shows that consumers without experience prefer conventional programs. • Test residents of a smart home were more open to dynamic pricing. • They also prefer well-structured programs
Optimal dynamic control of resources in a distributed system
Shin, Kang G.; Krishna, C. M.; Lee, Yann-Hang
1989-01-01
The authors quantitatively formulate the problem of controlling resources in a distributed system so as to optimize a reward function and derive optimal control strategies using Markov decision theory. The control variables treated are quite general; they could be control decisions related to system configuration, repair, diagnostics, files, or data. Two algorithms for resource control in distributed systems are derived for time-invariant and periodic environments, respectively. A detailed example to demonstrate the power and usefulness of the approach is provided.
Selection of optimal variant route based on dynamic fuzzy GRA
Jalil Heidary Dahooie; Amir Salar Vanaki; Navid Mohammadi; Hamid Reza Firoozfar
2018-01-01
Given the high costs of construction and maintenance, an optimum design methodology is one of the most important steps towards the development of transportation infrastructure, especially freeways. However, the effects of different variables on the decision-making process to find an optimal variant have caused the choice to become a very difficult and professional task for decision makers. So, the current paper aims to determine the optimal variant route for Isfahan-Shiraz freeway through MAD...
Structure preserving simulation of non-smooth dynamics and optimal control
Koch, Michael W.
2016-01-01
This work deals with so-called structure preserving integrators which are applied to systems with non-smooth dynamics. In addition to forward dynamic simulations of simple mechanical systems, herein the focus particularly lies on the optimal control of multibody systems. The aim is to provide a biomechanical modelling of the human lower extremities and the analysis of human jumping movements and of the upright gait. In order to do this, the solutions of the investigated optimal control proble...
Dynamic optimization and robust explicit model predictive control of hydrogen storage tank
Panos, C.
2010-09-01
We present a general framework for the optimal design and control of a metal-hydride bed under hydrogen desorption operation. The framework features: (i) a detailed two-dimension dynamic process model, (ii) a design and operational dynamic optimization step, and (iii) an explicit/multi-parametric model predictive controller design step. For the controller design, a reduced order approximate model is obtained, based on which nominal and robust multi-parametric controllers are designed. © 2010 Elsevier Ltd.
Directory of Open Access Journals (Sweden)
Changle Xiang
2015-01-01
Full Text Available Coordinatively controlling the engine and several motor/generators (MGs during a dynamic process is a challenging problem because they are coupled together by the electromechanical transmission (EMT system and all of them have strong nonlinear characteristics. We develop a novel nonlinear optimal control approach based on the multiobjective dynamic optimization model of the hybrid electric vehicle (HEV, which is equipped with an EMT system. In this approach, the current states of the components are obtained by using the state observation algorithm based on Kalman filtering; the future states of the components and the feasible region of the control variables are estimated by using the dynamic prediction algorithm based on the nonlinear model of the EMT system. Then, the control variables are achieved by using the optimal decision algorithm based on the hierarchical optimization and nonlinear programming, and the influence of the model error and the external disturbance are modified by using the feedback compensation algorithm. The simulation results illustrate the efficiency of the proposed control approach, and the test results verify its real-time performance.
Directory of Open Access Journals (Sweden)
Zhang De-Sheng
2016-01-01
Full Text Available Both efficiency and cavitation performance of the hydrofoil are the key technologies to design the tidal current turbine. In this paper, the hydrofoil efficiency and lift coefficient were improved based on particle swarm optimization method and XFoil codes. The cavitation performance of the optimized hydrofoil was also discussed by the computational fluid dynamic. Numerical results show the efficiency of the optimized hydrofoil was improved 11% ranging from the attack angle of 0-7° compared to the original NACA63-818 hydrofoil. The minimum pressure on leading edge of the optimized hydrofoil dropped above 15% at the high attack angle conditions of 10°, 15°, and 20°, respectively, which is benefit for the hydrofoil to avoiding the cavitation.
Portfolio optimization by using linear programing models based on genetic algorithm
Sukono; Hidayat, Y.; Lesmana, E.; Putra, A. S.; Napitupulu, H.; Supian, S.
2018-01-01
In this paper, we discussed the investment portfolio optimization using linear programming model based on genetic algorithms. It is assumed that the portfolio risk is measured by absolute standard deviation, and each investor has a risk tolerance on the investment portfolio. To complete the investment portfolio optimization problem, the issue is arranged into a linear programming model. Furthermore, determination of the optimum solution for linear programming is done by using a genetic algorithm. As a numerical illustration, we analyze some of the stocks traded on the capital market in Indonesia. Based on the analysis, it is shown that the portfolio optimization performed by genetic algorithm approach produces more optimal efficient portfolio, compared to the portfolio optimization performed by a linear programming algorithm approach. Therefore, genetic algorithms can be considered as an alternative on determining the investment portfolio optimization, particularly using linear programming models.
Automated Computational Fluid Dynamics Design With Shape Optimization, Phase II
National Aeronautics and Space Administration — Computational fluid dynamics (CFD) is used as an analysis tool to help the designer gain greater understanding of the fluid flow phenomena involved in the components...
Automated Computational Fluid Dynamics Design With Shape Optimization, Phase I
National Aeronautics and Space Administration — Computational fluid dynamics (CFD) is used as an analysis tool to help the designer gain greater understanding of the fluid flow phenomena involved in the components...
Optimization of a new flow design for solid oxide cells using computational fluid dynamics modelling
DEFF Research Database (Denmark)
Duhn, Jakob Dragsbæk; Jensen, Anker Degn; Wedel, Stig
2016-01-01
Design of a gas distributor to distribute gas flow into parallel channels for Solid Oxide Cells (SOC) is optimized, with respect to flow distribution, using Computational Fluid Dynamics (CFD) modelling. The CFD model is based on a 3d geometric model and the optimized structural parameters include...
Evaluating dynamic covariance matrix forecasting and portfolio optimization
Sendstad, Lars Hegnes; Holten, Dag Martin
2012-01-01
In this thesis we have evaluated the covariance forecasting ability of the simple moving average, the exponential moving average and the dynamic conditional correlation models. Overall we found that a dynamic portfolio can gain significant improvements by implementing a multivariate GARCH forecast. We further divided the global investment universe into sectors and regions in order to investigate the relative portfolio performance of several asset allocation strategies with both variance and c...
Boundary Control of Linear Uncertain 1-D Parabolic PDE Using Approximate Dynamic Programming.
Talaei, Behzad; Jagannathan, Sarangapani; Singler, John
2018-04-01
This paper develops a near optimal boundary control method for distributed parameter systems governed by uncertain linear 1-D parabolic partial differential equations (PDE) by using approximate dynamic programming. A quadratic surface integral is proposed to express the optimal cost functional for the infinite-dimensional state space. Accordingly, the Hamilton-Jacobi-Bellman (HJB) equation is formulated in the infinite-dimensional domain without using any model reduction. Subsequently, a neural network identifier is developed to estimate the unknown spatially varying coefficient in PDE dynamics. Novel tuning law is proposed to guarantee the boundedness of identifier approximation error in the PDE domain. A radial basis network (RBN) is subsequently proposed to generate an approximate solution for the optimal surface kernel function online. The tuning law for near optimal RBN weights is created, such that the HJB equation error is minimized while the dynamics are identified and closed-loop system remains stable. Ultimate boundedness (UB) of the closed-loop system is verified by using the Lyapunov theory. The performance of the proposed controller is successfully confirmed by simulation on an unstable diffusion-reaction process.
Blood Platelet Production: Optimization by Dynamic Programming and Simulation
Haijema, R.; Wal, van der J.; Dijk, van N.M.
2007-01-01
Blood platelets are precious, as voluntarily supplied by donors, and highly perishable, with limited lifetimes of 5¿7 days. Demand is highly variable and uncertain. A practical production and inventory rule is strived for that minimizes shortages and spill. The demand and production are periodic, as
Optimal Charging of Electric Drive Vehicles: A Dynamic Programming Approach
DEFF Research Database (Denmark)
Delikaraoglou, Stefanos; Capion, Karsten Emil; Juul, Nina
2013-01-01
With the integration of fluctuating renewable production into the electricity system, electric-drive vehicles may contribute to the resulting need for flexibility, given that the market conditions provide sufficient economic incentive. To investigate this, we consider the short-term management...
An Adaptive Genetic Algorithm with Dynamic Population Size for Optimizing Join Queries
Vellev, Stoyan
2008-01-01
The problem of finding the optimal join ordering executing a query to a relational database management system is a combinatorial optimization problem, which makes deterministic exhaustive solution search unacceptable for queries with a great number of joined relations. In this work an adaptive genetic algorithm with dynamic population size is proposed for optimizing large join queries. The performance of the algorithm is compared with that of several classical non-determinis...
A Hybrid Dynamic Programming for Solving Fixed Cost Transportation with Discounted Mechanism
Directory of Open Access Journals (Sweden)
Farhad Ghassemi Tari
2016-01-01
Full Text Available The problem of allocating different types of vehicles for transporting a set of products from a manufacturer to its depots/cross docks, in an existing transportation network, to minimize the total transportation costs, is considered. The distribution network involves a heterogeneous fleet of vehicles, with a variable transportation cost and a fixed cost in which a discount mechanism is applied on the fixed part of the transportation costs. It is assumed that the number of available vehicles is limited for some types. A mathematical programming model in the form of the discrete nonlinear optimization model is proposed. A hybrid dynamic programming algorithm is developed for finding the optimal solution. To increase the computational efficiency of the solution algorithm, several concepts and routines, such as the imbedded state routine, surrogate constraint concept, and bounding schemes, are incorporated in the dynamic programming algorithm. A real world case problem is selected and solved by the proposed solution algorithm, and the optimal solution is obtained.
An adaptive compromise programming method for multi-objective path optimization
Li, Rongrong; Leung, Yee; Lin, Hui; Huang, Bo
2013-04-01
Network routing problems generally involve multiple objectives which may conflict one another. An effective way to solve such problems is to generate a set of Pareto-optimal solutions that is small enough to be handled by a decision maker and large enough to give an overview of all possible trade-offs among the conflicting objectives. To accomplish this, the present paper proposes an adaptive method based on compromise programming to assist decision makers in identifying Pareto-optimal paths, particularly for non-convex problems. This method can provide an unbiased approximation of the Pareto-optimal alternatives by adaptively changing the origin and direction of search in the objective space via the dynamic updating of the largest unexplored region till an appropriately structured Pareto front is captured. To demonstrate the efficacy of the proposed methodology, a case study is carried out for the transportation of dangerous goods in the road network of Hong Kong with the support of geographic information system. The experimental results confirm the effectiveness of the approach.
Optimization with PDE constraints ESF networking program 'OPTPDE'
2014-01-01
This book on PDE Constrained Optimization contains contributions on the mathematical analysis and numerical solution of constrained optimal control and optimization problems where a partial differential equation (PDE) or a system of PDEs appears as an essential part of the constraints. The appropriate treatment of such problems requires a fundamental understanding of the subtle interplay between optimization in function spaces and numerical discretization techniques and relies on advanced methodologies from the theory of PDEs and numerical analysis as well as scientific computing. The contributions reflect the work of the European Science Foundation Networking Programme ’Optimization with PDEs’ (OPTPDE).
Pareto Optimal Solution Analysis of Convex Multi-Objective Programming Problem
Li Guo Zhang; Hua Zuo
2013-01-01
The main method of solving multi-objective programming is changing multi-objective programming problem into single objective programming problem, and then get Pareto optimal solution. Conversely, whether all Pareto optimal solutions can be obtained through appropriate method, generally the answer is negative. In this paper, the methods of norm ideal point and membership function are used to solve the multi-objective programming problem. In norm ideal point method, norm and ideal point are giv...
Amplification of the parametric dynamical Casimir effect via optimal control
Hoeb, Fabian; Angaroni, Fabrizio; Zoller, Jonathan; Calarco, Tommaso; Strini, Giuliano; Montangero, Simone; Benenti, Giuliano
2017-09-01
We introduce different strategies to enhance photon generation in a cavity within the Rabi model in the ultrastrong coupling regime. We show that a bang-bang strategy allows one to enhance the effect up to 1 order of magnitude with respect to simply driving the system in resonance for a fixed time. Moreover, up to about another order of magnitude can be gained by exploiting quantum optimal control strategies. Finally, we show that such optimized protocols are robust with respect to systematic errors and noise, paving the way to future experimental implementations of such strategies.
Modelling of Rabies Transmission Dynamics Using Optimal Control Analysis
Directory of Open Access Journals (Sweden)
Joshua Kiddy K. Asamoah
2017-01-01
Full Text Available We examine an optimal way of eradicating rabies transmission from dogs into the human population, using preexposure prophylaxis (vaccination and postexposure prophylaxis (treatment due to public education. We obtain the disease-free equilibrium, the endemic equilibrium, the stability, and the sensitivity analysis of the optimal control model. Using the Latin hypercube sampling (LHS, the forward-backward sweep scheme and the fourth-order Range-Kutta numerical method predict that the global alliance for rabies control’s aim of working to eliminate deaths from canine rabies by 2030 is attainable through mass vaccination of susceptible dogs and continuous use of pre- and postexposure prophylaxis in humans.
Kleijnen, J.P.C.
1995-01-01
This tutorial discusses what-if analysis and optimization of System Dynamics models. These problems are solved, using the statistical techniques of regression analysis and design of experiments (DOE). These issues are illustrated by applying the statistical techniques to a System Dynamics model for
Optimal control of an invasive species using a reaction-diffusion model and linear programming
Bonneau, Mathieu; Johnson, Fred A.; Smith, Brian J.; Romagosa, Christina M.; Martin, Julien; Mazzotti, Frank J.
2017-01-01
Managing an invasive species is particularly challenging as little is generally known about the species’ biological characteristics in its new habitat. In practice, removal of individuals often starts before the species is studied to provide the information that will later improve control. Therefore, the locations and the amount of control have to be determined in the face of great uncertainty about the species characteristics and with a limited amount of resources. We propose framing spatial control as a linear programming optimization problem. This formulation, paired with a discrete reaction-diffusion model, permits calculation of an optimal control strategy that minimizes the remaining number of invaders for a fixed cost or that minimizes the control cost for containment or protecting specific areas from invasion. We propose computing the optimal strategy for a range of possible model parameters, representing current uncertainty on the possible invasion scenarios. Then, a best strategy can be identified depending on the risk attitude of the decision-maker. We use this framework to study the spatial control of the Argentine black and white tegus (Salvator merianae) in South Florida. There is uncertainty about tegu demography and we considered several combinations of model parameters, exhibiting various dynamics of invasion. For a fixed one-year budget, we show that the risk-averse strategy, which optimizes the worst-case scenario of tegus’ dynamics, and the risk-neutral strategy, which optimizes the expected scenario, both concentrated control close to the point of introduction. A risk-seeking strategy, which optimizes the best-case scenario, focuses more on models where eradication of the species in a cell is possible and consists of spreading control as much as possible. For the establishment of a containment area, assuming an exponential growth we show that with current control methods it might not be possible to implement such a strategy for some of the
Study of the Bus Dynamic Coscheduling Optimization Method under Urban Rail Transit Line Emergency
Yan, Xuedong; Wang, Jiaxi; Chen, Shasha
2014-01-01
As one of the most important urban commuter transportation modes, urban rail transit (URT) has been acting as a key solution for supporting mobility needs in high-density urban areas. However, in recent years, high frequency of unexpected events has caused serious service disruptions in URT system, greatly harming passenger safety and resulting in severe traffic delays. Therefore, there is an urgent need to study emergency evacuation problem in URT. In this paper, a method of bus dynamic coscheduling is proposed and two models are built based on different evacuation destinations including URT stations and surrounding bus parking spots. A dynamic coscheduling scheme for buses can be obtained by the models. In the model solution process, a new concept—the equivalent parking spot—is proposed to transform the nonlinear model into an integer linear programming (ILP) problem. A case study is conducted to verify the feasibility of models. Also, sensitivity analysis of two vital factors is carried out to analyze their effects on the total evacuation time. The results reveal that the designed capacity of buses has a negative influence on the total evacuation time, while an increase in the number of passengers has a positive effect. Finally, some significant optimizing strategies are proposed. PMID:25530750
Study of the Bus Dynamic Coscheduling Optimization Method under Urban Rail Transit Line Emergency
Directory of Open Access Journals (Sweden)
Yun Wang
2014-01-01
Full Text Available As one of the most important urban commuter transportation modes, urban rail transit (URT has been acting as a key solution for supporting mobility needs in high-density urban areas. However, in recent years, high frequency of unexpected events has caused serious service disruptions in URT system, greatly harming passenger safety and resulting in severe traffic delays. Therefore, there is an urgent need to study emergency evacuation problem in URT. In this paper, a method of bus dynamic coscheduling is proposed and two models are built based on different evacuation destinations including URT stations and surrounding bus parking spots. A dynamic coscheduling scheme for buses can be obtained by the models. In the model solution process, a new concept—the equivalent parking spot—is proposed to transform the nonlinear model into an integer linear programming (ILP problem. A case study is conducted to verify the feasibility of models. Also, sensitivity analysis of two vital factors is carried out to analyze their effects on the total evacuation time. The results reveal that the designed capacity of buses has a negative influence on the total evacuation time, while an increase in the number of passengers has a positive effect. Finally, some significant optimizing strategies are proposed.
Optimal dynamic pricing for deteriorating items with reference-price effects
Xue, Musen; Tang, Wansheng; Zhang, Jianxiong
2016-07-01
In this paper, a dynamic pricing problem for deteriorating items with the consumers' reference-price effect is studied. An optimal control model is established to maximise the total profit, where the demand not only depends on the current price, but also is sensitive to the historical price. The continuous-time dynamic optimal pricing strategy with reference-price effect is obtained through solving the optimal control model on the basis of Pontryagin's maximum principle. In addition, numerical simulations and sensitivity analysis are carried out. Finally, some managerial suggestions that firm may adopt to formulate its pricing policy are proposed.
A stochastic dynamic programming model for stream water quality ...
Indian Academy of Sciences (India)
This paper deals with development of a seasonal fraction-removal policy model for waste load allocation in streams addressing uncertainties due to randomness and fuzziness. A stochastic dynamic programming (SDP) model is developed to arrive at the steady-state seasonal fraction-removal policy. A fuzzy decision model ...
Optimum workforce-size model using dynamic programming approach
African Journals Online (AJOL)
This paper presents an optimum workforce-size model which determines the minimum number of excess workers (overstaffing) as well as the minimum total recruitment cost during a specified planning horizon. The model is an extension of other existing dynamic programming models for manpower planning in the sense ...
Dynamic Frames Based Verification Method for Concurrent Java Programs
Mostowski, Wojciech
2016-01-01
In this paper we discuss a verification method for concurrent Java programs based on the concept of dynamic frames. We build on our earlier work that proposes a new, symbolic permission system for concurrent reasoning and we provide the following new contributions. First, we describe our approach
optimum workforce-size model using dynamic programming approach
African Journals Online (AJOL)
DJFLEX
This paper presents an optimum workforce-size model which determines the minimum number of excess workers (overstaffing) as well as the minimum total recruitment cost during a specified planning horizon. The model is an extension of other existing dynamic programming models for manpower planning in the sense ...
The fine details of fast dynamic programming over tree decompositions
Bodlaender, Hans L.; Bonsma, P.S.; Lokshtanov, Daniel; Gutin, G.; Szeider, S.
We study implementation details for dynamic programming over tree decompositions. Firstly, a fact that is overlooked in many papers and books on this subject is that it is not clear how to test adjacency between two vertices in time bounded by a function of $k$, where $k$ is the width of the given
The Functional Programming Language R and the Paradigm of Dynamic Scientific Programming
Trancón y Widemann, B.; Bolz, C.F.; Grelck, C.; Loidl, H.-W.; Peña, R.
2013-01-01
R is an environment and functional programming language for statistical data analysis and visualization. Largely unknown to the functional programming community, it is popular and influential in many empirical sciences. Due to its integrated combination of dynamic and reflective scripting on one
Was Your Glass Left Half Full? Family Dynamics and Optimism
Buri, John R.; Gunty, Amy
2008-01-01
Students' levels of a frequently studied adaptive schema (optimism) as a function of parenting variables (parental authority, family intrusiveness, parental overprotection, parentification, parental psychological control, and parental nurturance) were investigated. Results revealed that positive parenting styles were positively related to the…
Tidal Farm Array Optimization: Dynamics, Engineering, And Environment
Thyng, K. M.; Funke, S. W.; Roc, T.
2016-02-01
Through a novel collaboration, we seek to improve optimization of turbine placement in tidal farms. In this work, a given flow field is modeled using OpenTidalFarm in two dimensions and with turbine representations. The algorithm finds the optimal placement of turbines in terms of maximizing power production in the setup given restrictions such as required depth. Subsequent analysis ties in engineering and economics to adjust that power production according to realistic associated costs. Accounting for costs can greatly impact optimal turbine layout by limiting the number of turbines that it is cost efficient to build. Additionally, considering environmental impacts can further limit turbine placement, and may be in the form of, for example, restricting spatial and time-averaged changes to the speed, vorticity, mixing, or the tidal range. We model a tidally-driven idealized headland channel that approximates the length scales of Minas Passage in the Bay of Fundy, Canada. With this system, we have simulated the domain with no turbines as a base case, solved for the optimal layout within a given farm lease area to maximize power production, and an additional case which accounts for engineering costs. On-going work focuses on assessing existing environmental impact to be used for implementing turbine placement restrictions.
An Optimization Approach to the Dynamic Allocation of Economic Capital
Laeven, R.J.A.; Goovaerts, M.J.
2004-01-01
We propose an optimization approach to allocating economic capital, distinguishing between an allocation or raising principle and a measure for the risk residual. The approach is applied both at the aggregate (conglomerate) level and at the individual (subsidiary) level and yields an integrated
Hybrid Semantics of Stochastic Programs with Dynamic Reconfiguration
Directory of Open Access Journals (Sweden)
Alberto Policriti
2009-10-01
Full Text Available We begin by reviewing a technique to approximate the dynamics of stochastic programs --written in a stochastic process algebra-- by a hybrid system, suitable to capture a mixed discrete/continuous evolution. In a nutshell, the discrete dynamics is kept stochastic while the continuous evolution is given in terms of ODEs, and the overall technique, therefore, naturally associates a Piecewise Deterministic Markov Process with a stochastic program. The speciﬁc contribution in this work consists in an increase of the ﬂexibility of the translation scheme, obtained by allowing a dynamic reconﬁguration of the degree of discreteness/continuity of the semantics. We also discuss the relationships of this approach with other hybrid simulation strategies for biochemical systems.
Intensive Research Program on Advances in Nonsmooth Dynamics 2016
Jeffrey, Mike; Lázaro, J; Olm, Josep
2017-01-01
This volume contains extended abstracts outlining selected talks and other selected presentations given by participants throughout the "Intensive Research Program on Advances in Nonsmooth Dynamics 2016", held at the Centre de Recerca Matemàtica (CRM) in Barcelona from February 1st to April 29th, 2016. They include brief research articles reporting new results, descriptions of preliminary work or open problems, and outlines of prominent discussion sessions. The articles are all the result of direct collaborations initiated during the research program. The topic is the theory and applications of Nonsmooth Dynamics. This includes systems involving elements of: impacting, switching, on/off control, hybrid discrete-continuous dynamics, jumps in physical properties, and many others. Applications include: electronics, climate modeling, life sciences, mechanics, ecology, and more. Numerous new results are reported concerning the dimensionality and robustness of nonsmooth models, shadowing variables, numbers of limit...
Morrow, Melissa M.; Rankin, Jeffery W.; Neptune, Richard R.; Kaufman, Kenton R.
2014-01-01
The primary purpose of this study was to compare static and dynamic optimization muscle force and work predictions during the push phase of wheelchair propulsion. A secondary purpose was to compare the differences in predicted shoulder and elbow kinetics and kinematics and handrim forces. The forward dynamics simulation minimized differences between simulated and experimental data (obtained from 10 manual wheelchair users) and muscle co-contraction. For direct comparison between models, the shoulder and elbow muscle moment arms and net joint moments from the dynamic optimization were used as inputs into the static optimization routine. RMS errors between model predictions were calculated to quantify model agreement. There was a wide range of individual muscle force agreement that spanned from poor (26.4 % Fmax error in the middle deltoid) to good (6.4 % Fmax error in the anterior deltoid) in the prime movers of the shoulder. The predicted muscle forces from the static optimization were sufficient to create the appropriate motion and joint moments at the shoulder for the push phase of wheelchair propulsion, but showed deviations in the elbow moment, pronation-supination motion and hand rim forces. These results suggest the static approach does not produce results similar enough to be a replacement for forward dynamics simulations, and care should be taken in choosing the appropriate method for a specific task and set of constraints. Dynamic optimization modeling approaches may be required for motions that are greatly influenced by muscle activation dynamics or that require significant co-contraction. PMID:25282075
Wihartiko, F. D.; Wijayanti, H.; Virgantari, F.
2018-03-01
Genetic Algorithm (GA) is a common algorithm used to solve optimization problems with artificial intelligence approach. Similarly, the Particle Swarm Optimization (PSO) algorithm. Both algorithms have different advantages and disadvantages when applied to the case of optimization of the Model Integer Programming for Bus Timetabling Problem (MIPBTP), where in the case of MIPBTP will be found the optimal number of trips confronted with various constraints. The comparison results show that the PSO algorithm is superior in terms of complexity, accuracy, iteration and program simplicity in finding the optimal solution.
Topology optimization of continuum structure with dynamic constraints using mode identification
Energy Technology Data Exchange (ETDEWEB)
Li, Jianhongyu; Chen, Shenyan; Huang, Hai [Beihang University, Beijing (China)
2015-04-15
For the problems such as mode exchange and localized modes in topology optimization of continuum structure with dynamic constraints, it is difficult to apply the traditional optimization model which considers fixed order mode frequencies as constraints in optimization calculation. A new optimization model is established, in which the dynamical constraints are changed as frequencies of structural principal vibrations. The order of the principal vibrations is recognized through modal identification in the optimization process, and the constraints are updated to make the optimization calculation execute smoothly. Localized mode elimination techniques are introduced to reduce the localized modes induced by the low density elements, which could improve the optimization efficiency. A new optimization process is designed, which achieves the purpose of overcoming mode exchange problem and localized mode problem at the cost of increasing several structural analyses. Optimization system is developed by using Nastran to perform structural analysis and sensitivity analysis and two-level multipoint approximation algorithm as optimizer. Numerical results verified that the presented method is effective and reasonable.
An Optimized Grey Dynamic Model for Forecasting the Output of High-Tech Industry in China
Directory of Open Access Journals (Sweden)
Zheng-Xin Wang
2014-01-01
Full Text Available The grey dynamic model by convolution integral with the first-order derivative of the 1-AGO data and n series related, abbreviated as GDMC(1,n, performs well in modelling and forecasting of a grey system. To improve the modelling accuracy of GDMC(1,n, n interpolation coefficients (taken as unknown parameters are introduced into the background values of the n variables. The parameters optimization is formulated as a combinatorial optimization problem and is solved collectively using the particle swarm optimization algorithm. The optimized result has been verified by a case study of the economic output of high-tech industry in China. Comparisons of the obtained modelling results from the optimized GDMC(1,n model with the traditional one demonstrate that the optimal algorithm is a good alternative for parameters optimization of the GDMC(1,n model. The modelling results can assist the government in developing future policies regarding high-tech industry management.
DEFF Research Database (Denmark)
Le, T.H.A.; Pham, D. T.; Canh, Nam Nguyen
2010-01-01
Both the efficient and weakly efficient sets of an affine fractional vector optimization problem, in general, are neither convex nor given explicitly. Optimization problems over one of these sets are thus nonconvex. We propose two methods for optimizing a real-valued function over the efficient...... and weakly efficient sets of an affine fractional vector optimization problem. The first method is a local one. By using a regularization function, we reformulate the problem into a standard smooth mathematical programming problem that allows applying available methods for smooth programming. In case...... the objective function is linear, we have investigated a global algorithm based upon a branch-and-bound procedure. The algorithm uses Lagrangian bound coupling with a simplicial bisection in the criteria space. Preliminary computational results show that the global algorithm is promising....
Worst-Case-Optimal Dynamic Reinsurance for Large Claims
DEFF Research Database (Denmark)
Korn, Ralf; Menkens, Olaf; Steffensen, Mogens
2012-01-01
We control the surplus process of a non-life insurance company by dynamic proportional reinsurance. The objective is to maximize expected (utility of the) surplus under the worst-case claim development. In the large claim case with a worst-case upper limit on claim numbers and claim sizes, we fin...
Dynamic Memory Model for Non-Stationary Optimization
DEFF Research Database (Denmark)
Bendtsen, Claus Nørgaard; Krink, Thiemo
2002-01-01
Real-world problems are often nonstationary and can cause cyclic, repetitive patterns in the search landscape. For this class of problems, we introduce a new GA with dynamic explicit memory, which showed superior performance compared to a classic GA and a previously introduced memory-based GA for...
On the Utility of Island Models in Dynamic Optimization
DEFF Research Database (Denmark)
Lissovoi, Andrei; Witt, Carsten
2015-01-01
A simple island model with λ islands and migration occurring after every τ iterations is studied on the dynamic fitness function Maze. This model is equivalent to a (1+λ) EA if τ=1, i.e., migration occurs during every iteration. It is proved that even for an increased offspring population size up...
Cache-mesh, a Dynamics Data Structure for Performance Optimization
DEFF Research Database (Denmark)
Nguyen, Tuan T.; Dahl, Vedrana Andersen; Bærentzen, J. Andreas
2017-01-01
This paper proposes the cache-mesh, a dynamic mesh data structure in 3D that allows modifications of stored topological relations effortlessly. The cache-mesh can adapt to arbitrary problems and provide fast retrieval to the most-referred-to topological relations. This adaptation requires trivial...
Dynamic Memory Model for Non-Stationary Optimization
DEFF Research Database (Denmark)
Bendtsen, Claus Nørgaard; Krink, Thiemo
2002-01-01
Real-world problems are often nonstationary and can cause cyclic, repetitive patterns in the search landscape. For this class of problems, we introduce a new GA with dynamic explicit memory, which showed superior performance compared to a classic GA and a previously introduced memory-based GA...
Market Dynamics and Optimal Timber Salvage After a Natural Catastrophe
Jeffrey P. Prestemon; Thomas P. Holmes
2004-01-01
Forest-based natural catastrophes are regular features of timber production in the United States, especially from hurricanes, fires, and insect and disease outbreaks. These catastrophes affect timber prices and result in economic transfers. We develop a model of timber market dynamics after such a catastrophe that shows how timber salvage affects the welfare of...
Global optimization for quantum dynamics of few-fermion systems
DEFF Research Database (Denmark)
Li, Xikun; Pecak, Daniel; Sowinski, Tomasz
2018-01-01
Quantum state preparation is vital to quantum computation and quantum information processing tasks. In adiabatic state preparation, the target state is theoretically obtained with nearly perfect fidelity if the control parameter is tuned slowly enough. As this, however, leads to slow dynamics, it...
Optimal control of peridinin excited-state dynamics
Czech Academy of Sciences Publication Activity Database
Dietzek, B.; Chábera, P.; Hanf, R.; Tschierlei, S.; Popp, J.; Pascher, T.; Yartsev, A.; Polívka, Tomáš
2010-01-01
Roč. 373, 1-2 (2010), s. 129-136 ISSN 0301-0104 Institutional research plan: CEZ:AV0Z50510513 Keywords : peridin * excited-state dynamics * coherent control Subject RIV: BO - Biophysics Impact factor: 2.017, year: 2010
A Stereo Dual-Channel Dynamic Programming Algorithm for UAV Image Stitching.
Li, Ming; Chen, Ruizhi; Zhang, Weilong; Li, Deren; Liao, Xuan; Wang, Lei; Pan, Yuanjin; Zhang, Peng
2017-09-08
Dislocation is one of the major challenges in unmanned aerial vehicle (UAV) image stitching. In this paper, we propose a new algorithm for seamlessly stitching UAV images based on a dynamic programming approach. Our solution consists of two steps: Firstly, an image matching algorithm is used to correct the images so that they are in the same coordinate system. Secondly, a new dynamic programming algorithm is developed based on the concept of a stereo dual-channel energy accumulation. A new energy aggregation and traversal strategy is adopted in our solution, which can find a more optimal seam line for image stitching. Our algorithm overcomes the theoretical limitation of the classical Duplaquet algorithm. Experiments show that the algorithm can effectively solve the dislocation problem in UAV image stitching, especially for the cases in dense urban areas. Our solution is also direction-independent, which has better adaptability and robustness for stitching images.
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas
Directory of Open Access Journals (Sweden)
Jin Xisong
2018-02-01
Full Text Available Previous research has focused on the importance of modeling the multivariate distribution for optimal portfolio allocation and active risk management. However, existing dynamic models are not easily applied to high-dimensional problems due to the curse of dimensionality. In this paper, we extend the framework of the Dynamic Conditional Correlation/Equicorrelation and an extreme value approach into a series of Dynamic Conditional Elliptical Copulas. We investigate risk measures such as Value at Risk (VaR and Expected Shortfall (ES for passive portfolios and dynamic optimal portfolios using Mean-Variance and ES criteria for a sample of US stocks over a period of 10 years. Our results suggest that (1 Modeling the marginal distribution is important for dynamic high-dimensional multivariate models. (2 Neglecting the dynamic dependence in the copula causes over-aggressive risk management. (3 The DCC/DECO Gaussian copula and t-copula work very well for both VaR and ES. (4 Grouped t-copulas and t-copulas with dynamic degrees of freedom further match the fat tail. (5 Correctly modeling the dependence structure makes an improvement in portfolio optimization with respect to tail risk. (6 Models driven by multivariate t innovations with exogenously given degrees of freedom provide a flexible and applicable alternative for optimal portfolio risk management.
Sub-optimal control of fuzzy linear dynamical systems under granular differentiability concept.
Mazandarani, Mehran; Pariz, Naser
2018-03-16
This paper deals with sub-optimal control of a fuzzy linear dynamical system. The aim is to keep the state variables of the fuzzy linear dynamical system close to zero in an optimal manner. In the fuzzy dynamical system, the fuzzy derivative is considered as the granular derivative; and all the coefficients and initial conditions can be uncertain. The criterion for assessing the optimality is regarded as a granular integral whose integrand is a quadratic function of the state variables and control inputs. Using the relative-distance-measure (RDM) fuzzy interval arithmetic and calculus of variations, the optimal control law is presented as the fuzzy state variables feedback. Since the optimal feedback gains are obtained as fuzzy functions, they need to be defuzzified. This will result in the sub-optimal control law. This paper also sheds light on the restrictions imposed by the approaches which are based on fuzzy standard interval arithmetic (FSIA), and use strongly generalized Hukuhara and generalized Hukuhara differentiability concepts for obtaining the optimal control law. The granular eigenvalues notion is also defined. Using an RLC circuit mathematical model, it is shown that, due to their unnatural behavior in the modeling phenomenon, the FSIA-based approaches may obtain some eigenvalues sets that might be different from the inherent eigenvalues set of the fuzzy dynamical system. This is, however, not the case with the approach proposed in this study. The notions of granular controllability and granular stabilizability of the fuzzy linear dynamical system are also presented in this paper. Moreover, a sub-optimal control for regulating a Boeing 747 in longitudinal direction with uncertain initial conditions and parameters is gained. In addition, an uncertain suspension system of one of the four wheels of a bus is regulated using the sub-optimal control introduced in this paper. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.
Parameter optimization method for the water quality dynamic model based on data-driven theory.
Liang, Shuxiu; Han, Songlin; Sun, Zhaochen
2015-09-15
Parameter optimization is important for developing a water quality dynamic model. In this study, we applied data-driven method to select and optimize parameters for a complex three-dimensional water quality model. First, a data-driven model was developed to train the response relationship between phytoplankton and environmental factors based on the measured data. Second, an eight-variable water quality dynamic model was established and coupled to a physical model. Parameter sensitivity analysis was investigated by changing parameter values individually in an assigned range. The above results served as guidelines for the control parameter selection and the simulated result verification. Finally, using the data-driven model to approximate the computational water quality model, we employed the Particle Swarm Optimization (PSO) algorithm to optimize the control parameters. The optimization routines and results were analyzed and discussed based on the establishment of the water quality model in Xiangshan Bay (XSB). Copyright © 2015 Elsevier Ltd. All rights reserved.
Optimally Convex Controller and Model Reduction for a Dynamic System
Directory of Open Access Journals (Sweden)
P. S. KHUNTIA
2008-07-01
Full Text Available This paper presents analysis and design of a family of controllers based on numerical convex optimization for an aircraft pitch control system. A design method is proposed here to solve control system design problems in which a set of multiple closed loop performance specifications are simultaneously satisfied. The transfer matrix of the system is determined through the convex combination of the transfer matrices of the plant and the controllers. The present system with optimal convex controller has been tested for stability using Kharitonov’s Stability Criteria. The simulation deals here withthe problem of pitch control system of a BRAVO fighter aircraft which results in higher order close loop transfer function. So the order of the higher order transfer function is reduced to minimize the complexity of the system.
Optimization in Quaternion Dynamic Systems: Gradient, Hessian, and Learning Algorithms.
Xu, Dongpo; Xia, Yili; Mandic, Danilo P
2016-02-01
The optimization of real scalar functions of quaternion variables, such as the mean square error or array output power, underpins many practical applications. Solutions typically require the calculation of the gradient and Hessian. However, real functions of quaternion variables are essentially nonanalytic, which are prohibitive to the development of quaternion-valued learning systems. To address this issue, we propose new definitions of quaternion gradient and Hessian, based on the novel generalized Hamilton-real (GHR) calculus, thus making a possible efficient derivation of general optimization algorithms directly in the quaternion field, rather than using the isomorphism with the real domain, as is current practice. In addition, unlike the existing quaternion gradients, the GHR calculus allows for the product and chain rule, and for a one-to-one correspondence of the novel quaternion gradient and Hessian with their real counterparts. Properties of the quaternion gradient and Hessian relevant to numerical applications are also introduced, opening a new avenue of research in quaternion optimization and greatly simplified the derivations of learning algorithms. The proposed GHR calculus is shown to yield the same generic algorithm forms as the corresponding real- and complex-valued algorithms. Advantages of the proposed framework are illuminated over illustrative simulations in quaternion signal processing and neural networks.
Kouramas, K.I.
2011-08-01
This work presents a new algorithm for solving the explicit/multi- parametric model predictive control (or mp-MPC) problem for linear, time-invariant discrete-time systems, based on dynamic programming and multi-parametric programming techniques. The algorithm features two key steps: (i) a dynamic programming step, in which the mp-MPC problem is decomposed into a set of smaller subproblems in which only the current control, state variables, and constraints are considered, and (ii) a multi-parametric programming step, in which each subproblem is solved as a convex multi-parametric programming problem, to derive the control variables as an explicit function of the states. The key feature of the proposed method is that it overcomes potential limitations of previous methods for solving multi-parametric programming problems with dynamic programming, such as the need for global optimization for each subproblem of the dynamic programming step. © 2011 Elsevier Ltd. All rights reserved.
Directory of Open Access Journals (Sweden)
Paweł Sitek
2016-01-01
Full Text Available This paper proposes a hybrid programming framework for modeling and solving of constraint satisfaction problems (CSPs and constraint optimization problems (COPs. Two paradigms, CLP (constraint logic programming and MP (mathematical programming, are integrated in the framework. The integration is supplemented with the original method of problem transformation, used in the framework as a presolving method. The transformation substantially reduces the feasible solution space. The framework automatically generates CSP and COP models based on current values of data instances, questions asked by a user, and set of predicates and facts of the problem being modeled, which altogether constitute a knowledge database for the given problem. This dynamic generation of dedicated models, based on the knowledge base, together with the parameters changing externally, for example, the user’s questions, is the implementation of the autonomous search concept. The models are solved using the internal or external solvers integrated with the framework. The architecture of the framework as well as its implementation outline is also included in the paper. The effectiveness of the framework regarding the modeling and solution search is assessed through the illustrative examples relating to scheduling problems with additional constrained resources.
Peng, NaiFu; Guan, Hui; Wu, ChuiJie
2016-04-01
In this paper, the theory of constructing optimal dynamical systems based on weighted residual presented by Wu & Sha is applied to three-dimensional Navier-Stokes equations, and the optimal dynamical system modeling equations are derived. Then the multiscale global optimization method based on coarse graining analysis is presented, by which a set of approximate global optimal bases is directly obtained from Navier-Stokes equations and the construction of optimal dynamical systems is realized. The optimal bases show good properties, such as showing the physical properties of complex flows and the turbulent vortex structures, being intrinsic to real physical problem and dynamical systems, and having scaling symmetry in mathematics, etc.. In conclusion, using fewer terms of optimal bases will approach the exact solutions of Navier-Stokes equations, and the dynamical systems based on them show the most optimal behavior.
Directory of Open Access Journals (Sweden)
Z. W. Zhu
2014-03-01
Full Text Available The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.
Team dynamics in virtual, partially distributed teams : optimal role fulfillment
Eubanks, Dawn L.; Palanski, Michael; Olabisi, Joy; Joinson, Adam; Dove, James
2016-01-01
In this study, we explored team roles in virtual, partially distributed teams, or vPDTs (teams with at least one co-located subgroup and at least two subgroups that are geographically dispersed but that collaborate virtually). Past research on virtual teams emphasizes the importance of team dynamics. We argue that the following three roles are particularly important for high functioning virtual teams: Project Coordinator, Implementer and Completer-Finisher. We hypothesized that the highest pe...
Dynamically Optimal Phosphorus Management and Agricultural Water Protection
Iho, Antti; Laukkanen, Marita
2009-01-01
This paper puts forward a model of the role of phosphorus in crop production, soil phosphorus dynamics and phosphorus loading that integrates the salient economic and ecological features of agricultural phosphorus management. The model accounts for the links between phosphorus fertilization, crop yield, accumulation of soil phosphorus reserves, and phosphorus loading. It can be used to guide precision phosphorus management and erosion control as means to mitigate agricultural loading. Using a...
Optimal static and dynamic recycling of defective binary devices
Challet, Damien; Pérez Castillo, Isaac
2004-11-01
The binary defect combination problem consists in finding a fully working subset from a given ensemble of imperfect binary components. We determine the typical properties of the model using methods of statistical mechanics, in particular the region in the parameter space where there is almost surely at least one fully working subset. Dynamic recycling of a flux of imperfect binary components leads to zero wastage.
Directory of Open Access Journals (Sweden)
Jun-Jie Ma
2007-03-01
Full Text Available The effectiveness of wireless sensor networks (WSNs depends on the coverage and target detection probability provided by dynamic deployment, which is usually supported by the virtual force (VF algorithm. However, in the VF algorithm, the virtual force exerted by stationary sensor nodes will hinder the movement of mobile sensor nodes. Particle swarm optimization (PSO is introduced as another dynamic deployment algorithm, but in this case the computation time required is the big bottleneck. This paper proposes a dynamic deployment algorithm which is named Ã¢Â€Âœvirtual force directed co-evolutionary particle swarm optimizationÃ¢Â€Â (VFCPSO, since this algorithm combines the co-evolutionary particle swarm optimization (CPSO with the VF algorithm, whereby the CPSO uses multiple swarms to optimize different components of the solution vectors for dynamic deployment cooperatively and the velocity of each particle is updated according to not only the historical local and global optimal solutions, but also the virtual forces of sensor nodes. Simulation results demonstrate that the proposed VFCPSO is competent for dynamic deployment in WSNs and has better performance with respect to computation time and effectiveness than the VF, PSO and VFPSO algorithms.
Time-limited optimal dynamics beyond the Quantum Speed Limit
DEFF Research Database (Denmark)
Gajdacz, Miroslav; Das, Kunal K.; Arlt, Jan
2015-01-01
-off expressed in terms of the direct Hilbert velocity provides a robust prediction of the quantum speed limit and allows to adapt the control optimization such that it yields a predefined fidelity. The results are verified numerically in a multilevel system with a constrained Hamiltonian, and a classification......The quantum speed limit sets the minimum time required to transfer a quantum system completely into a given target state. At shorter times the higher operation speed has to be paid with a loss of fidelity. Here we quantify the trade-off between the fidelity and the duration in a system driven...
Optimizing Grippers for Compensating Pose Uncertainties by Dynamic Simulation
DEFF Research Database (Denmark)
Wolniakowski, Adam; Kramberger, Aljaz; Gams, Andrej
2016-01-01
Gripper design process is one of the interesting challenges in the context of grasping within industry. Typically, simple parallel-finger grippers, which are easy to install and maintain, are used in platforms for robotic grasping. The context switches in these platforms require frequent exchange......, we have presented a method to automatically compute the optimal finger shapes for defined task contexts in simulation. In this paper, we show the performance of our method in an industrial grasping scenario. We first analyze the uncertainties of the used vision system, which are the major source...
Optimization of dynamic soaring maneuvers to enhance endurance of a versatile UAV
Mir, Imran; Maqsood, Adnan; Akhtar, Suhail
2017-06-01
Dynamic soaring is a process of acquiring energy available in atmospheric wind shears and is commonly exhibited by soaring birds to perform long distance flights. This paper aims to demonstrate a viable algorithm which can be implemented in near real time environment to formulate optimal trajectories for dynamic soaring maneuvers for a small scale Unmanned Aerial Vehicle (UAV). The objective is to harness maximum energy from atmosphere wind shear to improve loiter time for Intelligence, Surveillance and Reconnaissance (ISR) missions. Three-dimensional point-mass UAV equations of motion and linear wind gradient profile are used to model flight dynamics. Utilizing UAV states, controls, operational constraints, initial and terminal conditions that enforce a periodic flight, dynamic soaring problem is formulated as an optimal control problem. Optimized trajectories of the maneuver are subsequently generated employing pseudo spectral techniques against distant UAV performance parameters. The discussion also encompasses the requirement for generation of optimal trajectories for dynamic soaring in real time environment and the ability of the proposed algorithm for speedy solution generation. Coupled with the fact that dynamic soaring is all about immediately utilizing the available energy from the wind shear encountered, the proposed algorithm promises its viability for practical on board implementations requiring computation of trajectories in near real time.
Optimizing Dynamic Class Composition in a Statically Typed Language
DEFF Research Database (Denmark)
Nielsen, Anders Bach; Ernst, Erik
2008-01-01
this is achieved based on mixins and linearization. In this paper we focus on the virtual machine related challenges of supporting dynamic class composition. In particular we present some core algorithms used for creating new classes, as well as some performance enhancements in these algorithms.......In statically typed languages the set of classes and similar classifiers is commonly fully determined at compile time. Complete classifier representations can then be loaded at run-time, e.g., from a an executable file or a class file. However, some typing constructs-such as virtual classes...
Optimal scheduling of micro grids based on single objective programming
Chen, Yue
2018-04-01
Faced with the growing demand for electricity and the shortage of fossil fuels, how to optimally optimize the micro-grid has become an important research topic to maximize the economic, technological and environmental benefits of the micro-grid. This paper considers the role of the battery and the micro-grid and power grid to allow the exchange of power not exceeding 150kW preconditions, the main study of the economy to load for the goal is to minimize the electricity cost (abandonment of wind), to establish an optimization model, and to solve the problem by genetic algorithm. The optimal scheduling scheme is obtained and the utilization of renewable energy and the impact of the battery involved in regulation are analyzed.
New general beam dynamics formulation for the program Dynac
International Nuclear Information System (INIS)
Valero, S.
1992-01-01
Until recently beam dynamics programs for electrons and ions have been fundamentally different because longitudinally the energy can change much more quickly with respect to the rest mass for electrons than for ions. A program, DYNAC, was proposed with the aim to treat long accelerating elements as currently used in superconducting systems for any type of particle. To obtain high accuracy, keeping a relatively simple formalism, DYNAC is now using a new concept of equivalent accelerating fields. Many examples have been treated (different fields and particles) and results will be presented including the comparison with an elaborate step by step integration method with a realistic electromagnetic field
Modelling of windmill induction generators in dynamic simulation programs
DEFF Research Database (Denmark)
Akhmatov, Vladislav; Knudsen, Hans
1999-01-01
For AC networks with large amounts of induction generators-in case of e.g. windmills-the paper demonstrates a significant discrepancy in the simulated voltage recovery after faults in weak networks, when comparing result obtained with dynamic stability programs and transient programs, respectively...... with and without a model of the mechanical shaft. The reason for the discrepancies are explained, and it is shown that the phenomenon is due partly to the presence of DC offset currents in the induction machine stator, and partly to the mechanical shaft system of the wind turbine and the generator rotor...
Cluster Optimization and Parallelization of Simulations with Dynamically Adaptive Grids
Schreiber, Martin
2013-01-01
The present paper studies solvers for partial differential equations that work on dynamically adaptive grids stemming from spacetrees. Due to the underlying tree formalism, such grids efficiently can be decomposed into connected grid regions (clusters) on-the-fly. A graph on those clusters classified according to their grid invariancy, workload, multi-core affinity, and further meta data represents the inter-cluster communication. While stationary clusters already can be handled more efficiently than their dynamic counterparts, we propose to treat them as atomic grid entities and introduce a skip mechanism that allows the grid traversal to omit those regions completely. The communication graph ensures that the cluster data nevertheless are kept consistent, and several shared memory parallelization strategies are feasible. A hyperbolic benchmark that has to remesh selected mesh regions iteratively to preserve conforming tessellations acts as benchmark for the present work. We discuss runtime improvements resulting from the skip mechanism and the implications on shared memory performance and load balancing. © 2013 Springer-Verlag.
A Comparative Study on Optimal Structural Dynamics Using Wavelet Functions
Directory of Open Access Journals (Sweden)
Seyed Hossein Mahdavi
2015-01-01
Full Text Available Wavelet solution techniques have become the focus of interest among researchers in different disciplines of science and technology. In this paper, implementation of two different wavelet basis functions has been comparatively considered for dynamic analysis of structures. For this aim, computational technique is developed by using free scale of simple Haar wavelet, initially. Later, complex and continuous Chebyshev wavelet basis functions are presented to improve the time history analysis of structures. Free-scaled Chebyshev coefficient matrix and operation of integration are derived to directly approximate displacements of the corresponding system. In addition, stability of responses has been investigated for the proposed algorithm of discrete Haar wavelet compared against continuous Chebyshev wavelet. To demonstrate the validity of the wavelet-based algorithms, aforesaid schemes have been extended to the linear and nonlinear structural dynamics. The effectiveness of free-scaled Chebyshev wavelet has been compared with simple Haar wavelet and two common integration methods. It is deduced that either indirect method proposed for discrete Haar wavelet or direct approach for continuous Chebyshev wavelet is unconditionally stable. Finally, it is concluded that numerical solution is highly benefited by the least computation time involved and high accuracy of response, particularly using low scale of complex Chebyshev wavelet.
A wave dynamics criterion for optimization of mammalian cardiovascular system.
Pahlevan, Niema M; Gharib, Morteza
2014-05-07
The cardiovascular system in mammals follows various optimization criteria covering the heart, the vascular network, and the coupling of the two. Through a simple dimensional analysis we arrived at a non-dimensional number (wave condition number) that can predict the optimum wave state in which the left ventricular (LV) pulsatile power (LV workload) is minimized in a mammalian cardiovascular system. This number is also universal among all mammals independent of animal size maintaining a value of around 0.1. By utilizing a unique in vitro model of human aorta, we tested our hypothesis against a wide range of aortic compliance (pulse wave velocity). We concluded that the optimum value of the wave condition number remains to be around 0.1 for a wide range of aorta compliance that we could simulate in our in-vitro system. Copyright © 2014 Elsevier Ltd. All rights reserved.
Optimizing Grippers for Compensating Pose Uncertainties by Dynamic Simulation
DEFF Research Database (Denmark)
Wolniakowski, Adam; Kramberger, Aljaž; Gams, Andrej
2017-01-01
, we have presented a method to automatically compute the optimal finger shapes for defined task contexts in simulation. In this paper, we show the performance of our method in an industrial grasping scenario. We first analyze the uncertainties of the used vision system, which are the major source......Gripper design process is one of the interesting challenges in the context of grasping within industry. Typically, simple parallel-finger grippers, which are easy to install and maintain, are used in platforms for robotic grasping. The context switches in these platforms require frequent exchange...... of gripper fingers to accommodate grasping of new products, while subjected to numerous constraints, such as workcell uncertainties due to the vision systems used. The design of these fingers consumes the man-hours of experienced engineers, and involves a lot of trial-and-error testing. In our previous work...
Performance optimization of ERP-based BCIs using dynamic stopping.
Schreuder, Martijn; Hohne, Johannes; Treder, Matthias; Blankertz, Benjamin; Tangermann, Michael
2011-01-01
Brain-computer interfaces based on event-related potentials face a trade-off between the speed and accuracy of the system, as both depend on the number of iterations. Increasing the number of iterations leads to a higher accuracy but reduces the speed of the system. This trade-off is generally dealt with by finding a fixed number of iterations that give a good result on the calibration data. We show here that this method is sub optimal and increases the performance significantly in only one out of five datasets. Several alternative methods have been described in literature, and we test the generalization of four of them. One method, called rank diff, significantly increased the performance over all datasets. These findings are important, as they show that 1) one should be cautious when reporting the potential performance of a BCI based on post-hoc offline performance curves and 2) simple methods are available that do boost performance.
Approximate Dynamic Programming Based on High Dimensional Model Representation
Czech Academy of Sciences Publication Activity Database
Pištěk, Miroslav
2013-01-01
Roč. 49, č. 5 (2013), s. 720-737 ISSN 0023-5954 R&D Projects: GA ČR(CZ) GAP102/11/0437 Institutional support: RVO:67985556 Keywords : approximate dynamic programming * Bellman equation * approximate HDMR minimization * trust region problem Subject RIV: BC - Control Systems Theory Impact factor: 0.563, year: 2013 http:// library .utia.cas.cz/separaty/2013/AS/pistek-0399560.pdf
Systems and methods for interpolation-based dynamic programming
Rockwood, Alyn
2013-01-03
Embodiments of systems and methods for interpolation-based dynamic programming. In one embodiment, the method includes receiving an object function and a set of constraints associated with the objective function. The method may also include identifying a solution on the objective function corresponding to intersections of the constraints. Additionally, the method may include generating an interpolated surface that is in constant contact with the solution. The method may also include generating a vector field in response to the interpolated surface.
Optimal Sizing of Energy Storage for Community Microgrids Considering Building Thermal Dynamics
Energy Technology Data Exchange (ETDEWEB)
Liu, Guodong [ORNL; Li, Zhi [ORNL; Starke, Michael R. [ORNL; Ollis, Ben [ORNL; Tomsovic, Kevin [University of Tennessee, Knoxville (UTK)
2017-07-01
This paper proposes an optimization model for the optimal sizing of energy storage in community microgrids considering the building thermal dynamics and customer comfort preference. The proposed model minimizes the annualized cost of the community microgrid, including energy storage investment, purchased energy cost, demand charge, energy storage degradation cost, voluntary load shedding cost and the cost associated with customer discomfort due to room temperature deviation. The decision variables are the power and energy capacity of invested energy storage. In particular, we assume the heating, ventilation and air-conditioning (HVAC) systems can be scheduled intelligently by the microgrid central controller while maintaining the indoor temperature in the comfort range set by customers. For this purpose, the detailed thermal dynamic characteristics of buildings have been integrated into the optimization model. Numerical simulation shows significant cost reduction by the proposed model. The impacts of various costs on the optimal solution are investigated by sensitivity analysis.
International Nuclear Information System (INIS)
Liu, Xingrang; Bansal, R.C.
2014-01-01
Highlights: • A coal fired power plant boiler combustion process model based on real data. • We propose multi-objective optimization with CFD to optimize boiler combustion. • The proposed method uses software CORBA C++ and ANSYS Fluent 14.5 with AI. • It optimizes heat flux transfers and maintains temperature to avoid ash melt. - Abstract: The dominant role of electricity generation and environment consideration have placed strong requirements on coal fired power plants, requiring them to improve boiler combustion efficiency and decrease carbon emission. Although neural network based optimization strategies are often applied to improve the coal fired power plant boiler efficiency, they are limited by some combustion related problems such as slagging. Slagging can seriously influence heat transfer rate and decrease the boiler efficiency. In addition, it is difficult to measure slag build-up. The lack of measurement for slagging can restrict conventional neural network based coal fired boiler optimization, because no data can be used to train the neural network. This paper proposes a novel method of integrating non-dominated sorting genetic algorithm (NSGA II) based multi-objective optimization with computational fluid dynamics (CFD) to decrease or even avoid slagging inside a coal fired boiler furnace and improve boiler combustion efficiency. Compared with conventional neural network based boiler optimization methods, the method developed in the work can control and optimize the fields of flue gas properties such as temperature field inside a boiler by adjusting the temperature and velocity of primary and secondary air in coal fired power plant boiler control systems. The temperature in the vicinity of water wall tubes of a boiler can be maintained within the ash melting temperature limit. The incoming ash particles cannot melt and bond to surface of heat transfer equipment of a boiler. So the trend of slagging inside furnace is controlled. Furthermore, the
Modeling Illicit Drug Use Dynamics and Its Optimal Control Analysis
Directory of Open Access Journals (Sweden)
Steady Mushayabasa
2015-01-01
Full Text Available The global burden of death and disability attributable to illicit drug use, remains a significant threat to public health for both developed and developing nations. This paper presents a new mathematical modeling framework to investigate the effects of illicit drug use in the community. In our model the transmission process is captured as a social “contact” process between the susceptible individuals and illicit drug users. We conduct both epidemic and endemic analysis, with a focus on the threshold dynamics characterized by the basic reproduction number. Using our model, we present illustrative numerical results with a case study in Cape Town, Gauteng, Mpumalanga and Durban communities of South Africa. In addition, the basic model is extended to incorporate time dependent intervention strategies.
Programmed subcellular release to study the dynamics of cell detachment
Wildt, Bridget
Cell detachment is central to a broad range of physio-pathological changes however there are no quantitative methods to study this process. Here we report programmed subcellular release, a method for spatially and temporally controlled cellular detachment and present the first quantitative results of the detachment dynamics of 3T3 fibroblasts at the subcellular level. Programmed subcellular release is an in vitro technique designed to trigger the detachment of distinct parts of a single cell from a patterned substrate with both spatial and temporal control. Subcellular release is achieved by plating cells on an array of patterned gold electrodes created by standard microfabrication techniques. The electrodes are biochemically functionalized with an adhesion-promoting RGD peptide sequence that is attached to the gold electrode via a thiol linkage. Each electrode is electrically isolated so that a subcellular section of a single cell spanning multiple electrodes can be released independently. Upon application of a voltage pulse to a single electrode, RGD-thiol molecules on an individual electrode undergo rapid electrochemical desorption that leads to subsequent cell contraction. The dynamics of cell contraction are found to have characteristic induction and contraction times. This thesis presents the first molecular inhibition studies conducted using programmed subcellular release verifying that this technique can be used to study complex signaling pathways critical to cell motility. Molecular level dynamics of focal adhesion proteins and actin stress fibers provide some insight into the complexities associated with triggered cell detachment. In addition to subcellular release, the programmed release of alkanethiols provides a tool for to study the spatially and temporally controlled release of small molecules or particles from individually addressable gold electrodes. Here we report on experiments which determine the dynamics of programmed release using fluorophore
A dynamic optimization on economic energy efficiency in development: A numerical case of China
International Nuclear Information System (INIS)
Wang, Dong
2014-01-01
This paper is based on dynamic optimization methodology to investigate the economic energy efficiency issues in developing countries. The paper introduces some definitions about energy efficiency both in economics and physics, and establishes a quantitative way for measuring the economic energy efficiency. The linkage between economic energy efficiency, energy consumption and other macroeconomic variables is demonstrated primarily. Using the methodology of dynamic optimization, a maximum problem of economic energy efficiency over time, which is subjected to the extended Solow growth model and instantaneous investment rate, is modelled. In this model, the energy consumption is set as a control variable and the capital is regarded as a state variable. The analytic solutions can be derived and the diagrammatic analysis provides saddle-point equilibrium. A numerical simulation based on China is also presented; meanwhile, the optimal paths of investment and energy consumption can be drawn. The dynamic optimization encourages governments in developing countries to pursue higher economic energy efficiency by controlling the energy consumption and regulating the investment state as it can conserve energy without influencing the achievement of steady state in terms of Solow model. If that, a sustainable development will be achieved. - Highlights: • A new definition on economic energy efficiency is proposed mathematically. • A dynamic optimization modelling links economic energy efficiency with other macroeconomic variables in long run. • Economic energy efficiency is determined by capital stock level and energy consumption. • Energy saving is a key solution for improving economic energy efficiency
Optimal dynamic premium control in non-life insurance. Maximizing dividend pay-outs
DEFF Research Database (Denmark)
Højgaard, Bjarne
2002-01-01
loading with the possibility of gaining or loosing customers. It distributes dividends according to a 'barrier strategy' and the objective of the company is to find an optimal premium policy and dividend barrier maximizing the expected total, discounted pay-out of dividends. In the case of exponential......In this paper we consider the problem of finding optimal dynamic premium policies in non-life insurance. The reserve of a company is modeled using the classical Cramér-Lundberg model with premium rates calculated via the expected value principle. The company controls dynamically the relative safety...
Khusainov, R.; Klimchik, A.; Magid, E.
2017-01-01
The paper presents comparison analysis of two approaches in defining leg trajectories for biped locomotion. The first one operates only with kinematic limitations of leg joints and finds the maximum possible locomotion speed for given limits. The second approach defines leg trajectories from the dynamic stability point of view and utilizes ZMP criteria. We show that two methods give different trajectories and demonstrate that trajectories based on pure dynamic optimization cannot be realized due to joint limits. Kinematic optimization provides unstable solution which can be balanced by upper body movement.
Zilberman, David
2014-01-01
This volume explores the emerging and current, cutting-edge theories and methods of modeling, optimization, dynamics and bioeconomy. It provides an overview of the main issues, results and open questions in these fields as well as covers applications to biology, economy, energy, industry, physics, psychology and finance. The majority of the contributed papers for this volume come from the participants of the International Conference on Modeling, Optimization and Dynamics (ICMOD 2010), a satellite conference of EURO Mathematical Physics and MathematicsIV Lisbon 2010, which took place at Faculty of Sciences of University of Porto, Portugal, and from the Berkeley Bioeconomy Conference 2012, at the University of California, Berkeley, USA.
Analysis of Ant Colony Optimization and Population-Based Evolutionary Algorithms on Dynamic Problems
DEFF Research Database (Denmark)
Lissovoi, Andrei
the dynamic optimum for finite alphabets up to size μ, while MMAS is able to do so for any finite alphabet size. Parallel Evolutionary Algorithms on Maze. We prove that while a (1 + λ) EA is unable to track the optimum of the dynamic fitness function Maze for offspring population size up to λ = O(n1-ε......This thesis presents new running time analyses of nature-inspired algorithms on various dynamic problems. It aims to identify and analyse the features of algorithms and problem classes which allow efficient optimization to occur in the presence of dynamic behaviour. We consider the following...... settings: λ-MMAS on Dynamic Shortest Path Problems. We investigate how in-creasing the number of ants simulated per iteration may help an ACO algorithm to track optimum in a dynamic problem. It is shown that while a constant number of ants per-vertex is sufficient to track some oscillations, there also...
Czech Academy of Sciences Publication Activity Database
Dupačová, J.; Sladký, Karel
2002-01-01
Roč. 82, 11/12 (2002), s. 753-765 ISSN 0044-2267 R&D Projects: GA ČR GA201/99/0264; GA ČR GA402/99/1136; GA MŠk 113200008 Institutional research plan: CEZ:AV0Z1075907 Keywords : multistage stochastic programs with recourse * dynamic programming * Markov decision processes Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.085, year: 2002
Optimization of programming parameters in children with the advanced bionics cochlear implant.
Baudhuin, Jacquelyn; Cadieux, Jamie; Firszt, Jill B; Reeder, Ruth M; Maxson, Jerrica L
2012-05-01
Cochlear implants provide access to soft intensity sounds and therefore improved audibility for children with severe-to-profound hearing loss. Speech processor programming parameters, such as threshold (or T-level), input dynamic range (IDR), and microphone sensitivity, contribute to the recipient's program and influence audibility. When soundfield thresholds obtained through the speech processor are elevated, programming parameters can be modified to improve soft sound detection. Adult recipients show improved detection for low-level sounds when T-levels are set at raised levels and show better speech understanding in quiet when wider IDRs are used. Little is known about the effects of parameter settings on detection and speech recognition in children using today's cochlear implant technology. The overall study aim was to assess optimal T-level, IDR, and sensitivity settings in pediatric recipients of the Advanced Bionics cochlear implant. Two experiments were conducted. Experiment 1 examined the effects of two T-level settings on soundfield thresholds and detection of the Ling 6 sounds. One program set T-levels at 10% of most comfortable levels (M-levels) and another at 10 current units (CUs) below the level judged as "soft." Experiment 2 examined the effects of IDR and sensitivity settings on speech recognition in quiet and noise. Participants were 11 children 7-17 yr of age (mean 11.3) implanted with the Advanced Bionics High Resolution 90K or CII cochlear implant system who had speech recognition scores of 20% or greater on a monosyllabic word test. Two T-level programs were compared for detection of the Ling sounds and frequency modulated (FM) tones. Differing IDR/sensitivity programs (50/0, 50/10, 70/0, 70/10) were compared using Ling and FM tone detection thresholds, CNC (consonant-vowel nucleus-consonant) words at 50 dB SPL, and Hearing in Noise Test for Children (HINT-C) sentences at 65 dB SPL in the presence of four-talker babble (+8 signal
Dynamic optimization of combined harvesting of a two-species fishery
International Nuclear Information System (INIS)
Chaudhuri, K.
1986-06-01
In the present paper, the author considers the problem of dynamic optimization of the exploitation policy connected with the combined harvesting of two competing fish species, each of which obeys the logistic growth law. The singular extremal trajectory in the phase plane is derived by taking the harvesting effort as a dynamic variable. Biological or bioeconomic interpretations of the constraints required for this singular extremal are also given. (author)
The short-run dynamics of optimal growyh models with delays
Collard, Fabrice; Licandro, Omar; Puch, Luis A.
2003-01-01
Differential equations with advanced and delayed time arguments may arise in the optimality conditions of simple growth models with delays. Models with investment gestation lags (time-to-build), consumption gestation lags (habit formation) or learning by using lie in this category. In this paper, we propose a shooting method to deal with leads and lags in the Euler system associated to dynamic general equilibrium models in continuous time. We introduce the discussion describing the dynamic...
Computer program optimizes design of nuclear radiation shields
Lahti, G. P.
1971-01-01
Computer program, OPEX 2, determines minimum weight, volume, or cost for shields. Program incorporates improved coding, simplified data input, spherical geometry, and an expanded output. Method is capable of altering dose-thickness relationship when a shield layer has been removed.
International Nuclear Information System (INIS)
In this study, a FFSP (full-infinite fuzzy stochastic programming) method is developed for planning MEPS (municipal electric power systems) associated with GHG (greenhouse gas) control under uncertainty. FFSP can deal with multiple uncertainties presented in terms of fuzzy sets, functional intervals, and random variables. FFSP is also applied to a case study of Beijing for managing MEPS, and reducing the GHG emission through introducing the EU ETS (European Union greenhouse gas emission trading scheme). The results indicate that reasonable solutions have been generated, which can be used for generating schemes of energy resources, electricity production/allocation, and capacity expansion under various economic costs and GHG reduction requirements. The case study demonstrates that FFSP can increase the abilities of reflecting complexities for dynamics of capacity expansion and interaction of multiple uncertainties in MEPS. The results allow in-depth analyses of trade-offs between GHG mitigation and economic objective as well as those between system cost and decision makers' satisfaction degree. Besides, this study can also provide an example to help China construct domestic carbon trading market at municipal scale for addressing the challenges of global climate change. - Highlights: • A dynamic optimization (FFSP) method is developed for tackling uncertainties. • FFSP is applied to planning MEPS (municipal electric power systems) of Beijing. • CET (Carbon emission trading) is introduced into MEPS for mitigating CO 2 emissions. • Trade-offs occur between system cost and satisfaction degree under uncertainties. • Results can provide an example to construct domestic CET market in China
Slepoy, A; Peters, M D; Thompson, A P
2007-11-30
Molecular dynamics and other molecular simulation methods rely on a potential energy function, based only on the relative coordinates of the atomic nuclei. Such a function, called a force field, approximately represents the electronic structure interactions of a condensed matter system. Developing such approximate functions and fitting their parameters remains an arduous, time-consuming process, relying on expert physical intuition. To address this problem, a functional programming methodology was developed that may enable automated discovery of entirely new force-field functional forms, while simultaneously fitting parameter values. The method uses a combination of genetic programming, Metropolis Monte Carlo importance sampling and parallel tempering, to efficiently search a large space of candidate functional forms and parameters. The methodology was tested using a nontrivial problem with a well-defined globally optimal solution: a small set of atomic configurations was generated and the energy of each configuration was calculated using the Lennard-Jones pair potential. Starting with a population of random functions, our fully automated, massively parallel implementation of the method reproducibly discovered the original Lennard-Jones pair potential by searching for several hours on 100 processors, sampling only a minuscule portion of the total search space. This result indicates that, with further improvement, the method may be suitable for unsupervised development of more accurate force fields with completely new functional forms. Copyright (c) 2007 Wiley Periodicals, Inc.
European advanced driver training programs: Reasons for optimism
Directory of Open Access Journals (Sweden)
Simon Washington
2011-03-01
This paper reviews the predominant features and empirical evidence surrounding post licensing advanced driver training programs focused on novice drivers. A clear articulation of differences between the renewed and current US advanced driver training programs is provided. While the individual quantitative evaluations range from marginally to significantly effective in reducing novice driver crash risk, they have been criticized for evaluation deficiencies ranging from small sample sizes to confounding variables to lack of exposure metrics. Collectively, however, the programs sited in the paper suggest at least a marginally positive effect that needs to be validated with further studies. If additional well controlled studies can validate these programs, a pilot program in the US should be considered.
Extraction of Static and Dynamic Reservoir Operation Rules by Genetic Programming
Directory of Open Access Journals (Sweden)
Habib Akbari Alashti
2014-11-01
Full Text Available Considering the necessity of desirable operation of limited water resources and assuming the significant role of dams in controlling and consuming the surface waters, highlights the advantageous of suitable operation rules for optimal and sustainable operation of dams. This study investigates the hydroelectric supply of a one-reservoir system of Karoon3 using nonlinear programming (NLP, genetic algorithm (GA, genetic programming (GP and fixed length gen GP (FLGGP in real-time operation of dam considering two approaches of static and dynamic operation rules. In static operation rule, only one rule curve is extracted for all months in a year whereas in dynamic operation rule, monthly rule curves (12 rules are extracted for each month of a year. In addition, nonlinear decision rule (NLDR curves are considered, and the total deficiency function as the target (objective function have been used for evaluating the performance of each method and approach. Results show appropriate efficiency of GP and FLGGP methods in extracting operation rules in both approaches. Superiority of these methods to operation methods yielded by GA and NLP is 5%. Moreover, according to the results, it can be remarked that, FLGGP method is an alternative for GP method, whereas the GP method cannot be used due to its limitations. Comparison of two approaches of static and dynamic operation rules demonstrated the superiority of dynamic operation rule to static operation rule (about 10% and therefore this method has more capabilities in real-time operation of the reservoirs systems.
A program for dynamic noise investigations of reactor systems
International Nuclear Information System (INIS)
Antonov, N.A.; Yaneva, N.B.
1980-01-01
A stochastic process analysis in nuclear reactors is used for the state diagnosis and dynamic characteristic investigation of the reactor system. A program DENSITY adapted and tested on an IBM 360 ES type computer is developed. The program is adjusted for fast processing of long series exploiting a relatively small memory. The testing procedure is discussed and the method of the periodic sequences corresponding to characteristic reactivity perturbations of the reactor systems is considered. The program is written for calculating the auto-power spectral density and the cross-power spectral density, as well as the coherence function of stationary statistical time series using the advantages of the fast Fourier transformation. In particular, it is shown that the multi-frequency binary sequences are very useful with respect to the signal-to-noise ratio and the frequency distribution in view of the frequency reactor test
Distributed Optimization based Dynamic Tariff for Congestion Management in Distribution Networks
DEFF Research Database (Denmark)
Huang, Shaojun; Wu, Qiuwei; Zhao, Haoran
2017-01-01
participate in congestion management, which gives more certainty and transparency compared to the normal DT method. With the DDT method, aggregators reveal their final aggregated plan and respect the plan during operation. By establishing an equivalent overall optimization, it is proven that the DDT method......This paper proposes a distributed optimization based dynamic tariff (DDT) method for congestion management in distribution networks with high penetration of electric vehicles (EVs) and heat pumps (HPs). The DDT method employs a decomposition based optimization method to have aggregators explicitly...
Tahriri, Farzad; Dawal, Siti Zawiah Md; Taha, Zahari
2014-01-01
A new multiobjective dynamic fuzzy genetic algorithm is applied to solve a fuzzy mixed-model assembly line sequencing problem in which the primary goals are to minimize the total make-span and minimize the setup number simultaneously. Trapezoidal fuzzy numbers are implemented for variables such as operation and travelling time in order to generate results with higher accuracy and representative of real-case data. An improved genetic algorithm called fuzzy adaptive genetic algorithm (FAGA) is proposed in order to solve this optimization model. In establishing the FAGA, five dynamic fuzzy parameter controllers are devised in which fuzzy expert experience controller (FEEC) is integrated with automatic learning dynamic fuzzy controller (ALDFC) technique. The enhanced algorithm dynamically adjusts the population size, number of generations, tournament candidate, crossover rate, and mutation rate compared with using fixed control parameters. The main idea is to improve the performance and effectiveness of existing GAs by dynamic adjustment and control of the five parameters. Verification and validation of the dynamic fuzzy GA are carried out by developing test-beds and testing using a multiobjective fuzzy mixed production assembly line sequencing optimization problem. The simulation results highlight that the performance and efficacy of the proposed novel optimization algorithm are more efficient than the performance of the standard genetic algorithm in mixed assembly line sequencing model.
Directory of Open Access Journals (Sweden)
Farzad Tahriri
2014-01-01
Full Text Available A new multiobjective dynamic fuzzy genetic algorithm is applied to solve a fuzzy mixed-model assembly line sequencing problem in which the primary goals are to minimize the total make-span and minimize the setup number simultaneously. Trapezoidal fuzzy numbers are implemented for variables such as operation and travelling time in order to generate results with higher accuracy and representative of real-case data. An improved genetic algorithm called fuzzy adaptive genetic algorithm (FAGA is proposed in order to solve this optimization model. In establishing the FAGA, five dynamic fuzzy parameter controllers are devised in which fuzzy expert experience controller (FEEC is integrated with automatic learning dynamic fuzzy controller (ALDFC technique. The enhanced algorithm dynamically adjusts the population size, number of generations, tournament candidate, crossover rate, and mutation rate compared with using fixed control parameters. The main idea is to improve the performance and effectiveness of existing GAs by dynamic adjustment and control of the five parameters. Verification and validation of the dynamic fuzzy GA are carried out by developing test-beds and testing using a multiobjective fuzzy mixed production assembly line sequencing optimization problem. The simulation results highlight that the performance and efficacy of the proposed novel optimization algorithm are more efficient than the performance of the standard genetic algorithm in mixed assembly line sequencing model.
Tahriri, Farzad; Dawal, Siti Zawiah Md; Taha, Zahari
2014-01-01
A new multiobjective dynamic fuzzy genetic algorithm is applied to solve a fuzzy mixed-model assembly line sequencing problem in which the primary goals are to minimize the total make-span and minimize the setup number simultaneously. Trapezoidal fuzzy numbers are implemented for variables such as operation and travelling time in order to generate results with higher accuracy and representative of real-case data. An improved genetic algorithm called fuzzy adaptive genetic algorithm (FAGA) is proposed in order to solve this optimization model. In establishing the FAGA, five dynamic fuzzy parameter controllers are devised in which fuzzy expert experience controller (FEEC) is integrated with automatic learning dynamic fuzzy controller (ALDFC) technique. The enhanced algorithm dynamically adjusts the population size, number of generations, tournament candidate, crossover rate, and mutation rate compared with using fixed control parameters. The main idea is to improve the performance and effectiveness of existing GAs by dynamic adjustment and control of the five parameters. Verification and validation of the dynamic fuzzy GA are carried out by developing test-beds and testing using a multiobjective fuzzy mixed production assembly line sequencing optimization problem. The simulation results highlight that the performance and efficacy of the proposed novel optimization algorithm are more efficient than the performance of the standard genetic algorithm in mixed assembly line sequencing model. PMID:24982962
2012-03-30
... DEPARTMENT OF TRANSPORTATION Dynamic Mobility Applications and Data Capture Management Programs... stakeholders an update on the Data Capture and Management (DCM) and Dynamic Mobility Applications (DMA... critical issues designed to garner stakeholder feedback. About the Dynamic Mobility Application and Data...
Mortgage Loan Portfolio Optimization Using Multi-Stage Stochastic Programming
DEFF Research Database (Denmark)
Rasmussen, Kourosh Marjani; Clausen, Jens
2007-01-01
reduction and LP relaxation are used to obtain near optimal solutions for large problem instances. Our results show that the standard Danish mortgagor should hold a more diversified portfolio of mortgage loans, and that he should rebalance the portfolio more frequently than current practice....
International Nuclear Information System (INIS)
Nguyen, Quoc-Hung; Choi, Seung-Bok
2009-01-01
This paper presents an optimal design of a passenger vehicle magnetorheological (MR) damper based on finite element analysis. The MR damper is constrained in a specific volume and the optimization problem identifies the geometric dimensions of the damper that minimize an objective function. The objective function consists of the damping force, the dynamic range, and the inductive time constant of the damper. After describing the configuration of the MR damper, the damping force and dynamic range are obtained on the basis of the Bingham model of an MR fluid. Then, the control energy (power consumption of the damper coil) and the inductive time constant are derived. The objective function for the optimization problem is determined based on the solution of the magnetic circuit of the initial damper. Subsequently, the optimization procedure, using a golden-section algorithm and a local quadratic fitting technique, is constructed via commercial finite element method parametric design language. Using the developed optimization tool, optimal solutions of the MR damper, which are constrained in a specific cylindrical volume defined by its radius and height, are determined and a comparative work on damping force and inductive time constant between the initial and optimal design is undertaken
Optimal Stochastic Control Problem for General Linear Dynamical Systems in Neuroscience
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Yan Chen
2017-01-01
Full Text Available This paper considers a d-dimensional stochastic optimization problem in neuroscience. Suppose the arm’s movement trajectory is modeled by high-order linear stochastic differential dynamic system in d-dimensional space, the optimal trajectory, velocity, and variance are explicitly obtained by using stochastic control method, which allows us to analytically establish exact relationships between various quantities. Moreover, the optimal trajectory is almost a straight line for a reaching movement; the optimal velocity bell-shaped and the optimal variance are consistent with the experimental Fitts law; that is, the longer the time of a reaching movement, the higher the accuracy of arriving at the target position, and the results can be directly applied to designing a reaching movement performed by a robotic arm in a more general environment.
Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost
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Bokanowski, Olivier, E-mail: boka@math.jussieu.fr [Laboratoire Jacques-Louis Lions, Université Paris-Diderot (Paris 7) UFR de Mathématiques - Bât. Sophie Germain (France); Picarelli, Athena, E-mail: athena.picarelli@inria.fr [Projet Commands, INRIA Saclay & ENSTA ParisTech (France); Zidani, Hasnaa, E-mail: hasnaa.zidani@ensta.fr [Unité de Mathématiques appliquées (UMA), ENSTA ParisTech (France)
2015-02-15
This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system of controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach.
Vilas, Carlos; Balsa-Canto, Eva; García, Maria-Sonia G; Banga, Julio R; Alonso, Antonio A
2012-07-02
Systems biology allows the analysis of biological systems behavior under different conditions through in silico experimentation. The possibility of perturbing biological systems in different manners calls for the design of perturbations to achieve particular goals. Examples would include, the design of a chemical stimulation to maximize the amplitude of a given cellular signal or to achieve a desired pattern in pattern formation systems, etc. Such design problems can be mathematically formulated as dynamic optimization problems which are particularly challenging when the system is described by partial differential equations.This work addresses the numerical solution of such dynamic optimization problems for spatially distributed biological systems. The usual nonlinear and large scale nature of the mathematical models related to this class of systems and the presence of constraints on the optimization problems, impose a number of difficulties, such as the presence of suboptimal solutions, which call for robust and efficient numerical techniques. Here, the use of a control vector parameterization approach combined with efficient and robust hybrid global optimization methods and a reduced order model methodology is proposed. The capabilities of this strategy are illustrated considering the solution of a two challenging problems: bacterial chemotaxis and the FitzHugh-Nagumo model. In the process of chemotaxis the objective was to efficiently compute the time-varying optimal concentration of chemotractant in one of the spatial boundaries in order to achieve predefined cell distribution profiles. Results are in agreement with those previously published in the literature. The FitzHugh-Nagumo problem is also efficiently solved and it illustrates very well how dynamic optimization may be used to force a system to evolve from an undesired to a desired pattern with a reduced number of actuators. The presented methodology can be used for the efficient dynamic optimization of