Portfolio optimization using fuzzy linear programming

Science.gov (United States)

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.

A Strongly and Superlinearly Convergent SQP Algorithm for Optimization Problems with Linear Complementarity Constraints

International Nuclear Information System (INIS)

Jian Jinbao; Li Jianling; Mo Xingde

2006-01-01

This paper discusses a kind of optimization problem with linear complementarity constraints, and presents a sequential quadratic programming (SQP) algorithm for solving a stationary point of the problem. The algorithm is a modification of the SQP algorithm proposed by Fukushima et al. [Computational Optimization and Applications, 10 (1998),5-34], and is based on a reformulation of complementarity condition as a system of linear equations. At each iteration, one quadratic programming and one system of equations needs to be solved, and a curve search is used to yield the step size. Under some appropriate assumptions, including the lower-level strict complementarity, but without the upper-level strict complementarity for the inequality constraints, the algorithm is proved to possess strong convergence and superlinear convergence. Some preliminary numerical results are reported

Stress-constrained truss topology optimization problems that can be solved by linear programming

DEFF Research Database (Denmark)

Stolpe, Mathias; Svanberg, Krister

2004-01-01

We consider the problem of simultaneously selecting the material and determining the area of each bar in a truss structure in such a way that the cost of the structure is minimized subject to stress constraints under a single load condition. We show that such problems can be solved by linear...... programming to give the global optimum, and that two different materials are always sufficient in an optimal structure....

Statistical mechanical analysis of linear programming relaxation for combinatorial optimization problems

Science.gov (United States)

Takabe, Satoshi; Hukushima, Koji

2016-05-01

Typical behavior of the linear programming (LP) problem is studied as a relaxation of the minimum vertex cover (min-VC), a type of integer programming (IP) problem. A lattice-gas model on the Erdös-Rényi random graphs of α -uniform hyperedges is proposed to express both the LP and IP problems of the min-VC in the common statistical mechanical model with a one-parameter family. Statistical mechanical analyses reveal for α =2 that the LP optimal solution is typically equal to that given by the IP below the critical average degree c =e in the thermodynamic limit. The critical threshold for good accuracy of the relaxation extends the mathematical result c =1 and coincides with the replica symmetry-breaking threshold of the IP. The LP relaxation for the minimum hitting sets with α ≥3 , minimum vertex covers on α -uniform random graphs, is also studied. Analytic and numerical results strongly suggest that the LP relaxation fails to estimate optimal values above the critical average degree c =e /(α -1 ) where the replica symmetry is broken.

Statistical mechanical analysis of linear programming relaxation for combinatorial optimization problems.

Science.gov (United States)

Takabe, Satoshi; Hukushima, Koji

2016-05-01

Typical behavior of the linear programming (LP) problem is studied as a relaxation of the minimum vertex cover (min-VC), a type of integer programming (IP) problem. A lattice-gas model on the Erdös-Rényi random graphs of α-uniform hyperedges is proposed to express both the LP and IP problems of the min-VC in the common statistical mechanical model with a one-parameter family. Statistical mechanical analyses reveal for α=2 that the LP optimal solution is typically equal to that given by the IP below the critical average degree c=e in the thermodynamic limit. The critical threshold for good accuracy of the relaxation extends the mathematical result c=1 and coincides with the replica symmetry-breaking threshold of the IP. The LP relaxation for the minimum hitting sets with α≥3, minimum vertex covers on α-uniform random graphs, is also studied. Analytic and numerical results strongly suggest that the LP relaxation fails to estimate optimal values above the critical average degree c=e/(α-1) where the replica symmetry is broken.

A METHOD FOR SOLVING LINEAR PROGRAMMING PROBLEMS WITH FUZZY PARAMETERS BASED ON MULTIOBJECTIVE LINEAR PROGRAMMING TECHNIQUE

OpenAIRE

M. ZANGIABADI; H. R. MALEKI

2007-01-01

In the real-world optimization problems, coefficients of the objective function are not known precisely and can be interpreted as fuzzy numbers. In this paper we define the concepts of optimality for linear programming problems with fuzzy parameters based on those for multiobjective linear programming problems. Then by using the concept of comparison of fuzzy numbers, we transform a linear programming problem with fuzzy parameters to a multiobjective linear programming problem. To this end, w...

Linear quadratic optimization for positive LTI system

Science.gov (United States)

Muhafzan, Yenti, Syafrida Wirma; Zulakmal

2017-05-01

Nowaday the linear quadratic optimization subject to positive linear time invariant (LTI) system constitute an interesting study considering it can become a mathematical model of variety of real problem whose variables have to nonnegative and trajectories generated by these variables must be nonnegative. In this paper we propose a method to generate an optimal control of linear quadratic optimization subject to positive linear time invariant (LTI) system. A sufficient condition that guarantee the existence of such optimal control is discussed.

A study of the use of linear programming techniques to improve the performance in design optimization problems

Science.gov (United States)

Young, Katherine C.; Sobieszczanski-Sobieski, Jaroslaw

1988-01-01

This project has two objectives. The first is to determine whether linear programming techniques can improve performance when handling design optimization problems with a large number of design variables and constraints relative to the feasible directions algorithm. The second purpose is to determine whether using the Kreisselmeier-Steinhauser (KS) function to replace the constraints with one constraint will reduce the cost of total optimization. Comparisons are made using solutions obtained with linear and non-linear methods. The results indicate that there is no cost saving using the linear method or in using the KS function to replace constraints.

Optimal control linear quadratic methods

CERN Document Server

Anderson, Brian D O

2007-01-01

This augmented edition of a respected text teaches the reader how to use linear quadratic Gaussian methods effectively for the design of control systems. It explores linear optimal control theory from an engineering viewpoint, with step-by-step explanations that show clearly how to make practical use of the material.The three-part treatment begins with the basic theory of the linear regulator/tracker for time-invariant and time-varying systems. The Hamilton-Jacobi equation is introduced using the Principle of Optimality, and the infinite-time problem is considered. The second part outlines the

Time-optimal feedback control for linear systems

International Nuclear Information System (INIS)

Mirica, S.

1976-01-01

The paper deals with the results of qualitative investigations of the time-optimal feedback control for linear systems with constant coefficients. In the first section, after some definitions and notations, two examples are given and it is shown that even the time-optimal control problem for linear systems with constant coefficients which looked like ''completely solved'' requires a further qualitative investigation of the stability to ''permanent perturbations'' of optimal feedback control. In the second section some basic results of the linear time-optimal control problem are reviewed. The third section deals with the definition of Boltyanskii's ''regular synthesis'' and its connection to Filippov's theory of right-hand side discontinuous differential equations. In the fourth section a theorem is proved concerning the stability to perturbations of time-optimal feedback control for linear systems with scalar control. In the last two sections it is proved that, if the matrix which defines the system has only real eigenvalues or is three-dimensional, the time-optimal feedback control defines a regular synthesis and therefore is stable to perturbations. (author)

A program package for solving linear optimization problems

International Nuclear Information System (INIS)

Horikami, Kunihiko; Fujimura, Toichiro; Nakahara, Yasuaki

1980-09-01

Seven computer programs for the solution of linear, integer and quadratic programming (four programs for linear programming, one for integer programming and two for quadratic programming) have been prepared and tested on FACOM M200 computer, and auxiliary programs have been written to make it easy to use the optimization program package. The characteristics of each program are explained and the detailed input/output descriptions are given in order to let users know how to use them. (author)

Integer linear models with a polynomial number of variables and constraints for some classical combinatorial optimization problems

Directory of Open Access Journals (Sweden)

Nelson Maculan

2003-01-01

Full Text Available We present integer linear models with a polynomial number of variables and constraints for combinatorial optimization problems in graphs: optimum elementary cycles, optimum elementary paths and optimum tree problems.Apresentamos modelos lineares inteiros com um número polinomial de variáveis e restrições para problemas de otimização combinatória em grafos: ciclos elementares ótimos, caminhos elementares ótimos e problemas em árvores ótimas.

The linear ordering problem: an algorithm for the optimal solution ...

African Journals Online (AJOL)

In this paper we describe and implement an algorithm for the exact solution of the Linear Ordering problem. Linear Ordering is the problem of finding a linear order of the nodes of a graph such that the sum of the weights which are consistent with this order is as large as possible. It is an NP - Hard combinatorial optimisation ...

A Problem on Optimal Transportation

Science.gov (United States)

Cechlarova, Katarina

2005-01-01

Mathematical optimization problems are not typical in the classical curriculum of mathematics. In this paper we show how several generalizations of an easy problem on optimal transportation were solved by gifted secondary school pupils in a correspondence mathematical seminar, how they can be used in university courses of linear programming and…

A non-linear branch and cut method for solving discrete minimum compliance problems to global optimality

DEFF Research Database (Denmark)

Stolpe, Mathias; Bendsøe, Martin P.

2007-01-01

This paper present some initial results pertaining to a search for globally optimal solutions to a challenging benchmark example proposed by Zhou and Rozvany. This means that we are dealing with global optimization of the classical single load minimum compliance topology design problem with a fixed...... finite element discretization and with discrete design variables. Global optimality is achieved by the implementation of some specially constructed convergent nonlinear branch and cut methods, based on the use of natural relaxations and by applying strengthening constraints (linear valid inequalities...

A non-linear branch and cut method for solving discrete minimum compliance problems to global optimality

DEFF Research Database (Denmark)

Stolpe, Mathias; Bendsøe, Martin P.

2007-01-01

This paper present some initial results pertaining to a search for globally optimal solutions to a challenging benchmark example proposed by Zhou and Rozvany. This means that we are dealing with global optimization of the classical single load minimum compliance topology design problem with a fixed...... finite element discretization and with discrete design variables. Global optimality is achieved by the implementation of some specially constructed convergent nonlinear branch and cut methods, based on the use of natural relaxations and by applying strengthening constraints (linear valid inequalities......) and cuts....

Legendre-tau approximation for functional differential equations. II - The linear quadratic optimal control problem

Science.gov (United States)

Ito, Kazufumi; Teglas, Russell

1987-01-01

The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.

Adaptive Finite Element Method for Optimal Control Problem Governed by Linear Quasiparabolic Integrodifferential Equations

Directory of Open Access Journals (Sweden)

Wanfang Shen

2012-01-01

Full Text Available The mathematical formulation for a quadratic optimal control problem governed by a linear quasiparabolic integrodifferential equation is studied. The control constrains are given in an integral sense: Uad={u∈X;∫ΩUu⩾0, t∈[0,T]}. Then the a posteriori error estimates in L∞(0,T;H1(Ω-norm and L2(0,T;L2(Ω-norm for both the state and the control approximation are given.

An Alternate Approach to Optimal L 2 -Error Analysis of Semidiscrete Galerkin Methods for Linear Parabolic Problems with Nonsmooth Initial Data

KAUST Repository

Goswami, Deepjyoti

2011-09-01

In this article, we propose and analyze an alternate proof of a priori error estimates for semidiscrete Galerkin approximations to a general second order linear parabolic initial and boundary value problem with rough initial data. Our analysis is based on energy arguments without using parabolic duality. Further, it follows the spirit of the proof technique used for deriving optimal error estimates for finite element approximations to parabolic problems with smooth initial data and hence, it unifies both theories, that is, one for smooth initial data and other for nonsmooth data. Moreover, the proposed technique is also extended to a semidiscrete mixed method for linear parabolic problems. In both cases, optimal L2-error estimates are derived, when the initial data is in L2. A superconvergence phenomenon is also observed, which is then used to prove L∞-estimates for linear parabolic problems defined on two-dimensional spatial domain again with rough initial data. Copyright © Taylor & Francis Group, LLC.

The intelligence of dual simplex method to solve linear fractional fuzzy transportation problem.

Science.gov (United States)

Narayanamoorthy, S; Kalyani, S

2015-01-01

An approach is presented to solve a fuzzy transportation problem with linear fractional fuzzy objective function. In this proposed approach the fractional fuzzy transportation problem is decomposed into two linear fuzzy transportation problems. The optimal solution of the two linear fuzzy transportations is solved by dual simplex method and the optimal solution of the fractional fuzzy transportation problem is obtained. The proposed method is explained in detail with an example.

A Semi-linear Backward Parabolic Cauchy Problem with Unbounded Coefficients of Hamilton–Jacobi–Bellman Type and Applications to Optimal Control

Energy Technology Data Exchange (ETDEWEB)

Addona, Davide, E-mail: d.addona@campus.unimib.it [Università degli Studi di Milano Bicocca, (MILANO BICOCCA) Dipartimento di Matematica (Italy)

2015-08-15

We obtain weighted uniform estimates for the gradient of the solutions to a class of linear parabolic Cauchy problems with unbounded coefficients. Such estimates are then used to prove existence and uniqueness of the mild solution to a semi-linear backward parabolic Cauchy problem, where the differential equation is the Hamilton–Jacobi–Bellman equation of a suitable optimal control problem. Via backward stochastic differential equations, we show that the mild solution is indeed the value function of the controlled equation and that the feedback law is verified.

Computation of Optimal Monotonicity Preserving General Linear Methods

KAUST Repository

Ketcheson, David I.

2009-07-01

Monotonicity preserving numerical methods for ordinary differential equations prevent the growth of propagated errors and preserve convex boundedness properties of the solution. We formulate the problem of finding optimal monotonicity preserving general linear methods for linear autonomous equations, and propose an efficient algorithm for its solution. This algorithm reliably finds optimal methods even among classes involving very high order accuracy and that use many steps and/or stages. The optimality of some recently proposed methods is verified, and many more efficient methods are found. We use similar algorithms to find optimal strong stability preserving linear multistep methods of both explicit and implicit type, including methods for hyperbolic PDEs that use downwind-biased operators.

Legendre-tau approximation for functional differential equations. Part 2: The linear quadratic optimal control problem

Science.gov (United States)

Ito, K.; Teglas, R.

1984-01-01

The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.

The Intelligence of Dual Simplex Method to Solve Linear Fractional Fuzzy Transportation Problem

Directory of Open Access Journals (Sweden)

S. Narayanamoorthy

2015-01-01

Full Text Available An approach is presented to solve a fuzzy transportation problem with linear fractional fuzzy objective function. In this proposed approach the fractional fuzzy transportation problem is decomposed into two linear fuzzy transportation problems. The optimal solution of the two linear fuzzy transportations is solved by dual simplex method and the optimal solution of the fractional fuzzy transportation problem is obtained. The proposed method is explained in detail with an example.

Approximating the Pareto set of multiobjective linear programs via robust optimization

NARCIS (Netherlands)

Gorissen, B.L.; den Hertog, D.

2012-01-01

We consider problems with multiple linear objectives and linear constraints and use adjustable robust optimization and polynomial optimization as tools to approximate the Pareto set with polynomials of arbitrarily large degree. The main difference with existing techniques is that we optimize a

On Optimal Feedback Control for Stationary Linear Systems

International Nuclear Information System (INIS)

Russell, David L.

2010-01-01

We study linear-quadratic optimal control problems for finite dimensional stationary linear systems AX+BU=Z with output Y=CX+DU from the viewpoint of linear feedback solution. We interpret solutions in relation to system robustness with respect to disturbances Z and relate them to nonlinear matrix equations of Riccati type and eigenvalue-eigenvector problems for the corresponding Hamiltonian system. Examples are included along with an indication of extensions to continuous, i.e., infinite dimensional, systems, primarily of elliptic type.

Applications of functional analysis to optimal control problems

International Nuclear Information System (INIS)

Mizukami, K.

1976-01-01

Some basic concepts in functional analysis, a general norm, the Hoelder inequality, functionals and the Hahn-Banach theorem are described; a mathematical formulation of two optimal control problems is introduced by the method of functional analysis. The problem of time-optimal control systems with both norm constraints on control inputs and on state variables at discrete intermediate times is formulated as an L-problem in the theory of moments. The simplex method is used for solving a non-linear minimizing problem inherent in the functional analysis solution to this problem. Numerical results are presented for a train operation. The second problem is that of optimal control of discrete linear systems with quadratic cost functionals. The problem is concerned with the case of unconstrained control and fixed endpoints. This problem is formulated in terms of norms of functionals on suitable Banach spaces. (author)

Optimal Robust Fault Detection for Linear Discrete Time Systems

Directory of Open Access Journals (Sweden)

Nike Liu

2008-01-01

Full Text Available This paper considers robust fault-detection problems for linear discrete time systems. It is shown that the optimal robust detection filters for several well-recognized robust fault-detection problems, such as ℋ−/ℋ∞, ℋ2/ℋ∞, and ℋ∞/ℋ∞ problems, are the same and can be obtained by solving a standard algebraic Riccati equation. Optimal filters are also derived for many other optimization criteria and it is shown that some well-studied and seeming-sensible optimization criteria for fault-detection filter design could lead to (optimal but useless fault-detection filters.

A Linear Programming Reformulation of the Standard Quadratic Optimization Problem

NARCIS (Netherlands)

de Klerk, E.; Pasechnik, D.V.

2005-01-01

The problem of minimizing a quadratic form over the standard simplex is known as the standard quadratic optimization problem (SQO).It is NPhard, and contains the maximum stable set problem in graphs as a special case.In this note we show that the SQO problem may be reformulated as an (exponentially

Generalized Benders’ Decomposition for topology optimization problems

DEFF Research Database (Denmark)

Munoz Queupumil, Eduardo Javier; Stolpe, Mathias

2011-01-01

) problems with discrete design variables to global optimality. We present the theoretical aspects of the method, including a proof of finite convergence and conditions for obtaining global optimal solutions. The method is also linked to, and compared with, an Outer-Approximation approach and a mixed 0......–1 semi definite programming formulation of the considered problem. Several ways to accelerate the method are suggested and an implementation is described. Finally, a set of truss topology optimization problems are numerically solved to global optimality.......This article considers the non-linear mixed 0–1 optimization problems that appear in topology optimization of load carrying structures. The main objective is to present a Generalized Benders’ Decomposition (GBD) method for solving single and multiple load minimum compliance (maximum stiffness...

Approximating the Pareto Set of Multiobjective Linear Programs via Robust Optimization

NARCIS (Netherlands)

Gorissen, B.L.; den Hertog, D.

2012-01-01

Abstract: The Pareto set of a multiobjective optimization problem consists of the solutions for which one or more objectives can not be improved without deteriorating one or more other objectives. We consider problems with linear objectives and linear constraints and use Adjustable Robust

ON PROBLEM OF REGIONAL WAREHOUSE AND TRANSPORT INFRASTRUCTURE OPTIMIZATION

Directory of Open Access Journals (Sweden)

I. Yu. Miretskiy

2017-01-01

Full Text Available The article suggests an approach of solving the problem of warehouse and transport infrastructure optimization in a region. The task is to determine the optimal capacity and location of the support network of warehouses in the region, as well as power, composition and location of motor fleets. Optimization is carried out using mathematical models of a regional warehouse network and a network of motor fleets. These models are presented as mathematical programming problems with separable functions. The process of finding the optimal solution of problems is complicated due to high dimensionality, non-linearity of functions, and the fact that a part of variables are constrained to integer, and some variables can take values only from a discrete set. Given the mentioned above complications search for an exact solution was rejected. The article suggests an approximate approach to solving problems. This approach employs effective computational schemes for solving multidimensional optimization problems. We use the continuous relaxation of the original problem to obtain its approximate solution. An approximately optimal solution of continuous relaxation is taken as an approximate solution of the original problem. The suggested solution method implies linearization of the obtained continuous relaxation and use of the separable programming scheme and the scheme of branches and bounds. We describe the use of the simplex method for solving the linearized continuous relaxation of the original problem and the specific moments of the branches and bounds method implementation. The paper shows the finiteness of the algorithm and recommends how to accelerate process of finding a solution.

Portfolio optimization by using linear programing models based on genetic algorithm

Science.gov (United States)

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.

Numerical Methods for Solution of the Extended Linear Quadratic Control Problem

DEFF Research Database (Denmark)

Jørgensen, John Bagterp; Frison, Gianluca; Gade-Nielsen, Nicolai Fog

2012-01-01

In this paper we present the extended linear quadratic control problem, its efficient solution, and a discussion of how it arises in the numerical solution of nonlinear model predictive control problems. The extended linear quadratic control problem is the optimal control problem corresponding...... to the Karush-Kuhn-Tucker system that constitute the majority of computational work in constrained nonlinear and linear model predictive control problems solved by efficient MPC-tailored interior-point and active-set algorithms. We state various methods of solving the extended linear quadratic control problem...... and discuss instances in which it arises. The methods discussed in the paper have been implemented in efficient C code for both CPUs and GPUs for a number of test examples....

Solution of linear ill-posed problems using overcomplete dictionaries

OpenAIRE

Pensky, Marianna

2016-01-01

In the present paper we consider application of overcomplete dictionaries to solution of general ill-posed linear inverse problems. Construction of an adaptive optimal solution for such problems usually relies either on a singular value decomposition or representation of the solution via an orthonormal basis. The shortcoming of both approaches lies in the fact that, in many situations, neither the eigenbasis of the linear operator nor a standard orthonormal basis constitutes an appropriate co...

Deterministic operations research models and methods in linear optimization

CERN Document Server

Rader, David J

2013-01-01

Uniquely blends mathematical theory and algorithm design for understanding and modeling real-world problems Optimization modeling and algorithms are key components to problem-solving across various fields of research, from operations research and mathematics to computer science and engineering. Addressing the importance of the algorithm design process. Deterministic Operations Research focuses on the design of solution methods for both continuous and discrete linear optimization problems. The result is a clear-cut resource for understanding three cornerstones of deterministic operations resear

A convex optimization approach for solving large scale linear systems

Directory of Open Access Journals (Sweden)

Debora Cores

2017-01-01

Full Text Available The well-known Conjugate Gradient (CG method minimizes a strictly convex quadratic function for solving large-scale linear system of equations when the coefficient matrix is symmetric and positive definite. In this work we present and analyze a non-quadratic convex function for solving any large-scale linear system of equations regardless of the characteristics of the coefficient matrix. For finding the global minimizers, of this new convex function, any low-cost iterative optimization technique could be applied. In particular, we propose to use the low-cost globally convergent Spectral Projected Gradient (SPG method, which allow us to extend this optimization approach for solving consistent square and rectangular linear system, as well as linear feasibility problem, with and without convex constraints and with and without preconditioning strategies. Our numerical results indicate that the new scheme outperforms state-of-the-art iterative techniques for solving linear systems when the symmetric part of the coefficient matrix is indefinite, and also for solving linear feasibility problems.

Method for solving fully fuzzy linear programming problems using deviation degree measure

Institute of Scientific and Technical Information of China (English)

Haifang Cheng; Weilai Huang; Jianhu Cai

2013-01-01

A new ful y fuzzy linear programming (FFLP) prob-lem with fuzzy equality constraints is discussed. Using deviation degree measures, the FFLP problem is transformed into a crispδ-parametric linear programming (LP) problem. Giving the value of deviation degree in each constraint, the δ-fuzzy optimal so-lution of the FFLP problem can be obtained by solving this LP problem. An algorithm is also proposed to find a balance-fuzzy optimal solution between two goals in conflict: to improve the va-lues of the objective function and to decrease the values of the deviation degrees. A numerical example is solved to il ustrate the proposed method.

Analysis of the efficiency of the linearization techniques for solving multi-objective linear fractional programming problems by goal programming

Directory of Open Access Journals (Sweden)

Tunjo Perić

2017-01-01

Full Text Available This paper presents and analyzes the applicability of three linearization techniques used for solving multi-objective linear fractional programming problems using the goal programming method. The three linearization techniques are: (1 Taylor’s polynomial linearization approximation, (2 the method of variable change, and (3 a modification of the method of variable change proposed in [20]. All three linearization techniques are presented and analyzed in two variants: (a using the optimal value of the objective functions as the decision makers’ aspirations, and (b the decision makers’ aspirations are given by the decision makers. As the criteria for the analysis we use the efficiency of the obtained solutions and the difficulties the analyst comes upon in preparing the linearization models. To analyze the applicability of the linearization techniques incorporated in the linear goal programming method we use an example of a financial structure optimization problem.

Optimal recombination in genetic algorithms for combinatorial optimization problems: Part I

Directory of Open Access Journals (Sweden)

Eremeev Anton V.

2014-01-01

Full Text Available This paper surveys results on complexity of the optimal recombination problem (ORP, which consists in finding the best possible offspring as a result of a recombination operator in a genetic algorithm, given two parent solutions. We consider efficient reductions of the ORPs, allowing to establish polynomial solvability or NP-hardness of the ORPs, as well as direct proofs of hardness results. Part I presents the basic principles of optimal recombination with a survey of results on Boolean Linear Programming Problems. Part II (to appear in a subsequent issue is devoted to the ORPs for problems which are naturally formulated in terms of search for an optimal permutation.

Sensitivity analysis in optimization and reliability problems

International Nuclear Information System (INIS)

Castillo, Enrique; Minguez, Roberto; Castillo, Carmen

2008-01-01

The paper starts giving the main results that allow a sensitivity analysis to be performed in a general optimization problem, including sensitivities of the objective function, the primal and the dual variables with respect to data. In particular, general results are given for non-linear programming, and closed formulas for linear programming problems are supplied. Next, the methods are applied to a collection of civil engineering reliability problems, which includes a bridge crane, a retaining wall and a composite breakwater. Finally, the sensitivity analysis formulas are extended to calculus of variations problems and a slope stability problem is used to illustrate the methods

Sensitivity analysis in optimization and reliability problems

Energy Technology Data Exchange (ETDEWEB)

Castillo, Enrique [Department of Applied Mathematics and Computational Sciences, University of Cantabria, Avda. Castros s/n., 39005 Santander (Spain)], E-mail: castie@unican.es; Minguez, Roberto [Department of Applied Mathematics, University of Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: roberto.minguez@uclm.es; Castillo, Carmen [Department of Civil Engineering, University of Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: mariacarmen.castillo@uclm.es

2008-12-15

The paper starts giving the main results that allow a sensitivity analysis to be performed in a general optimization problem, including sensitivities of the objective function, the primal and the dual variables with respect to data. In particular, general results are given for non-linear programming, and closed formulas for linear programming problems are supplied. Next, the methods are applied to a collection of civil engineering reliability problems, which includes a bridge crane, a retaining wall and a composite breakwater. Finally, the sensitivity analysis formulas are extended to calculus of variations problems and a slope stability problem is used to illustrate the methods.

Semidefinite linear complementarity problems

International Nuclear Information System (INIS)

Eckhardt, U.

1978-04-01

Semidefinite linear complementarity problems arise by discretization of variational inequalities describing e.g. elastic contact problems, free boundary value problems etc. In the present paper linear complementarity problems are introduced and the theory as well as the numerical treatment of them are described. In the special case of semidefinite linear complementarity problems a numerical method is presented which combines the advantages of elimination and iteration methods without suffering from their drawbacks. This new method has very attractive properties since it has a high degree of invariance with respect to the representation of the set of all feasible solutions of a linear complementarity problem by linear inequalities. By means of some practical applications the properties of the new method are demonstrated. (orig.) [de

Sensitivity analysis of linear programming problem through a recurrent neural network

Science.gov (United States)

Das, Raja

2017-11-01

In this paper we study the recurrent neural network for solving linear programming problems. To achieve optimality in accuracy and also in computational effort, an algorithm is presented. We investigate the sensitivity analysis of linear programming problem through the neural network. A detailed example is also presented to demonstrate the performance of the recurrent neural network.

An example in linear quadratic optimal control

NARCIS (Netherlands)

Weiss, George; Zwart, Heiko J.

1998-01-01

We construct a simple example of a quadratic optimal control problem for an infinite-dimensional linear system based on a shift semigroup. This system has an unbounded control operator. The cost is quadratic in the input and the state, and the weighting operators are bounded. Despite its extreme

Topology optimization of Channel flow problems

DEFF Research Database (Denmark)

Gersborg-Hansen, Allan; Sigmund, Ole; Haber, R. B.

2005-01-01

function which measures either some local aspect of the velocity field or a global quantity, such as the rate of energy dissipation. We use the finite element method to model the flow, and we solve the optimization problem with a gradient-based math-programming algorithm that is driven by analytical......This paper describes a topology design method for simple two-dimensional flow problems. We consider steady, incompressible laminar viscous flows at low to moderate Reynolds numbers. This makes the flow problem non-linear and hence a non-trivial extension of the work of [Borrvall&Petersson 2002......]. Further, the inclusion of inertia effects significantly alters the physics, enabling solutions of new classes of optimization problems, such as velocity--driven switches, that are not addressed by the earlier method. Specifically, we determine optimal layouts of channel flows that extremize a cost...

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.

Multi-objective genetic optimization of linear construction projects

Directory of Open Access Journals (Sweden)

Fatma A. Agrama

2012-08-01

Full Text Available In the real world, the majority cases of optimization problems, met by engineers, are composed of several conflicting objectives. This paper presents an approach for a multi-objective optimization model for scheduling linear construction projects. Linear construction projects have many identical units wherein activities repeat from one unit to another. Highway, pipeline, and tunnels are good examples that exhibit repetitive characteristics. These projects represent a large portion of the construction industry. The present model enables construction planners to generate optimal/near-optimal construction plans that minimize project duration, total work interruptions, and total number of crews. Each of these plans identifies, from a set of feasible alternatives, optimal crew synchronization for each activity and activity interruptions at each unit. This model satisfies the following aspects: (1 it is based on the line of balance technique; (2 it considers non-serial typical activities networks with finish–start relationship and both lag or overlap time between activities is allowed; (3 it utilizes a multi-objective genetic algorithms approach; (4 it is developed as a spreadsheet template that is easy to use. Details of the model with visual charts are presented. An application example is analyzed to illustrate the use of the model and demonstrate its capabilities in optimizing the scheduling of linear construction projects.

On the Performance of Linear Decreasing Inertia Weight Particle Swarm Optimization for Global Optimization

Science.gov (United States)

Arasomwan, Martins Akugbe; Adewumi, Aderemi Oluyinka

2013-01-01

Linear decreasing inertia weight (LDIW) strategy was introduced to improve on the performance of the original particle swarm optimization (PSO). However, linear decreasing inertia weight PSO (LDIW-PSO) algorithm is known to have the shortcoming of premature convergence in solving complex (multipeak) optimization problems due to lack of enough momentum for particles to do exploitation as the algorithm approaches its terminal point. Researchers have tried to address this shortcoming by modifying LDIW-PSO or proposing new PSO variants. Some of these variants have been claimed to outperform LDIW-PSO. The major goal of this paper is to experimentally establish the fact that LDIW-PSO is very much efficient if its parameters are properly set. First, an experiment was conducted to acquire a percentage value of the search space limits to compute the particle velocity limits in LDIW-PSO based on commonly used benchmark global optimization problems. Second, using the experimentally obtained values, five well-known benchmark optimization problems were used to show the outstanding performance of LDIW-PSO over some of its competitors which have in the past claimed superiority over it. Two other recent PSO variants with different inertia weight strategies were also compared with LDIW-PSO with the latter outperforming both in the simulation experiments conducted. PMID:24324383

Optimal difference-based estimation for partially linear models

KAUST Repository

Zhou, Yuejin; Cheng, Yebin; Dai, Wenlin; Tong, Tiejun

2017-01-01

Difference-based methods have attracted increasing attention for analyzing partially linear models in the recent literature. In this paper, we first propose to solve the optimal sequence selection problem in difference-based estimation for the linear component. To achieve the goal, a family of new sequences and a cross-validation method for selecting the adaptive sequence are proposed. We demonstrate that the existing sequences are only extreme cases in the proposed family. Secondly, we propose a new estimator for the residual variance by fitting a linear regression method to some difference-based estimators. Our proposed estimator achieves the asymptotic optimal rate of mean squared error. Simulation studies also demonstrate that our proposed estimator performs better than the existing estimator, especially when the sample size is small and the nonparametric function is rough.

Optimal difference-based estimation for partially linear models

KAUST Repository

Zhou, Yuejin

2017-12-16

Difference-based methods have attracted increasing attention for analyzing partially linear models in the recent literature. In this paper, we first propose to solve the optimal sequence selection problem in difference-based estimation for the linear component. To achieve the goal, a family of new sequences and a cross-validation method for selecting the adaptive sequence are proposed. We demonstrate that the existing sequences are only extreme cases in the proposed family. Secondly, we propose a new estimator for the residual variance by fitting a linear regression method to some difference-based estimators. Our proposed estimator achieves the asymptotic optimal rate of mean squared error. Simulation studies also demonstrate that our proposed estimator performs better than the existing estimator, especially when the sample size is small and the nonparametric function is rough.

On a linear-quadratic problem with Caputo derivative

Directory of Open Access Journals (Sweden)

Dariusz Idczak

2016-01-01

Full Text Available In this paper, we study a linear-quadratic optimal control problem with a fractional control system containing a Caputo derivative of unknown function. First, we derive the formulas for the differential and gradient of the cost functional under given constraints. Next, we prove an existence result and derive a maximum principle. Finally, we describe the gradient and projection of the gradient methods for the problem under consideration.

An introduction to fuzzy linear programming problems theory, methods and applications

CERN Document Server

Kaur, Jagdeep

2016-01-01

The book presents a snapshot of the state of the art in the field of fully fuzzy linear programming. The main focus is on showing current methods for finding the fuzzy optimal solution of fully fuzzy linear programming problems in which all the parameters and decision variables are represented by non-negative fuzzy numbers. It presents new methods developed by the authors, as well as existing methods developed by others, and their application to real-world problems, including fuzzy transportation problems. Moreover, it compares the outcomes of the different methods and discusses their advantages/disadvantages. As the first work to collect at one place the most important methods for solving fuzzy linear programming problems, the book represents a useful reference guide for students and researchers, providing them with the necessary theoretical and practical knowledge to deal with linear programming problems under uncertainty.

Efficient decomposition and linearization methods for the stochastic transportation problem

International Nuclear Information System (INIS)

Holmberg, K.

1993-01-01

The stochastic transportation problem can be formulated as a convex transportation problem with nonlinear objective function and linear constraints. We compare several different methods based on decomposition techniques and linearization techniques for this problem, trying to find the most efficient method or combination of methods. We discuss and test a separable programming approach, the Frank-Wolfe method with and without modifications, the new technique of mean value cross decomposition and the more well known Lagrangian relaxation with subgradient optimization, as well as combinations of these approaches. Computational tests are presented, indicating that some new combination methods are quite efficient for large scale problems. (authors) (27 refs.)

ORACLS- OPTIMAL REGULATOR ALGORITHMS FOR THE CONTROL OF LINEAR SYSTEMS (CDC VERSION)

Science.gov (United States)

Armstrong, E. S.

1994-01-01

This control theory design package, called Optimal Regulator Algorithms for the Control of Linear Systems (ORACLS), was developed to aid in the design of controllers and optimal filters for systems which can be modeled by linear, time-invariant differential and difference equations. Optimal linear quadratic regulator theory, currently referred to as the Linear-Quadratic-Gaussian (LQG) problem, has become the most widely accepted method of determining optimal control policy. Within this theory, the infinite duration time-invariant problems, which lead to constant gain feedback control laws and constant Kalman-Bucy filter gains for reconstruction of the system state, exhibit high tractability and potential ease of implementation. A variety of new and efficient methods in the field of numerical linear algebra have been combined into the ORACLS program, which provides for the solution to time-invariant continuous or discrete LQG problems. The ORACLS package is particularly attractive to the control system designer because it provides a rigorous tool for dealing with multi-input and multi-output dynamic systems in both continuous and discrete form. The ORACLS programming system is a collection of subroutines which can be used to formulate, manipulate, and solve various LQG design problems. The ORACLS program is constructed in a manner which permits the user to maintain considerable flexibility at each operational state. This flexibility is accomplished by providing primary operations, analysis of linear time-invariant systems, and control synthesis based on LQG methodology. The input-output routines handle the reading and writing of numerical matrices, printing heading information, and accumulating output information. The basic vector-matrix operations include addition, subtraction, multiplication, equation, norm construction, tracing, transposition, scaling, juxtaposition, and construction of null and identity matrices. The analysis routines provide for the following

Fuzzy optimization of primal-dual pair using piecewise linear membership functions

Directory of Open Access Journals (Sweden)

Pandey D.

2012-01-01

Full Text Available Present paper improves the model of Bector and Chandra [Fuzzy Sets and Systems, 125 (2002 317-325] on duality in fuzzy linear programming by using non-linear membership functions. Numerical problem discussed by these authors has also been worked out through our non-linear model to demonstrate improved optimality of the results.

From a Nonlinear, Nonconvex Variational Problem to a Linear, Convex Formulation

International Nuclear Information System (INIS)

Egozcue, J.; Meziat, R.; Pedregal, P.

2002-01-01

We propose a general approach to deal with nonlinear, nonconvex variational problems based on a reformulation of the problem resulting in an optimization problem with linear cost functional and convex constraints. As a first step we explicitly explore these ideas to some one-dimensional variational problems and obtain specific conclusions of an analytical and numerical nature

Regularization Techniques for Linear Least-Squares Problems

KAUST Repository

Suliman, Mohamed

2016-04-01

Linear estimation is a fundamental branch of signal processing that deals with estimating the values of parameters from a corrupted measured data. Throughout the years, several optimization criteria have been used to achieve this task. The most astonishing attempt among theses is the linear least-squares. Although this criterion enjoyed a wide popularity in many areas due to its attractive properties, it appeared to suffer from some shortcomings. Alternative optimization criteria, as a result, have been proposed. These new criteria allowed, in one way or another, the incorporation of further prior information to the desired problem. Among theses alternative criteria is the regularized least-squares (RLS). In this thesis, we propose two new algorithms to find the regularization parameter for linear least-squares problems. In the constrained perturbation regularization algorithm (COPRA) for random matrices and COPRA for linear discrete ill-posed problems, an artificial perturbation matrix with a bounded norm is forced into the model matrix. This perturbation is introduced to enhance the singular value structure of the matrix. As a result, the new modified model is expected to provide a better stabilize substantial solution when used to estimate the original signal through minimizing the worst-case residual error function. Unlike many other regularization algorithms that go in search of minimizing the estimated data error, the two new proposed algorithms are developed mainly to select the artifcial perturbation bound and the regularization parameter in a way that approximately minimizes the mean-squared error (MSE) between the original signal and its estimate under various conditions. The first proposed COPRA method is developed mainly to estimate the regularization parameter when the measurement matrix is complex Gaussian, with centered unit variance (standard), and independent and identically distributed (i.i.d.) entries. Furthermore, the second proposed COPRA

Solution of a General Linear Complementarity Problem Using Smooth Optimization and Its Application to Bilinear Programming and LCP

International Nuclear Information System (INIS)

Fernandes, L.; Friedlander, A.; Guedes, M.; Judice, J.

2001-01-01

This paper addresses a General Linear Complementarity Problem (GLCP) that has found applications in global optimization. It is shown that a solution of the GLCP can be computed by finding a stationary point of a differentiable function over a set defined by simple bounds on the variables. The application of this result to the solution of bilinear programs and LCPs is discussed. Some computational evidence of its usefulness is included in the last part of the paper

Linear decomposition approach for a class of nonconvex programming problems.

Science.gov (United States)

Shen, Peiping; Wang, Chunfeng

2017-01-01

This paper presents a linear decomposition approach for a class of nonconvex programming problems by dividing the input space into polynomially many grids. It shows that under certain assumptions the original problem can be transformed and decomposed into a polynomial number of equivalent linear programming subproblems. Based on solving a series of liner programming subproblems corresponding to those grid points we can obtain the near-optimal solution of the original problem. Compared to existing results in the literature, the proposed algorithm does not require the assumptions of quasi-concavity and differentiability of the objective function, and it differs significantly giving an interesting approach to solving the problem with a reduced running time.

A trust region interior point algorithm for optimal power flow problems

Energy Technology Data Exchange (ETDEWEB)

Wang Min [Hefei University of Technology (China). Dept. of Electrical Engineering and Automation; Liu Shengsong [Jiangsu Electric Power Dispatching and Telecommunication Company (China). Dept. of Automation

2005-05-01

This paper presents a new algorithm that uses the trust region interior point method to solve nonlinear optimal power flow (OPF) problems. The OPF problem is solved by a primal/dual interior point method with multiple centrality corrections as a sequence of linearized trust region sub-problems. It is the trust region that controls the linear step size and ensures the validity of the linear model. The convergence of the algorithm is improved through the modification of the trust region sub-problem. Numerical results of standard IEEE systems and two realistic networks ranging in size from 14 to 662 buses are presented. The computational results show that the proposed algorithm is very effective to optimal power flow applications, and favors the successive linear programming (SLP) method. Comparison with the predictor/corrector primal/dual interior point (PCPDIP) method is also made to demonstrate the superiority of the multiple centrality corrections technique. (author)

Infeasible Interior-Point Methods for Linear Optimization Based on Large Neighborhood

NARCIS (Netherlands)

Asadi, A.R.; Roos, C.

2015-01-01

In this paper, we design a class of infeasible interior-point methods for linear optimization based on large neighborhood. The algorithm is inspired by a full-Newton step infeasible algorithm with a linear convergence rate in problem dimension that was recently proposed by the second author.

A primal-dual exterior point algorithm for linear programming problems

Directory of Open Access Journals (Sweden)

Samaras Nikolaos

2009-01-01

Full Text Available The aim of this paper is to present a new simplex type algorithm for the Linear Programming Problem. The Primal - Dual method is a Simplex - type pivoting algorithm that generates two paths in order to converge to the optimal solution. The first path is primal feasible while the second one is dual feasible for the original problem. Specifically, we use a three-phase-implementation. The first two phases construct the required primal and dual feasible solutions, using the Primal Simplex algorithm. Finally, in the third phase the Primal - Dual algorithm is applied. Moreover, a computational study has been carried out, using randomly generated sparse optimal linear problems, to compare its computational efficiency with the Primal Simplex algorithm and also with MATLAB's Interior Point Method implementation. The algorithm appears to be very promising since it clearly shows its superiority to the Primal Simplex algorithm as well as its robustness over the IPM algorithm.

Constrained non-linear optimization in 3D reflexion tomography; Problemes d'optimisation non-lineaire avec contraintes en tomographie de reflexion 3D

Energy Technology Data Exchange (ETDEWEB)

Delbos, F

2004-11-01

Reflexion tomography allows the determination of a subsurface velocity model from the travel times of seismic waves. The introduction of a priori information in this inverse problem can lead to the resolution of a constrained non-linear least-squares problem. The goal of the thesis is to improve the resolution techniques of this optimization problem, whose main difficulties are its ill-conditioning, its large scale and an expensive cost function in terms of CPU time. Thanks to a detailed study of the problem and to numerous numerical experiments, we justify the use of a sequential quadratic programming method, in which the tangential quadratic programs are solved by an original augmented Lagrangian method. We show the global linear convergence of the latter. The efficiency and robustness of the approach are demonstrated on several synthetic examples and on two real data cases. (author)

Hybrid vehicle optimal control : Linear interpolation and singular control

NARCIS (Netherlands)

Delprat, S.; Hofman, T.

2015-01-01

Hybrid vehicle energy management can be formulated as an optimal control problem. Considering that the fuel consumption is often computed using linear interpolation over lookup table data, a rigorous analysis of the necessary conditions provided by the Pontryagin Minimum Principle is conducted. For

DESIGN OF EDUCATIONAL PROBLEMS ON LINEAR PROGRAMMING USING SYSTEMS OF COMPUTER MATHEMATICS

Directory of Open Access Journals (Sweden)

Volodymyr M. Mykhalevych

2013-11-01

Full Text Available From a perspective of the theory of educational problems a problem of substitution in the conditions of ICT use of one discipline by an educational problem of another discipline is represented. Through the example of mathematical problems of linear programming it is showed that a student’s method of operation in the course of an educational problem solving is determinant in the identification of an educational problem in relation to a specific discipline: linear programming, informatics, mathematical modeling, methods of optimization, automatic control theory, calculus etc. It is substantiated the necessity of linear programming educational problems renovation with the purpose of making students free of bulky similar arithmetic calculations and notes which often becomes a barrier to a deeper understanding of key ideas taken as a basis of algorithms used by them.

Multi-objective optimization of linear multi-state multiple sliding window system

International Nuclear Information System (INIS)

Konak, Abdullah; Kulturel-Konak, Sadan; Levitin, Gregory

2012-01-01

This paper considers the optimal element sequencing in a linear multi-state multiple sliding window system that consists of n linearly ordered multi-state elements. Each multi-state element can have different states: from complete failure up to perfect functioning. A performance rate is associated with each state. The failure of type i in the system occurs if for any i (1≤i≤I) the cumulative performance of any r i consecutive elements is lower than w i . The element sequence strongly affects the probability of any type of system failure. The sequence that minimizes the probability of certain type of failure can provide high probability of other types of failures. Therefore the optimization problem for the multiple sliding window system is essentially multi-objective. The paper formulates and solves the multi-objective optimization problem for the multiple sliding window systems. A multi-objective Genetic Algorithm is used as the optimization engine. Illustrative examples are presented.

The use of linear programming in optimization of HDR implant dose distributions

International Nuclear Information System (INIS)

Jozsef, Gabor; Streeter, Oscar E.; Astrahan, Melvin A.

2003-01-01

The introduction of high dose rate brachytherapy enabled optimization of dose distributions to be used on a routine basis. The objective of optimization is to homogenize the dose distribution within the implant while simultaneously satisfying dose constraints on certain points. This is accomplished by varying the time the source dwells at different locations. As the dose at any point is a linear function of the dwell times, a linear programming approach seems to be a natural choice. The dose constraints are inherently linear inequalities. Homogeneity requirements are linearized by minimizing the maximum deviation of the doses at points inside the implant from a prescribed dose. The revised simplex method was applied for the solution of this linear programming problem. In the homogenization process the possible source locations were chosen as optimization points. To avoid the problem of the singular value of the dose at a source location from the source itself we define the 'self-contribution' as the dose at a small distance from the source. The effect of varying this distance is discussed. Test cases were optimized for planar, biplanar and cylindrical implants. A semi-irregular, fan-like implant with diverging needles was also investigated. Mean central dose calculation based on 3D Delaunay-triangulation of the source locations was used to evaluate the dose distributions. The optimization method resulted in homogeneous distributions (for brachytherapy). Additional dose constraints--when applied--were satisfied. The method is flexible enough to include other linear constraints such as the inclusion of the centroids of the Delaunay-triangulation for homogenization, or limiting the maximum allowable dwell time

Polymorphic Uncertain Linear Programming for Generalized Production Planning Problems

Directory of Open Access Journals (Sweden)

Xinbo Zhang

2014-01-01

Full Text Available A polymorphic uncertain linear programming (PULP model is constructed to formulate a class of generalized production planning problems. In accordance with the practical environment, some factors such as the consumption of raw material, the limitation of resource and the demand of product are incorporated into the model as parameters of interval and fuzzy subsets, respectively. Based on the theory of fuzzy interval program and the modified possibility degree for the order of interval numbers, a deterministic equivalent formulation for this model is derived such that a robust solution for the uncertain optimization problem is obtained. Case study indicates that the constructed model and the proposed solution are useful to search for an optimal production plan for the polymorphic uncertain generalized production planning problems.

On Attainability of Optimal Solutions for Linear Elliptic Equations with Unbounded Coefficients

Directory of Open Access Journals (Sweden)

P. I. Kogut

2011-12-01

Full Text Available We study an optimal boundary control problem (OCP associated to a linear elliptic equation —div (Vj/ + A(xVy = f describing diffusion in a turbulent flow. The characteristic feature of this equation is the fact that, in applications, the stream matrix A(x = [a,ij(x]i,j=i,...,N is skew-symmetric, ац(х = —a,ji(x, measurable, and belongs to L -space (rather than L°°. An optimal solution to such problem can inherit a singular character of the original stream matrix A. We show that optimal solutions can be attainable by solutions of special optimal boundary control problems.

ORACLS- OPTIMAL REGULATOR ALGORITHMS FOR THE CONTROL OF LINEAR SYSTEMS (DEC VAX VERSION)

Science.gov (United States)

Frisch, H.

1994-01-01

This control theory design package, called Optimal Regulator Algorithms for the Control of Linear Systems (ORACLS), was developed to aid in the design of controllers and optimal filters for systems which can be modeled by linear, time-invariant differential and difference equations. Optimal linear quadratic regulator theory, currently referred to as the Linear-Quadratic-Gaussian (LQG) problem, has become the most widely accepted method of determining optimal control policy. Within this theory, the infinite duration time-invariant problems, which lead to constant gain feedback control laws and constant Kalman-Bucy filter gains for reconstruction of the system state, exhibit high tractability and potential ease of implementation. A variety of new and efficient methods in the field of numerical linear algebra have been combined into the ORACLS program, which provides for the solution to time-invariant continuous or discrete LQG problems. The ORACLS package is particularly attractive to the control system designer because it provides a rigorous tool for dealing with multi-input and multi-output dynamic systems in both continuous and discrete form. The ORACLS programming system is a collection of subroutines which can be used to formulate, manipulate, and solve various LQG design problems. The ORACLS program is constructed in a manner which permits the user to maintain considerable flexibility at each operational state. This flexibility is accomplished by providing primary operations, analysis of linear time-invariant systems, and control synthesis based on LQG methodology. The input-output routines handle the reading and writing of numerical matrices, printing heading information, and accumulating output information. The basic vector-matrix operations include addition, subtraction, multiplication, equation, norm construction, tracing, transposition, scaling, juxtaposition, and construction of null and identity matrices. The analysis routines provide for the following

Combined genetic algorithm and multiple linear regression (GA-MLR) optimizer: Application to multi-exponential fluorescence decay surface.

Science.gov (United States)

Fisz, Jacek J

2006-12-07

The optimization approach based on the genetic algorithm (GA) combined with multiple linear regression (MLR) method, is discussed. The GA-MLR optimizer is designed for the nonlinear least-squares problems in which the model functions are linear combinations of nonlinear functions. GA optimizes the nonlinear parameters, and the linear parameters are calculated from MLR. GA-MLR is an intuitive optimization approach and it exploits all advantages of the genetic algorithm technique. This optimization method results from an appropriate combination of two well-known optimization methods. The MLR method is embedded in the GA optimizer and linear and nonlinear model parameters are optimized in parallel. The MLR method is the only one strictly mathematical "tool" involved in GA-MLR. The GA-MLR approach simplifies and accelerates considerably the optimization process because the linear parameters are not the fitted ones. Its properties are exemplified by the analysis of the kinetic biexponential fluorescence decay surface corresponding to a two-excited-state interconversion process. A short discussion of the variable projection (VP) algorithm, designed for the same class of the optimization problems, is presented. VP is a very advanced mathematical formalism that involves the methods of nonlinear functionals, algebra of linear projectors, and the formalism of Fréchet derivatives and pseudo-inverses. Additional explanatory comments are added on the application of recently introduced the GA-NR optimizer to simultaneous recovery of linear and weakly nonlinear parameters occurring in the same optimization problem together with nonlinear parameters. The GA-NR optimizer combines the GA method with the NR method, in which the minimum-value condition for the quadratic approximation to chi(2), obtained from the Taylor series expansion of chi(2), is recovered by means of the Newton-Raphson algorithm. The application of the GA-NR optimizer to model functions which are multi-linear

Fuzzy linear programming based optimal fuel scheduling incorporating blending/transloading facilities

Energy Technology Data Exchange (ETDEWEB)

Djukanovic, M.; Babic, B.; Milosevic, B. [Electrical Engineering Inst. Nikola Tesla, Belgrade (Yugoslavia); Sobajic, D.J. [EPRI, Palo Alto, CA (United States). Power System Control; Pao, Y.H. [Case Western Reserve Univ., Cleveland, OH (United States)]|[AI WARE, Inc., Cleveland, OH (United States)

1996-05-01

In this paper the blending/transloading facilities are modeled using an interactive fuzzy linear programming (FLP), in order to allow the decision-maker to solve the problem of uncertainty of input information within the fuel scheduling optimization. An interactive decision-making process is formulated in which decision-maker can learn to recognize good solutions by considering all possibilities of fuzziness. The application of the fuzzy formulation is accompanied by a careful examination of the definition of fuzziness, appropriateness of the membership function and interpretation of results. The proposed concept provides a decision support system with integration-oriented features, whereby the decision-maker can learn to recognize the relative importance of factors in the specific domain of optimal fuel scheduling (OFS) problem. The formulation of a fuzzy linear programming problem to obtain a reasonable nonfuzzy solution under consideration of the ambiguity of parameters, represented by fuzzy numbers, is introduced. An additional advantage of the FLP formulation is its ability to deal with multi-objective problems.

Multiobjective Optimization of Linear Cooperative Spectrum Sensing: Pareto Solutions and Refinement.

Science.gov (United States)

Yuan, Wei; You, Xinge; Xu, Jing; Leung, Henry; Zhang, Tianhang; Chen, Chun Lung Philip

2016-01-01

In linear cooperative spectrum sensing, the weights of secondary users and detection threshold should be optimally chosen to minimize missed detection probability and to maximize secondary network throughput. Since these two objectives are not completely compatible, we study this problem from the viewpoint of multiple-objective optimization. We aim to obtain a set of evenly distributed Pareto solutions. To this end, here, we introduce the normal constraint (NC) method to transform the problem into a set of single-objective optimization (SOO) problems. Each SOO problem usually results in a Pareto solution. However, NC does not provide any solution method to these SOO problems, nor any indication on the optimal number of Pareto solutions. Furthermore, NC has no preference over all Pareto solutions, while a designer may be only interested in some of them. In this paper, we employ a stochastic global optimization algorithm to solve the SOO problems, and then propose a simple method to determine the optimal number of Pareto solutions under a computational complexity constraint. In addition, we extend NC to refine the Pareto solutions and select the ones of interest. Finally, we verify the effectiveness and efficiency of the proposed methods through computer simulations.

An Augmented Lagrangian Method for the Optimal H∞ Model Order Reduction Problem

Directory of Open Access Journals (Sweden)

Hongli Yang

2017-01-01

Full Text Available This paper treats the computational method of the optimal H∞ model order reduction (MOR problem of linear time-invariant (LTI systems. Optimal solution of MOR problem of LTI systems can be obtained by solving the LMIs feasibility coupling with a rank inequality constraint, which makes the solutions much harder to be obtained. In this paper, we show that the rank inequality constraint can be formulated as a linear rank function equality constraint. Properties of the linear rank function are discussed. We present an iterative algorithm based on augmented Lagrangian method by replacing the rank inequality with the linear rank function. Convergence analysis of the algorithm is given, which is distinct to the now available heuristic methods. Numerical experiments for the MOR problems of continuous LTI system illustrate the practicality of our method.

Constrained non-linear optimization in 3D reflexion tomography; Problemes d'optimisation non-lineaire avec contraintes en tomographie de reflexion 3D

Energy Technology Data Exchange (ETDEWEB)

Delbos, F.

2004-11-01

Reflexion tomography allows the determination of a subsurface velocity model from the travel times of seismic waves. The introduction of a priori information in this inverse problem can lead to the resolution of a constrained non-linear least-squares problem. The goal of the thesis is to improve the resolution techniques of this optimization problem, whose main difficulties are its ill-conditioning, its large scale and an expensive cost function in terms of CPU time. Thanks to a detailed study of the problem and to numerous numerical experiments, we justify the use of a sequential quadratic programming method, in which the tangential quadratic programs are solved by an original augmented Lagrangian method. We show the global linear convergence of the latter. The efficiency and robustness of the approach are demonstrated on several synthetic examples and on two real data cases. (author)

A non-linear optimal control problem in obtaining homogeneous concentration for semiconductor materials

International Nuclear Information System (INIS)

Huang, C.-H.; Li, J.-X.

2006-01-01

A non-linear optimal control algorithm is examined in this study for the diffusion process of semiconductor materials. The purpose of this algorithm is to estimate an optimal control function such that the homogeneity of the concentration can be controlled during the diffusion process and the diffusion-induced stresses for the semiconductor materials can thus be reduced. The validation of this optimal control analysis utilizing the conjugate gradient method of minimization is analysed by using numerical experiments. Three different diffusion processing times are given and the corresponding optimal control functions are to be determined. Results show that the diffusion time can be shortened significantly by applying the optimal control function at the boundary and the homogeneity of the concentration is also guaranteed. This control function can be obtained within a very short CPU time on a Pentium III 600 MHz PC

Optimization of constrained multiple-objective reliability problems using evolutionary algorithms

International Nuclear Information System (INIS)

Salazar, Daniel; Rocco, Claudio M.; Galvan, Blas J.

2006-01-01

This paper illustrates the use of multi-objective optimization to solve three types of reliability optimization problems: to find the optimal number of redundant components, find the reliability of components, and determine both their redundancy and reliability. In general, these problems have been formulated as single objective mixed-integer non-linear programming problems with one or several constraints and solved by using mathematical programming techniques or special heuristics. In this work, these problems are reformulated as multiple-objective problems (MOP) and then solved by using a second-generation Multiple-Objective Evolutionary Algorithm (MOEA) that allows handling constraints. The MOEA used in this paper (NSGA-II) demonstrates the ability to identify a set of optimal solutions (Pareto front), which provides the Decision Maker with a complete picture of the optimal solution space. Finally, the advantages of both MOP and MOEA approaches are illustrated by solving four redundancy problems taken from the literature

Optimization of constrained multiple-objective reliability problems using evolutionary algorithms

Energy Technology Data Exchange (ETDEWEB)

Salazar, Daniel [Instituto de Sistemas Inteligentes y Aplicaciones Numericas en Ingenieria (IUSIANI), Division de Computacion Evolutiva y Aplicaciones (CEANI), Universidad de Las Palmas de Gran Canaria, Islas Canarias (Spain) and Facultad de Ingenieria, Universidad Central Venezuela, Caracas (Venezuela)]. E-mail: danielsalazaraponte@gmail.com; Rocco, Claudio M. [Facultad de Ingenieria, Universidad Central Venezuela, Caracas (Venezuela)]. E-mail: crocco@reacciun.ve; Galvan, Blas J. [Instituto de Sistemas Inteligentes y Aplicaciones Numericas en Ingenieria (IUSIANI), Division de Computacion Evolutiva y Aplicaciones (CEANI), Universidad de Las Palmas de Gran Canaria, Islas Canarias (Spain)]. E-mail: bgalvan@step.es

2006-09-15

This paper illustrates the use of multi-objective optimization to solve three types of reliability optimization problems: to find the optimal number of redundant components, find the reliability of components, and determine both their redundancy and reliability. In general, these problems have been formulated as single objective mixed-integer non-linear programming problems with one or several constraints and solved by using mathematical programming techniques or special heuristics. In this work, these problems are reformulated as multiple-objective problems (MOP) and then solved by using a second-generation Multiple-Objective Evolutionary Algorithm (MOEA) that allows handling constraints. The MOEA used in this paper (NSGA-II) demonstrates the ability to identify a set of optimal solutions (Pareto front), which provides the Decision Maker with a complete picture of the optimal solution space. Finally, the advantages of both MOP and MOEA approaches are illustrated by solving four redundancy problems taken from the literature.

Optimal non-linear health insurance.

Science.gov (United States)

Blomqvist, A

1997-06-01

Most theoretical and empirical work on efficient health insurance has been based on models with linear insurance schedules (a constant co-insurance parameter). In this paper, dynamic optimization techniques are used to analyse the properties of optimal non-linear insurance schedules in a model similar to one originally considered by Spence and Zeckhauser (American Economic Review, 1971, 61, 380-387) and reminiscent of those that have been used in the literature on optimal income taxation. The results of a preliminary numerical example suggest that the welfare losses from the implicit subsidy to employer-financed health insurance under US tax law may be a good deal smaller than previously estimated using linear models.

On the equivalence of optimality criterion and sequential approximate optimization methods in the classical layout problem

NARCIS (Netherlands)

Groenwold, A.A.; Etman, L.F.P.

2008-01-01

We study the classical topology optimization problem, in which minimum compliance is sought, subject to linear constraints. Using a dual statement, we propose two separable and strictly convex subproblems for use in sequential approximate optimization (SAO) algorithms.Respectively, the subproblems

Solving the Fully Fuzzy Bilevel Linear Programming Problem through Deviation Degree Measures and a Ranking Function Method

OpenAIRE

Aihong Ren

2016-01-01

This paper is concerned with a class of fully fuzzy bilevel linear programming problems where all the coefficients and decision variables of both objective functions and the constraints are fuzzy numbers. A new approach based on deviation degree measures and a ranking function method is proposed to solve these problems. We first introduce concepts of the feasible region and the fuzzy optimal solution of a fully fuzzy bilevel linear programming problem. In order to obtain a fuzzy optimal solut...

A duality approach for solving bounded linear programming problems with fuzzy variables based on ranking functions and its application in bounded transportation problems

Science.gov (United States)

Ebrahimnejad, Ali

2015-08-01

There are several methods, in the literature, for solving fuzzy variable linear programming problems (fuzzy linear programming in which the right-hand-side vectors and decision variables are represented by trapezoidal fuzzy numbers). In this paper, the shortcomings of some existing methods are pointed out and to overcome these shortcomings a new method based on the bounded dual simplex method is proposed to determine the fuzzy optimal solution of that kind of fuzzy variable linear programming problems in which some or all variables are restricted to lie within lower and upper bounds. To illustrate the proposed method, an application example is solved and the obtained results are given. The advantages of the proposed method over existing methods are discussed. Also, one application of this algorithm in solving bounded transportation problems with fuzzy supplies and demands is dealt with. The proposed method is easy to understand and to apply for determining the fuzzy optimal solution of bounded fuzzy variable linear programming problems occurring in real-life situations.

A linear programming approach to max-sum problem: a review.

Science.gov (United States)

Werner, Tomás

2007-07-01

The max-sum labeling problem, defined as maximizing a sum of binary (i.e., pairwise) functions of discrete variables, is a general NP-hard optimization problem with many applications, such as computing the MAP configuration of a Markov random field. We review a not widely known approach to the problem, developed by Ukrainian researchers Schlesinger et al. in 1976, and show how it contributes to recent results, most importantly, those on the convex combination of trees and tree-reweighted max-product. In particular, we review Schlesinger et al.'s upper bound on the max-sum criterion, its minimization by equivalent transformations, its relation to the constraint satisfaction problem, the fact that this minimization is dual to a linear programming relaxation of the original problem, and the three kinds of consistency necessary for optimality of the upper bound. We revisit problems with Boolean variables and supermodular problems. We describe two algorithms for decreasing the upper bound. We present an example application for structural image analysis.

Solving the Fully Fuzzy Bilevel Linear Programming Problem through Deviation Degree Measures and a Ranking Function Method

Directory of Open Access Journals (Sweden)

Aihong Ren

2016-01-01

Full Text Available This paper is concerned with a class of fully fuzzy bilevel linear programming problems where all the coefficients and decision variables of both objective functions and the constraints are fuzzy numbers. A new approach based on deviation degree measures and a ranking function method is proposed to solve these problems. We first introduce concepts of the feasible region and the fuzzy optimal solution of a fully fuzzy bilevel linear programming problem. In order to obtain a fuzzy optimal solution of the problem, we apply deviation degree measures to deal with the fuzzy constraints and use a ranking function method of fuzzy numbers to rank the upper and lower level fuzzy objective functions. Then the fully fuzzy bilevel linear programming problem can be transformed into a deterministic bilevel programming problem. Considering the overall balance between improving objective function values and decreasing allowed deviation degrees, the computational procedure for finding a fuzzy optimal solution is proposed. Finally, a numerical example is provided to illustrate the proposed approach. The results indicate that the proposed approach gives a better optimal solution in comparison with the existing method.

Implementing nonprojective measurements via linear optics: An approach based on optimal quantum-state discrimination

International Nuclear Information System (INIS)

Loock, Peter van; Nemoto, Kae; Munro, William J.; Raynal, Philippe; Luetkenhaus, Norbert

2006-01-01

We discuss the problem of implementing generalized measurements [positive operator-valued measures (POVMs)] with linear optics, either based upon a static linear array or including conditional dynamics. In our approach, a given POVM shall be identified as a solution to an optimization problem for a chosen cost function. We formulate a general principle: the implementation is only possible if a linear-optics circuit exists for which the quantum mechanical optimum (minimum) is still attainable after dephasing the corresponding quantum states. The general principle enables us, for instance, to derive a set of necessary conditions for the linear-optics implementation of the POVM that realizes the quantum mechanically optimal unambiguous discrimination of two pure nonorthogonal states. This extends our previous results on projection measurements and the exact discrimination of orthogonal states

Multidisciplinary Inverse Reliability Analysis Based on Collaborative Optimization with Combination of Linear Approximations

Directory of Open Access Journals (Sweden)

Xin-Jia Meng

2015-01-01

Full Text Available Multidisciplinary reliability is an important part of the reliability-based multidisciplinary design optimization (RBMDO. However, it usually has a considerable amount of calculation. The purpose of this paper is to improve the computational efficiency of multidisciplinary inverse reliability analysis. A multidisciplinary inverse reliability analysis method based on collaborative optimization with combination of linear approximations (CLA-CO is proposed in this paper. In the proposed method, the multidisciplinary reliability assessment problem is first transformed into a problem of most probable failure point (MPP search of inverse reliability, and then the process of searching for MPP of multidisciplinary inverse reliability is performed based on the framework of CLA-CO. This method improves the MPP searching process through two elements. One is treating the discipline analyses as the equality constraints in the subsystem optimization, and the other is using linear approximations corresponding to subsystem responses as the replacement of the consistency equality constraint in system optimization. With these two elements, the proposed method realizes the parallel analysis of each discipline, and it also has a higher computational efficiency. Additionally, there are no difficulties in applying the proposed method to problems with nonnormal distribution variables. One mathematical test problem and an electronic packaging problem are used to demonstrate the effectiveness of the proposed method.

Optimal traffic control in highway transportation networks using linear programming

KAUST Repository

Li, Yanning; Canepa, Edward S.; Claudel, Christian G.

2014-01-01

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

Paradox in a non-linear capacitated transportation problem

Directory of Open Access Journals (Sweden)

Dahiya Kalpana

2006-01-01

Full Text Available This paper discusses a paradox in fixed charge capacitated transportation problem where the objective function is the sum of two linear fractional functions consisting of variables costs and fixed charges respectively. A paradox arises when the transportation problem admits of an objective function value which is lower than the optimal objective function value, by transporting larger quantities of goods over the same route. A sufficient condition for the existence of a paradox is established. Paradoxical range of flow is obtained for any given flow in which the corresponding objective function value is less than the optimum value of the given transportation problem. Numerical illustration is included in support of theory.

A Compensatory Approach to Multiobjective Linear Transportation Problem with Fuzzy Cost Coefficients

Directory of Open Access Journals (Sweden)

Hale Gonce Kocken

2011-01-01

Full Text Available This paper deals with the Multiobjective Linear Transportation Problem that has fuzzy cost coefficients. In the solution procedure, many objectives may conflict with each other; therefore decision-making process becomes complicated. And also due to the fuzziness in the costs, this problem has a nonlinear structure. In this paper, fuzziness in the objective functions is handled with a fuzzy programming technique in the sense of multiobjective approach. And then we present a compensatory approach to solve Multiobjective Linear Transportation Problem with fuzzy cost coefficients by using Werner's and operator. Our approach generates compromise solutions which are both compensatory and Pareto optimal. A numerical example has been provided to illustrate the problem.

Bi-objective optimization for multi-modal transportation routing planning problem based on Pareto optimality

Directory of Open Access Journals (Sweden)

Yan Sun

2015-09-01

Full Text Available Purpose: The purpose of study is to solve the multi-modal transportation routing planning problem that aims to select an optimal route to move a consignment of goods from its origin to its destination through the multi-modal transportation network. And the optimization is from two viewpoints including cost and time. Design/methodology/approach: In this study, a bi-objective mixed integer linear programming model is proposed to optimize the multi-modal transportation routing planning problem. Minimizing the total transportation cost and the total transportation time are set as the optimization objectives of the model. In order to balance the benefit between the two objectives, Pareto optimality is utilized to solve the model by gaining its Pareto frontier. The Pareto frontier of the model can provide the multi-modal transportation operator (MTO and customers with better decision support and it is gained by the normalized normal constraint method. Then, an experimental case study is designed to verify the feasibility of the model and Pareto optimality by using the mathematical programming software Lingo. Finally, the sensitivity analysis of the demand and supply in the multi-modal transportation organization is performed based on the designed case. Findings: The calculation results indicate that the proposed model and Pareto optimality have good performance in dealing with the bi-objective optimization. The sensitivity analysis also shows the influence of the variation of the demand and supply on the multi-modal transportation organization clearly. Therefore, this method can be further promoted to the practice. Originality/value: A bi-objective mixed integer linear programming model is proposed to optimize the multi-modal transportation routing planning problem. The Pareto frontier based sensitivity analysis of the demand and supply in the multi-modal transportation organization is performed based on the designed case.

Solving dominance and potential optimality in imprecise multi-attribute additive problems

International Nuclear Information System (INIS)

Mateos, Alfonso; Jimenez, Antonio; Rios-Insua, Sixto

2003-01-01

We consider the multicriteria decision-making problem where there is partial information on decision maker preferences, represented by means of an imprecise multiattribute additive utility function, and where the consequences of the alternatives or strategies are also possibly imprecise. Under these circumstances we consider how useful problem-solving concepts, namely nondominated, potentially optimal, adjacent potentially optimal alternatives, can be analytically computed. Thus, the problem can be solved much more efficiently using the classical methodology of linear programming

Application of linear programming and perturbation theory in optimization of fuel utilization in a nuclear reactor

International Nuclear Information System (INIS)

Zavaljevski, N.

1985-01-01

Proposed optimization procedure is fast due to application of linear programming. Non-linear constraints which demand iterative application of linear programming are slowing down the calculation. Linearization can be done by different procedures starting from simple empirical rules for fuel in-core management to complicated general perturbation theory with higher order of corrections. A mathematical model was formulated for optimization of improved fuel cycle. A detailed algorithm for determining minimum of fresh fuel at the beginning of each fuel cycle is shown and the problem is linearized by first order perturbation theory and it is optimized by linear programming. Numerical illustration of the proposed method was done for the experimental reactor mostly for saving computer time

Identification of Multiple-Mode Linear Models Based on Particle Swarm Optimizer with Cyclic Network Mechanism

Directory of Open Access Journals (Sweden)

Tae-Hyoung Kim

2017-01-01

Full Text Available This paper studies the metaheuristic optimizer-based direct identification of a multiple-mode system consisting of a finite set of linear regression representations of subsystems. To this end, the concept of a multiple-mode linear regression model is first introduced, and its identification issues are established. A method for reducing the identification problem for multiple-mode models to an optimization problem is also described in detail. Then, to overcome the difficulties that arise because the formulated optimization problem is inherently ill-conditioned and nonconvex, the cyclic-network-topology-based constrained particle swarm optimizer (CNT-CPSO is introduced, and a concrete procedure for the CNT-CPSO-based identification methodology is developed. This scheme requires no prior knowledge of the mode transitions between subsystems and, unlike some conventional methods, can handle a large amount of data without difficulty during the identification process. This is one of the distinguishing features of the proposed method. The paper also considers an extension of the CNT-CPSO-based identification scheme that makes it possible to simultaneously obtain both the optimal parameters of the multiple submodels and a certain decision parameter involved in the mode transition criteria. Finally, an experimental setup using a DC motor system is established to demonstrate the practical usability of the proposed metaheuristic optimizer-based identification scheme for developing a multiple-mode linear regression model.

Fuzzy solution of the linear programming problem with interval coefficients in the constraints

OpenAIRE

Dorota Kuchta

2005-01-01

A fuzzy concept of solving the linear programming problem with interval coefficients is proposed. For each optimism level of the decision maker (where the optimism concerns the certainty that no errors have been committed in the estimation of the interval coefficients and the belief that optimistic realisations of the interval coefficients will occur) another interval solution of the problem will be generated and the decision maker will be able to choose the final solution having a complete v...

Non-linear and signal energy optimal asymptotic filter design

Directory of Open Access Journals (Sweden)

Josef Hrusak

2003-10-01

Full Text Available The paper studies some connections between the main results of the well known Wiener-Kalman-Bucy stochastic approach to filtering problems based mainly on the linear stochastic estimation theory and emphasizing the optimality aspects of the achieved results and the classical deterministic frequency domain linear filters such as Chebyshev, Butterworth, Bessel, etc. A new non-stochastic but not necessarily deterministic (possibly non-linear alternative approach called asymptotic filtering based mainly on the concepts of signal power, signal energy and a system equivalence relation plays an important role in the presentation. Filtering error invariance and convergence aspects are emphasized in the approach. It is shown that introducing the signal power as the quantitative measure of energy dissipation makes it possible to achieve reasonable results from the optimality point of view as well. The property of structural energy dissipativeness is one of the most important and fundamental features of resulting filters. Therefore, it is natural to call them asymptotic filters. The notion of the asymptotic filter is carried in the paper as a proper tool in order to unify stochastic and non-stochastic, linear and nonlinear approaches to signal filtering.

Quasi-stability of a vector trajectorial problem with non-linear partial criteria

Directory of Open Access Journals (Sweden)

Vladimir A. Emelichev

2003-10-01

Full Text Available Multi-objective (vector combinatorial problem of finding the Pareto set with four kinds of non-linear partial criteria is considered. Necessary and sufficient conditions of that kind of stability of the problem (quasi-stability are obtained. The problem is a discrete analogue of the lower semicontinuity by Hausdorff of the optimal mapping. Mathematics Subject Classification 2000: 90C10, 90C05, 90C29, 90C31.

Optimal traffic control in highway transportation networks using linear programming

KAUST Repository

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.

Fuzzy chance constrained linear programming model for scrap charge optimization in steel production

DEFF Research Database (Denmark)

Rong, Aiying; Lahdelma, Risto

2008-01-01

the uncertainty based on fuzzy set theory and constrain the failure risk based on a possibility measure. Consequently, the scrap charge optimization problem is modeled as a fuzzy chance constrained linear programming problem. Since the constraints of the model mainly address the specification of the product...

Optimal blood glucose control in diabetes mellitus treatment using dynamic programming based on Ackerman’s linear model

Science.gov (United States)

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.

Single-machine common/slack due window assignment problems with linear decreasing processing times

Science.gov (United States)

Zhang, Xingong; Lin, Win-Chin; Wu, Wen-Hsiang; Wu, Chin-Chia

2017-08-01

This paper studies linear non-increasing processing times and the common/slack due window assignment problems on a single machine, where the actual processing time of a job is a linear non-increasing function of its starting time. The aim is to minimize the sum of the earliness cost, tardiness cost, due window location and due window size. Some optimality results are discussed for the common/slack due window assignment problems and two O(n log n) time algorithms are presented to solve the two problems. Finally, two examples are provided to illustrate the correctness of the corresponding algorithms.

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...... programming and hence allows us to solve buffer allocation problems. We show under which conditions our method works well by comparing its results to exact values for two-machine models and approximate simulation results for longer lines....

Proposal of Evolutionary Simplex Method for Global Optimization Problem

Science.gov (United States)

Shimizu, Yoshiaki

To make an agile decision in a rational manner, role of optimization engineering has been notified increasingly under diversified customer demand. With this point of view, in this paper, we have proposed a new evolutionary method serving as an optimization technique in the paradigm of optimization engineering. The developed method has prospects to solve globally various complicated problem appearing in real world applications. It is evolved from the conventional method known as Nelder and Mead’s Simplex method by virtue of idea borrowed from recent meta-heuristic method such as PSO. Mentioning an algorithm to handle linear inequality constraints effectively, we have validated effectiveness of the proposed method through comparison with other methods using several benchmark problems.

Genetic programming over context-free languages with linear constraints for the knapsack problem: first results.

Science.gov (United States)

Bruhn, Peter; Geyer-Schulz, Andreas

2002-01-01

In this paper, we introduce genetic programming over context-free languages with linear constraints for combinatorial optimization, apply this method to several variants of the multidimensional knapsack problem, and discuss its performance relative to Michalewicz's genetic algorithm with penalty functions. With respect to Michalewicz's approach, we demonstrate that genetic programming over context-free languages with linear constraints improves convergence. A final result is that genetic programming over context-free languages with linear constraints is ideally suited to modeling complementarities between items in a knapsack problem: The more complementarities in the problem, the stronger the performance in comparison to its competitors.

An intutionistic fuzzy optimization approach to vendor selection problem

Directory of Open Access Journals (Sweden)

Prabjot Kaur

2016-09-01

Full Text Available Selecting the right vendor is an important business decision made by any organization. The decision involves multiple criteria and if the objectives vary in preference and scope, then nature of decision becomes multiobjective. In this paper, a vendor selection problem has been formulated as an intutionistic fuzzy multiobjective optimization where appropriate number of vendors is to be selected and order allocated to them. The multiobjective problem includes three objectives: minimizing the net price, maximizing the quality, and maximizing the on time deliveries subject to supplier's constraints. The objection function and the demand are treated as intutionistic fuzzy sets. An intutionistic fuzzy set has its ability to handle uncertainty with additional degrees of freedom. The Intutionistic fuzzy optimization (IFO problem is converted into a crisp linear form and solved using optimization software Tora. The advantage of IFO is that they give better results than fuzzy/crisp optimization. The proposed approach is explained by a numerical example.

Optimal choice of basis functions in the linear regression analysis

International Nuclear Information System (INIS)

Khotinskij, A.M.

1988-01-01

Problem of optimal choice of basis functions in the linear regression analysis is investigated. Step algorithm with estimation of its efficiency, which holds true at finite number of measurements, is suggested. Conditions, providing the probability of correct choice close to 1 are formulated. Application of the step algorithm to analysis of decay curves is substantiated. 8 refs

Robust non-gradient C subroutines for non-linear optimization

DEFF Research Database (Denmark)

Brock, Pernille; Madsen, Kaj; Nielsen, Hans Bruun

2004-01-01

This report presents a package of robust and easy-to-use C subroutines for solving unconstrained and constrained non-linear optimization problems, where gradient information is not required. The intention is that the routines should use the currently best algorithms available. All routines have...... subroutines are obtained by changing 0 to 1. The present report is a new and updated version of a previous report NI-91-04 with the title Non-gradient c Subroutines for Non- Linear Optimization, [16]. Both the previous and the present report describe a collection of subroutines, which have been translated...... from Fortran to C. The reason for writing the present report is that some of the C subroutines have been replaced by more e ective and robust versions translated from the original Fortran subroutines to C by the Bandler Group, see [1]. Also the test examples have been modified to some extent...

Optimal local dimming for LED-backlit LCD displays via linear programming

DEFF Research Database (Denmark)

Shu, Xiao; Wu, Xiaolin; Forchhammer, Søren

2012-01-01

and the attenuations of LCD pixels. The objective is to minimize the distortion in luminance reproduction due to the leakage of LCD and the coarse granularity of the LED lights. The optimization problem is formulated as one of linear programming, and both exact and approximate algorithms are proposed. Simulation...

Optimal explicit strong stability preserving Runge–Kutta methods with high linear order and optimal nonlinear order

KAUST Repository

Gottlieb, Sigal

2015-04-10

High order spatial discretizations with monotonicity properties are often desirable for the solution of hyperbolic PDEs. These methods can advantageously be coupled with high order strong stability preserving time discretizations. The search for high order strong stability time-stepping methods with large allowable strong stability coefficient has been an active area of research over the last two decades. This research has shown that explicit SSP Runge-Kutta methods exist only up to fourth order. However, if we restrict ourselves to solving only linear autonomous problems, the order conditions simplify and this order barrier is lifted: explicit SSP Runge-Kutta methods of any linear order exist. These methods reduce to second order when applied to nonlinear problems. In the current work we aim to find explicit SSP Runge-Kutta methods with large allowable time-step, that feature high linear order and simultaneously have the optimal fourth order nonlinear order. These methods have strong stability coefficients that approach those of the linear methods as the number of stages and the linear order is increased. This work shows that when a high linear order method is desired, it may still be worthwhile to use methods with higher nonlinear order.

Local beam angle optimization with linear programming and gradient search

International Nuclear Information System (INIS)

Craft, David

2007-01-01

The optimization of beam angles in IMRT planning is still an open problem, with literature focusing on heuristic strategies and exhaustive searches on discrete angle grids. We show how a beam angle set can be locally refined in a continuous manner using gradient-based optimization in the beam angle space. The gradient is derived using linear programming duality theory. Applying this local search to 100 random initial angle sets of a phantom pancreatic case demonstrates the method, and highlights the many-local-minima aspect of the BAO problem. Due to this function structure, we recommend a search strategy of a thorough global search followed by local refinement at promising beam angle sets. Extensions to nonlinear IMRT formulations are discussed. (note)

Robust optimal control design using a differential game approach for open-loop linear quadratic descriptor systems

NARCIS (Netherlands)

Musthofa, M.W.; Salmah, S.; Engwerda, Jacob; Suparwanto, A.

This paper studies the robust optimal control problem for descriptor systems. We applied differential game theory to solve the disturbance attenuation problem. The robust control problem was converted into a reduced ordinary zero-sum game. Within a linear quadratic setting, we solved the problem for

The regular indefinite linear-quadratic problem with linear endpoint constraints

NARCIS (Netherlands)

Soethoudt, J.M.; Trentelman, H.L.

1989-01-01

This paper deals with the infinite horizon linear-quadratic problem with indefinite cost. Given a linear system, a quadratic cost functional and a subspace of the state space, we consider the problem of minimizing the cost functional over all inputs for which the state trajectory converges to that

A two-layer recurrent neural network for nonsmooth convex optimization problems.

Science.gov (United States)

Qin, Sitian; Xue, Xiaoping

2015-06-01

In this paper, a two-layer recurrent neural network is proposed to solve the nonsmooth convex optimization problem subject to convex inequality and linear equality constraints. Compared with existing neural network models, the proposed neural network has a low model complexity and avoids penalty parameters. It is proved that from any initial point, the state of the proposed neural network reaches the equality feasible region in finite time and stays there thereafter. Moreover, the state is unique if the initial point lies in the equality feasible region. The equilibrium point set of the proposed neural network is proved to be equivalent to the Karush-Kuhn-Tucker optimality set of the original optimization problem. It is further proved that the equilibrium point of the proposed neural network is stable in the sense of Lyapunov. Moreover, from any initial point, the state is proved to be convergent to an equilibrium point of the proposed neural network. Finally, as applications, the proposed neural network is used to solve nonlinear convex programming with linear constraints and L1 -norm minimization problems.

Menu-Driven Solver Of Linear-Programming Problems

Science.gov (United States)

Viterna, L. A.; Ferencz, D.

1992-01-01

Program assists inexperienced user in formulating linear-programming problems. A Linear Program Solver (ALPS) computer program is full-featured LP analysis program. Solves plain linear-programming problems as well as more-complicated mixed-integer and pure-integer programs. Also contains efficient technique for solution of purely binary linear-programming problems. Written entirely in IBM's APL2/PC software, Version 1.01. Packed program contains licensed material, property of IBM (copyright 1988, all rights reserved).

Toward Optimal Manifold Hashing via Discrete Locally Linear Embedding.

Science.gov (United States)

Rongrong Ji; Hong Liu; Liujuan Cao; Di Liu; Yongjian Wu; Feiyue Huang

2017-11-01

Binary code learning, also known as hashing, has received increasing attention in large-scale visual search. By transforming high-dimensional features to binary codes, the original Euclidean distance is approximated via Hamming distance. More recently, it is advocated that it is the manifold distance, rather than the Euclidean distance, that should be preserved in the Hamming space. However, it retains as an open problem to directly preserve the manifold structure by hashing. In particular, it first needs to build the local linear embedding in the original feature space, and then quantize such embedding to binary codes. Such a two-step coding is problematic and less optimized. Besides, the off-line learning is extremely time and memory consuming, which needs to calculate the similarity matrix of the original data. In this paper, we propose a novel hashing algorithm, termed discrete locality linear embedding hashing (DLLH), which well addresses the above challenges. The DLLH directly reconstructs the manifold structure in the Hamming space, which learns optimal hash codes to maintain the local linear relationship of data points. To learn discrete locally linear embeddingcodes, we further propose a discrete optimization algorithm with an iterative parameters updating scheme. Moreover, an anchor-based acceleration scheme, termed Anchor-DLLH, is further introduced, which approximates the large similarity matrix by the product of two low-rank matrices. Experimental results on three widely used benchmark data sets, i.e., CIFAR10, NUS-WIDE, and YouTube Face, have shown superior performance of the proposed DLLH over the state-of-the-art approaches.

Adaptive Control for Linear Uncertain Systems with Unmodeled Dynamics Revisited via Optimal Control Modification

Science.gov (United States)

Nguyen, Nhan

2013-01-01

This paper presents the optimal control modification for linear uncertain plants. The Lyapunov analysis shows that the modification parameter has a limiting value depending on the nature of the uncertainty. The optimal control modification exhibits a linear asymptotic property that enables it to be analyzed in a linear time invariant framework for linear uncertain plants. The linear asymptotic property shows that the closed-loop plants in the limit possess a scaled input-output mapping. Using this property, we can derive an analytical closed-loop transfer function in the limit as the adaptive gain tends to infinity. The paper revisits the Rohrs counterexample problem that illustrates the nature of non-robustness of model-reference adaptive control in the presence of unmodeled dynamics. An analytical approach is developed to compute exactly the modification parameter for the optimal control modification that stabilizes the plant in the Rohrs counterexample. The linear asymptotic property is also used to address output feedback adaptive control for non-minimum phase plants with a relative degree 1.

Optimal social insurance with linear income taxation

DEFF Research Database (Denmark)

Bovenberg, Lans; Sørensen, Peter Birch

2009-01-01

We study optimal social insurance aimed at insuring disability risk in the presence of linear income taxation. Optimal disability insurance benefits rise with previous earnings. Optimal insurance is incomplete even though disability risks are exogenous and verifiable so that moral hazard in disab...... in disability insurance is absent. Imperfect insurance is optimal because it encourages workers to insure themselves against disability by working and saving more, thereby alleviating the distortionary impact of the redistributive income tax on labor supply and savings.......We study optimal social insurance aimed at insuring disability risk in the presence of linear income taxation. Optimal disability insurance benefits rise with previous earnings. Optimal insurance is incomplete even though disability risks are exogenous and verifiable so that moral hazard...

Fundamental framework toward optimal design of product platform for industrial three-axis linear-type robots

Directory of Open Access Journals (Sweden)

Kana Sawai

2015-07-01

Full Text Available This paper discusses an optimization-based approach for the design of a product platform for industrial three-axis linear-type robots, which are widely used for handling objects in manufacturing lines. Since the operational specifications of these robots, such as operation speed, working distance and orientation, weight and shape of loads, etc., will vary for different applications, robotic system vendors must provide various types of robots efficiently and effectively to meet a range of market needs. A promising step toward this goal is the concept of a product platform, in which several key elements are commonly used across a series of products, which can then be customized for individual requirements. However the design of a product platform is more complicated than that of each product, due to the need to optimize the design across many products. This paper proposes an optimization-based fundamental framework toward the design of a product platform for industrial three-axis linear-type robots; this framework allows the solution of a complicated design problem and builds an optimal design method of fundamental features of robot frames that are commonly used for a wide range of robots. In this formulation, some key performance metrics of the robot are estimated by a reduced-order model which is configured with beam theory. A multi-objective optimization problem is formulated to represent the trade-offs among key design parameters using a weighted-sum form for a single product. This formulation is integrated into a mini–max type optimization problem across a series of robots as an optimal design formulation for the product platform. Some case studies of optimal platform design for industrial three-axis linear-type robots are presented to demonstrate the applications of a genetic algorithm to such mathematical models.

A novel linear programming approach to fluence map optimization for intensity modulated radiation therapy treatment planning

International Nuclear Information System (INIS)

Romeijn, H Edwin; Ahuja, Ravindra K; Dempsey, James F; Kumar, Arvind; Li, Jonathan G

2003-01-01

We present a novel linear programming (LP) based approach for efficiently solving the intensity modulated radiation therapy (IMRT) fluence-map optimization (FMO) problem to global optimality. Our model overcomes the apparent limitations of a linear-programming approach by approximating any convex objective function by a piecewise linear convex function. This approach allows us to retain the flexibility offered by general convex objective functions, while allowing us to formulate the FMO problem as a LP problem. In addition, a novel type of partial-volume constraint that bounds the tail averages of the differential dose-volume histograms of structures is imposed while retaining linearity as an alternative approach to improve dose homogeneity in the target volumes, and to attempt to spare as many critical structures as possible. The goal of this work is to develop a very rapid global optimization approach that finds high quality dose distributions. Implementation of this model has demonstrated excellent results. We found globally optimal solutions for eight 7-beam head-and-neck cases in less than 3 min of computational time on a single processor personal computer without the use of partial-volume constraints. Adding such constraints increased the running times by a factor of 2-3, but improved the sparing of critical structures. All cases demonstrated excellent target coverage (>95%), target homogeneity (<10% overdosing and <7% underdosing) and organ sparing using at least one of the two models

Finite-time convergent recurrent neural network with a hard-limiting activation function for constrained optimization with piecewise-linear objective functions.

Science.gov (United States)

Liu, Qingshan; Wang, Jun

2011-04-01

This paper presents a one-layer recurrent neural network for solving a class of constrained nonsmooth optimization problems with piecewise-linear objective functions. The proposed neural network is guaranteed to be globally convergent in finite time to the optimal solutions under a mild condition on a derived lower bound of a single gain parameter in the model. The number of neurons in the neural network is the same as the number of decision variables of the optimization problem. Compared with existing neural networks for optimization, the proposed neural network has a couple of salient features such as finite-time convergence and a low model complexity. Specific models for two important special cases, namely, linear programming and nonsmooth optimization, are also presented. In addition, applications to the shortest path problem and constrained least absolute deviation problem are discussed with simulation results to demonstrate the effectiveness and characteristics of the proposed neural network.

Optimal placement of capacitors in a radial network using conic and mixed integer linear programming

Energy Technology Data Exchange (ETDEWEB)

Jabr, R.A. [Electrical, Computer and Communication Engineering Department, Notre Dame University, P.O. Box: 72, Zouk Mikhael, Zouk Mosbeh (Lebanon)

2008-06-15

This paper considers the problem of optimally placing fixed and switched type capacitors in a radial distribution network. The aim of this problem is to minimize the costs associated with capacitor banks, peak power, and energy losses whilst satisfying a pre-specified set of physical and technical constraints. The proposed solution is obtained using a two-phase approach. In phase-I, the problem is formulated as a conic program in which all nodes are candidates for placement of capacitor banks whose sizes are considered as continuous variables. A global solution of the phase-I problem is obtained using an interior-point based conic programming solver. Phase-II seeks a practical optimal solution by considering capacitor sizes as discrete variables. The problem in this phase is formulated as a mixed integer linear program based on minimizing the L1-norm of deviations from the phase-I state variable values. The solution to the phase-II problem is obtained using a mixed integer linear programming solver. The proposed method is validated via extensive comparisons with previously published results. (author)

Binary Cockroach Swarm Optimization for Combinatorial Optimization Problem

Directory of Open Access Journals (Sweden)

Ibidun Christiana Obagbuwa

2016-09-01

Full Text Available The Cockroach Swarm Optimization (CSO algorithm is inspired by cockroach social behavior. It is a simple and efficient meta-heuristic algorithm and has been applied to solve global optimization problems successfully. The original CSO algorithm and its variants operate mainly in continuous search space and cannot solve binary-coded optimization problems directly. Many optimization problems have their decision variables in binary. Binary Cockroach Swarm Optimization (BCSO is proposed in this paper to tackle such problems and was evaluated on the popular Traveling Salesman Problem (TSP, which is considered to be an NP-hard Combinatorial Optimization Problem (COP. A transfer function was employed to map a continuous search space CSO to binary search space. The performance of the proposed algorithm was tested firstly on benchmark functions through simulation studies and compared with the performance of existing binary particle swarm optimization and continuous space versions of CSO. The proposed BCSO was adapted to TSP and applied to a set of benchmark instances of symmetric TSP from the TSP library. The results of the proposed Binary Cockroach Swarm Optimization (BCSO algorithm on TSP were compared to other meta-heuristic algorithms.

IESIP - AN IMPROVED EXPLORATORY SEARCH TECHNIQUE FOR PURE INTEGER LINEAR PROGRAMMING PROBLEMS

Science.gov (United States)

Fogle, F. R.

1994-01-01

IESIP, an Improved Exploratory Search Technique for Pure Integer Linear Programming Problems, addresses the problem of optimizing an objective function of one or more variables subject to a set of confining functions or constraints by a method called discrete optimization or integer programming. Integer programming is based on a specific form of the general linear programming problem in which all variables in the objective function and all variables in the constraints are integers. While more difficult, integer programming is required for accuracy when modeling systems with small numbers of components such as the distribution of goods, machine scheduling, and production scheduling. IESIP establishes a new methodology for solving pure integer programming problems by utilizing a modified version of the univariate exploratory move developed by Robert Hooke and T.A. Jeeves. IESIP also takes some of its technique from the greedy procedure and the idea of unit neighborhoods. A rounding scheme uses the continuous solution found by traditional methods (simplex or other suitable technique) and creates a feasible integer starting point. The Hook and Jeeves exploratory search is modified to accommodate integers and constraints and is then employed to determine an optimal integer solution from the feasible starting solution. The user-friendly IESIP allows for rapid solution of problems up to 10 variables in size (limited by DOS allocation). Sample problems compare IESIP solutions with the traditional branch-and-bound approach. IESIP is written in Borland's TURBO Pascal for IBM PC series computers and compatibles running DOS. Source code and an executable are provided. The main memory requirement for execution is 25K. This program is available on a 5.25 inch 360K MS DOS format diskette. IESIP was developed in 1990. IBM is a trademark of International Business Machines. TURBO Pascal is registered by Borland International.

PERFORMANCE OPTIMIZATION OF LINEAR INDUCTION MOTOR BY EDDY CURRENT AND FLUX DENSITY DISTRIBUTION ANALYSIS

Directory of Open Access Journals (Sweden)

M. S. MANNA

2011-12-01

Full Text Available The development of electromagnetic devices as machines, transformers, heating devices confronts the engineers with several problems. For the design of an optimized geometry and the prediction of the operational behaviour an accurate knowledge of the dependencies of the field quantities inside the magnetic circuits is necessary. This paper provides the eddy current and core flux density distribution analysis in linear induction motor. Magnetic flux in the air gap of the Linear Induction Motor (LIM is reduced to various losses such as end effects, fringes, effect, skin effects etc. The finite element based software package COMSOL Multiphysics Inc. USA is used to get the reliable and accurate computational results for optimization the performance of Linear Induction Motor (LIM. The geometrical characteristics of LIM are varied to find the optimal point of thrust and minimum flux leakage during static and dynamic conditions.

Optimality Bounds for a Variational Relaxation of the Image Partitioning Problem

KAUST Repository

Lellmann, Jan; Lenzen, Frank; Schnö rr, Christoph

2012-01-01

We consider a variational convex relaxation of a class of optimal partitioning and multiclass labeling problems, which has recently proven quite successful and can be seen as a continuous analogue of Linear Programming (LP) relaxation methods

Analytic semigroups and optimal regularity in parabolic problems

CERN Document Server

Lunardi, Alessandra

2012-01-01

The book shows how the abstract methods of analytic semigroups and evolution equations in Banach spaces can be fruitfully applied to the study of parabolic problems. Particular attention is paid to optimal regularity results in linear equations. Furthermore, these results are used to study several other problems, especially fully nonlinear ones. Owing to the new unified approach chosen, known theorems are presented from a novel perspective and new results are derived. The book is self-contained. It is addressed to PhD students and researchers interested in abstract evolution equations and in p

An Efficacious Multi-Objective Fuzzy Linear Programming Approach for Optimal Power Flow Considering Distributed Generation.

Science.gov (United States)

Warid, Warid; Hizam, Hashim; Mariun, Norman; Abdul-Wahab, Noor Izzri

2016-01-01

This paper proposes a new formulation for the multi-objective optimal power flow (MOOPF) problem for meshed power networks considering distributed generation. An efficacious multi-objective fuzzy linear programming optimization (MFLP) algorithm is proposed to solve the aforementioned problem with and without considering the distributed generation (DG) effect. A variant combination of objectives is considered for simultaneous optimization, including power loss, voltage stability, and shunt capacitors MVAR reserve. Fuzzy membership functions for these objectives are designed with extreme targets, whereas the inequality constraints are treated as hard constraints. The multi-objective fuzzy optimal power flow (OPF) formulation was converted into a crisp OPF in a successive linear programming (SLP) framework and solved using an efficient interior point method (IPM). To test the efficacy of the proposed approach, simulations are performed on the IEEE 30-busand IEEE 118-bus test systems. The MFLP optimization is solved for several optimization cases. The obtained results are compared with those presented in the literature. A unique solution with a high satisfaction for the assigned targets is gained. Results demonstrate the effectiveness of the proposed MFLP technique in terms of solution optimality and rapid convergence. Moreover, the results indicate that using the optimal DG location with the MFLP algorithm provides the solution with the highest quality.

Optimal linear-quadratic control of coupled parabolic-hyperbolic PDEs

Science.gov (United States)

Aksikas, I.; Moghadam, A. Alizadeh; Forbes, J. F.

2017-10-01

This paper focuses on the optimal control design for a system of coupled parabolic-hypebolic partial differential equations by using the infinite-dimensional state-space description and the corresponding operator Riccati equation. Some dynamical properties of the coupled system of interest are analysed to guarantee the existence and uniqueness of the solution of the linear-quadratic (LQ)-optimal control problem. A state LQ-feedback operator is computed by solving the operator Riccati equation, which is converted into a set of algebraic and differential Riccati equations, thanks to the eigenvalues and the eigenvectors of the parabolic operator. The results are applied to a non-isothermal packed-bed catalytic reactor. The LQ-optimal controller designed in the early portion of the paper is implemented for the original nonlinear model. Numerical simulations are performed to show the controller performances.

Perturbed asymptotically linear problems

OpenAIRE

Bartolo, R.; Candela, A. M.; Salvatore, A.

2012-01-01

The aim of this paper is investigating the existence of solutions of some semilinear elliptic problems on open bounded domains when the nonlinearity is subcritical and asymptotically linear at infinity and there is a perturbation term which is just continuous. Also in the case when the problem has not a variational structure, suitable procedures and estimates allow us to prove that the number of distinct crtitical levels of the functional associated to the unperturbed problem is "stable" unde...

Perturbation analysis of linear control problems

International Nuclear Information System (INIS)

Petkov, Petko; Konstantinov, Mihail

2017-01-01

The paper presents a brief overview of the technique of splitting operators, proposed by the authors and intended for perturbation analysis of control problems involving unitary and orthogonal matrices. Combined with the technique of Lyapunov majorants and the implementation of the Banach and Schauder fixed point principles, it allows to obtain rigorous non-local perturbation bounds for a set of sensitivity analysis problems. Among them are the reduction of linear systems into orthogonal canonical forms, the feedback synthesis problem and pole assignment problem in particular, as well as other important problems in control theory and linear algebra. Key words: perturbation analysis, canonical forms, feedback synthesis

An interpretation of the Gini coefficient in a Stiglitz two-type optimal tax problem

DEFF Research Database (Denmark)

Rasmussen, Bo Sandemann

2015-01-01

In a two-type Stiglitz (1982) model of optimal non-linear taxation it is shown that when the utility function relating to consumption is logaritmic the shadow price of the incentive constraint relating to the optimal tax problem exactly equals the Gini coefficient of the second-best optimal income...

Steady-state global optimization of metabolic non-linear dynamic models through recasting into power-law canonical models.

Science.gov (United States)

Pozo, Carlos; Marín-Sanguino, Alberto; Alves, Rui; Guillén-Gosálbez, Gonzalo; Jiménez, Laureano; Sorribas, Albert

2011-08-25

Design of newly engineered microbial strains for biotechnological purposes would greatly benefit from the development of realistic mathematical models for the processes to be optimized. Such models can then be analyzed and, with the development and application of appropriate optimization techniques, one could identify the modifications that need to be made to the organism in order to achieve the desired biotechnological goal. As appropriate models to perform such an analysis are necessarily non-linear and typically non-convex, finding their global optimum is a challenging task. Canonical modeling techniques, such as Generalized Mass Action (GMA) models based on the power-law formalism, offer a possible solution to this problem because they have a mathematical structure that enables the development of specific algorithms for global optimization. Based on the GMA canonical representation, we have developed in previous works a highly efficient optimization algorithm and a set of related strategies for understanding the evolution of adaptive responses in cellular metabolism. Here, we explore the possibility of recasting kinetic non-linear models into an equivalent GMA model, so that global optimization on the recast GMA model can be performed. With this technique, optimization is greatly facilitated and the results are transposable to the original non-linear problem. This procedure is straightforward for a particular class of non-linear models known as Saturable and Cooperative (SC) models that extend the power-law formalism to deal with saturation and cooperativity. Our results show that recasting non-linear kinetic models into GMA models is indeed an appropriate strategy that helps overcoming some of the numerical difficulties that arise during the global optimization task.

Steady-state global optimization of metabolic non-linear dynamic models through recasting into power-law canonical models

Directory of Open Access Journals (Sweden)

Sorribas Albert

2011-08-01

Full Text Available Abstract Background Design of newly engineered microbial strains for biotechnological purposes would greatly benefit from the development of realistic mathematical models for the processes to be optimized. Such models can then be analyzed and, with the development and application of appropriate optimization techniques, one could identify the modifications that need to be made to the organism in order to achieve the desired biotechnological goal. As appropriate models to perform such an analysis are necessarily non-linear and typically non-convex, finding their global optimum is a challenging task. Canonical modeling techniques, such as Generalized Mass Action (GMA models based on the power-law formalism, offer a possible solution to this problem because they have a mathematical structure that enables the development of specific algorithms for global optimization. Results Based on the GMA canonical representation, we have developed in previous works a highly efficient optimization algorithm and a set of related strategies for understanding the evolution of adaptive responses in cellular metabolism. Here, we explore the possibility of recasting kinetic non-linear models into an equivalent GMA model, so that global optimization on the recast GMA model can be performed. With this technique, optimization is greatly facilitated and the results are transposable to the original non-linear problem. This procedure is straightforward for a particular class of non-linear models known as Saturable and Cooperative (SC models that extend the power-law formalism to deal with saturation and cooperativity. Conclusions Our results show that recasting non-linear kinetic models into GMA models is indeed an appropriate strategy that helps overcoming some of the numerical difficulties that arise during the global optimization task.

Comparative Study of Evolutionary Multi-objective Optimization Algorithms for a Non-linear Greenhouse Climate Control Problem

DEFF Research Database (Denmark)

Ghoreishi, Newsha; Sørensen, Jan Corfixen; Jørgensen, Bo Nørregaard

2015-01-01

Non-trivial real world decision-making processes usually involve multiple parties having potentially conflicting interests over a set of issues. State-of-the-art multi-objective evolutionary algorithms (MOEA) are well known to solve this class of complex real-world problems. In this paper, we...... compare the performance of state-of-the-art multi-objective evolutionary algorithms to solve a non-linear multi-objective multi-issue optimisation problem found in Greenhouse climate control. The chosen algorithms in the study includes NSGAII, eNSGAII, eMOEA, PAES, PESAII and SPEAII. The performance...... of all aforementioned algorithms is assessed and compared using performance indicators to evaluate proximity, diversity and consistency. Our insights to this comparative study enhanced our understanding of MOEAs performance in order to solve a non-linear complex climate control problem. The empirical...

A Genetic-Algorithms-Based Approach for Programming Linear and Quadratic Optimization Problems with Uncertainty

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Weihua Jin

2013-01-01

Full Text Available This paper proposes a genetic-algorithms-based approach as an all-purpose problem-solving method for operation programming problems under uncertainty. The proposed method was applied for management of a municipal solid waste treatment system. Compared to the traditional interactive binary analysis, this approach has fewer limitations and is able to reduce the complexity in solving the inexact linear programming problems and inexact quadratic programming problems. The implementation of this approach was performed using the Genetic Algorithm Solver of MATLAB (trademark of MathWorks. The paper explains the genetic-algorithms-based method and presents details on the computation procedures for each type of inexact operation programming problems. A comparison of the results generated by the proposed method based on genetic algorithms with those produced by the traditional interactive binary analysis method is also presented.

LMI–based robust controller design approach in aircraft multidisciplinary design optimization problem

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Qinghua Zeng

2015-07-01

Full Text Available This article proposes a linear matrix inequality–based robust controller design approach to implement the synchronous design of aircraft control discipline and other disciplines, in which the variation in design parameters is treated as equivalent perturbations. Considering the complicated mapping relationships between the coefficient arrays of aircraft motion model and the aircraft design parameters, the robust controller designed is directly based on the variation in these coefficient arrays so conservative that the multidisciplinary design optimization problem would be too difficult to solve, or even if there is a solution, the robustness of design result is generally poor. Therefore, this article derives the uncertainty model of disciplinary design parameters based on response surface approximation, converts the design problem of the robust controller into a problem of solving a standard linear matrix inequality, and theoretically gives a less conservative design method of the robust controller which is based on the variation in design parameters. Furthermore, the concurrent subspace approach is applied to the multidisciplinary system with this kind of robust controller in the design loop. A multidisciplinary design optimization of a tailless aircraft as example is shown that control discipline can be synchronous optimal design with other discipline, especially this method will greatly reduce the calculated amount of multidisciplinary design optimization and make multidisciplinary design optimization results more robustness of flight performance.

An Approach for Solving Linear Fractional Programming Problems

OpenAIRE

Andrew Oyakhobo Odior

2012-01-01

Linear fractional programming problems are useful tools in production planning, financial and corporate planning, health care and hospital planning and as such have attracted considerable research interest. The paper presents a new approach for solving a fractional linear programming problem in which the objective function is a linear fractional function, while the constraint functions are in the form of linear inequalities. The approach adopted is based mainly upon solving the problem algebr...

Optimality Bounds for a Variational Relaxation of the Image Partitioning Problem

KAUST Repository

Lellmann, Jan

2012-11-09

We consider a variational convex relaxation of a class of optimal partitioning and multiclass labeling problems, which has recently proven quite successful and can be seen as a continuous analogue of Linear Programming (LP) relaxation methods for finite-dimensional problems. While for the latter several optimality bounds are known, to our knowledge no such bounds exist in the infinite-dimensional setting. We provide such a bound by analyzing a probabilistic rounding method, showing that it is possible to obtain an integral solution of the original partitioning problem from a solution of the relaxed problem with an a priori upper bound on the objective. The approach has a natural interpretation as an approximate, multiclass variant of the celebrated coarea formula. © 2012 Springer Science+Business Media New York.

A Gradient-Based Multistart Algorithm for Multimodal Aerodynamic Shape Optimization Problems Based on Free-Form Deformation

Science.gov (United States)

Streuber, Gregg Mitchell

Environmental and economic factors motivate the pursuit of more fuel-efficient aircraft designs. Aerodynamic shape optimization is a powerful tool in this effort, but is hampered by the presence of multimodality in many design spaces. Gradient-based multistart optimization uses a sampling algorithm and multiple parallel optimizations to reliably apply fast gradient-based optimization to moderately multimodal problems. Ensuring that the sampled geometries remain physically realizable requires manually developing specialized linear constraints for each class of problem. Utilizing free-form deformation geometry control allows these linear constraints to be written in a geometry-independent fashion, greatly easing the process of applying the algorithm to new problems. This algorithm was used to assess the presence of multimodality when optimizing a wing in subsonic and transonic flows, under inviscid and viscous conditions, and a blended wing-body under transonic, viscous conditions. Multimodality was present in every wing case, while the blended wing-body was found to be generally unimodal.

Particle swarm as optimization tool in complex nuclear engineering problems

International Nuclear Information System (INIS)

Medeiros, Jose Antonio Carlos Canedo

2005-06-01

Due to its low computational cost, gradient-based search techniques associated to linear programming techniques are being used as optimization tools. These techniques, however, when applied to multimodal search spaces, can lead to local optima. When finding solutions for complex multimodal domains, random search techniques are being used with great efficacy. In this work we exploit the swarm optimization algorithm search power capacity as an optimization tool for the solution of complex high dimension and multimodal search spaces of nuclear problems. Due to its easy and natural representation of high dimension domains, the particle swarm optimization was applied with success for the solution of complex nuclear problems showing its efficacy in the search of solutions in high dimension and complex multimodal spaces. In one of these applications it enabled a natural and trivial solution in a way not obtained with other methods confirming the validity of its application. (author)

Using combinatorial problem decomposition for optimizing plutonium inventory management

International Nuclear Information System (INIS)

Niquil, Y.; Gondran, M.; Voskanian, A.; Paris-11 Univ., 91 - Orsay

1997-03-01

Plutonium Inventory Management Optimization can be modeled as a very large 0-1 linear program. To solve it, problem decomposition is necessary, since other classic techniques are not efficient for such a size. The first decomposition consists in favoring constraints that are the most difficult to reach and variables that have the highest influence on the cost: fortunately, both correspond to stock output decisions. The second decomposition consists in mixing continuous linear program solving and integer linear program solving. Besides, the first decisions to be taken are systematically favored, for they are based on data considered to be sure, when data supporting later decisions in known with less accuracy and confidence. (author)

Using combinatorial problem decomposition for optimizing plutonium inventory management

Energy Technology Data Exchange (ETDEWEB)

Niquil, Y.; Gondran, M. [Electricite de France (EDF), 92 - Clamart (France). Direction des Etudes et Recherches; Voskanian, A. [Electricite de France (EDF), 92 - Clamart (France). Direction des Etudes et Recherches]|[Paris-11 Univ., 91 - Orsay (France). Lab. de Recherche en Informatique

1997-03-01

Plutonium Inventory Management Optimization can be modeled as a very large 0-1 linear program. To solve it, problem decomposition is necessary, since other classic techniques are not efficient for such a size. The first decomposition consists in favoring constraints that are the most difficult to reach and variables that have the highest influence on the cost: fortunately, both correspond to stock output decisions. The second decomposition consists in mixing continuous linear program solving and integer linear program solving. Besides, the first decisions to be taken are systematically favored, for they are based on data considered to be sure, when data supporting later decisions in known with less accuracy and confidence. (author) 7 refs.

On the consistency of adjoint sensitivity analysis for structural optimization of linear dynamic problems

DEFF Research Database (Denmark)

Jensen, Jakob Søndergaard; Nakshatrala, Praveen B.; Tortorelli, Daniel A.

2014-01-01

Gradient-based topology optimization typically involves thousands or millions of design variables. This makes efficient sensitivity analysis essential and for this the adjoint variable method (AVM) is indispensable. For transient problems it has been observed that the traditional AVM, based on a ...

Chaotic behaviour in the non-linear optimal control of unilaterally contacting building systems during earthquakes

International Nuclear Information System (INIS)

Liolios, A.A.; Boglou, A.K.

2003-01-01

The paper presents a new numerical approach for a non-linear optimal control problem arising in earthquake civil engineering. This problem concerns the elastoplastic softening-fracturing unilateral contact between neighbouring buildings during earthquakes when Coulomb friction is taken into account under second-order instabilizing effects. So, the earthquake response of the adjacent structures can appear instabilities and chaotic behaviour. The problem formulation presented here leads to a set of equations and inequalities, which is equivalent to a dynamic hemivariational inequality in the way introduced by Panagiotopoulos [Hemivariational Inequalities. Applications in Mechanics and Engineering, Springer-Verlag, Berlin, 1993]. The numerical procedure is based on an incremental problem formulation and on a double discretization, in space by the finite element method and in time by the Wilson-θ method. The generally non-convex constitutive contact laws are piecewise linearized, and in each time-step a non-convex linear complementarity problem is solved with a reduced number of unknowns

Application of Hybrid Optimization Algorithm in the Synthesis of Linear Antenna Array

Directory of Open Access Journals (Sweden)

Ezgi Deniz Ülker

2014-01-01

Full Text Available The use of hybrid algorithms for solving real-world optimization problems has become popular since their solution quality can be made better than the algorithms that form them by combining their desirable features. The newly proposed hybrid method which is called Hybrid Differential, Particle, and Harmony (HDPH algorithm is different from the other hybrid forms since it uses all features of merged algorithms in order to perform efficiently for a wide variety of problems. In the proposed algorithm the control parameters are randomized which makes its implementation easy and provides a fast response. This paper describes the application of HDPH algorithm to linear antenna array synthesis. The results obtained with the HDPH algorithm are compared with three merged optimization techniques that are used in HDPH. The comparison shows that the performance of the proposed algorithm is comparatively better in both solution quality and robustness. The proposed hybrid algorithm HDPH can be an efficient candidate for real-time optimization problems since it yields reliable performance at all times when it gets executed.

SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression

OpenAIRE

Flores, Salvador

2015-01-01

This paper deals with the problem of finding the globally optimal subset of h elements from a larger set of n elements in d space dimensions so as to minimize a quadratic criterion, with an special emphasis on applications to computing the Least Trimmed Squares Estimator (LTSE) for robust regression. The computation of the LTSE is a challenging subset selection problem involving a nonlinear program with continuous and binary variables, linked in a highly nonlinear fashion. The selection of a ...

An Interpretation of the Gini Coefficient in a Stiglitz Two-Type Optimal Tax Problem

DEFF Research Database (Denmark)

Rasmussen, Bo Sandemann

2014-01-01

In a two-type Stiglitz (1982) model of optimal non-linear taxation it is shown that when the utility function relating to consumption is logaritmic the shadow price of the incentive constraint relating to the optimal tax problem exactly equals the Gini coefficient of the second-best optimal income...... distribution of a utilitarian government. In this sense the optimal degree of income redistribution is determined by the severity of the incentive problem facing the policy-maker. Extensions of the benchmark model to allow for more general functional forms of the utility function and for more than two types...

Students’ difficulties in solving linear equation problems

Science.gov (United States)

Wati, S.; Fitriana, L.; Mardiyana

2018-03-01

A linear equation is an algebra material that exists in junior high school to university. It is a very important material for students in order to learn more advanced mathematics topics. Therefore, linear equation material is essential to be mastered. However, the result of 2016 national examination in Indonesia showed that students’ achievement in solving linear equation problem was low. This fact became a background to investigate students’ difficulties in solving linear equation problems. This study used qualitative descriptive method. An individual written test on linear equation tasks was administered, followed by interviews. Twenty-one sample students of grade VIII of SMPIT Insan Kamil Karanganyar did the written test, and 6 of them were interviewed afterward. The result showed that students with high mathematics achievement donot have difficulties, students with medium mathematics achievement have factual difficulties, and students with low mathematics achievement have factual, conceptual, operational, and principle difficulties. Based on the result there is a need of meaningfulness teaching strategy to help students to overcome difficulties in solving linear equation problems.

Particle Swarm Optimization applied to combinatorial problem aiming the fuel recharge problem solution in a nuclear reactor

International Nuclear Information System (INIS)

Meneses, Anderson Alvarenga de Moura; Schirru, Roberto

2005-01-01

This work focuses on the usage the Artificial Intelligence technique Particle Swarm Optimization (PSO) to optimize the fuel recharge at a nuclear reactor. This is a combinatorial problem, in which the search of the best feasible solution is done by minimizing a specific objective function. However, in this first moment it is possible to compare the fuel recharge problem with the Traveling Salesman Problem (TSP), since both of them are combinatorial, with one advantage: the evaluation of the TSP objective function is much more simple. Thus, the proposed methods have been applied to two TSPs: Oliver 30 and Rykel 48. In 1995, KENNEDY and EBERHART presented the PSO technique to optimize non-linear continued functions. Recently some PSO models for discrete search spaces have been developed for combinatorial optimization. Although all of them having different formulation from the ones presented here. In this paper, we use the PSO theory associated with to the Random Keys (RK)model, used in some optimizations with Genetic Algorithms. The Particle Swarm Optimization with Random Keys (PSORK) results from this association, which combines PSO and RK. The adaptations and changings in the PSO aim to allow the usage of the PSO at the nuclear fuel recharge. This work shows the PSORK being applied to the proposed combinatorial problem and the obtained results. (author)

Possibility/Necessity-Based Probabilistic Expectation Models for Linear Programming Problems with Discrete Fuzzy Random Variables

Directory of Open Access Journals (Sweden)

Hideki Katagiri

2017-10-01

Full Text Available This paper considers linear programming problems (LPPs where the objective functions involve discrete fuzzy random variables (fuzzy set-valued discrete random variables. New decision making models, which are useful in fuzzy stochastic environments, are proposed based on both possibility theory and probability theory. In multi-objective cases, Pareto optimal solutions of the proposed models are newly defined. Computational algorithms for obtaining the Pareto optimal solutions of the proposed models are provided. It is shown that problems involving discrete fuzzy random variables can be transformed into deterministic nonlinear mathematical programming problems which can be solved through a conventional mathematical programming solver under practically reasonable assumptions. A numerical example of agriculture production problems is given to demonstrate the applicability of the proposed models to real-world problems in fuzzy stochastic environments.

Problem statement for optimal design of steel structures

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Ginzburg Aleksandr Vital'evich

2014-07-01

Full Text Available The presented article considers the following complex of tasks. The main stages of the life cycle of a building construction with the indication of process entrance and process exit are described. Requirements imposed on steel constructions are considered. The optimum range of application for steel designs is specified, as well as merits and demerits of a design material. The nomenclature of metal designs is listed - the block diagram is constructed. Possible optimality criteria of steel designs, offered by various authors for various types of constructions are considered. It is established that most often the criterion of a minimum of design mass is accepted as criterion of optimality; more rarely - a minimum of the given expenses, a minimum of a design cost in business. In the present article special attention is paid to a type of objective function of optimization problem. It is also established that depending on the accepted optimality criterion, the use of different types of functions is possible. This complexity of objective function depends on completeness of optimality criterion application. In the work the authors consider the following objective functions: the mass of the main element of a design; objective function by criterion of factory cost; objective function by criterion of cost in business. According to these examples it can be seen that objective functions by the criteria of labor expenses for production of designs are generally non-linear, which complicates solving the optimization problem. Another important factor influencing the problem of optimal design solution for steel designs, which is analyzed, is account for operating restrictions. In the article 8 groups of restrictions are analyzed. Attempts to completely account for the parameters of objective function optimized by particular optimality criteria, taking into account all the operating restrictions, considerably complicates the problem of designing. For solving this

Solving Optimization Problems via Vortex Optimization Algorithm and Cognitive Development Optimization Algorithm

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Ahmet Demir

2017-01-01

Full Text Available In the fields which require finding the most appropriate value, optimization became a vital approach to employ effective solutions. With the use of optimization techniques, many different fields in the modern life have found solutions to their real-world based problems. In this context, classical optimization techniques have had an important popularity. But after a while, more advanced optimization problems required the use of more effective techniques. At this point, Computer Science took an important role on providing software related techniques to improve the associated literature. Today, intelligent optimization techniques based on Artificial Intelligence are widely used for optimization problems. The objective of this paper is to provide a comparative study on the employment of classical optimization solutions and Artificial Intelligence solutions for enabling readers to have idea about the potential of intelligent optimization techniques. At this point, two recently developed intelligent optimization algorithms, Vortex Optimization Algorithm (VOA and Cognitive Development Optimization Algorithm (CoDOA, have been used to solve some multidisciplinary optimization problems provided in the source book Thomas' Calculus 11th Edition and the obtained results have compared with classical optimization solutions. 

An approach for solving linear fractional programming problems ...

African Journals Online (AJOL)

The paper presents a new approach for solving a fractional linear programming problem in which the objective function is a linear fractional function, while the constraint functions are in the form of linear inequalities. The approach adopted is based mainly upon solving the problem algebraically using the concept of duality ...

A generalized fuzzy credibility-constrained linear fractional programming approach for optimal irrigation water allocation under uncertainty

Science.gov (United States)

Zhang, Chenglong; Guo, Ping

2017-10-01

The vague and fuzzy parametric information is a challenging issue in irrigation water management problems. In response to this problem, a generalized fuzzy credibility-constrained linear fractional programming (GFCCFP) model is developed for optimal irrigation water allocation under uncertainty. The model can be derived from integrating generalized fuzzy credibility-constrained programming (GFCCP) into a linear fractional programming (LFP) optimization framework. Therefore, it can solve ratio optimization problems associated with fuzzy parameters, and examine the variation of results under different credibility levels and weight coefficients of possibility and necessary. It has advantages in: (1) balancing the economic and resources objectives directly; (2) analyzing system efficiency; (3) generating more flexible decision solutions by giving different credibility levels and weight coefficients of possibility and (4) supporting in-depth analysis of the interrelationships among system efficiency, credibility level and weight coefficient. The model is applied to a case study of irrigation water allocation in the middle reaches of Heihe River Basin, northwest China. Therefore, optimal irrigation water allocation solutions from the GFCCFP model can be obtained. Moreover, factorial analysis on the two parameters (i.e. λ and γ) indicates that the weight coefficient is a main factor compared with credibility level for system efficiency. These results can be effective for support reasonable irrigation water resources management and agricultural production.

Relationship between Maximum Principle and Dynamic Programming for Stochastic Recursive Optimal Control Problems and Applications

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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.

Interior Point Method for Solving Fuzzy Number Linear Programming Problems Using Linear Ranking Function

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Yi-hua Zhong

2013-01-01

Full Text Available Recently, various methods have been developed for solving linear programming problems with fuzzy number, such as simplex method and dual simplex method. But their computational complexities are exponential, which is not satisfactory for solving large-scale fuzzy linear programming problems, especially in the engineering field. A new method which can solve large-scale fuzzy number linear programming problems is presented in this paper, which is named a revised interior point method. Its idea is similar to that of interior point method used for solving linear programming problems in crisp environment before, but its feasible direction and step size are chosen by using trapezoidal fuzzy numbers, linear ranking function, fuzzy vector, and their operations, and its end condition is involved in linear ranking function. Their correctness and rationality are proved. Moreover, choice of the initial interior point and some factors influencing the results of this method are also discussed and analyzed. The result of algorithm analysis and example study that shows proper safety factor parameter, accuracy parameter, and initial interior point of this method may reduce iterations and they can be selected easily according to the actual needs. Finally, the method proposed in this paper is an alternative method for solving fuzzy number linear programming problems.

SOCIAL NETWORK OPTIMIZATION A NEW METHAHEURISTIC FOR GENERAL OPTIMIZATION PROBLEMS

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Hassan Sherafat

2017-12-01

Full Text Available In the recent years metaheuristics were studied and developed as powerful technics for hard optimization problems. Some of well-known technics in this field are: Genetic Algorithms, Tabu Search, Simulated Annealing, Ant Colony Optimization, and Swarm Intelligence, which are applied successfully to many complex optimization problems. In this paper, we introduce a new metaheuristic for solving such problems based on social networks concept, named as Social Network Optimization – SNO. We show that a wide range of np-hard optimization problems may be solved by SNO.

Mehar Methods for Fuzzy Optimal Solution and Sensitivity Analysis of Fuzzy Linear Programming with Symmetric Trapezoidal Fuzzy Numbers

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Sukhpreet Kaur Sidhu

2014-01-01

Full Text Available The drawbacks of the existing methods to obtain the fuzzy optimal solution of such linear programming problems, in which coefficients of the constraints are represented by real numbers and all the other parameters as well as variables are represented by symmetric trapezoidal fuzzy numbers, are pointed out, and to resolve these drawbacks, a new method (named as Mehar method is proposed for the same linear programming problems. Also, with the help of proposed Mehar method, a new method, much easy as compared to the existing methods, is proposed to deal with the sensitivity analysis of the same type of linear programming problems.

A novel algorithm for solving optimal path planning problems based on parametrization method and fuzzy aggregation

International Nuclear Information System (INIS)

Zamirian, M.; Kamyad, A.V.; Farahi, M.H.

2009-01-01

In this Letter a new approach for solving optimal path planning problems for a single rigid and free moving object in a two and three dimensional space in the presence of stationary or moving obstacles is presented. In this approach the path planning problems have some incompatible objectives such as the length of path that must be minimized, the distance between the path and obstacles that must be maximized and etc., then a multi-objective dynamic optimization problem (MODOP) is achieved. Considering the imprecise nature of decision maker's (DM) judgment, these multiple objectives are viewed as fuzzy variables. By determining intervals for the values of these fuzzy variables, flexible monotonic decreasing or increasing membership functions are determined as the degrees of satisfaction of these fuzzy variables on their intervals. Then, the optimal path planning policy is searched by maximizing the aggregated fuzzy decision values, resulting in a fuzzy multi-objective dynamic optimization problem (FMODOP). Using a suitable t-norm, the FMODOP is converted into a non-linear dynamic optimization problem (NLDOP). By using parametrization method and some calculations, the NLDOP is converted into the sequence of conventional non-linear programming problems (NLPP). It is proved that the solution of this sequence of the NLPPs tends to a Pareto optimal solution which, among other Pareto optimal solutions, has the best satisfaction of DM for the MODOP. Finally, the above procedure as a novel algorithm integrating parametrization method and fuzzy aggregation to solve the MODOP is proposed. Efficiency of our approach is confirmed by some numerical examples.

Class and Home Problems: Optimization Problems

Science.gov (United States)

Anderson, Brian J.; Hissam, Robin S.; Shaeiwitz, Joseph A.; Turton, Richard

2011-01-01

Optimization problems suitable for all levels of chemical engineering students are available. These problems do not require advanced mathematical techniques, since they can be solved using typical software used by students and practitioners. The method used to solve these problems forces students to understand the trends for the different terms…

Stability of multi-objective bi-level linear programming problems under fuzziness

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Abo-Sinna Mahmoud A.

2013-01-01

Full Text Available This paper deals with multi-objective bi-level linear programming problems under fuzzy environment. In the proposed method, tentative solutions are obtained and evaluated by using the partial information on preference of the decision-makers at each level. The existing results concerning the qualitative analysis of some basic notions in parametric linear programming problems are reformulated to study the stability of multi-objective bi-level linear programming problems. An algorithm for obtaining any subset of the parametric space, which has the same corresponding Pareto optimal solution, is presented. Also, this paper established the model for the supply-demand interaction in the age of electronic commerce (EC. First of all, the study uses the individual objectives of both parties as the foundation of the supply-demand interaction. Subsequently, it divides the interaction, in the age of electronic commerce, into the following two classifications: (i Market transactions, with the primary focus on the supply demand relationship in the marketplace; and (ii Information service, with the primary focus on the provider and the user of information service. By applying the bi-level programming technique of interaction process, the study will develop an analytical process to explain how supply-demand interaction achieves a compromise or why the process fails. Finally, a numerical example of information service is provided for the sake of illustration.

Robust and Reliable Portfolio Optimization Formulation of a Chance Constrained Problem

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Sengupta Raghu Nandan

2017-02-01

Full Text Available We solve a linear chance constrained portfolio optimization problem using Robust Optimization (RO method wherein financial script/asset loss return distributions are considered as extreme valued. The objective function is a convex combination of portfolio’s CVaR and expected value of loss return, subject to a set of randomly perturbed chance constraints with specified probability values. The robust deterministic counterpart of the model takes the form of Second Order Cone Programming (SOCP problem. Results from extensive simulation runs show the efficacy of our proposed models, as it helps the investor to (i utilize extensive simulation studies to draw insights into the effect of randomness in portfolio decision making process, (ii incorporate different risk appetite scenarios to find the optimal solutions for the financial portfolio allocation problem and (iii compare the risk and return profiles of the investments made in both deterministic as well as in uncertain and highly volatile financial markets.

Microlocal analysis of a seismic linearized inverse problem

NARCIS (Netherlands)

Stolk, C.C.

1999-01-01

The seismic inverse problem is to determine the wavespeed c x in the interior of a medium from measurements at the boundary In this paper we analyze the linearized inverse problem in general acoustic media The problem is to nd a left inverse of the linearized forward map F or equivalently to nd the

Optimal planning of gas turbine cogeneration system based on linear programming. Paper no. IGEC-1-ID09

International Nuclear Information System (INIS)

Oh, S.-D.; Kwak, H.-Y.

2005-01-01

An optimal planning for gas turbine cogeneration system has been studied. The planning problem considered in this study is to determine the optimal configuration of the system equipments and optimal operational policy of the system when the annual energy demands of electric power, heat and cooling are given a priori. The main benefit of the optimal planning is to minimize operational costs and to save energy by efficient energy utilization. A mixed-integer linear programming and the branch and bound algorithm have been adopted to obtain the optimal solution. Both the optimal configuration of the system equipments and the optimal operation policy has been obtained based on annual cost method. The planning method employed here may be applied to the planning problem of the cogeneration plant to any specific building or hotel. (author)

Parametrices and exact paralinearization of semi-linear boundary problems

DEFF Research Database (Denmark)

Johnsen, Jon

2008-01-01

The subject is parametrices for semi-linear problems, based on parametrices for linear boundary problems and on non-linearities that decompose into solution-dependent linear operators acting on the solutions. Non-linearities of product type are shown to admit this via exact paralinearization...... of homogeneous distributions, tensor products and halfspace extensions have been revised. Examples include the von Karman equation....

Two-Layer Linear MPC Approach Aimed at Walking Beam Billets Reheating Furnace Optimization

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Silvia Maria Zanoli

2017-01-01

Full Text Available In this paper, the problem of the control and optimization of a walking beam billets reheating furnace located in an Italian steel plant is analyzed. An ad hoc Advanced Process Control framework has been developed, based on a two-layer linear Model Predictive Control architecture. This control block optimizes the steady and transient states of the considered process. Two main problems have been addressed. First, in order to manage all process conditions, a tailored module defines the process variables set to be included in the control problem. In particular, a unified approach for the selection on the control inputs to be used for control objectives related to the process outputs is guaranteed. The impact of the proposed method on the controller formulation is also detailed. Second, an innovative mathematical approach for stoichiometric ratios constraints handling has been proposed, together with their introduction in the controller optimization problems. The designed control system has been installed on a real plant, replacing operators’ mental model in the conduction of local PID controllers. After two years from the first startup, a strong energy efficiency improvement has been observed.

Optimal Linear Filters for Pulse Height Measurements in the Presence of Noise

International Nuclear Information System (INIS)

Nygaard, K.

1966-07-01

For measurements of nuclear pulse height spectra a linear filter is used between the pulse amplifier and the pulse height recorder so as to improve the signal/noise ratio. The problem of finding the optimal filter is investigated with emphasis on technical realizability. The maximum available signal/noise ratio is theoretically calculated on the basis of all the information which can be found in the output of the pulse amplifier, and on an assumed a priori knowledge of the pulse time of arrival. It is then shown that the maximum available signal/noise ratio can be obtained with practical measurements without any a priori knowledge of pulse time of arrival, and a general description of the optimal linear filter is given. The solution is unique, technically realizable, and based solely on data (noise power spectrum and pulse shape) which can be measured at the output terminals of the pulse amplifier used

Optimization of radioactive waste management system by application of multiobjective linear programming

International Nuclear Information System (INIS)

Shimizu, Yoshiaki

1981-01-01

A mathematical procedure is proposed to make a radioactive waste management plan comprehensively. Since such planning is relevant to some different goals in management, decision making has to be formulated as a multiobjective optimization problem. A mathematical programming method was introduced to make a decision through an interactive manner which enables us to assess the preference of decision maker step by step among the conflicting objectives. The reference system taken as an example is the radioactive waste management system at the Research Reactor Institute of Kyoto University (KUR). Its linear model was built based on the experience in the actual management at KUR. The best-compromise model was then formulated as a multiobjective linear programming by the aid of the computational analysis through a conventional optimization. It was shown from the numerical results that the proposed approach could provide some useful informations to make an actual management plan. (author)

Optimal Linear Filters for Pulse Height Measurements in the Presence of Noise

Energy Technology Data Exchange (ETDEWEB)

Nygaard, K

1966-07-15

For measurements of nuclear pulse height spectra a linear filter is used between the pulse amplifier and the pulse height recorder so as to improve the signal/noise ratio. The problem of finding the optimal filter is investigated with emphasis on technical realizability. The maximum available signal/noise ratio is theoretically calculated on the basis of all the information which can be found in the output of the pulse amplifier, and on an assumed a priori knowledge of the pulse time of arrival. It is then shown that the maximum available signal/noise ratio can be obtained with practical measurements without any a priori knowledge of pulse time of arrival, and a general description of the optimal linear filter is given. The solution is unique, technically realizable, and based solely on data (noise power spectrum and pulse shape) which can be measured at the output terminals of the pulse amplifier used.

Particle swarm optimization with random keys applied to the nuclear reactor reload problem

Energy Technology Data Exchange (ETDEWEB)

Meneses, Anderson Alvarenga de Moura [Universidade Federal do Rio de Janeiro (UFRJ), RJ (Brazil). Coordenacao dos Programas de Pos-graduacao de Engenharia (COPPE). Programa de Engenharia Nuclear; Fundacao Educacional de Macae (FUNEMAC), RJ (Brazil). Faculdade Professor Miguel Angelo da Silva Santos; Machado, Marcelo Dornellas; Medeiros, Jose Antonio Carlos Canedo; Schirru, Roberto [Universidade Federal do Rio de Janeiro (UFRJ), RJ (Brazil). Coordenacao dos Programas de Pos-graduacao de Engenharia (COPPE). Programa de Engenharia Nuclear]. E-mails: ameneses@con.ufrj.br; marcelo@lmp.ufrj.br; canedo@lmp.ufrj.br; schirru@lmp.ufrj.br

2007-07-01

In 1995, Kennedy and Eberhart presented the Particle Swarm Optimization (PSO), an Artificial Intelligence metaheuristic technique to optimize non-linear continuous functions. The concept of Swarm Intelligence is based on the socials aspects of intelligence, it means, the ability of individuals to learn with their own experience in a group as well as to take advantage of the performance of other individuals. Some PSO models for discrete search spaces have been developed for combinatorial optimization, although none of them presented satisfactory results to optimize a combinatorial problem as the nuclear reactor fuel reloading problem (NRFRP). In this sense, we developed the Particle Swarm Optimization with Random Keys (PSORK) in previous research to solve Combinatorial Problems. Experiences demonstrated that PSORK performed comparable to or better than other techniques. Thus, PSORK metaheuristic is being applied in optimization studies of the NRFRP for Angra 1 Nuclear Power Plant. Results will be compared with Genetic Algorithms and the manual method provided by a specialist. In this experience, the problem is being modeled for an eight-core symmetry and three-dimensional geometry, aiming at the minimization of the Nuclear Enthalpy Power Peaking Factor as well as the maximization of the cycle length. (author)

Particle swarm optimization with random keys applied to the nuclear reactor reload problem

International Nuclear Information System (INIS)

Meneses, Anderson Alvarenga de Moura; Fundacao Educacional de Macae; Machado, Marcelo Dornellas; Medeiros, Jose Antonio Carlos Canedo; Schirru, Roberto

2007-01-01

In 1995, Kennedy and Eberhart presented the Particle Swarm Optimization (PSO), an Artificial Intelligence metaheuristic technique to optimize non-linear continuous functions. The concept of Swarm Intelligence is based on the socials aspects of intelligence, it means, the ability of individuals to learn with their own experience in a group as well as to take advantage of the performance of other individuals. Some PSO models for discrete search spaces have been developed for combinatorial optimization, although none of them presented satisfactory results to optimize a combinatorial problem as the nuclear reactor fuel reloading problem (NRFRP). In this sense, we developed the Particle Swarm Optimization with Random Keys (PSORK) in previous research to solve Combinatorial Problems. Experiences demonstrated that PSORK performed comparable to or better than other techniques. Thus, PSORK metaheuristic is being applied in optimization studies of the NRFRP for Angra 1 Nuclear Power Plant. Results will be compared with Genetic Algorithms and the manual method provided by a specialist. In this experience, the problem is being modeled for an eight-core symmetry and three-dimensional geometry, aiming at the minimization of the Nuclear Enthalpy Power Peaking Factor as well as the maximization of the cycle length. (author)

Application of the distributed genetic algorithm for loading pattern optimization problems

International Nuclear Information System (INIS)

Hashimoto, Hiroshi; Yamamoto, Akio

2000-01-01

The distributed genetic algorithm (DGA) is applied for loading pattern optimization problems of the pressurized water reactors (PWR). Due to stiff nature of the loading pattern optimizations (e.g. multi-modality and non-linearity), stochastic methods like the simulated annealing or the genetic algorithm (GA) are widely applied for these problems. A basic concept of DGA is based on that of GA. However, DGA equally distributes candidates of solutions (i.e. loading patterns) to several independent 'islands' and evolves them in each island. Migrations of some candidates are performed among islands with a certain period. Since candidates of solutions independently evolve in each island with accepting different genes of migrants from other islands, premature convergence in the traditional GA can be prevented. Because many candidate loading patterns should be evaluated in one generation of GA or DGA, the parallelization in these calculations works efficiently. Parallel efficiency was measured using our optimization code and good load balance was attained even in a heterogeneous cluster environment due to dynamic distribution of the calculation load. The optimization code is based on the client/server architecture with the TCP/IP native socket and a client (optimization module) and calculation server modules communicate the objects of loading patterns each other. Throughout the sensitivity study on optimization parameters of DGA, a suitable set of the parameters for a test problem was identified. Finally, optimization capability of DGA and the traditional GA was compared in the test problem and DGA provided better optimization results than the traditional GA. (author)

A Quasi-Dynamic Optimal Control Strategy for Non-Linear Multivariable Processes Based upon Non-Quadratic Objective Functions

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Jens G. Balchen

1984-10-01

Full Text Available The problem of systematic derivation of a quasi-dynamic optimal control strategy for a non-linear dynamic process based upon a non-quadratic objective function is investigated. The wellknown LQG-control algorithm does not lead to an optimal solution when the process disturbances have non-zero mean. The relationships between the proposed control algorithm and LQG-control are presented. The problem of how to constrain process variables by means of 'penalty' - terms in the objective function is dealt with separately.

Asymptotic Method of Solution for a Problem of Construction of Optimal Gas-Lift Process Modes

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Fikrat A. Aliev

2010-01-01

Full Text Available Mathematical model in oil extraction by gas-lift method for the case when the reciprocal value of well's depth represents a small parameter is considered. Problem of optimal mode construction (i.e., construction of optimal program trajectories and controls is reduced to the linear-quadratic optimal control problem with a small parameter. Analytic formulae for determining the solutions at the first-order approximation with respect to the small parameter are obtained. Comparison of the obtained results with known ones on a specific example is provided, which makes it, in particular, possible to use obtained results in realizations of oil extraction problems by gas-lift method.

Discrete Optimization Model for Vehicle Routing Problem with Scheduling Side Cosntraints

Science.gov (United States)

Juliandri, Dedy; Mawengkang, Herman; Bu'ulolo, F.

2018-01-01

Vehicle Routing Problem (VRP) is an important element of many logistic systems which involve routing and scheduling of vehicles from a depot to a set of customers node. This is a hard combinatorial optimization problem with the objective to find an optimal set of routes used by a fleet of vehicles to serve the demands a set of customers It is required that these vehicles return to the depot after serving customers’ demand. The problem incorporates time windows, fleet and driver scheduling, pick-up and delivery in the planning horizon. The goal is to determine the scheduling of fleet and driver and routing policies of the vehicles. The objective is to minimize the overall costs of all routes over the planning horizon. We model the problem as a linear mixed integer program. We develop a combination of heuristics and exact method for solving the model.

Quantum optimal control theory in the linear response formalism

International Nuclear Information System (INIS)

Castro, Alberto; Tokatly, I. V.

2011-01-01

Quantum optimal control theory (QOCT) aims at finding an external field that drives a quantum system in such a way that optimally achieves some predefined target. In practice, this normally means optimizing the value of some observable, a so-called merit function. In consequence, a key part of the theory is a set of equations, which provides the gradient of the merit function with respect to parameters that control the shape of the driving field. We show that these equations can be straightforwardly derived using the standard linear response theory, only requiring a minor generalization: the unperturbed Hamiltonian is allowed to be time dependent. As a result, the aforementioned gradients are identified with certain response functions. This identification leads to a natural reformulation of QOCT in terms of the Keldysh contour formalism of the quantum many-body theory. In particular, the gradients of the merit function can be calculated using the diagrammatic technique for nonequilibrium Green's functions, which should be helpful in the application of QOCT to computationally difficult many-electron problems.

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

Improved Full-Newton Step O(nL) Infeasible Interior-Point Method for Linear Optimization

OpenAIRE

Gu, G.; Mansouri, H.; Zangiabadi, M.; Bai, Y.Q.; Roos, C.

2009-01-01

We present several improvements of the full-Newton step infeasible interior-point method for linear optimization introduced by Roos (SIAM J. Optim. 16(4):1110–1136, 2006). Each main step of the method consists of a feasibility step and several centering steps. We use a more natural feasibility step, which targets the ?+-center of the next pair of perturbed problems. As for the centering steps, we apply a sharper quadratic convergence result, which leads to a slightly wider neighborhood for th...

An improved exploratory search technique for pure integer linear programming problems

Science.gov (United States)

Fogle, F. R.

1990-01-01

The development is documented of a heuristic method for the solution of pure integer linear programming problems. The procedure draws its methodology from the ideas of Hooke and Jeeves type 1 and 2 exploratory searches, greedy procedures, and neighborhood searches. It uses an efficient rounding method to obtain its first feasible integer point from the optimal continuous solution obtained via the simplex method. Since this method is based entirely on simple addition or subtraction of one to each variable of a point in n-space and the subsequent comparison of candidate solutions to a given set of constraints, it facilitates significant complexity improvements over existing techniques. It also obtains the same optimal solution found by the branch-and-bound technique in 44 of 45 small to moderate size test problems. Two example problems are worked in detail to show the inner workings of the method. Furthermore, using an established weighted scheme for comparing computational effort involved in an algorithm, a comparison of this algorithm is made to the more established and rigorous branch-and-bound method. A computer implementation of the procedure, in PC compatible Pascal, is also presented and discussed.

Optimization Research of Generation Investment Based on Linear Programming Model

Science.gov (United States)

Wu, Juan; Ge, Xueqian

Linear programming is an important branch of operational research and it is a mathematical method to assist the people to carry out scientific management. GAMS is an advanced simulation and optimization modeling language and it will combine a large number of complex mathematical programming, such as linear programming LP, nonlinear programming NLP, MIP and other mixed-integer programming with the system simulation. In this paper, based on the linear programming model, the optimized investment decision-making of generation is simulated and analyzed. At last, the optimal installed capacity of power plants and the final total cost are got, which provides the rational decision-making basis for optimized investments.

NP-Hardness of optimizing the sum of Rational Linear Functions over an Asymptotic-Linear-Program

OpenAIRE

Chermakani, Deepak Ponvel

2012-01-01

We convert, within polynomial-time and sequential processing, an NP-Complete Problem into a real-variable problem of minimizing a sum of Rational Linear Functions constrained by an Asymptotic-Linear-Program. The coefficients and constants in the real-variable problem are 0, 1, -1, K, or -K, where K is the time parameter that tends to positive infinity. The number of variables, constraints, and rational linear functions in the objective, of the real-variable problem is bounded by a polynomial ...

Mean-Variance-CvaR Model of Multiportfolio Optimization via Linear Weighted Sum Method

Directory of Open Access Journals (Sweden)

Younes Elahi

2014-01-01

Full Text Available We propose a new approach to optimizing portfolios to mean-variance-CVaR (MVC model. Although of several researches have studied the optimal MVC model of portfolio, the linear weighted sum method (LWSM was not implemented in the area. The aim of this paper is to investigate the optimal portfolio model based on MVC via LWSM. With this method, the solution of the MVC model of portfolio as the multiobjective problem is presented. In data analysis section, this approach in investing on two assets is investigated. An MVC model of the multiportfolio was implemented in MATLAB and tested on the presented problem. It is shown that, by using three objective functions, it helps the investors to manage their portfolio better and thereby minimize the risk and maximize the return of the portfolio. The main goal of this study is to modify the current models and simplify it by using LWSM to obtain better results.

A recurrent neural network for solving bilevel linear programming problem.

Science.gov (United States)

He, Xing; Li, Chuandong; Huang, Tingwen; Li, Chaojie; Huang, Junjian

2014-04-01

In this brief, based on the method of penalty functions, a recurrent neural network (NN) modeled by means of a differential inclusion is proposed for solving the bilevel linear programming problem (BLPP). Compared with the existing NNs for BLPP, the model has the least number of state variables and simple structure. Using nonsmooth analysis, the theory of differential inclusions, and Lyapunov-like method, the equilibrium point sequence of the proposed NNs can approximately converge to an optimal solution of BLPP under certain conditions. Finally, the numerical simulations of a supply chain distribution model have shown excellent performance of the proposed recurrent NNs.

Optimal linear precoding for indoor visible light communication system

KAUST Repository

Sifaou, Houssem

2017-07-31

Visible light communication (VLC) is an emerging technique that uses light-emitting diodes (LED) to combine communication and illumination. It is considered as a promising scheme for indoor wireless communication that can be deployed at reduced costs while offering high data rate performance. In this paper, we focus on the design of the downlink of a multi-user VLC system. Inherent to multi-user systems is the interference caused by the broadcast nature of the medium. Linear precoding based schemes are among the most popular solutions that have recently been proposed to mitigate inter-user interference. This paper focuses on the design of the optimal linear precoding scheme that solves the max-min signal-to-interference-plus-noise ratio (SINR) problem. The performance of the proposed precoding scheme is studied under different working conditions and compared with the classical zero-forcing precoding. Simulations have been provided to illustrate the high gain of the proposed scheme.

Dynamic Optimization for IPS2 Resource Allocation Based on Improved Fuzzy Multiple Linear Regression

Directory of Open Access Journals (Sweden)

Maokuan Zheng

2017-01-01

Full Text Available The study mainly focuses on resource allocation optimization for industrial product-service systems (IPS2. The development of IPS2 leads to sustainable economy by introducing cooperative mechanisms apart from commodity transaction. The randomness and fluctuation of service requests from customers lead to the volatility of IPS2 resource utilization ratio. Three basic rules for resource allocation optimization are put forward to improve system operation efficiency and cut unnecessary costs. An approach based on fuzzy multiple linear regression (FMLR is developed, which integrates the strength and concision of multiple linear regression in data fitting and factor analysis and the merit of fuzzy theory in dealing with uncertain or vague problems, which helps reduce those costs caused by unnecessary resource transfer. The iteration mechanism is introduced in the FMLR algorithm to improve forecasting accuracy. A case study of human resource allocation optimization in construction machinery industry is implemented to test and verify the proposed model.

A mixed integer linear programming approach for optimal DER portfolio, sizing, and placement in multi-energy microgrids

International Nuclear Information System (INIS)

Mashayekh, Salman; Stadler, Michael; Cardoso, Gonçalo; Heleno, Miguel

2017-01-01

Highlights: • This paper presents a MILP model for optimal design of multi-energy microgrids. • Our microgrid design includes optimal technology portfolio, placement, and operation. • Our model includes microgrid electrical power flow and heat transfer equations. • The case study shows advantages of our model over aggregate single-node approaches. • The case study shows the accuracy of the integrated linearized power flow model. - Abstract: Optimal microgrid design is a challenging problem, especially for multi-energy microgrids with electricity, heating, and cooling loads as well as sources, and multiple energy carriers. To address this problem, this paper presents an optimization model formulated as a mixed-integer linear program, which determines the optimal technology portfolio, the optimal technology placement, and the associated optimal dispatch, in a microgrid with multiple energy types. The developed model uses a multi-node modeling approach (as opposed to an aggregate single-node approach) that includes electrical power flow and heat flow equations, and hence, offers the ability to perform optimal siting considering physical and operational constraints of electrical and heating/cooling networks. The new model is founded on the existing optimization model DER-CAM, a state-of-the-art decision support tool for microgrid planning and design. The results of a case study that compares single-node vs. multi-node optimal design for an example microgrid show the importance of multi-node modeling. It has been shown that single-node approaches are not only incapable of optimal DER placement, but may also result in sub-optimal DER portfolio, as well as underestimation of investment costs.

Approximability of optimization problems through adiabatic quantum computation

CERN Document Server

Cruz-Santos, William

2014-01-01

The adiabatic quantum computation (AQC) is based on the adiabatic theorem to approximate solutions of the Schrödinger equation. The design of an AQC algorithm involves the construction of a Hamiltonian that describes the behavior of the quantum system. This Hamiltonian is expressed as a linear interpolation of an initial Hamiltonian whose ground state is easy to compute, and a final Hamiltonian whose ground state corresponds to the solution of a given combinatorial optimization problem. The adiabatic theorem asserts that if the time evolution of a quantum system described by a Hamiltonian is l

Solving Optimization Problems via Vortex Optimization Algorithm and Cognitive Development Optimization Algorithm

OpenAIRE

Ahmet Demir; Utku kose

2017-01-01

In the fields which require finding the most appropriate value, optimization became a vital approach to employ effective solutions. With the use of optimization techniques, many different fields in the modern life have found solutions to their real-world based problems. In this context, classical optimization techniques have had an important popularity. But after a while, more advanced optimization problems required the use of more effective techniques. At this point, Computer Science took an...

A "Reverse-Schur" Approach to Optimization With Linear PDE Constraints: Application to Biomolecule Analysis and Design.

Science.gov (United States)

Bardhan, Jaydeep P; Altman, Michael D; Tidor, B; White, Jacob K

2009-01-01

We present a partial-differential-equation (PDE)-constrained approach for optimizing a molecule's electrostatic interactions with a target molecule. The approach, which we call reverse-Schur co-optimization, can be more than two orders of magnitude faster than the traditional approach to electrostatic optimization. The efficiency of the co-optimization approach may enhance the value of electrostatic optimization for ligand-design efforts-in such projects, it is often desirable to screen many candidate ligands for their viability, and the optimization of electrostatic interactions can improve ligand binding affinity and specificity. The theoretical basis for electrostatic optimization derives from linear-response theory, most commonly continuum models, and simple assumptions about molecular binding processes. Although the theory has been used successfully to study a wide variety of molecular binding events, its implications have not yet been fully explored, in part due to the computational expense associated with the optimization. The co-optimization algorithm achieves improved performance by solving the optimization and electrostatic simulation problems simultaneously, and is applicable to both unconstrained and constrained optimization problems. Reverse-Schur co-optimization resembles other well-known techniques for solving optimization problems with PDE constraints. Model problems as well as realistic examples validate the reverse-Schur method, and demonstrate that our technique and alternative PDE-constrained methods scale very favorably compared to the standard approach. Regularization, which ordinarily requires an explicit representation of the objective function, can be included using an approximate Hessian calculated using the new BIBEE/P (boundary-integral-based electrostatics estimation by preconditioning) method.

A State-Space Approach to Optimal Level-Crossing Prediction for Linear Gaussian Processes

Science.gov (United States)

Martin, Rodney Alexander

2009-01-01

In many complex engineered systems, the ability to give an alarm prior to impending critical events is of great importance. These critical events may have varying degrees of severity, and in fact they may occur during normal system operation. In this article, we investigate approximations to theoretically optimal methods of designing alarm systems for the prediction of level-crossings by a zero-mean stationary linear dynamic system driven by Gaussian noise. An optimal alarm system is designed to elicit the fewest false alarms for a fixed detection probability. This work introduces the use of Kalman filtering in tandem with the optimal level-crossing problem. It is shown that there is a negligible loss in overall accuracy when using approximations to the theoretically optimal predictor, at the advantage of greatly reduced computational complexity. I

Optimal control of LQG problem with an explicit trade-off between mean and variance

Science.gov (United States)

Qian, Fucai; Xie, Guo; Liu, Ding; Xie, Wenfang

2011-12-01

For discrete-time linear-quadratic Gaussian (LQG) control problems, a utility function on the expectation and the variance of the conventional performance index is considered. The utility function is viewed as an overall objective of the system and can perform the optimal trade-off between the mean and the variance of performance index. The nonlinear utility function is first converted into an auxiliary parameters optimisation problem about the expectation and the variance. Then an optimal closed-loop feedback controller for the nonseparable mean-variance minimisation problem is designed by nonlinear mathematical programming. Finally, simulation results are given to verify the algorithm's effectiveness obtained in this article.

Chaotic behaviour in the non-linear optimal control of unilaterally contacting building systems during earthquakes

CERN Document Server

Liolios, A

2003-01-01

The paper presents a new numerical approach for a non-linear optimal control problem arising in earthquake civil engineering. This problem concerns the elastoplastic softening-fracturing unilateral contact between neighbouring buildings during earthquakes when Coulomb friction is taken into account under second-order instabilizing effects. So, the earthquake response of the adjacent structures can appear instabilities and chaotic behaviour. The problem formulation presented here leads to a set of equations and inequalities, which is equivalent to a dynamic hemivariational inequality in the way introduced by Panagiotopoulos [Hemivariational Inequalities. Applications in Mechanics and Engineering, Springer-Verlag, Berlin, 1993]. The numerical procedure is based on an incremental problem formulation and on a double discretization, in space by the finite element method and in time by the Wilson-theta method. The generally non-convex constitutive contact laws are piecewise linearized, and in each time-step a non-c...

A new methodological development for solving linear bilevel integer programming problems in hybrid fuzzy environment

Directory of Open Access Journals (Sweden)

Animesh Biswas

2016-04-01

Full Text Available This paper deals with fuzzy goal programming approach to solve fuzzy linear bilevel integer programming problems with fuzzy probabilistic constraints following Pareto distribution and Frechet distribution. In the proposed approach a new chance constrained programming methodology is developed from the view point of managing those probabilistic constraints in a hybrid fuzzy environment. A method of defuzzification of fuzzy numbers using ?-cut has been adopted to reduce the problem into a linear bilevel integer programming problem. The individual optimal value of the objective of each DM is found in isolation to construct the fuzzy membership goals. Finally, fuzzy goal programming approach is used to achieve maximum degree of each of the membership goals by minimizing under deviational variables in the decision making environment. To demonstrate the efficiency of the proposed approach, a numerical example is provided.

An investigation on the solutions for the linear inverse problem in gamma ray tomography

International Nuclear Information System (INIS)

Araujo, Bruna G.M.; Dantas, Carlos C.; Santos, Valdemir A. dos; Finkler, Christine L.L.; Oliveira, Eric F. de; Melo, Silvio B.; Santos, M. Graca dos

2009-01-01

This paper the results obtained in single beam gamma ray tomography are investigated according to direct problem formulation and the applied solution for the linear system of equations. By image reconstruction based algebraic computational algorithms are used. The sparse under and over-determined linear system of equations was analyzed. Build in functions of Matlab software were applied and optimal solutions were investigate. Experimentally a section of the tube is scanned from various positions and at different angles. The solution, to find the vector of coefficients μ, from the vector of measured p values through the W matrix inversion, constitutes an inverse problem. A industrial tomography process requires a numerical solution of the system of equations. The definition of inverse problem according to Hadmard's is considered and as well the requirement of a well posed problem to find stable solutions. The formulation of the basis function and the computational algorithm to structure the weight matrix W were analyzed. For W full rank matrix the obtained solution is unique as expected. Total Least Squares was implemented which theory and computation algorithm gives adequate treatment for the problems due to non-unique solutions of the system of equations. Stability of the solution was investigating by means of a regularization technique and the comparison shows that it improves the results. An optimal solution as a function of the image quality, computation time and minimum residuals were quantified. The corresponding reconstructed images are shown in 3D graphics in order to compare with the solution. (author)

Optimization of production planning in Czech agricultural co-operative via linear programming

Directory of Open Access Journals (Sweden)

Jitka Janová

2009-01-01

Full Text Available The production planning is one of the key managerial decisions in agricultural business, which must be done periodically every year. Correct decision must cover the agriculture demands of planting the crops such as crop rotation restrictions or water resource scarcity, while the decision maker aims to plan the crop design in most profitable way in sense of maximizing the total profit from the crop yield. This decision problem represents the optimization of crop design and can be treated by the me­thods of linear programming which begun to be extensively used in agriculture production planning in USA during 50’s. There is ongoing research of mathematical programming applications in agriculture worldwide, but the results are not easily transferable to other localities due to the specific local restrictions in each country. In Czech Republic the farmers use for production planning mainly their expert knowledge and past experience. However, the mathematical programming approach enables find the true optimal solution of the problem, which especially in the problems with a great number of constraints is not easy to find intuitively. One of the possible barriers for using the general decision support systems (which are based on mathematical programming methods for agriculture production planning in Czech Republic is its expensiveness. The small farmer can not afford to buy the expensive software or to employ a mathematical programming specialist. The aim of this paper is to present a user friendly linear programming model of the typical agricultural production planning problem in Czech Republic which can be solved via software tools commonly available in any farm (e.g. EXCEL. The linear programming model covering the restrictions on total costs, crop rotation, thresholds for the total area sowed by particular crops, total amount of manure and the need of feed crops is developed. The model is applied in real-world problem of Czech agriculture

Pareto optimality in infinite horizon linear quadratic differential games

NARCIS (Netherlands)

Reddy, P.V.; Engwerda, J.C.

2013-01-01

In this article we derive conditions for the existence of Pareto optimal solutions for linear quadratic infinite horizon cooperative differential games. First, we present a necessary and sufficient characterization for Pareto optimality which translates to solving a set of constrained optimal

Optimized parallel convolutions for non-linear fluid models of tokamak ηi turbulence

International Nuclear Information System (INIS)

Milovich, J.L.; Tomaschke, G.; Kerbel, G.D.

1993-01-01

Non-linear computational fluid models of plasma turbulence based on spectral methods typically spend a large fraction of the total computing time evaluating convolutions. Usually these convolutions arise from an explicit or semi implicit treatment of the convective non-linearities in the problem. Often the principal convective velocity is perpendicular to magnetic field lines allowing a reduction of the convolution to two dimensions in an appropriate geometry, but beyond this, different models vary widely in the particulars of which mode amplitudes are selectively evolved to get the most efficient representation of the turbulence. As the number of modes in the problem, N, increases, the amount of computation required for this part of the evolution algorithm then scales as N 2 /timestep for a direct or analytic method and N ln N/timestep for a pseudospectral method. The constants of proportionality depend on the particulars of mode selection and determine the size problem for which the method will perform equally. For large enough N, the pseudospectral method performance is always superior, though some problems do not require correspondingly high resolution. Further, the Courant condition for numerical stability requires that the timestep size must decrease proportionately as N increases, thus accentuating the need to have fast methods for larger N problems. The authors have developed a package for the Cray system which performs these convolutions for a rather arbitrary mode selection scheme using either method. The package is highly optimized using a combination of macro and microtasking techniques, as well as vectorization and in some cases assembly coded routines. Parts of the package have also been developed and optimized for the CM200 and CM5 system. Performance comparisons with respect to problem size, parallelization, selection schemes and architecture are presented

Application of chaos-based chaotic invasive weed optimization techniques for environmental OPF problems in the power system

International Nuclear Information System (INIS)

Ghasemi, Mojtaba; Ghavidel, Sahand; Aghaei, Jamshid; Gitizadeh, Mohsen; Falah, Hasan

2014-01-01

Highlights: • Chaotic invasive weed optimization techniques based on chaos. • Nonlinear environmental OPF problem considering non-smooth fuel cost curves. • A comparative study of CIWO techniques for environmental OPF problem. - Abstract: This paper presents efficient chaotic invasive weed optimization (CIWO) techniques based on chaos for solving optimal power flow (OPF) problems with non-smooth generator fuel cost functions (non-smooth OPF) with the minimum pollution level (environmental OPF) in electric power systems. OPF problem is used for developing corrective strategies and to perform least cost dispatches. However, cost based OPF problem solutions usually result in unattractive system gaze emission issue (environmental OPF). In the present paper, the OPF problem is formulated by considering the emission issue. The total emission can be expressed as a non-linear function of power generation, as a multi-objective optimization problem, where optimal control settings for simultaneous minimization of fuel cost and gaze emission issue are obtained. The IEEE 30-bus test power system is presented to illustrate the application of the environmental OPF problem using CIWO techniques. Our experimental results suggest that CIWO techniques hold immense promise to appear as efficient and powerful algorithm for optimization in the power systems

Optimal Decision-Making in Fuzzy Economic Order Quantity (EOQ Model under Restricted Space: A Non-Linear Programming Approach

Directory of Open Access Journals (Sweden)

M. Pattnaik

2013-08-01

Full Text Available In this paper the concept of fuzzy Non-Linear Programming Technique is applied to solve an economic order quantity (EOQ model under restricted space. Since various types of uncertainties and imprecision are inherent in real inventory problems they are classically modeled using the approaches from the probability theory. However, there are uncertainties that cannot be appropriately treated by usual probabilistic models. The questions how to define inventory optimization tasks in such environment how to interpret optimal solutions arise. This paper allows the modification of the Single item EOQ model in presence of fuzzy decision making process where demand is related to the unit price and the setup cost varies with the quantity produced/Purchased. This paper considers the modification of objective function and storage area in the presence of imprecisely estimated parameters. The model is developed for the problem by employing different modeling approaches over an infinite planning horizon. It incorporates all concepts of a fuzzy arithmetic approach, the quantity ordered and the demand per unit compares both fuzzy non linear and other models. Investigation of the properties of an optimal solution allows developing an algorithm whose validity is illustrated through an example problem and ugh MATLAB (R2009a version software, the two and three dimensional diagrams are represented to the application. Sensitivity analysis of the optimal solution is also studied with respect to changes in different parameter values and to draw managerial insights of the decision problem.

On the reformulation of topology optimization problems as linear or convex quadratic mixed 0-1 programs

DEFF Research Database (Denmark)

Stolpe, Mathias

2004-01-01

of structures subjected to either static or periodic loads, design of composite materials with prescribed homogenized properties using the inverse homogenization approach, optimization of fluids in Stokes flow, design of band gap structures, and multi-physics problems involving coupled steady-state heat...

On the relation between flexibility analysis and robust optimization for linear systems

KAUST Repository

Zhang, Qi

2016-03-05

Flexibility analysis and robust optimization are two approaches to solving optimization problems under uncertainty that share some fundamental concepts, such as the use of polyhedral uncertainty sets and the worst-case approach to guarantee feasibility. The connection between these two approaches has not been sufficiently acknowledged and examined in the literature. In this context, the contributions of this work are fourfold: (1) a comparison between flexibility analysis and robust optimization from a historical perspective is presented; (2) for linear systems, new formulations for the three classical flexibility analysis problems—flexibility test, flexibility index, and design under uncertainty—based on duality theory and the affinely adjustable robust optimization (AARO) approach are proposed; (3) the AARO approach is shown to be generally more restrictive such that it may lead to overly conservative solutions; (4) numerical examples show the improved computational performance from the proposed formulations compared to the traditional flexibility analysis models. © 2016 American Institute of Chemical Engineers AIChE J, 62: 3109–3123, 2016

The optimal solution of a non-convex state-dependent LQR problem and its applications.

Directory of Open Access Journals (Sweden)

Xudan Xu

Full Text Available This paper studies a Non-convex State-dependent Linear Quadratic Regulator (NSLQR problem, in which the control penalty weighting matrix [Formula: see text] in the performance index is state-dependent. A necessary and sufficient condition for the optimal solution is established with a rigorous proof by Euler-Lagrange Equation. It is found that the optimal solution of the NSLQR problem can be obtained by solving a Pseudo-Differential-Riccati-Equation (PDRE simultaneously with the closed-loop system equation. A Comparison Theorem for the PDRE is given to facilitate solution methods for the PDRE. A linear time-variant system is employed as an example in simulation to verify the proposed optimal solution. As a non-trivial application, a goal pursuit process in psychology is modeled as a NSLQR problem and two typical goal pursuit behaviors found in human and animals are reproduced using different control weighting [Formula: see text]. It is found that these two behaviors save control energy and cause less stress over Conventional Control Behavior typified by the LQR control with a constant control weighting [Formula: see text], in situations where only the goal discrepancy at the terminal time is of concern, such as in Marathon races and target hitting missions.

Solving conic optimization problems via self-dual embedding and facial reduction: A unified approach

DEFF Research Database (Denmark)

Permenter, Frank; Friberg, Henrik A.; Andersen, Erling D.

2017-01-01

it fails to return a primal-dual optimal solution or a certificate of infeasibility. Using this observation, we give an algorithm based on facial reduction for solving the primal problem that, in principle, always succeeds. (An analogous algorithm is easily stated for the dual problem.) This algorithm has...... the appealing property that it only performs facial reduction when it is required, not when it is possible; e.g., if a primal-dual optimal solution exists, it will be found in lieu of a facial reduction certificate even if Slater's condition fails. For the case of linear, second-order, and semidefinite...

A “Reverse-Schur” Approach to Optimization With Linear PDE Constraints: Application to Biomolecule Analysis and Design

Science.gov (United States)

Bardhan, Jaydeep P.; Altman, Michael D.

2009-01-01

We present a partial-differential-equation (PDE)-constrained approach for optimizing a molecule’s electrostatic interactions with a target molecule. The approach, which we call reverse-Schur co-optimization, can be more than two orders of magnitude faster than the traditional approach to electrostatic optimization. The efficiency of the co-optimization approach may enhance the value of electrostatic optimization for ligand-design efforts–in such projects, it is often desirable to screen many candidate ligands for their viability, and the optimization of electrostatic interactions can improve ligand binding affinity and specificity. The theoretical basis for electrostatic optimization derives from linear-response theory, most commonly continuum models, and simple assumptions about molecular binding processes. Although the theory has been used successfully to study a wide variety of molecular binding events, its implications have not yet been fully explored, in part due to the computational expense associated with the optimization. The co-optimization algorithm achieves improved performance by solving the optimization and electrostatic simulation problems simultaneously, and is applicable to both unconstrained and constrained optimization problems. Reverse-Schur co-optimization resembles other well-known techniques for solving optimization problems with PDE constraints. Model problems as well as realistic examples validate the reverse-Schur method, and demonstrate that our technique and alternative PDE-constrained methods scale very favorably compared to the standard approach. Regularization, which ordinarily requires an explicit representation of the objective function, can be included using an approximate Hessian calculated using the new BIBEE/P (boundary-integral-based electrostatics estimation by preconditioning) method. PMID:23055839

Introduction to optimal control theory

International Nuclear Information System (INIS)

Agrachev, A.A.

2002-01-01

These are lecture notes of the introductory course in Optimal Control theory treated from the geometric point of view. Optimal Control Problem is reduced to the study of controls (and corresponding trajectories) leading to the boundary of attainable sets. We discuss Pontryagin Maximum Principle, basic existence results, and apply these tools to concrete simple optimal control problems. Special sections are devoted to the general theory of linear time-optimal problems and linear-quadratic problems. (author)

Solving a mixed-integer linear programming model for a multi-skilled project scheduling problem by simulated annealing

Directory of Open Access Journals (Sweden)

H Kazemipoor

2012-04-01

Full Text Available A multi-skilled project scheduling problem (MSPSP has been generally presented to schedule a project with staff members as resources. Each activity in project network requires different skills and also staff members have different skills, too. This causes the MSPSP becomes a special type of a multi-mode resource-constrained project scheduling problem (MM-RCPSP with a huge number of modes. Given the importance of this issue, in this paper, a mixed integer linear programming for the MSPSP is presented. Due to the complexity of the problem, a meta-heuristic algorithm is proposed in order to find near optimal solutions. To validate performance of the algorithm, results are compared against exact solutions solved by the LINGO solver. The results are promising and show that optimal or near-optimal solutions are derived for small instances and good solutions for larger instances in reasonable time.

Robust C subroutines for non-linear optimization

DEFF Research Database (Denmark)

Brock, Pernille; Madsen, Kaj; Nielsen, Hans Bruun

2004-01-01

This report presents a package of robust and easy-to-use C subroutines for solving unconstrained and constrained non-linear optimization problems. The intention is that the routines should use the currently best algorithms available. All routines have standardized calls, and the user does not have...... by changing 1 to 0. The present report is a new and updated version of a previous report NI-91-03 with the same title, [16]. Both the previous and the present report describe a collection of subroutines, which have been translated from Fortran to C. The reason for writing the present report is that some...... of the C subroutines have been replaced by more effective and robust versions translated from the original Fortran subroutines to C by the Bandler Group, see [1]. Also the test examples have been modi ed to some extent. For a description of the original Fortran subroutines see the report [17]. The software...

Quantization of the Linearized Kepler Problem

OpenAIRE

Guerrero, Julio; Perez, Jose Miguel

2003-01-01

The linearized Kepler problem is considered, as obtained from the Kustaanheimo-Stiefel (K-S)transformation, both for negative and positive energies. The symmetry group for the Kepler problem turns out to be SU(2,2). For negative energies, the Hamiltonian of Kepler problem can be realized as the sum of the energies of four harmonic oscillator with the same frequency, with a certain constrain. For positive energies, it can be realized as the sum of the energies of four repulsive oscillator with...

Optimization and inverse problems in electromagnetism

CERN Document Server

Wiak, Sławomir

2003-01-01

From 12 to 14 September 2002, the Academy of Humanities and Economics (AHE) hosted the workshop "Optimization and Inverse Problems in Electromagnetism". After this bi-annual event, a large number of papers were assembled and combined in this book. During the workshop recent developments and applications in optimization and inverse methodologies for electromagnetic fields were discussed. The contributions selected for the present volume cover a wide spectrum of inverse and optimal electromagnetic methodologies, ranging from theoretical to practical applications. A number of new optimal and inverse methodologies were proposed. There are contributions related to dedicated software. Optimization and Inverse Problems in Electromagnetism consists of three thematic chapters, covering: -General papers (survey of specific aspects of optimization and inverse problems in electromagnetism), -Methodologies, -Industrial Applications. The book can be useful to students of electrical and electronics engineering, computer sci...

A Fuzzy Approach Using Generalized Dinkelbach’s Algorithm for Multiobjective Linear Fractional Transportation Problem

Directory of Open Access Journals (Sweden)

Nurdan Cetin

2014-01-01

Full Text Available We consider a multiobjective linear fractional transportation problem (MLFTP with several fractional criteria, such as, the maximization of the transport profitability like profit/cost or profit/time, and its two properties are source and destination. Our aim is to introduce MLFTP which has not been studied in literature before and to provide a fuzzy approach which obtain a compromise Pareto-optimal solution for this problem. To do this, first, we present a theorem which shows that MLFTP is always solvable. And then, reducing MLFTP to the Zimmermann’s “min” operator model which is the max-min problem, we construct Generalized Dinkelbach’s Algorithm for solving the obtained problem. Furthermore, we provide an illustrative numerical example to explain this fuzzy approach.

Topology optimization of flow problems

DEFF Research Database (Denmark)

Gersborg, Allan Roulund

2007-01-01

This thesis investigates how to apply topology optimization using the material distribution technique to steady-state viscous incompressible flow problems. The target design applications are fluid devices that are optimized with respect to minimizing the energy loss, characteristic properties...... transport in 2D Stokes flow. Using Stokes flow limits the range of applications; nonetheless, the thesis gives a proof-of-concept for the application of the method within fluid dynamic problems and it remains of interest for the design of microfluidic devices. Furthermore, the thesis contributes...... at the Technical University of Denmark. Large topology optimization problems with 2D and 3D Stokes flow modeling are solved with direct and iterative strategies employing the parallelized Sun Performance Library and the OpenMP parallelization technique, respectively....

Topology Optimization for Convection Problems

DEFF Research Database (Denmark)

Alexandersen, Joe

2011-01-01

This report deals with the topology optimization of convection problems.That is, the aim of the project is to develop, implement and examine topology optimization of purely thermal and coupled thermomechanical problems,when the design-dependent eects of convection are taken into consideration.......This is done by the use of a self-programmed FORTRAN-code, which builds on an existing 2D-plane thermomechanical nite element code implementing during the course `41525 FEM-Heavy'. The topology optimizationfeatures have been implemented from scratch, and allows the program to optimize elastostatic mechanical...

Convex variational problems linear, nearly linear and anisotropic growth conditions

CERN Document Server

Bildhauer, Michael

2003-01-01

The author emphasizes a non-uniform ellipticity condition as the main approach to regularity theory for solutions of convex variational problems with different types of non-standard growth conditions. This volume first focuses on elliptic variational problems with linear growth conditions. Here the notion of a "solution" is not obvious and the point of view has to be changed several times in order to get some deeper insight. Then the smoothness properties of solutions to convex anisotropic variational problems with superlinear growth are studied. In spite of the fundamental differences, a non-uniform ellipticity condition serves as the main tool towards a unified view of the regularity theory for both kinds of problems.

A linear bi-level multi-objective program for optimal allocation of water resources.

Directory of Open Access Journals (Sweden)

Ijaz Ahmad

Full Text Available This paper presents a simple bi-level multi-objective linear program (BLMOLP with a hierarchical structure consisting of reservoir managers and several water use sectors under a multi-objective framework for the optimal allocation of limited water resources. Being the upper level decision makers (i.e., leader in the hierarchy, the reservoir managers control the water allocation system and tend to create a balance among the competing water users thereby maximizing the total benefits to the society. On the other hand, the competing water use sectors, being the lower level decision makers (i.e., followers in the hierarchy, aim only to maximize individual sectoral benefits. This multi-objective bi-level optimization problem can be solved using the simultaneous compromise constraint (SICCON technique which creates a compromise between upper and lower level decision makers (DMs, and transforms the multi-objective function into a single decision-making problem. The bi-level model developed in this study has been applied to the Swat River basin in Pakistan for the optimal allocation of water resources among competing water demand sectors and different scenarios have been developed. The application of the model in this study shows that the SICCON is a simple, applicable and feasible approach to solve the BLMOLP problem. Finally, the comparisons of the model results show that the optimization model is practical and efficient when it is applied to different conditions with priorities assigned to various water users.

Order-constrained linear optimization.

Science.gov (United States)

Tidwell, Joe W; Dougherty, Michael R; Chrabaszcz, Jeffrey S; Thomas, Rick P

2017-11-01

Despite the fact that data and theories in the social, behavioural, and health sciences are often represented on an ordinal scale, there has been relatively little emphasis on modelling ordinal properties. The most common analytic framework used in psychological science is the general linear model, whose variants include ANOVA, MANOVA, and ordinary linear regression. While these methods are designed to provide the best fit to the metric properties of the data, they are not designed to maximally model ordinal properties. In this paper, we develop an order-constrained linear least-squares (OCLO) optimization algorithm that maximizes the linear least-squares fit to the data conditional on maximizing the ordinal fit based on Kendall's τ. The algorithm builds on the maximum rank correlation estimator (Han, 1987, Journal of Econometrics, 35, 303) and the general monotone model (Dougherty & Thomas, 2012, Psychological Review, 119, 321). Analyses of simulated data indicate that when modelling data that adhere to the assumptions of ordinary least squares, OCLO shows minimal bias, little increase in variance, and almost no loss in out-of-sample predictive accuracy. In contrast, under conditions in which data include a small number of extreme scores (fat-tailed distributions), OCLO shows less bias and variance, and substantially better out-of-sample predictive accuracy, even when the outliers are removed. We show that the advantages of OCLO over ordinary least squares in predicting new observations hold across a variety of scenarios in which researchers must decide to retain or eliminate extreme scores when fitting data. © 2017 The British Psychological Society.

Robustness of Operational Matrices of Differentiation for Solving State-Space Analysis and Optimal Control Problems

Directory of Open Access Journals (Sweden)

Emran Tohidi

2013-01-01

Full Text Available The idea of approximation by monomials together with the collocation technique over a uniform mesh for solving state-space analysis and optimal control problems (OCPs has been proposed in this paper. After imposing the Pontryagins maximum principle to the main OCPs, the problems reduce to a linear or nonlinear boundary value problem. In the linear case we propose a monomial collocation matrix approach, while in the nonlinear case, the general collocation method has been applied. We also show the efficiency of the operational matrices of differentiation with respect to the operational matrices of integration in our numerical examples. These matrices of integration are related to the Bessel, Walsh, Triangular, Laguerre, and Hermite functions.

Students' errors in solving linear equation word problems: Case ...

African Journals Online (AJOL)

The study examined errors students make in solving linear equation word problems with a view to expose the nature of these errors and to make suggestions for classroom teaching. A diagnostic test comprising 10 linear equation word problems, was administered to a sample (n=130) of senior high school first year Home ...

Exact solutions to robust control problems involving scalar hyperbolic conservation laws using Mixed Integer Linear Programming

KAUST Repository

Li, Yanning

2013-10-01

This article presents a new robust control framework for transportation problems in which the state is modeled by a first order scalar conservation law. Using an equivalent formulation based on a Hamilton-Jacobi equation, we pose the problem of controlling the state of the system on a network link, using boundary flow control, as a Linear Program. Unlike many previously investigated transportation control schemes, this method yields a globally optimal solution and is capable of handling shocks (i.e. discontinuities in the state of the system). We also demonstrate that the same framework can handle robust control problems, in which the uncontrollable components of the initial and boundary conditions are encoded in intervals on the right hand side of inequalities in the linear program. The lower bound of the interval which defines the smallest feasible solution set is used to solve the robust LP (or MILP if the objective function depends on boolean variables). Since this framework leverages the intrinsic properties of the Hamilton-Jacobi equation used to model the state of the system, it is extremely fast. Several examples are given to demonstrate the performance of the robust control solution and the trade-off between the robustness and the optimality. © 2013 IEEE.

Exact solutions to robust control problems involving scalar hyperbolic conservation laws using Mixed Integer Linear Programming

KAUST Repository

Li, Yanning; Canepa, Edward S.; Claudel, Christian G.

2013-01-01

This article presents a new robust control framework for transportation problems in which the state is modeled by a first order scalar conservation law. Using an equivalent formulation based on a Hamilton-Jacobi equation, we pose the problem of controlling the state of the system on a network link, using boundary flow control, as a Linear Program. Unlike many previously investigated transportation control schemes, this method yields a globally optimal solution and is capable of handling shocks (i.e. discontinuities in the state of the system). We also demonstrate that the same framework can handle robust control problems, in which the uncontrollable components of the initial and boundary conditions are encoded in intervals on the right hand side of inequalities in the linear program. The lower bound of the interval which defines the smallest feasible solution set is used to solve the robust LP (or MILP if the objective function depends on boolean variables). Since this framework leverages the intrinsic properties of the Hamilton-Jacobi equation used to model the state of the system, it is extremely fast. Several examples are given to demonstrate the performance of the robust control solution and the trade-off between the robustness and the optimality. © 2013 IEEE.

Strong-stability-preserving additive linear multistep methods

KAUST Repository

Hadjimichael, Yiannis

2018-02-20

The analysis of strong-stability-preserving (SSP) linear multistep methods is extended to semi-discretized problems for which different terms on the right-hand side satisfy different forward Euler (or circle) conditions. Optimal perturbed and additive monotonicity-preserving linear multistep methods are studied in the context of such problems. Optimal perturbed methods attain larger monotonicity-preserving step sizes when the different forward Euler conditions are taken into account. On the other hand, we show that optimal SSP additive methods achieve a monotonicity-preserving step-size restriction no better than that of the corresponding nonadditive SSP linear multistep methods.

Optimization of piezoelectric cantilever energy harvesters including non-linear effects

International Nuclear Information System (INIS)

Patel, R; McWilliam, S; Popov, A A

2014-01-01

This paper proposes a versatile non-linear model for predicting piezoelectric energy harvester performance. The presented model includes (i) material non-linearity, for both substrate and piezoelectric layers, and (ii) geometric non-linearity incorporated by assuming inextensibility and accurately representing beam curvature. The addition of a sub-model, which utilizes the transfer matrix method to predict eigenfrequencies and eigenvectors for segmented beams, allows for accurate optimization of piezoelectric layer coverage. A validation of the overall theoretical model is performed through experimental testing on both uniform and non-uniform samples manufactured in-house. For the harvester composition used in this work, the magnitude of material non-linearity exhibited by the piezoelectric layer is 35 times greater than that of the substrate layer. It is also observed that material non-linearity, responsible for reductions in resonant frequency with increases in base acceleration, is dominant over geometric non-linearity for standard piezoelectric harvesting devices. Finally, over the tested range, energy loss due to damping is found to increase in a quasi-linear fashion with base acceleration. During an optimization study on piezoelectric layer coverage, results from the developed model were compared with those from a linear model. Unbiased comparisons between harvesters were realized by using devices with identical natural frequencies—created by adjusting the device substrate thickness. Results from three studies, each with a different assumption on mechanical damping variations, are presented. Findings showed that, depending on damping variation, a non-linear model is essential for such optimization studies with each model predicting vastly differing optimum configurations. (paper)

BRAIN Journal - Solving Optimization Problems via Vortex Optimization Algorithm and Cognitive Development Optimization Algorithm

OpenAIRE

Ahmet Demir; Utku Kose

2016-01-01

ABSTRACT In the fields which require finding the most appropriate value, optimization became a vital approach to employ effective solutions. With the use of optimization techniques, many different fields in the modern life have found solutions to their real-world based problems. In this context, classical optimization techniques have had an important popularity. But after a while, more advanced optimization problems required the use of more effective techniques. At this point, Computer Sc...

Inverse problems in linear transport theory

International Nuclear Information System (INIS)

Dressler, K.

1988-01-01

Inverse problems for a class of linear kinetic equations are investigated. The aim is to identify the scattering kernel of a transport equation (corresponding to the structure of a background medium) by observing the 'albedo' part of the solution operator for the corresponding direct initial boundary value problem. This means to get information on some integral operator in an integrodifferential equation through on overdetermined boundary value problem. We first derive a constructive method for solving direct halfspace problems and prove a new factorization theorem for the solutions. Using this result we investigate stationary inverse problems with respect to well posedness (e.g. reduce them to classical ill-posed problems, such as integral equations of first kind). In the time-dependent case we show that a quite general inverse problem is well posed and solve it constructively. (orig.)

Optimal Water-Power Flow Problem: Formulation and Distributed Optimal Solution

Energy Technology Data Exchange (ETDEWEB)

Dall-Anese, Emiliano [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Zhao, Changhong [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Zamzam, Admed S. [University of Minnesota; Sidiropoulos, Nicholas D. [University of Minnesota; Taylor, Josh A. [University of Toronto

2018-01-12

This paper formalizes an optimal water-power flow (OWPF) problem to optimize the use of controllable assets across power and water systems while accounting for the couplings between the two infrastructures. Tanks and pumps are optimally managed to satisfy water demand while improving power grid operations; {for the power network, an AC optimal power flow formulation is augmented to accommodate the controllability of water pumps.} Unfortunately, the physics governing the operation of the two infrastructures and coupling constraints lead to a nonconvex (and, in fact, NP-hard) problem; however, after reformulating OWPF as a nonconvex, quadratically-constrained quadratic problem, a feasible point pursuit-successive convex approximation approach is used to identify feasible and optimal solutions. In addition, a distributed solver based on the alternating direction method of multipliers enables water and power operators to pursue individual objectives while respecting the couplings between the two networks. The merits of the proposed approach are demonstrated for the case of a distribution feeder coupled with a municipal water distribution network.

Study of load change control in PWRs using the methods of linear optimal control

International Nuclear Information System (INIS)

Yang, T.

1983-01-01

This thesis investigates the application of modern control theory to the problem of controlling load changes in PWR power plants. A linear optimal state feedback scheme resulting from linear optimal control theory with a quadratic cost function is reduced to a partially decentralized control system using mode preservation techniques. Minimum information transfer among major components of the plant is investigated to provide an adequate coordination, simple implementation, and a reliable control system. Two control approaches are proposed: servo and model following. Each design considers several information structures for performance comparison. Integrated output error has been included in the control systems to accommodate external and plant parameter disturbances. In addition, the cross limit feature, specific to certain modern reactor control systems, is considered in the study to prevent low pressure reactor trip conditions. An 11th order nonlinear model for the reactor and boiler is derived based on theoretical principles, and simulation tests are performed for 10% load change as an illustration of system performance

Beam dynamics problems for next generation linear colliders

International Nuclear Information System (INIS)

Yokoya, Kaoru

1990-01-01

The most critical issue for the feasibility of high-energy e + e - linear colliders is obviously the development of intense microwave power sources. Remaining problems, however, are not trivial and in fact some of them require several order-of-magnitude improvement from the existing SLC parameters. The present report summarizes the study status of the beam dynamics problems of high energy linear colliders with an exaggeration on the beam-beam phenomenon at the interaction region. There are four laboratories having linear collider plans, SLAC, CERN, Novosibirsk-Protovino, and KEK. The parameters of these projects scatter in some range but seem to converge slowly if one recalls the status five years ago. The beam energy will be below 500GeV. The basic requirements to the damping ring are the short damping time and small equilibrium emittance. All the proposed designs make use of tight focusing optics and strong wiggler magnets to meet these requirements and seem to have no major problems at least compared with other problems in the colliders. One of the major problems in the linac is the transverse beam blow-up due to the wake field created by the head of the bunch and, in the case of multiple bunches per pulse, by the preceeding bunches. (N.K.)

Fuzzy linear model for production optimization of mining systems with multiple entities

Science.gov (United States)

Vujic, Slobodan; Benovic, Tomo; Miljanovic, Igor; Hudej, Marjan; Milutinovic, Aleksandar; Pavlovic, Petar

2011-12-01

Planning and production optimization within multiple mines or several work sites (entities) mining systems by using fuzzy linear programming (LP) was studied. LP is the most commonly used operations research methods in mining engineering. After the introductory review of properties and limitations of applying LP, short reviews of the general settings of deterministic and fuzzy LP models are presented. With the purpose of comparative analysis, the application of both LP models is presented using the example of the Bauxite Basin Niksic with five mines. After the assessment, LP is an efficient mathematical modeling tool in production planning and solving many other single-criteria optimization problems of mining engineering. After the comparison of advantages and deficiencies of both deterministic and fuzzy LP models, the conclusion presents benefits of the fuzzy LP model but is also stating that seeking the optimal plan of production means to accomplish the overall analysis that will encompass the LP model approaches.

Optimal selection for shielding materials by fuzzy linear programming

International Nuclear Information System (INIS)

Kanai, Y.; Miura, N.; Sugasawa, S.

1996-01-01

An application of fuzzy linear programming methods to optimization of a radiation shield is presented. The main purpose of the present study is the choice of materials and the search of the ratio of mixture-component as the first stage of the methodology on optimum shielding design according to individual requirements of nuclear reactor, reprocessing facility, shipping cask installing spent fuel, ect. The characteristic values for the shield optimization may be considered their cost, spatial space, weight and some shielding qualities such as activation rate and total dose rate for neutron and gamma ray (includes secondary gamma ray). This new approach can reduce huge combination calculations for conventional two-valued logic approaches to representative single shielding calculation by group-wised optimization parameters determined in advance. Using the fuzzy linear programming method, possibilities for reducing radiation effects attainable in optimal compositions hydrated, lead- and boron-contained materials are investigated

Optimizing Human Diet Problem Based on Price and Taste Using

Directory of Open Access Journals (Sweden)

Hossein EGHBALI

2012-07-01

Full Text Available Low price and good taste of foods are regarded as two major factors for optimal human nutrition. Due to price fluctuations and taste diversity, these two factors cannot be certainly and determinately evaluated. This problem must be viewed from another perspective because of the uncertainty about the amount of nutrients per unit of foods and also diversity of people’s daily needs to receive them.This paper discusses human diet problem in fuzzy environment. The approach deals with multi-objective fuzzy linear programming problem using a fuzzy programming technique for its solution. By prescribing a diet merely based on crisp data, some ofthe realities are neglected. For the same reason, we dealt with human diet problem through fuzzy approach. Results indicated uncertainty about factors of nutrition diet -including taste and price, amount of nutrients and their intake- would affect diet quality, making the proposed diet more realistic.

Interior point decoding for linear vector channels

International Nuclear Information System (INIS)

Wadayama, T

2008-01-01

In this paper, a novel decoding algorithm for low-density parity-check (LDPC) codes based on convex optimization is presented. The decoding algorithm, called interior point decoding, is designed for linear vector channels. The linear vector channels include many practically important channels such as inter-symbol interference channels and partial response channels. It is shown that the maximum likelihood decoding (MLD) rule for a linear vector channel can be relaxed to a convex optimization problem, which is called a relaxed MLD problem

Interior point decoding for linear vector channels

Energy Technology Data Exchange (ETDEWEB)

Wadayama, T [Nagoya Institute of Technology, Gokiso, Showa-ku, Nagoya, Aichi, 466-8555 (Japan)], E-mail: wadayama@nitech.ac.jp

2008-01-15

In this paper, a novel decoding algorithm for low-density parity-check (LDPC) codes based on convex optimization is presented. The decoding algorithm, called interior point decoding, is designed for linear vector channels. The linear vector channels include many practically important channels such as inter-symbol interference channels and partial response channels. It is shown that the maximum likelihood decoding (MLD) rule for a linear vector channel can be relaxed to a convex optimization problem, which is called a relaxed MLD problem.

On the reformulation of topology optimization problems as linear or convex quadratic mixed 0–1 programs

DEFF Research Database (Denmark)

Stolpe, Mathias

2007-01-01

of structures subjected to static or periodic loads, design of composite materials with prescribed homogenized properties using the inverse homogenization approach, optimization of fluids in Stokes flow, design of band gap structures, and multi-physics problems involving coupled steady-state heat conduction...

Optimization of insulation of a linear Fresnel collector

Science.gov (United States)

Ardekani, Mohammad Moghimi; Craig, Ken J.; Meyer, Josua P.

2017-06-01

This study presents a simulation based optimization study of insulation around the cavity receiver of a Linear Fresnel Collector. This optimization study focuses on minimizing heat losses from a cavity receiver (maximizing plant thermal efficiency), while minimizing insulation cross-sectional area (minimizing material cost and cavity dead load), which leads to a cheaper and thermally more efficient LFC cavity receiver.

Solve: a non linear least-squares code and its application to the optimal placement of torsatron vertical field coils

International Nuclear Information System (INIS)

Aspinall, J.

1982-01-01

A computational method was developed which alleviates the need for lengthy parametric scans as part of a design process. The method makes use of a least squares algorithm to find the optimal value of a parameter vector. Optimal is defined in terms of a utility function prescribed by the user. The placement of the vertical field coils of a torsatron is such a non linear problem

A Mathematical Optimization Problem in Bioinformatics

Science.gov (United States)

Heyer, Laurie J.

2008-01-01

This article describes the sequence alignment problem in bioinformatics. Through examples, we formulate sequence alignment as an optimization problem and show how to compute the optimal alignment with dynamic programming. The examples and sample exercises have been used by the author in a specialized course in bioinformatics, but could be adapted…

Problems of radiation protection optimization

International Nuclear Information System (INIS)

Morkunas, G.

2003-01-01

One of the basic principles - optimization of radiation protection - is rather well understood by everybody engaged in protection of humans from ionizing radiation. However, the practical application of this principle is very problematic. This fact can be explained by vagueness of concept of dose constraints, possible legal consequences of any decision based on this principle, traditions of prescriptive system of radiation protection requirements in some countries, insufficiency of qualified expertise. The examples of optimization problems are the different attention given to different kinds of practices, not optimized application of remedial measures, strict requirements for radioactive contamination of imported products, uncertainties in optimization in medical applications of ionizing radiation. Such tools as international co-operation including regional networks of information exchange, training of qualified experts, identification of measurable indicators used for judging about the level of optimization may be the helpful practical means in solving of these problems. It is evident that the principle of optimization can not be replaced by any other alternative despite its complexity. The means for its practical implementation shall be searched for. (author)

Essential linear algebra with applications a problem-solving approach

CERN Document Server

Andreescu, Titu

2014-01-01

This textbook provides a rigorous introduction to linear algebra in addition to material suitable for a more advanced course while emphasizing the subject’s interactions with other topics in mathematics such as calculus and geometry. A problem-based approach is used to develop the theoretical foundations of vector spaces, linear equations, matrix algebra, eigenvectors, and orthogonality. Key features include: • a thorough presentation of the main results in linear algebra along with numerous examples to illustrate the theory;  • over 500 problems (half with complete solutions) carefully selected for their elegance and theoretical significance; • an interleaved discussion of geometry and linear algebra, giving readers a solid understanding of both topics and the relationship between them.   Numerous exercises and well-chosen examples make this text suitable for advanced courses at the junior or senior levels. It can also serve as a source of supplementary problems for a sophomore-level course.    ...

Parallel Optimization of Polynomials for Large-scale Problems in Stability and Control

Science.gov (United States)

Kamyar, Reza

In this thesis, we focus on some of the NP-hard problems in control theory. Thanks to the converse Lyapunov theory, these problems can often be modeled as optimization over polynomials. To avoid the problem of intractability, we establish a trade off between accuracy and complexity. In particular, we develop a sequence of tractable optimization problems --- in the form of Linear Programs (LPs) and/or Semi-Definite Programs (SDPs) --- whose solutions converge to the exact solution of the NP-hard problem. However, the computational and memory complexity of these LPs and SDPs grow exponentially with the progress of the sequence - meaning that improving the accuracy of the solutions requires solving SDPs with tens of thousands of decision variables and constraints. Setting up and solving such problems is a significant challenge. The existing optimization algorithms and software are only designed to use desktop computers or small cluster computers --- machines which do not have sufficient memory for solving such large SDPs. Moreover, the speed-up of these algorithms does not scale beyond dozens of processors. This in fact is the reason we seek parallel algorithms for setting-up and solving large SDPs on large cluster- and/or super-computers. We propose parallel algorithms for stability analysis of two classes of systems: 1) Linear systems with a large number of uncertain parameters; 2) Nonlinear systems defined by polynomial vector fields. First, we develop a distributed parallel algorithm which applies Polya's and/or Handelman's theorems to some variants of parameter-dependent Lyapunov inequalities with parameters defined over the standard simplex. The result is a sequence of SDPs which possess a block-diagonal structure. We then develop a parallel SDP solver which exploits this structure in order to map the computation, memory and communication to a distributed parallel environment. Numerical tests on a supercomputer demonstrate the ability of the algorithm to

Noise Reduction with Optimal Variable Span Linear Filters

DEFF Research Database (Denmark)

Jensen, Jesper Rindom; Benesty, Jacob; Christensen, Mads Græsbøll

2016-01-01

In this paper, the problem of noise reduction is addressed as a linear filtering problem in a novel way by using concepts from subspace-based enhancement methods, resulting in variable span linear filters. This is done by forming the filter coefficients as linear combinations of a number...... included in forming the filter. Using these concepts, a number of different filter designs are considered, like minimum distortion, Wiener, maximum SNR, and tradeoff filters. Interestingly, all these can be expressed as special cases of variable span filters. We also derive expressions for the speech...... demonstrate the advantages and properties of the variable span filter designs, and their potential performance gain compared to widely used speech enhancement methods....

The established mega watt linear programming-based optimal power flow model applied to the real power 56-bus system in eastern province of Saudi Arabia

International Nuclear Information System (INIS)

Al-Muhawesh, Tareq A.; Qamber, Isa S.

2008-01-01

A current trend in electric power industries is the deregulation around the world. One of the questions arise during any deregulation process is: where will be the future generation expansion? In the present paper, the study is concentrated on the wheeling computational method as a part of mega watt (MW) linear programming-based optimal power flow (LP-based OPF) method. To observe the effects of power wheeling on the power system operations, the paper uses linear interactive and discrete optimizer (LINDO) optimizer software as a powerful tool for solving linear programming problems to evaluate the influence of the power wheeling. As well, the paper uses the optimization tool to solve the economic generation dispatch and transmission management problems. The transmission line flow was taken in consideration with some constraints discussed in this paper. The complete linear model of the MW LP-based OPF, which is used to know the future generation potential areas in any utility is proposed. The paper also explains the available economic load dispatch (ELD) as the basic optimization tool to dispatch the power system. It can be concluded in the present study that accuracy is expensive in terms of money and time and in the competitive market enough accuracy is needed without paying much

Solving a class of generalized fractional programming problems using the feasibility of linear programs.

Science.gov (United States)

Shen, Peiping; Zhang, Tongli; Wang, Chunfeng

2017-01-01

This article presents a new approximation algorithm for globally solving a class of generalized fractional programming problems (P) whose objective functions are defined as an appropriate composition of ratios of affine functions. To solve this problem, the algorithm solves an equivalent optimization problem (Q) via an exploration of a suitably defined nonuniform grid. The main work of the algorithm involves checking the feasibility of linear programs associated with the interesting grid points. It is proved that the proposed algorithm is a fully polynomial time approximation scheme as the ratio terms are fixed in the objective function to problem (P), based on the computational complexity result. In contrast to existing results in literature, the algorithm does not require the assumptions on quasi-concavity or low-rank of the objective function to problem (P). Numerical results are given to illustrate the feasibility and effectiveness of the proposed algorithm.

A Hybrid Optimization Method for Solving Bayesian Inverse Problems under Uncertainty.

Directory of Open Access Journals (Sweden)

Kai Zhang

Full Text Available In this paper, we investigate the application of a new method, the Finite Difference and Stochastic Gradient (Hybrid method, for history matching in reservoir models. History matching is one of the processes of solving an inverse problem by calibrating reservoir models to dynamic behaviour of the reservoir in which an objective function is formulated based on a Bayesian approach for optimization. The goal of history matching is to identify the minimum value of an objective function that expresses the misfit between the predicted and measured data of a reservoir. To address the optimization problem, we present a novel application using a combination of the stochastic gradient and finite difference methods for solving inverse problems. The optimization is constrained by a linear equation that contains the reservoir parameters. We reformulate the reservoir model's parameters and dynamic data by operating the objective function, the approximate gradient of which can guarantee convergence. At each iteration step, we obtain the relatively 'important' elements of the gradient, which are subsequently substituted by the values from the Finite Difference method through comparing the magnitude of the components of the stochastic gradient, which forms a new gradient, and we subsequently iterate with the new gradient. Through the application of the Hybrid method, we efficiently and accurately optimize the objective function. We present a number numerical simulations in this paper that show that the method is accurate and computationally efficient.

PARETO OPTIMAL SOLUTIONS FOR MULTI-OBJECTIVE GENERALIZED ASSIGNMENT PROBLEM

Directory of Open Access Journals (Sweden)

S. Prakash

2012-01-01

Full Text Available

ENGLISH ABSTRACT: The Multi-Objective Generalized Assignment Problem (MGAP with two objectives, where one objective is linear and the other one is non-linear, has been considered, with the constraints that a job is assigned to only one worker – though he may be assigned more than one job, depending upon the time available to him. An algorithm is proposed to find the set of Pareto optimal solutions of the problem, determining assignments of jobs to workers with two objectives without setting priorities for them. The two objectives are to minimise the total cost of the assignment and to reduce the time taken to complete all the jobs.

AFRIKAANSE OPSOMMING: ‘n Multi-doelwit veralgemeende toekenningsprobleem (“multi-objective generalised assignment problem – MGAP” met twee doelwitte, waar die een lineêr en die ander nielineêr is nie, word bestudeer, met die randvoorwaarde dat ‘n taak slegs toegedeel word aan een werker – alhoewel meer as een taak aan hom toegedeel kan word sou die tyd beskikbaar wees. ‘n Algoritme word voorgestel om die stel Pareto-optimale oplossings te vind wat die taaktoedelings aan werkers onderhewig aan die twee doelwitte doen sonder dat prioriteite toegeken word. Die twee doelwitte is om die totale koste van die opdrag te minimiseer en om die tyd te verminder om al die take te voltooi.

FIREWORKS ALGORITHM FOR UNCONSTRAINED FUNCTION OPTIMIZATION PROBLEMS

Directory of Open Access Journals (Sweden)

Evans BAIDOO

2017-03-01

Full Text Available Modern real world science and engineering problems can be classified as multi-objective optimisation problems which demand for expedient and efficient stochastic algorithms to respond to the optimization needs. This paper presents an object-oriented software application that implements a firework optimization algorithm for function optimization problems. The algorithm, a kind of parallel diffuse optimization algorithm is based on the explosive phenomenon of fireworks. The algorithm presented promising results when compared to other population or iterative based meta-heuristic algorithm after it was experimented on five standard benchmark problems. The software application was implemented in Java with interactive interface which allow for easy modification and extended experimentation. Additionally, this paper validates the effect of runtime on the algorithm performance.

A fuzzy Bi-linear management model in reverse logistic chains

Directory of Open Access Journals (Sweden)

Tadić Danijela

2016-01-01

Full Text Available The management of the electrical and electronic waste (WEEE problem in the uncertain environment has a critical effect on the economy and environmental protection of each region. The considered problem can be stated as a fuzzy non-convex optimization problem with linear objective function and a set of linear and non-linear constraints. The original problem is reformulated by using linear relaxation into a fuzzy linear programming problem. The fuzzy rating of collecting point capacities and fix costs of recycling centers are modeled by triangular fuzzy numbers. The optimal solution of the reformulation model is found by using optimality concept. The proposed model is verified through an illustrative example with real-life data. The obtained results represent an input for future research which should include a good benchmark base for tested reverse logistic chains and their continuous improvement. [Projekat Ministarstva nauke Republike Srbije, br. 035033: Sustainable development technology and equipment for the recycling of motor vehicles

Some Properties of Multiple Parameters Linear Programming

Directory of Open Access Journals (Sweden)

Maoqin Li

2010-01-01

Full Text Available We consider a linear programming problem in which the right-hand side vector depends on multiple parameters. We study the characters of the optimal value function and the critical regions based on the concept of the optimal partition. We show that the domain of the optimal value function f can be decomposed into finitely many subsets with disjoint relative interiors, which is different from the result based on the concept of the optimal basis. And any directional derivative of f at any point can be computed by solving a linear programming problem when only an optimal solution is available at the point.

Some Properties of Multiple Parameters Linear Programming

Directory of Open Access Journals (Sweden)

Yan Hong

2010-01-01

Full Text Available Abstract We consider a linear programming problem in which the right-hand side vector depends on multiple parameters. We study the characters of the optimal value function and the critical regions based on the concept of the optimal partition. We show that the domain of the optimal value function can be decomposed into finitely many subsets with disjoint relative interiors, which is different from the result based on the concept of the optimal basis. And any directional derivative of at any point can be computed by solving a linear programming problem when only an optimal solution is available at the point.

A numerical algorithm for optimal feedback gains in high dimensional linear quadratic regulator problems

Science.gov (United States)

Banks, H. T.; Ito, K.

1991-01-01

A hybrid method for computing the feedback gains in linear quadratic regulator problem is proposed. The method, which combines use of a Chandrasekhar type system with an iteration of the Newton-Kleinman form with variable acceleration parameter Smith schemes, is formulated to efficiently compute directly the feedback gains rather than solutions of an associated Riccati equation. The hybrid method is particularly appropriate when used with large dimensional systems such as those arising in approximating infinite-dimensional (distributed parameter) control systems (e.g., those governed by delay-differential and partial differential equations). Computational advantages of the proposed algorithm over the standard eigenvector (Potter, Laub-Schur) based techniques are discussed, and numerical evidence of the efficacy of these ideas is presented.

Linear problems and Baecklund transformations for the Hirota-Ohta system

International Nuclear Information System (INIS)

Adler, V.E.; Postnikov, V.V.

2011-01-01

The auxiliary linear problems are presented for all discretization levels of the Hirota-Ohta system. The structure of these linear problems coincides essentially with the structure of Nonlinear Schroedinger hierarchy. The squared eigenfunction constraints are found which relate Hirota-Ohta and Kulish-Sklyanin vectorial NLS hierarchies.

Answers to selected problems in multivariable calculus with linear algebra and series

CERN Document Server

Trench, William F

1972-01-01

Answers to Selected Problems in Multivariable Calculus with Linear Algebra and Series contains the answers to selected problems in linear algebra, the calculus of several variables, and series. Topics covered range from vectors and vector spaces to linear matrices and analytic geometry, as well as differential calculus of real-valued functions. Theorems and definitions are included, most of which are followed by worked-out illustrative examples.The problems and corresponding solutions deal with linear equations and matrices, including determinants; vector spaces and linear transformations; eig

Linear Programming and Its Application to Pattern Recognition Problems

Science.gov (United States)

Omalley, M. J.

1973-01-01

Linear programming and linear programming like techniques as applied to pattern recognition problems are discussed. Three relatively recent research articles on such applications are summarized. The main results of each paper are described, indicating the theoretical tools needed to obtain them. A synopsis of the author's comments is presented with regard to the applicability or non-applicability of his methods to particular problems, including computational results wherever given.

ORACLS: A system for linear-quadratic-Gaussian control law design

Science.gov (United States)

Armstrong, E. S.

1978-01-01

A modern control theory design package (ORACLS) for constructing controllers and optimal filters for systems modeled by linear time-invariant differential or difference equations is described. Numerical linear-algebra procedures are used to implement the linear-quadratic-Gaussian (LQG) methodology of modern control theory. Algorithms are included for computing eigensystems of real matrices, the relative stability of a matrix, factored forms for nonnegative definite matrices, the solutions and least squares approximations to the solutions of certain linear matrix algebraic equations, the controllability properties of a linear time-invariant system, and the steady state covariance matrix of an open-loop stable system forced by white noise. Subroutines are provided for solving both the continuous and discrete optimal linear regulator problems with noise free measurements and the sampled-data optimal linear regulator problem. For measurement noise, duality theory and the optimal regulator algorithms are used to solve the continuous and discrete Kalman-Bucy filter problems. Subroutines are also included which give control laws causing the output of a system to track the output of a prescribed model.

Multisplitting for linear, least squares and nonlinear problems

Energy Technology Data Exchange (ETDEWEB)

Renaut, R.

1996-12-31

In earlier work, presented at the 1994 Iterative Methods meeting, a multisplitting (MS) method of block relaxation type was utilized for the solution of the least squares problem, and nonlinear unconstrained problems. This talk will focus on recent developments of the general approach and represents joint work both with Andreas Frommer, University of Wupertal for the linear problems and with Hans Mittelmann, Arizona State University for the nonlinear problems.

Topology optimization of wave-propagation problems

DEFF Research Database (Denmark)

Jensen, Jakob Søndergaard; Sigmund, Ole

2006-01-01

Topology optimization is demonstrated as a useful tool for systematic design of wave-propagation problems. We illustrate the applicability of the method for optical, acoustic and elastic devices and structures.......Topology optimization is demonstrated as a useful tool for systematic design of wave-propagation problems. We illustrate the applicability of the method for optical, acoustic and elastic devices and structures....

Generalized Pattern Search methods for a class of nonsmooth optimization problems with structure

Science.gov (United States)

Bogani, C.; Gasparo, M. G.; Papini, A.

2009-07-01

We propose a Generalized Pattern Search (GPS) method to solve a class of nonsmooth minimization problems, where the set of nondifferentiability is included in the union of known hyperplanes and, therefore, is highly structured. Both unconstrained and linearly constrained problems are considered. At each iteration the set of poll directions is enforced to conform to the geometry of both the nondifferentiability set and the boundary of the feasible region, near the current iterate. This is the key issue to guarantee the convergence of certain subsequences of iterates to points which satisfy first-order optimality conditions. Numerical experiments on some classical problems validate the method.

Spectral Analysis of Large Finite Element Problems by Optimization Methods

Directory of Open Access Journals (Sweden)

Luca Bergamaschi

1994-01-01

Full Text Available Recently an efficient method for the solution of the partial symmetric eigenproblem (DACG, deflated-accelerated conjugate gradient was developed, based on the conjugate gradient (CG minimization of successive Rayleigh quotients over deflated subspaces of decreasing size. In this article four different choices of the coefficient βk required at each DACG iteration for the computation of the new search direction Pk are discussed. The “optimal” choice is the one that yields the same asymptotic convergence rate as the CG scheme applied to the solution of linear systems. Numerical results point out that the optimal βk leads to a very cost effective algorithm in terms of CPU time in all the sample problems presented. Various preconditioners are also analyzed. It is found that DACG using the optimal βk and (LLT−1 as a preconditioner, L being the incomplete Cholesky factor of A, proves a very promising method for the partial eigensolution. It appears to be superior to the Lanczos method in the evaluation of the 40 leftmost eigenpairs of five finite element problems, and particularly for the largest problem, with size equal to 4560, for which the speed gain turns out to fall between 2.5 and 6.0, depending on the eigenpair level.

Infinite-horizon optimal control problems in economics

International Nuclear Information System (INIS)

Aseev, Sergei M; Besov, Konstantin O; Kryazhimskii, Arkadii V

2012-01-01

This paper extends optimal control theory to a class of infinite-horizon problems that arise in studying models of optimal dynamic allocation of economic resources. In a typical problem of this sort the initial state is fixed, no constraints are imposed on the behaviour of the admissible trajectories at large times, and the objective functional is given by a discounted improper integral. We develop the method of finite-horizon approximations in a broad context and use it to derive complete versions of the Pontryagin maximum principle for such problems. We provide sufficient conditions for the normality of infinite-horizon optimal control problems and for the validity of the 'standard' limit transversality conditions with time going to infinity. As a meaningful example, we consider a new two-sector model of optimal economic growth subject to a random jump in prices. Bibliography: 53 titles.

Coevolutionary particle swarm optimization using Gaussian distribution for solving constrained optimization problems.

Science.gov (United States)

Krohling, Renato A; Coelho, Leandro dos Santos

2006-12-01

In this correspondence, an approach based on coevolutionary particle swarm optimization to solve constrained optimization problems formulated as min-max problems is presented. In standard or canonical particle swarm optimization (PSO), a uniform probability distribution is used to generate random numbers for the accelerating coefficients of the local and global terms. We propose a Gaussian probability distribution to generate the accelerating coefficients of PSO. Two populations of PSO using Gaussian distribution are used on the optimization algorithm that is tested on a suite of well-known benchmark constrained optimization problems. Results have been compared with the canonical PSO (constriction factor) and with a coevolutionary genetic algorithm. Simulation results show the suitability of the proposed algorithm in terms of effectiveness and robustness.

Non-Linear Transaction Costs Inclusion in Mean-Variance Optimization

Directory of Open Access Journals (Sweden)

Christian Johannes Zimmer

2005-12-01

Full Text Available In this article we propose a new way to include transaction costs into a mean-variance portfolio optimization. We consider brokerage fees, bid/ask spread and the market impact of the trade. A pragmatic algorithm is proposed, which approximates the optimal portfolio, and we can show that is converges in the absence of restrictions. Using Brazilian financial market data we compare our approximation algorithm with the results of a non-linear optimizer.

Optimality conditions for the numerical solution of optimization problems with PDE constraints :

Energy Technology Data Exchange (ETDEWEB)

Aguilo Valentin, Miguel Alejandro; Ridzal, Denis

2014-03-01

A theoretical framework for the numerical solution of partial di erential equation (PDE) constrained optimization problems is presented in this report. This theoretical framework embodies the fundamental infrastructure required to e ciently implement and solve this class of problems. Detail derivations of the optimality conditions required to accurately solve several parameter identi cation and optimal control problems are also provided in this report. This will allow the reader to further understand how the theoretical abstraction presented in this report translates to the application.

Parallel Quasi Newton Algorithms for Large Scale Non Linear Unconstrained Optimization

International Nuclear Information System (INIS)

Rahman, M. A.; Basarudin, T.

1997-01-01

This paper discusses about Quasi Newton (QN) method to solve non-linear unconstrained minimization problems. One of many important of QN method is choice of matrix Hk. to be positive definite and satisfies to QN method. Our interest here is the parallel QN methods which will suite for the solution of large-scale optimization problems. The QN methods became less attractive in large-scale problems because of the storage and computational requirements. How ever, it is often the case that the Hessian is space matrix. In this paper we include the mechanism of how to reduce the Hessian update and hold the Hessian properties.One major reason of our research is that the QN method may be good in solving certain type of minimization problems, but it is efficiency degenerate when is it applied to solve other category of problems. For this reason, we use an algorithm containing several direction strategies which are processed in parallel. We shall attempt to parallelized algorithm by exploring different search directions which are generated by various QN update during the minimization process. The different line search strategies will be employed simultaneously in the process of locating the minimum along each direction.The code of algorithm will be written in Occam language 2 which is run on the transputer machine

Reinforcement learning solution for HJB equation arising in constrained optimal control problem.

Science.gov (United States)

Luo, Biao; Wu, Huai-Ning; Huang, Tingwen; Liu, Derong

2015-11-01

The constrained optimal control problem depends on the solution of the complicated Hamilton-Jacobi-Bellman equation (HJBE). In this paper, a data-based off-policy reinforcement learning (RL) method is proposed, which learns the solution of the HJBE and the optimal control policy from real system data. One important feature of the off-policy RL is that its policy evaluation can be realized with data generated by other behavior policies, not necessarily the target policy, which solves the insufficient exploration problem. The convergence of the off-policy RL is proved by demonstrating its equivalence to the successive approximation approach. Its implementation procedure is based on the actor-critic neural networks structure, where the function approximation is conducted with linearly independent basis functions. Subsequently, the convergence of the implementation procedure with function approximation is also proved. Finally, its effectiveness is verified through computer simulations. Copyright © 2015 Elsevier Ltd. All rights reserved.

Optimizing decentralized production-distribution planning problem in a multi-period supply chain network under uncertainty

Science.gov (United States)

Nourifar, Raheleh; Mahdavi, Iraj; Mahdavi-Amiri, Nezam; Paydar, Mohammad Mahdi

2017-09-01

Decentralized supply chain management is found to be significantly relevant in today's competitive markets. Production and distribution planning is posed as an important optimization problem in supply chain networks. Here, we propose a multi-period decentralized supply chain network model with uncertainty. The imprecision related to uncertain parameters like demand and price of the final product is appropriated with stochastic and fuzzy numbers. We provide mathematical formulation of the problem as a bi-level mixed integer linear programming model. Due to problem's convolution, a structure to solve is developed that incorporates a novel heuristic algorithm based on Kth-best algorithm, fuzzy approach and chance constraint approach. Ultimately, a numerical example is constructed and worked through to demonstrate applicability of the optimization model. A sensitivity analysis is also made.

Shape optimization of a perforated pressure vessel cover under linearized stress constraints

International Nuclear Information System (INIS)

Choi, Woo-Seok; Kim, Tae-Wan; Seo, Ki-Seog

2008-01-01

One of the general methods to evaluate a failure condition is to compare a maximum stress with an allowable stress. A failure condition for a stress is usually applied to a concerned point rather than a concerned section. In an optimization procedure, these stress conditions are applied as constraints. But the ASME code that prescribes its general rules upon the design of a NSSS (nuclear steam supply system) has quite a different view on a failure condition. According to the ASME code Sec. III, a stress linearization should be performed to evaluate a failure condition of a structure. Since a few programs provide a procedure for a stress linearization through a post-processing stage, an extra calculation of the linearized stresses and the derivatives of a linearized stress are conducted to adopt the stress linearization results to an optimization procedure as constraints. In this research, an optimization technique that utilizes the results of a stress linearization as a constraint is proposed. The proposed method was applied to the shape design of a perforated pressure vessel cover

Approximative solutions of stochastic optimization problem

Czech Academy of Sciences Publication Activity Database

Lachout, Petr

2010-01-01

Roč. 46, č. 3 (2010), s. 513-523 ISSN 0023-5954 R&D Projects: GA ČR GA201/08/0539 Institutional research plan: CEZ:AV0Z10750506 Keywords : Stochastic optimization problem * sensitivity * approximative solution Subject RIV: BA - General Mathematics Impact factor: 0.461, year: 2010 http://library.utia.cas.cz/separaty/2010/SI/lachout-approximative solutions of stochastic optimization problem.pdf

Infinite-horizon optimal control problems in economics

Energy Technology Data Exchange (ETDEWEB)

Aseev, Sergei M; Besov, Konstantin O; Kryazhimskii, Arkadii V

2012-04-30

This paper extends optimal control theory to a class of infinite-horizon problems that arise in studying models of optimal dynamic allocation of economic resources. In a typical problem of this sort the initial state is fixed, no constraints are imposed on the behaviour of the admissible trajectories at large times, and the objective functional is given by a discounted improper integral. We develop the method of finite-horizon approximations in a broad context and use it to derive complete versions of the Pontryagin maximum principle for such problems. We provide sufficient conditions for the normality of infinite-horizon optimal control problems and for the validity of the 'standard' limit transversality conditions with time going to infinity. As a meaningful example, we consider a new two-sector model of optimal economic growth subject to a random jump in prices. Bibliography: 53 titles.

Chromosome structures: reduction of certain problems with unequal gene content and gene paralogs to integer linear programming.

Science.gov (United States)

Lyubetsky, Vassily; Gershgorin, Roman; Gorbunov, Konstantin

2017-12-06

Chromosome structure is a very limited model of the genome including the information about its chromosomes such as their linear or circular organization, the order of genes on them, and the DNA strand encoding a gene. Gene lengths, nucleotide composition, and intergenic regions are ignored. Although highly incomplete, such structure can be used in many cases, e.g., to reconstruct phylogeny and evolutionary events, to identify gene synteny, regulatory elements and promoters (considering highly conserved elements), etc. Three problems are considered; all assume unequal gene content and the presence of gene paralogs. The distance problem is to determine the minimum number of operations required to transform one chromosome structure into another and the corresponding transformation itself including the identification of paralogs in two structures. We use the DCJ model which is one of the most studied combinatorial rearrangement models. Double-, sesqui-, and single-operations as well as deletion and insertion of a chromosome region are considered in the model; the single ones comprise cut and join. In the reconstruction problem, a phylogenetic tree with chromosome structures in the leaves is given. It is necessary to assign the structures to inner nodes of the tree to minimize the sum of distances between terminal structures of each edge and to identify the mutual paralogs in a fairly large set of structures. A linear algorithm is known for the distance problem without paralogs, while the presence of paralogs makes it NP-hard. If paralogs are allowed but the insertion and deletion operations are missing (and special constraints are imposed), the reduction of the distance problem to integer linear programming is known. Apparently, the reconstruction problem is NP-hard even in the absence of paralogs. The problem of contigs is to find the optimal arrangements for each given set of contigs, which also includes the mutual identification of paralogs. We proved that these

A New Finite Continuation Algorithm for Linear Programming

DEFF Research Database (Denmark)

Madsen, Kaj; Nielsen, Hans Bruun; Pinar, Mustafa

1996-01-01

We describe a new finite continuation algorithm for linear programming. The dual of the linear programming problem with unit lower and upper bounds is formulated as an $\\ell_1$ minimization problem augmented with the addition of a linear term. This nondifferentiable problem is approximated...... by a smooth problem. It is shown that the minimizers of the smooth problem define a family of piecewise-linear paths as a function of a smoothing parameter. Based on this property, a finite algorithm that traces these paths to arrive at an optimal solution of the linear program is developed. The smooth...

Particle Swarm Optimization applied to combinatorial problem aiming the fuel recharge problem solution in a nuclear reactor; Particle swarm optimization aplicado ao problema combinatorio com vistas a solucao do problema de recarga em um reator nuclear

Energy Technology Data Exchange (ETDEWEB)

Meneses, Anderson Alvarenga de Moura; Schirru, Roberto [Universidade Federal, Rio de Janeiro, RJ (Brazil). Coordenacao dos Programas de Pos-graduacao de Engenharia. Programa de Engenharia Nuclear]. E-mail: ameneses@con.ufrj.br; schirru@lmp.ufrj.br

2005-07-01

This work focuses on the usage the Artificial Intelligence technique Particle Swarm Optimization (PSO) to optimize the fuel recharge at a nuclear reactor. This is a combinatorial problem, in which the search of the best feasible solution is done by minimizing a specific objective function. However, in this first moment it is possible to compare the fuel recharge problem with the Traveling Salesman Problem (TSP), since both of them are combinatorial, with one advantage: the evaluation of the TSP objective function is much more simple. Thus, the proposed methods have been applied to two TSPs: Oliver 30 and Rykel 48. In 1995, KENNEDY and EBERHART presented the PSO technique to optimize non-linear continued functions. Recently some PSO models for discrete search spaces have been developed for combinatorial optimization. Although all of them having different formulation from the ones presented here. In this paper, we use the PSO theory associated with to the Random Keys (RK)model, used in some optimizations with Genetic Algorithms. The Particle Swarm Optimization with Random Keys (PSORK) results from this association, which combines PSO and RK. The adaptations and changings in the PSO aim to allow the usage of the PSO at the nuclear fuel recharge. This work shows the PSORK being applied to the proposed combinatorial problem and the obtained results. (author)

Linear Model for Optimal Distributed Generation Size Predication

Directory of Open Access Journals (Sweden)

Ahmed Al Ameri

2017-01-01

Full Text Available This article presents a linear model predicting optimal size of Distributed Generation (DG that addresses the minimum power loss. This method is based fundamentally on strong coupling between active power and voltage angle as well as between reactive power and voltage magnitudes. This paper proposes simplified method to calculate the total power losses in electrical grid for different distributed generation sizes and locations. The method has been implemented and tested on several IEEE bus test systems. The results show that the proposed method is capable of predicting approximate optimal size of DG when compared with precision calculations. The method that linearizes a complex model showed a good result, which can actually reduce processing time required. The acceptable accuracy with less time and memory required can help the grid operator to assess power system integrated within large-scale distribution generation.

Topology optimization for acoustic-structure interaction problems

DEFF Research Database (Denmark)

Yoon, Gil Ho; Jensen, Jakob Søndergaard; Sigmund, Ole

2006-01-01

We propose a gradient based topology optimization algorithm for acoustic-structure (vibro-acoustic) interaction problems without an explicit interfacing boundary representation. In acoustic-structure interaction problems, the pressure field and the displacement field are governed by the Helmholtz...... to subdomain interfaces evolving during the optimization process. In this paper, we propose to use a mixed finite element formulation with displacements and pressure as primary variables (u/p formulation) which eliminates the need for explicit boundary representation. In order to describe the Helmholtz......-dimensional acoustic-structure interaction problems are optimized to show the validity of the proposed method....

Recurrent neural network for non-smooth convex optimization problems with application to the identification of genetic regulatory networks.

Science.gov (United States)

Cheng, Long; Hou, Zeng-Guang; Lin, Yingzi; Tan, Min; Zhang, Wenjun Chris; Wu, Fang-Xiang

2011-05-01

A recurrent neural network is proposed for solving the non-smooth convex optimization problem with the convex inequality and linear equality constraints. Since the objective function and inequality constraints may not be smooth, the Clarke's generalized gradients of the objective function and inequality constraints are employed to describe the dynamics of the proposed neural network. It is proved that the equilibrium point set of the proposed neural network is equivalent to the optimal solution of the original optimization problem by using the Lagrangian saddle-point theorem. Under weak conditions, the proposed neural network is proved to be stable, and the state of the neural network is convergent to one of its equilibrium points. Compared with the existing neural network models for non-smooth optimization problems, the proposed neural network can deal with a larger class of constraints and is not based on the penalty method. Finally, the proposed neural network is used to solve the identification problem of genetic regulatory networks, which can be transformed into a non-smooth convex optimization problem. The simulation results show the satisfactory identification accuracy, which demonstrates the effectiveness and efficiency of the proposed approach.

Inverse Modelling Problems in Linear Algebra Undergraduate Courses

Science.gov (United States)

Martinez-Luaces, Victor E.

2013-01-01

This paper will offer an analysis from a theoretical point of view of mathematical modelling, applications and inverse problems of both causation and specification types. Inverse modelling problems give the opportunity to establish connections between theory and practice and to show this fact, a simple linear algebra example in two different…

Toward solving the sign problem with path optimization method

Science.gov (United States)

Mori, Yuto; Kashiwa, Kouji; Ohnishi, Akira

2017-12-01

We propose a new approach to circumvent the sign problem in which the integration path is optimized to control the sign problem. We give a trial function specifying the integration path in the complex plane and tune it to optimize the cost function which represents the seriousness of the sign problem. We call it the path optimization method. In this method, we do not need to solve the gradient flow required in the Lefschetz-thimble method and then the construction of the integration-path contour arrives at the optimization problem where several efficient methods can be applied. In a simple model with a serious sign problem, the path optimization method is demonstrated to work well; the residual sign problem is resolved and precise results can be obtained even in the region where the global sign problem is serious.

Searching for optimal integer solutions to set partitioning problems using column generation

OpenAIRE

Bredström, David; Jörnsten, Kurt; Rönnqvist, Mikael

2007-01-01

We describe a new approach to produce integer feasible columns to a set partitioning problem directly in solving the linear programming (LP) relaxation using column generation. Traditionally, column generation is aimed to solve the LP relaxation as quick as possible without any concern of the integer properties of the columns formed. In our approach we aim to generate the columns forming the optimal integer solution while simultaneously solving the LP relaxation. By this we can re...

Optimized multiple linear mappings for single image super-resolution

Science.gov (United States)

Zhang, Kaibing; Li, Jie; Xiong, Zenggang; Liu, Xiuping; Gao, Xinbo

2017-12-01

Learning piecewise linear regression has been recognized as an effective way for example learning-based single image super-resolution (SR) in literature. In this paper, we employ an expectation-maximization (EM) algorithm to further improve the SR performance of our previous multiple linear mappings (MLM) based SR method. In the training stage, the proposed method starts with a set of linear regressors obtained by the MLM-based method, and then jointly optimizes the clustering results and the low- and high-resolution subdictionary pairs for regression functions by using the metric of the reconstruction errors. In the test stage, we select the optimal regressor for SR reconstruction by accumulating the reconstruction errors of m-nearest neighbors in the training set. Thorough experimental results carried on six publicly available datasets demonstrate that the proposed SR method can yield high-quality images with finer details and sharper edges in terms of both quantitative and perceptual image quality assessments.

Well-posed optimization problems

CERN Document Server

Dontchev, Asen L

1993-01-01

This book presents in a unified way the mathematical theory of well-posedness in optimization. The basic concepts of well-posedness and the links among them are studied, in particular Hadamard and Tykhonov well-posedness. Abstract optimization problems as well as applications to optimal control, calculus of variations and mathematical programming are considered. Both the pure and applied side of these topics are presented. The main subject is often introduced by heuristics, particular cases and examples. Complete proofs are provided. The expected knowledge of the reader does not extend beyond textbook (real and functional) analysis, some topology and differential equations and basic optimization. References are provided for more advanced topics. The book is addressed to mathematicians interested in optimization and related topics, and also to engineers, control theorists, economists and applied scientists who can find here a mathematical justification of practical procedures they encounter.

On the complexity of determining tolerances for ->e--optimal solutions to min-max combinatorial optimization problems

NARCIS (Netherlands)

Ghosh, D.; Sierksma, G.

2000-01-01

Sensitivity analysis of e-optimal solutions is the problem of calculating the range within which a problem parameter may lie so that the given solution re-mains e-optimal. In this paper we study the sensitivity analysis problem for e-optimal solutions tocombinatorial optimization problems with

An efficient method for generalized linear multiplicative programming problem with multiplicative constraints.

Science.gov (United States)

Zhao, Yingfeng; Liu, Sanyang

2016-01-01

We present a practical branch and bound algorithm for globally solving generalized linear multiplicative programming problem with multiplicative constraints. To solve the problem, a relaxation programming problem which is equivalent to a linear programming is proposed by utilizing a new two-phase relaxation technique. In the algorithm, lower and upper bounds are simultaneously obtained by solving some linear relaxation programming problems. Global convergence has been proved and results of some sample examples and a small random experiment show that the proposed algorithm is feasible and efficient.

Finding Multiple Optimal Solutions to Optimal Load Distribution Problem in Hydropower Plant

Directory of Open Access Journals (Sweden)

Xinhao Jiang

2012-05-01

Full Text Available Optimal load distribution (OLD among generator units of a hydropower plant is a vital task for hydropower generation scheduling and management. Traditional optimization methods for solving this problem focus on finding a single optimal solution. However, many practical constraints on hydropower plant operation are very difficult, if not impossible, to be modeled, and the optimal solution found by those models might be of limited practical uses. This motivates us to find multiple optimal solutions to the OLD problem, which can provide more flexible choices for decision-making. Based on a special dynamic programming model, we use a modified shortest path algorithm to produce multiple solutions to the problem. It is shown that multiple optimal solutions exist for the case study of China’s Geheyan hydropower plant, and they are valuable for assessing the stability of generator units, showing the potential of reducing occurrence times of units across vibration areas.

Stability problems for linear hyperbolic systems

International Nuclear Information System (INIS)

Eckhoff, K.S.

1975-05-01

The stability properties for the trivial solution of a general linear hyperbolic system of partial differential equations of the first order are studied. It is shown that results may be obtained by studying the stability properties of certain systems of ordinary differential equations which can be constructed from the hyperbolic system (the so-called transport equations). In some cases the associated stability problem for the transport equations can in fact be shown to be equivalent to the stability problem for the hyperbolic system, but in general the transport equations will only give the necessary conditions for stability. (Auth.)

A Hybrid Method for Modeling and Solving Supply Chain Optimization Problems with Soft and Logical Constraints

Directory of Open Access Journals (Sweden)

Paweł Sitek

2016-01-01

Full Text Available This paper presents a hybrid method for modeling and solving supply chain optimization problems with soft, hard, and logical constraints. Ability to implement soft and logical constraints is a very important functionality for supply chain optimization models. Such constraints are particularly useful for modeling problems resulting from commercial agreements, contracts, competition, technology, safety, and environmental conditions. Two programming and solving environments, mathematical programming (MP and constraint logic programming (CLP, were combined in the hybrid method. This integration, hybridization, and the adequate multidimensional transformation of the problem (as a presolving method helped to substantially reduce the search space of combinatorial models for supply chain optimization problems. The operation research MP and declarative CLP, where constraints are modeled in different ways and different solving procedures are implemented, were linked together to use the strengths of both. This approach is particularly important for the decision and combinatorial optimization models with the objective function and constraints, there are many decision variables, and these are summed (common in manufacturing, supply chain management, project management, and logistic problems. The ECLiPSe system with Eplex library was proposed to implement a hybrid method. Additionally, the proposed hybrid transformed model is compared with the MILP-Mixed Integer Linear Programming model on the same data instances. For illustrative models, its use allowed finding optimal solutions eight to one hundred times faster and reducing the size of the combinatorial problem to a significant extent.

The Coral Reefs Optimization Algorithm: A Novel Metaheuristic for Efficiently Solving Optimization Problems

Science.gov (United States)

Salcedo-Sanz, S.; Del Ser, J.; Landa-Torres, I.; Gil-López, S.; Portilla-Figueras, J. A.

2014-01-01

This paper presents a novel bioinspired algorithm to tackle complex optimization problems: the coral reefs optimization (CRO) algorithm. The CRO algorithm artificially simulates a coral reef, where different corals (namely, solutions to the optimization problem considered) grow and reproduce in coral colonies, fighting by choking out other corals for space in the reef. This fight for space, along with the specific characteristics of the corals' reproduction, produces a robust metaheuristic algorithm shown to be powerful for solving hard optimization problems. In this research the CRO algorithm is tested in several continuous and discrete benchmark problems, as well as in practical application scenarios (i.e., optimum mobile network deployment and off-shore wind farm design). The obtained results confirm the excellent performance of the proposed algorithm and open line of research for further application of the algorithm to real-world problems. PMID:25147860

Crashworthiness design optimization using multipoint sequential linear programming

NARCIS (Netherlands)

Etman, L.F.P.; Adriaens, J.M.T.A.; Slagmaat, van M.T.P.; Schoofs, A.J.G.

1996-01-01

A design optimization tool has been developed for the crash victim simulation software MADYMO. The crash worthiness optimization problem is characterized by a noisy behaviour of objective function and constraints. Additionally, objective function and constraint values follow from a computationally

Some new ternary linear codes

Directory of Open Access Journals (Sweden)

Rumen Daskalov

2017-07-01

Full Text Available Let an $[n,k,d]_q$ code be a linear code of length $n$, dimension $k$ and minimum Hamming distance $d$ over $GF(q$. One of the most important problems in coding theory is to construct codes with optimal minimum distances. In this paper 22 new ternary linear codes are presented. Two of them are optimal. All new codes improve the respective lower bounds in [11].

Path optimization method for the sign problem

Directory of Open Access Journals (Sweden)

Ohnishi Akira

2018-01-01

Full Text Available We propose a path optimization method (POM to evade the sign problem in the Monte-Carlo calculations for complex actions. Among many approaches to the sign problem, the Lefschetz-thimble path-integral method and the complex Langevin method are promising and extensively discussed. In these methods, real field variables are complexified and the integration manifold is determined by the flow equations or stochastically sampled. When we have singular points of the action or multiple critical points near the original integral surface, however, we have a risk to encounter the residual and global sign problems or the singular drift term problem. One of the ways to avoid the singular points is to optimize the integration path which is designed not to hit the singular points of the Boltzmann weight. By specifying the one-dimensional integration-path as z = t +if(t(f ϵ R and by optimizing f(t to enhance the average phase factor, we demonstrate that we can avoid the sign problem in a one-variable toy model for which the complex Langevin method is found to fail. In this proceedings, we propose POM and discuss how we can avoid the sign problem in a toy model. We also discuss the possibility to utilize the neural network to optimize the path.

The simplex method of linear programming

CERN Document Server

Ficken, Frederick A

1961-01-01

This concise but detailed and thorough treatment discusses the rudiments of the well-known simplex method for solving optimization problems in linear programming. Geared toward undergraduate students, the approach offers sufficient material for readers without a strong background in linear algebra. Many different kinds of problems further enrich the presentation. The text begins with examinations of the allocation problem, matrix notation for dual problems, feasibility, and theorems on duality and existence. Subsequent chapters address convex sets and boundedness, the prepared problem and boun

Radio-over-fiber linearization with optimized genetic algorithm CPWL model.

Science.gov (United States)

Mateo, Carlos; Carro, Pedro L; García-Dúcar, Paloma; De Mingo, Jesús; Salinas, Íñigo

2017-02-20

This article proposes an optimized version of a canonical piece-wise-linear (CPWL) digital predistorter in order to enhance the linearity of a radio-over-fiber (RoF) LTE mobile fronthaul. In this work, we propose a threshold allocation optimization process carried out by a genetic algorithm (GA) in order to optimize the CPWL model (GA-CPWL). Firstly, experiments show how the CPWL model outperforms the classical memory polynomial DPD in an intensity modulation/direct detection (IM/DD) RoF link. Then, the GA-CPWL predistorter is compared with the CPWL model in several scenarios, in order to verify that the proposed DPD offers better performance in different optical transmission conditions. Experimental results reveal that with a proper threshold allocation, the GA-CPWL predistorter offers very promising outcomes.

Correction of heterogeneities in the issue compositions in the construction plans optimized in radiotherapy using linear programming

International Nuclear Information System (INIS)

Viana, Rodrigo Sartorelo S.; Lima, Ernesto A.B.F.; Florentino, Helenice de Oliveira; Fonseca, Paulo Roberto da; Homem, Thiago Pedro Donadon

2009-01-01

Linear programming models are widely found in the literature addressing various aspects involved in the creation of optimized planning for radiotherapy. However, most mathematical formulations does not incorporate certain factors that are of extreme importance for the formulation of a real planning like the attenuation of the beam of radiation and heterogeneity in the composition of tissue irradiated. In this context are proposed in this paper some modifications in the formulation of a linear programming problem with the objective of making the simulation closer to the real planning for radiotherapy and thus enable a more reliable and comprehensive planning requirements. (author)

Numerical solution of the state-delayed optimal control problems by a fast and accurate finite difference θ-method

Science.gov (United States)

Hajipour, Mojtaba; Jajarmi, Amin

2018-02-01

Using the Pontryagin's maximum principle for a time-delayed optimal control problem results in a system of coupled two-point boundary-value problems (BVPs) involving both time-advance and time-delay arguments. The analytical solution of this advance-delay two-point BVP is extremely difficult, if not impossible. This paper provides a discrete general form of the numerical solution for the derived advance-delay system by applying a finite difference θ-method. This method is also implemented for the infinite-time horizon time-delayed optimal control problems by using a piecewise version of the θ-method. A matrix formulation and the error analysis of the suggested technique are provided. The new scheme is accurate, fast and very effective for the optimal control of linear and nonlinear time-delay systems. Various types of finite- and infinite-time horizon problems are included to demonstrate the accuracy, validity and applicability of the new technique.

FFLP problem with symmetric trapezoidal fuzzy numbers

Directory of Open Access Journals (Sweden)

Reza Daneshrad

2015-04-01

Full Text Available The most popular approach for solving fully fuzzy linear programming (FFLP problems is to convert them into the corresponding deterministic linear programs. Khan et al. (2013 [Khan, I. U., Ahmad, T., & Maan, N. (2013. A simplified novel technique for solving fully fuzzy linear programming problems. Journal of Optimization Theory and Applications, 159(2, 536-546.] claimed that there had been no method in the literature to find the fuzzy optimal solution of a FFLP problem without converting it into crisp linear programming problem, and proposed a technique for the same. Others showed that the fuzzy arithmetic operation used by Khan et al. (2013 had some problems in subtraction and division operations, which could lead to misleading results. Recently, Ezzati et al. (2014 [Ezzati, R., Khorram, E., & Enayati, R. (2014. A particular simplex algorithm to solve fuzzy lexicographic multi-objective linear programming problems and their sensitivity analysis on the priority of the fuzzy objective functions. Journal of Intelligent and Fuzzy Systems, 26(5, 2333-2358.] defined a new operation on symmetric trapezoidal fuzzy numbers and proposed a new algorithm to find directly a lexicographic/preemptive fuzzy optimal solution of a fuzzy lexicographic multi-objective linear programming problem by using new fuzzy arithmetic operations, but their model was not fully fuzzy optimization. In this paper, a new method, by using Ezzati et al. (2014’s fuzzy arithmetic operation and a fuzzy version of simplex algorithm, is proposed for solving FFLP problem whose parameters are represented by symmetric trapezoidal fuzzy number without converting the given problem into crisp equivalent problem. By using the proposed method, the fuzzy optimal solution of FFLP problem can be easily obtained. A numerical example is provided to illustrate the proposed method.

3D Topology optimization of Stokes flow problems

DEFF Research Database (Denmark)

Gersborg-Hansen, Allan; Dammann, Bernd

of energy efficient devices for 2D Stokes flow. Creeping flow problems are described by the Stokes equations which model very viscous fluids at macro scales or ordinary fluids at very small scales. The latter gives the motivation for topology optimization problems based on the Stokes equations being a model......The present talk is concerned with the application of topology optimization to creeping flow problems in 3D. This research is driven by the fact that topology optimization has proven very successful as a tool in academic and industrial design problems. Success stories are reported from such diverse...

The optimal graph partitioning problem

DEFF Research Database (Denmark)

Sørensen, Michael Malmros; Holm, Søren

1993-01-01

. This problem can be formulated as a MILP, which turns out to be completely symmetrical with respect to the p classes, and the gap between the relaxed LP solution and the optimal solution is the largest one possible. These two properties make it very difficult to solve even smaller problems. In this paper...

Non-linear programming method in optimization of fast reactors

International Nuclear Information System (INIS)

Pavelesku, M.; Dumitresku, Kh.; Adam, S.

1975-01-01

Application of the non-linear programming methods on optimization of nuclear materials distribution in fast reactor is discussed. The programming task composition is made on the basis of the reactor calculation dependent on the fuel distribution strategy. As an illustration of this method application the solution of simple example is given. Solution of the non-linear program is done on the basis of the numerical method SUMT. (I.T.)

A novel approach based on preference-based index for interval bilevel linear programming problem.

Science.gov (United States)

Ren, Aihong; Wang, Yuping; Xue, Xingsi

2017-01-01

This paper proposes a new methodology for solving the interval bilevel linear programming problem in which all coefficients of both objective functions and constraints are considered as interval numbers. In order to keep as much uncertainty of the original constraint region as possible, the original problem is first converted into an interval bilevel programming problem with interval coefficients in both objective functions only through normal variation of interval number and chance-constrained programming. With the consideration of different preferences of different decision makers, the concept of the preference level that the interval objective function is preferred to a target interval is defined based on the preference-based index. Then a preference-based deterministic bilevel programming problem is constructed in terms of the preference level and the order relation [Formula: see text]. Furthermore, the concept of a preference δ -optimal solution is given. Subsequently, the constructed deterministic nonlinear bilevel problem is solved with the help of estimation of distribution algorithm. Finally, several numerical examples are provided to demonstrate the effectiveness of the proposed approach.

A novel approach based on preference-based index for interval bilevel linear programming problem

Directory of Open Access Journals (Sweden)

Aihong Ren

2017-05-01

Full Text Available Abstract This paper proposes a new methodology for solving the interval bilevel linear programming problem in which all coefficients of both objective functions and constraints are considered as interval numbers. In order to keep as much uncertainty of the original constraint region as possible, the original problem is first converted into an interval bilevel programming problem with interval coefficients in both objective functions only through normal variation of interval number and chance-constrained programming. With the consideration of different preferences of different decision makers, the concept of the preference level that the interval objective function is preferred to a target interval is defined based on the preference-based index. Then a preference-based deterministic bilevel programming problem is constructed in terms of the preference level and the order relation ⪯ m w $\\preceq_{mw}$ . Furthermore, the concept of a preference δ-optimal solution is given. Subsequently, the constructed deterministic nonlinear bilevel problem is solved with the help of estimation of distribution algorithm. Finally, several numerical examples are provided to demonstrate the effectiveness of the proposed approach.

Topology optimization of fluid mechanics problems

DEFF Research Database (Denmark)

Gersborg-Hansen, Allan

While topology optimization for solid continuum structures have been studied for about 20 years and for the special case of trusses for many more years, topology optimization of fluid mechanics problems is more recent. Borrvall and Petersson [1] is the seminal reference for topology optimization......D Navier-Stokes equation as well as an example with convection dominated transport in 2D Stokes flow. Using Stokes flow limits the range of applications; nonetheless, the present work gives a proof-of-concept for the application of the method within fluid mechanics problems and it remains...... processing tool. Prior to design manufacturing this allows the engineer to quantify the performance of the computed topology design using standard, credible analysis tools with a body-fitted mesh. [1] Borrvall and Petersson (2003) "Topology optimization of fluids in Stokes flow", Int. J. Num. Meth. Fluids...

Validation of optimization strategies using the linear structured production chains

Science.gov (United States)

Kusiak, Jan; Morkisz, Paweł; Oprocha, Piotr; Pietrucha, Wojciech; Sztangret, Łukasz

2017-06-01

Different optimization strategies applied to sequence of several stages of production chains were validated in this paper. Two benchmark problems described by ordinary differential equations (ODEs) were considered. A water tank and a passive CR-RC filter were used as the exemplary objects described by the first and the second order differential equations, respectively. Considered in the work optimization problems serve as the validators of strategies elaborated by the Authors. However, the main goal of research is selection of the best strategy for optimization of two real metallurgical processes which will be investigated in an on-going projects. The first problem will be the oxidizing roasting process of zinc sulphide concentrate where the sulphur from the input concentrate should be eliminated and the minimal concentration of sulphide sulphur in the roasted products has to be achieved. Second problem will be the lead refining process consisting of three stages: roasting to the oxide, oxide reduction to metal and the oxidizing refining. Strategies, which appear the most effective in considered benchmark problems will be candidates for optimization of the mentioned above industrial processes.

Identification problems in linear transformation system

International Nuclear Information System (INIS)

Delforge, Jacques.

1975-01-01

An attempt was made to solve the theoretical and numerical difficulties involved in the identification problem relative to the linear part of P. Delattre's theory of transformation systems. The theoretical difficulties are due to the very important problem of the uniqueness of the solution, which must be demonstrated in order to justify the value of the solution found. Simple criteria have been found when measurements are possible on all the equivalence classes, but the problem remains imperfectly solved when certain evolution curves are unknown. The numerical difficulties are of two kinds: a slow convergence of iterative methods and a strong repercussion of numerical and experimental errors on the solution. In the former case a fast convergence was obtained by transformation of the parametric space, while in the latter it was possible, from sensitivity functions, to estimate the errors, to define and measure the conditioning of the identification problem then to minimize this conditioning as a function of the experimental conditions [fr

Optimal array factor radiation pattern synthesis for linear antenna array using cat swarm optimization: validation by an electromagnetic simulator

Institute of Scientific and Technical Information of China (English)

Gopi RAM; Durbadal MANDAL; Sakti Prasad GHOSHAL; Rajib KAR

2017-01-01

In this paper, an optimal design of linear antenna arrays having microstrip patch antenna elements has been carried out. Cat swarm optimization (CSO) has been applied for the optimization of the control parameters of radiation pattern of an antenna array. The optimal radiation patterns of isotropic antenna elements are obtained by optimizing the current excitation weight of each element and the inter-element spacing. The antenna arrays of 12, 16, and 20 elements are taken as examples. The arrays are de-signed by using MATLAB computation and are validated through Computer Simulation Technology-Microwave Studio (CST-MWS). From the simulation results it is evident that CSO is able to yield the optimal design of linear antenna arrays of patch antenna elements.

Efficient Parallel Sorting for Migrating Birds Optimization When Solving Machine-Part Cell Formation Problems

Directory of Open Access Journals (Sweden)

Ricardo Soto

2016-01-01

Full Text Available The Machine-Part Cell Formation Problem (MPCFP is a NP-Hard optimization problem that consists in grouping machines and parts in a set of cells, so that each cell can operate independently and the intercell movements are minimized. This problem has largely been tackled in the literature by using different techniques ranging from classic methods such as linear programming to more modern nature-inspired metaheuristics. In this paper, we present an efficient parallel version of the Migrating Birds Optimization metaheuristic for solving the MPCFP. Migrating Birds Optimization is a population metaheuristic based on the V-Flight formation of the migrating birds, which is proven to be an effective formation in energy saving. This approach is enhanced by the smart incorporation of parallel procedures that notably improve performance of the several sorting processes performed by the metaheuristic. We perform computational experiments on 1080 benchmarks resulting from the combination of 90 well-known MPCFP instances with 12 sorting configurations with and without threads. We illustrate promising results where the proposal is able to reach the global optimum in all instances, while the solving time with respect to a nonparallel approach is notably reduced.

Mathematical programming methods for large-scale topology optimization problems

DEFF Research Database (Denmark)

Rojas Labanda, Susana

for mechanical problems, but has rapidly extended to many other disciplines, such as fluid dynamics and biomechanical problems. However, the novelty and improvements of optimization methods has been very limited. It is, indeed, necessary to develop of new optimization methods to improve the final designs......, and at the same time, reduce the number of function evaluations. Nonlinear optimization methods, such as sequential quadratic programming and interior point solvers, have almost not been embraced by the topology optimization community. Thus, this work is focused on the introduction of this kind of second...... 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...

Pattern Nulling of Linear Antenna Arrays Using Backtracking Search Optimization Algorithm

Directory of Open Access Journals (Sweden)

Kerim Guney

2015-01-01

Full Text Available An evolutionary method based on backtracking search optimization algorithm (BSA is proposed for linear antenna array pattern synthesis with prescribed nulls at interference directions. Pattern nulling is obtained by controlling only the amplitude, position, and phase of the antenna array elements. BSA is an innovative metaheuristic technique based on an iterative process. Various numerical examples of linear array patterns with the prescribed single, multiple, and wide nulls are given to illustrate the performance and flexibility of BSA. The results obtained by BSA are compared with the results of the following seventeen algorithms: particle swarm optimization (PSO, genetic algorithm (GA, modified touring ant colony algorithm (MTACO, quadratic programming method (QPM, bacterial foraging algorithm (BFA, bees algorithm (BA, clonal selection algorithm (CLONALG, plant growth simulation algorithm (PGSA, tabu search algorithm (TSA, memetic algorithm (MA, nondominated sorting GA-2 (NSGA-2, multiobjective differential evolution (MODE, decomposition with differential evolution (MOEA/D-DE, comprehensive learning PSO (CLPSO, harmony search algorithm (HSA, seeker optimization algorithm (SOA, and mean variance mapping optimization (MVMO. The simulation results show that the linear antenna array synthesis using BSA provides low side-lobe levels and deep null levels.

Optimal Control of Switching Linear Systems

Directory of Open Access Journals (Sweden)

Ali Benmerzouga

2004-06-01

Full Text Available A solution to the control of switching linear systems with input constraints was given in Benmerzouga (1997 for both the conventional enumeration approach and the new approach. The solution given there turned out to be not unique. The main objective in this work is to determine the optimal control sequences {Ui(k ,  i = 1,..., M ;  k = 0, 1, ...,  N -1} which transfer the system from a given initial state  X0  to a specific target state  XT  (or to be as close as possible by using the same discrete time solution obtained in Benmerzouga (1997 and minimizing a running cost-to-go function. By using the dynamic programming technique, the optimal solution is found for both approaches given in Benmerzouga (1997. The computational complexity of the modified algorithm is also given.

Advances in bio-inspired computing for combinatorial optimization problems

CERN Document Server

Pintea, Camelia-Mihaela

2013-01-01

Advances in Bio-inspired Combinatorial Optimization Problems' illustrates several recent bio-inspired efficient algorithms for solving NP-hard problems.Theoretical bio-inspired concepts and models, in particular for agents, ants and virtual robots are described. Large-scale optimization problems, for example: the Generalized Traveling Salesman Problem and the Railway Traveling Salesman Problem, are solved and their results are discussed.Some of the main concepts and models described in this book are: inner rule to guide ant search - a recent model in ant optimization, heterogeneous sensitive a

Experiences with linear solvers for oil reservoir simulation problems

Energy Technology Data Exchange (ETDEWEB)

Joubert, W.; Janardhan, R. [Los Alamos National Lab., NM (United States); Biswas, D.; Carey, G.

1996-12-31

This talk will focus on practical experiences with iterative linear solver algorithms used in conjunction with Amoco Production Company`s Falcon oil reservoir simulation code. The goal of this study is to determine the best linear solver algorithms for these types of problems. The results of numerical experiments will be presented.

Topology optimization for transient heat transfer problems

DEFF Research Database (Denmark)

Zeidan, Said; Sigmund, Ole; Lazarov, Boyan Stefanov

The focus of this work is on passive control of transient heat transfer problems using the topology optimization (TopOpt) method [1]. The goal is to find distributions of a limited amount of phase change material (PCM), within a given design domain, which optimizes the heat energy storage [2]. Our......, TopOpt has later been extended to transient problems in mechanics and photonics (e.g. [5], [6] and [7]). In the presented approach, the optimization is gradient-based, where in each iteration the non-steady heat conduction equation is solved,using the finite element method and an appropriate time......-stepping scheme. A PCM can efficiently absorb heat while keeping its temperature nearly unchanged [8]. The use of PCM ine.g. electronics [9] and mechanics [10], yields improved performance and lower costs depending on a.o., the spatial distribution of PCM.The considered problem consists in optimizing...

Impact of using linear optimization models in dose planning for HDR brachytherapy

International Nuclear Information System (INIS)

Holm, Aasa; Larsson, Torbjoern; Carlsson Tedgren, Aasa

2012-01-01

Purpose: Dose plans generated with optimization models hitherto used in high-dose-rate (HDR) brachytherapy have shown a tendency to yield longer dwell times than manually optimized plans. Concern has been raised for the corresponding undesired hot spots, and various methods to mitigate these have been developed. The hypotheses upon this work is based are (a) that one cause for the long dwell times is the use of objective functions comprising simple linear penalties and (b) that alternative penalties, as these are piecewise linear, would lead to reduced length of individual dwell times. Methods: The characteristics of the linear penalties and the piecewise linear penalties are analyzed mathematically. Experimental comparisons between the two types of penalties are carried out retrospectively for a set of prostate cancer patients. Results: When the two types of penalties are compared, significant changes can be seen in the dwell times, while most dose-volume parameters do not differ significantly. On average, total dwell times were reduced by 4.2%, with a reduction of maximum dwell times by 25%, when the alternative penalties were used. Conclusions: The use of linear penalties in optimization models for HDR brachytherapy is one cause for the undesired long dwell times that arise in mathematically optimized plans. By introducing alternative penalties, a significant reduction in dwell times can be achieved for HDR brachytherapy dose plans. Although various measures for mitigating the long dwell times are already available, the observation that linear penalties contribute to their appearance is of fundamental interest.

Dynamic optimal control of groundwater remediation with management periods: Linearized and quasi-Newton approaches

International Nuclear Information System (INIS)

Culver, T.B.

1991-01-01

Several modifications of the linear-quadratic regulator (LQR) optimization algorithm are developed, and the computational efficiency of each algorithm with respect to groundwater remediation is evaluated. In each case, the optimization model is combined with a finite element groundwater flow and transport simulation model to determine the optimal time-varying pump-and-treat policy. The first modification of the LQR algorithm incorporated management periods, which are groups of simulation time steps during which the pumping policy remains constant. Management periods reduced the total computational demand, as measured by the CPU time, by as much as 85% compared to the time needed for the LQR solution without management periods. Complexity analysis revealed that computational savings of equal or greater magnitude can be expected in general for groundwater remediation applications and for many other applications of dynamic control. The LQR algorithm with management periods was further modified by assuming steady-state hydraulics within a management period (SSLQR), which simplifies the derivatives of the transition equation. A quasi-Newton differential dynamic programming (QNDDP) was formulated by approximating the complicated second derivatives of the transition equation using a Broyden rank-one approximation. QNDDP converged to the optimal policy for the test problem significantly faster than the LQR algorithm, requiring approximately half the computational time. With the test problem expanded to include the capacity of the treatment facility as a state variable, QNDDP with management periods can determine the optimal treatment facility capacity. With many management periods, the addition of the capital costs of the treatment facility changed the optimal policy so that the required treatment facility capacity was reduced

Linear Optimization of Frequency Spectrum Assignments Across System

Science.gov (United States)

2016-03-01

selection tools, frequency allocation, transmission optimization, electromagnetic maneuver warfare, electronic protection, assignment model 15. NUMBER ...Characteristics Modeled ...............................................................29 Table 10.   Antenna Systems Modeled , Number of Systems and...surveillance EW early warning GAMS general algebraic modeling system GHz gigahertz IDE integrated development environment ILP integer linear program

A feasible DY conjugate gradient method for linear equality constraints

Science.gov (United States)

LI, Can

2017-09-01

In this paper, we propose a feasible conjugate gradient method for solving linear equality constrained optimization problem. The method is an extension of the Dai-Yuan conjugate gradient method proposed by Dai and Yuan to linear equality constrained optimization problem. It can be applied to solve large linear equality constrained problem due to lower storage requirement. An attractive property of the method is that the generated direction is always feasible and descent direction. Under mild conditions, the global convergence of the proposed method with exact line search is established. Numerical experiments are also given which show the efficiency of the method.

Optimal angle reduction - a behavioral approach to linear system appromixation

NARCIS (Netherlands)

Roorda, B.; Weiland, S.

2001-01-01

We investigate the problem of optimal state reduction under minimization of the angle between system behaviors. The angle is defined in a worst-case sense, as the largest angle that can occur between a system trajectory and its optimal approximation in the reduced-order model. This problem is

On a non-linear pseudodifferential boundary value problem

International Nuclear Information System (INIS)

Nguyen Minh Chuong.

1989-12-01

A pseudodifferential boundary value problem for operators with symbols taking values in Sobolev spaces and with non-linear right-hand side was studied. Existence and uniqueness theorems were proved. (author). 11 refs

Linear differential equations to solve nonlinear mechanical problems: A novel approach

OpenAIRE

Nair, C. Radhakrishnan

2004-01-01

Often a non-linear mechanical problem is formulated as a non-linear differential equation. A new method is introduced to find out new solutions of non-linear differential equations if one of the solutions of a given non-linear differential equation is known. Using the known solution of the non-linear differential equation, linear differential equations are set up. The solutions of these linear differential equations are found using standard techniques. Then the solutions of the linear differe...

Comparison of optimal design methods in inverse problems

International Nuclear Information System (INIS)

Banks, H T; Holm, K; Kappel, F

2011-01-01

Typical optimal design methods for inverse or parameter estimation problems are designed to choose optimal sampling distributions through minimization of a specific cost function related to the resulting error in parameter estimates. It is hoped that the inverse problem will produce parameter estimates with increased accuracy using data collected according to the optimal sampling distribution. Here we formulate the classical optimal design problem in the context of general optimization problems over distributions of sampling times. We present a new Prohorov metric-based theoretical framework that permits one to treat succinctly and rigorously any optimal design criteria based on the Fisher information matrix. A fundamental approximation theory is also included in this framework. A new optimal design, SE-optimal design (standard error optimal design), is then introduced in the context of this framework. We compare this new design criterion with the more traditional D-optimal and E-optimal designs. The optimal sampling distributions from each design are used to compute and compare standard errors; the standard errors for parameters are computed using asymptotic theory or bootstrapping and the optimal mesh. We use three examples to illustrate ideas: the Verhulst–Pearl logistic population model (Banks H T and Tran H T 2009 Mathematical and Experimental Modeling of Physical and Biological Processes (Boca Raton, FL: Chapman and Hall/CRC)), the standard harmonic oscillator model (Banks H T and Tran H T 2009) and a popular glucose regulation model (Bergman R N, Ider Y Z, Bowden C R and Cobelli C 1979 Am. J. Physiol. 236 E667–77; De Gaetano A and Arino O 2000 J. Math. Biol. 40 136–68; Toffolo G, Bergman R N, Finegood D T, Bowden C R and Cobelli C 1980 Diabetes 29 979–90)

Comparison of optimal design methods in inverse problems

Science.gov (United States)

Banks, H. T.; Holm, K.; Kappel, F.

2011-07-01

Typical optimal design methods for inverse or parameter estimation problems are designed to choose optimal sampling distributions through minimization of a specific cost function related to the resulting error in parameter estimates. It is hoped that the inverse problem will produce parameter estimates with increased accuracy using data collected according to the optimal sampling distribution. Here we formulate the classical optimal design problem in the context of general optimization problems over distributions of sampling times. We present a new Prohorov metric-based theoretical framework that permits one to treat succinctly and rigorously any optimal design criteria based on the Fisher information matrix. A fundamental approximation theory is also included in this framework. A new optimal design, SE-optimal design (standard error optimal design), is then introduced in the context of this framework. We compare this new design criterion with the more traditional D-optimal and E-optimal designs. The optimal sampling distributions from each design are used to compute and compare standard errors; the standard errors for parameters are computed using asymptotic theory or bootstrapping and the optimal mesh. We use three examples to illustrate ideas: the Verhulst-Pearl logistic population model (Banks H T and Tran H T 2009 Mathematical and Experimental Modeling of Physical and Biological Processes (Boca Raton, FL: Chapman and Hall/CRC)), the standard harmonic oscillator model (Banks H T and Tran H T 2009) and a popular glucose regulation model (Bergman R N, Ider Y Z, Bowden C R and Cobelli C 1979 Am. J. Physiol. 236 E667-77 De Gaetano A and Arino O 2000 J. Math. Biol. 40 136-68 Toffolo G, Bergman R N, Finegood D T, Bowden C R and Cobelli C 1980 Diabetes 29 979-90).

Linear finite element method for one-dimensional diffusion problems

Energy Technology Data Exchange (ETDEWEB)

Brandao, Michele A.; Dominguez, Dany S.; Iglesias, Susana M., E-mail: micheleabrandao@gmail.com, E-mail: dany@labbi.uesc.br, E-mail: smiglesias@uesc.br [Universidade Estadual de Santa Cruz (LCC/DCET/UESC), Ilheus, BA (Brazil). Departamento de Ciencias Exatas e Tecnologicas. Laboratorio de Computacao Cientifica

2011-07-01

We describe in this paper the fundamentals of Linear Finite Element Method (LFEM) applied to one-speed diffusion problems in slab geometry. We present the mathematical formulation to solve eigenvalue and fixed source problems. First, we discretized a calculus domain using a finite set of elements. At this point, we obtain the spatial balance equations for zero order and first order spatial moments inside each element. Then, we introduce the linear auxiliary equations to approximate neutron flux and current inside the element and architect a numerical scheme to obtain the solution. We offer numerical results for fixed source typical model problems to illustrate the method's accuracy for coarse-mesh calculations in homogeneous and heterogeneous domains. Also, we compare the accuracy and computational performance of LFEM formulation with conventional Finite Difference Method (FDM). (author)

An Enhanced Memetic Algorithm for Single-Objective Bilevel Optimization Problems.

Science.gov (United States)

Islam, Md Monjurul; Singh, Hemant Kumar; Ray, Tapabrata; Sinha, Ankur

2017-01-01

Bilevel optimization, as the name reflects, deals with optimization at two interconnected hierarchical levels. The aim is to identify the optimum of an upper-level  leader problem, subject to the optimality of a lower-level follower problem. Several problems from the domain of engineering, logistics, economics, and transportation have an inherent nested structure which requires them to be modeled as bilevel optimization problems. Increasing size and complexity of such problems has prompted active theoretical and practical interest in the design of efficient algorithms for bilevel optimization. Given the nested nature of bilevel problems, the computational effort (number of function evaluations) required to solve them is often quite high. In this article, we explore the use of a Memetic Algorithm (MA) to solve bilevel optimization problems. While MAs have been quite successful in solving single-level optimization problems, there have been relatively few studies exploring their potential for solving bilevel optimization problems. MAs essentially attempt to combine advantages of global and local search strategies to identify optimum solutions with low computational cost (function evaluations). The approach introduced in this article is a nested Bilevel Memetic Algorithm (BLMA). At both upper and lower levels, either a global or a local search method is used during different phases of the search. The performance of BLMA is presented on twenty-five standard test problems and two real-life applications. The results are compared with other established algorithms to demonstrate the efficacy of the proposed approach.

Optimal management with hybrid dynamics : The shallow lake problem

NARCIS (Netherlands)

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,

Estimation of time-varying reactivity by the H∞ optimal linear filter

International Nuclear Information System (INIS)

Suzuki, Katsuo; Shimazaki, Junya; Watanabe, Koiti

1995-01-01

The problem of estimating the time-varying net reactivity from flux measurements is solved for a point reactor kinetics model using a linear filtering technique in an H ∞ settings. In order to sue this technique, an appropriate dynamical model of the reactivity is constructed that can be embedded into the reactor model as one of its variables. A filter, which minimizes the H ∞ norm of the estimation error power spectrum, operates on neutron density measurements corrupted by noise and provides an estimate of the dynamic net reactivity. Computer simulations are performed to reveal the basic characteristics of the H ∞ optimal filter. The results of the simulation indicate that the filter can be used to determine the time-varying reactivity from neutron density measurements that have been corrupted by noise

Topology optimization problems with design-dependent sets of constraints

DEFF Research Database (Denmark)

Schou, Marie-Louise Højlund

Topology optimization is a design tool which is used in numerous fields. It can be used whenever the design is driven by weight and strength considerations. The basic concept of topology optimization is the interpretation of partial differential equation coefficients as effective material...... properties and designing through changing these coefficients. For example, consider a continuous structure. Then the basic concept is to represent this structure by small pieces of material that are coinciding with the elements of a finite element model of the structure. This thesis treats stress constrained...... structural topology optimization problems. For such problems a stress constraint for an element should only be present in the optimization problem when the structural design variable corresponding to this element has a value greater than zero. We model the stress constrained topology optimization problem...

Scaling Sparse Matrices for Optimization Algorithms

OpenAIRE

Gajulapalli Ravindra S; Lasdon Leon S

2006-01-01

To iteratively solve large scale optimization problems in various contexts like planning, operations, design etc., we need to generate descent directions that are based on linear system solutions. Irrespective of the optimization algorithm or the solution method employed for the linear systems, ill conditioning introduced by problem characteristics or the algorithm or both need to be addressed. In [GL01] we used an intuitive heuristic approach in scaling linear systems that improved performan...

On the robust optimization to the uncertain vaccination strategy problem

International Nuclear Information System (INIS)

Chaerani, D.; Anggriani, N.; Firdaniza

2014-01-01

In order to prevent an epidemic of infectious diseases, the vaccination coverage needs to be minimized and also the basic reproduction number needs to be maintained below 1. This means that as we get the vaccination coverage as minimum as possible, thus we need to prevent the epidemic to a small number of people who already get infected. In this paper, we discuss the case of vaccination strategy in term of minimizing vaccination coverage, when the basic reproduction number is assumed as an uncertain parameter that lies between 0 and 1. We refer to the linear optimization model for vaccination strategy that propose by Becker and Starrzak (see [2]). Assuming that there is parameter uncertainty involved, we can see Tanner et al (see [9]) who propose the optimal solution of the problem using stochastic programming. In this paper we discuss an alternative way of optimizing the uncertain vaccination strategy using Robust Optimization (see [3]). In this approach we assume that the parameter uncertainty lies within an ellipsoidal uncertainty set such that we can claim that the obtained result will be achieved in a polynomial time algorithm (as it is guaranteed by the RO methodology). The robust counterpart model is presented

On the robust optimization to the uncertain vaccination strategy problem

Energy Technology Data Exchange (ETDEWEB)

Chaerani, D., E-mail: d.chaerani@unpad.ac.id; Anggriani, N., E-mail: d.chaerani@unpad.ac.id; Firdaniza, E-mail: d.chaerani@unpad.ac.id [Department of Mathematics, Faculty of Mathematics and Natural Sciences, University of Padjadjaran Indonesia, Jalan Raya Bandung Sumedang KM 21 Jatinangor Sumedang 45363 (Indonesia)

2014-02-21

In order to prevent an epidemic of infectious diseases, the vaccination coverage needs to be minimized and also the basic reproduction number needs to be maintained below 1. This means that as we get the vaccination coverage as minimum as possible, thus we need to prevent the epidemic to a small number of people who already get infected. In this paper, we discuss the case of vaccination strategy in term of minimizing vaccination coverage, when the basic reproduction number is assumed as an uncertain parameter that lies between 0 and 1. We refer to the linear optimization model for vaccination strategy that propose by Becker and Starrzak (see [2]). Assuming that there is parameter uncertainty involved, we can see Tanner et al (see [9]) who propose the optimal solution of the problem using stochastic programming. In this paper we discuss an alternative way of optimizing the uncertain vaccination strategy using Robust Optimization (see [3]). In this approach we assume that the parameter uncertainty lies within an ellipsoidal uncertainty set such that we can claim that the obtained result will be achieved in a polynomial time algorithm (as it is guaranteed by the RO methodology). The robust counterpart model is presented.

Optimal approximation of linear systems by artificial immune response

Institute of Scientific and Technical Information of China (English)

无

2006-01-01

This paper puts forward a novel artificial immune response algorithm for optimal approximation of linear systems. A quaternion model of artificial immune response is proposed for engineering computing. The model abstracts four elements, namely, antigen, antibody, reaction rules among antibodies, and driving algorithm describing how the rules are applied to antibodies, to simulate the process of immune response. Some reaction rules including clonal selection rules, immunological memory rules and immune regulation rules are introduced. Using the theorem of Markov chain, it is proofed that the new model is convergent. The experimental study on the optimal approximation of a stable linear system and an unstable one show that the approximate models searched by the new model have better performance indices than those obtained by some existing algorithms including the differential evolution algorithm and the multi-agent genetic algorithm.

Ant Colony Optimization and the Minimum Cut Problem

DEFF Research Database (Denmark)

Kötzing, Timo; Lehre, Per Kristian; Neumann, Frank

2010-01-01

Ant Colony Optimization (ACO) is a powerful metaheuristic for solving combinatorial optimization problems. With this paper we contribute to the theoretical understanding of this kind of algorithm by investigating the classical minimum cut problem. An ACO algorithm similar to the one that was prov...

Optimal Bidding Strategy of Generation Companies (GenCos in Energy and Spinning Reserve Markets Using Linear Programming

Directory of Open Access Journals (Sweden)

Hassan Barati

2011-10-01

Full Text Available In this paper a new bidding strategy become modeling to day-ahead markets. The proposed algorithm is related to the point of view of a generation company (Genco that its end is maximized its benefit as a participant in sale markets of active power and spinning reserve. In this method, hourly forecasted energy price (FEP and forecasted reserve price (FRP is used as a reference to model the possible and probable price strategies of Gencos. A bi-level optimization problem That first level, is used to maximize the individual Genco’s payoffs for obtaining the optimal offered quantity of Gencos. The second one, uses the results of the upper sub-problem and minimizes the consumer’s payment with regard to the technical and network constraints, which leads to the awarded generation of the Gencos. In this paper use of the game theory in exist optimization model. The paper proposes a linear programming approach. A six bus system is employed to illustrate the application of the proposed method and to show its high precision and capabilities.

Non-linear analytic and coanalytic problems (Lp-theory, Clifford analysis, examples)

International Nuclear Information System (INIS)

Dubinskii, Yu A; Osipenko, A S

2000-01-01

Two kinds of new mathematical model of variational type are put forward: non-linear analytic and coanalytic problems. The formulation of these non-linear boundary-value problems is based on a decomposition of the complete scale of Sobolev spaces into the 'orthogonal' sum of analytic and coanalytic subspaces. A similar decomposition is considered in the framework of Clifford analysis. Explicit examples are presented

Belief Propagation Algorithm for Portfolio Optimization Problems.

Science.gov (United States)

Shinzato, Takashi; Yasuda, Muneki

2015-01-01

The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti et al. [Eur. Phys. B. 57, 175 (2007)]; however, they have not yet developed an approximate derivation method for finding the optimal portfolio with respect to a given return set. In this study, an approximation algorithm based on belief propagation for the portfolio optimization problem is presented using the Bethe free energy formalism, and the consistency of the numerical experimental results of the proposed algorithm with those of replica analysis is confirmed. Furthermore, the conjecture of H. Konno and H. Yamazaki, that the optimal solutions with the absolute deviation model and with the mean-variance model have the same typical behavior, is verified using replica analysis and the belief propagation algorithm.

Belief Propagation Algorithm for Portfolio Optimization Problems.

Directory of Open Access Journals (Sweden)

Takashi Shinzato

Full Text Available The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti et al. [Eur. Phys. B. 57, 175 (2007]; however, they have not yet developed an approximate derivation method for finding the optimal portfolio with respect to a given return set. In this study, an approximation algorithm based on belief propagation for the portfolio optimization problem is presented using the Bethe free energy formalism, and the consistency of the numerical experimental results of the proposed algorithm with those of replica analysis is confirmed. Furthermore, the conjecture of H. Konno and H. Yamazaki, that the optimal solutions with the absolute deviation model and with the mean-variance model have the same typical behavior, is verified using replica analysis and the belief propagation algorithm.

Scalable algorithms for contact problems

CERN Document Server

Dostál, Zdeněk; Sadowská, Marie; Vondrák, Vít

2016-01-01

This book presents a comprehensive and self-contained treatment of the authors’ newly developed scalable algorithms for the solutions of multibody contact problems of linear elasticity. The brand new feature of these algorithms is theoretically supported numerical scalability and parallel scalability demonstrated on problems discretized by billions of degrees of freedom. The theory supports solving multibody frictionless contact problems, contact problems with possibly orthotropic Tresca’s friction, and transient contact problems. It covers BEM discretization, jumping coefficients, floating bodies, mortar non-penetration conditions, etc. The exposition is divided into four parts, the first of which reviews appropriate facets of linear algebra, optimization, and analysis. The most important algorithms and optimality results are presented in the third part of the volume. The presentation is complete, including continuous formulation, discretization, decomposition, optimality results, and numerical experimen...

Linear programming foundations and extensions

CERN Document Server

Vanderbei, Robert J

2001-01-01

Linear Programming: Foundations and Extensions is an introduction to the field of optimization. The book emphasizes constrained optimization, beginning with a substantial treatment of linear programming, and proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. The book is carefully written. Specific examples and concrete algorithms precede more abstract topics. Topics are clearly developed with a large number of numerical examples worked out in detail. Moreover, Linear Programming: Foundations and Extensions underscores the purpose of optimization: to solve practical problems on a computer. Accordingly, the book is coordinated with free efficient C programs that implement the major algorithms studied: -The two-phase simplex method; -The primal-dual simplex method; -The path-following interior-point method; -The homogeneous self-dual methods. In addition, there are online JAVA applets that illustrate various pivot rules and variants of the simplex m...

A linear programming model for protein inference problem in shotgun proteomics.

Science.gov (United States)

Huang, Ting; He, Zengyou

2012-11-15

Assembling peptides identified from tandem mass spectra into a list of proteins, referred to as protein inference, is an important issue in shotgun proteomics. The objective of protein inference is to find a subset of proteins that are truly present in the sample. Although many methods have been proposed for protein inference, several issues such as peptide degeneracy still remain unsolved. In this article, we present a linear programming model for protein inference. In this model, we use a transformation of the joint probability that each peptide/protein pair is present in the sample as the variable. Then, both the peptide probability and protein probability can be expressed as a formula in terms of the linear combination of these variables. Based on this simple fact, the protein inference problem is formulated as an optimization problem: minimize the number of proteins with non-zero probabilities under the constraint that the difference between the calculated peptide probability and the peptide probability generated from peptide identification algorithms should be less than some threshold. This model addresses the peptide degeneracy issue by forcing some joint probability variables involving degenerate peptides to be zero in a rigorous manner. The corresponding inference algorithm is named as ProteinLP. We test the performance of ProteinLP on six datasets. Experimental results show that our method is competitive with the state-of-the-art protein inference algorithms. The source code of our algorithm is available at: https://sourceforge.net/projects/prolp/. zyhe@dlut.edu.cn. Supplementary data are available at Bioinformatics Online.

Utilizing Problem Structure in Optimization of Radiation Therapy

International Nuclear Information System (INIS)

Carlsson, Fredrik

2008-04-01

In this thesis, optimization approaches for intensity-modulated radiation therapy are developed and evaluated with focus on numerical efficiency and treatment delivery aspects. The first two papers deal with strategies for solving fluence map optimization problems efficiently while avoiding solutions with jagged fluence profiles. The last two papers concern optimization of step-and-shoot parameters with emphasis on generating treatment plans that can be delivered efficiently and accurately. In the first paper, the problem dimension of a fluence map optimization problem is reduced through a spectral decomposition of the Hessian of the objective function. The weights of the eigenvectors corresponding to the p largest eigenvalues are introduced as optimization variables, and the impact on the solution of varying p is studied. Including only a few eigenvector weights results in faster initial decrease of the objective value, but with an inferior solution, compared to optimization of the bixel weights. An approach combining eigenvector weights and bixel weights produces improved solutions, but at the expense of the pre-computational time for the spectral decomposition. So-called iterative regularization is performed on fluence map optimization problems in the second paper. The idea is to find regular solutions by utilizing an optimization method that is able to find near-optimal solutions with non-jagged fluence profiles in few iterations. The suitability of a quasi-Newton sequential quadratic programming method is demonstrated by comparing the treatment quality of deliverable step-and-shoot plans, generated through leaf sequencing with a fixed number of segments, for different number of bixel-weight iterations. A conclusion is that over-optimization of the fluence map optimization problem prior to leaf sequencing should be avoided. An approach for dynamically generating multileaf collimator segments using a column generation approach combined with optimization of

STATEMENT OF THE OPTIMIZATION PROBLEM OF CARBON PRODUCTS PRODUCTION

Directory of Open Access Journals (Sweden)

O. A. Zhuchenko

2016-08-01

Full Text Available The paper formulated optimization problem formulation production of carbon products. The analysis of technical and economic parameters that can be used to optimize the production of carbonaceous products had been done by the author. To evaluate the efficiency of the energy-intensive production uses several technical and economic indicators. In particular, the specific cost, productivity, income and profitability of production. Based on a detailed analysis had been formulated optimality criterion that takes into account the technological components of profitability. The components in detail the criteria and the proposed method of calculating non-trivial, one of them - the production cost of each product. When solving the optimization problem of technological modes of production into account constraints on the variables are optimized. Thus, restrictions may be expressed on the number of each product produced. Have been formulated the method of calculating the cost per unit of product. Attention is paid to the quality indices of finished products as an additional constraint in the optimization problem. As a result have been formulated the general problem of optimizing the production of carbon products, which includes the optimality criterion and restrictions.

The Cauchy problem for non-linear Klein-Gordon equations

International Nuclear Information System (INIS)

Simon, J.C.H.; Taflin, E.

1993-01-01

We consider in R n+1 , n≥2, the non-linear Klein-Gordon equation. We prove for such an equation that there is neighbourhood of zero in a Hilbert space of initial conditions for which the Cauchy problem has global solutions and on which there is asymptotic completeness. The inverse of the wave operator linearizes the non-linear equation. If, moreover, the equation is manifestly Poincare covariant then the non-linear representation of the Poincare-Lie algebra, associated with the non-linear Klein-Gordon equation is integrated to a non-linear representation of the Poincare group on an invariant neighbourhood of zero in the Hilbert space. This representation is linearized by the inverse of the wave operator. The Hilbert space is, in both cases, the closure of the space of the differentiable vectors for the linear representation of the Poincare group, associated with the Klein-Gordon equation, with respect to a norm defined by the representation of the enveloping algebra. (orig.)

Box-triangular multiobjective linear programs for resource allocation with application to load management and energy market problems

International Nuclear Information System (INIS)

Ekel, P.Y.; Galperin, E.A.

2003-01-01

Models for multicriteria resource allocation are constructed with the specific box-triangular structure of a feasible region. The method of balance set equations is extended for the satisfaction level representation of the cost function space including the case of linearly dependent cost functions. On this basis, different goal criteria on the balance set are investigated for linear cases. Procedures for determining the balance set and finding goal-optimal Pareto solutions are illustrated on examples. The results of the paper are of universal character and can find wide applications in allocating diverse types of resources on the multiobjective basis in planning and control of complex systems including load management and energy market problems. (Author)

Comparison of open-source linear programming solvers.

Energy Technology Data Exchange (ETDEWEB)

Gearhart, Jared Lee; Adair, Kristin Lynn; Durfee, Justin David.; Jones, Katherine A.; Martin, Nathaniel; Detry, Richard Joseph

2013-10-01

When developing linear programming models, issues such as budget limitations, customer requirements, or licensing may preclude the use of commercial linear programming solvers. In such cases, one option is to use an open-source linear programming solver. A survey of linear programming tools was conducted to identify potential open-source solvers. From this survey, four open-source solvers were tested using a collection of linear programming test problems and the results were compared to IBM ILOG CPLEX Optimizer (CPLEX) [1], an industry standard. The solvers considered were: COIN-OR Linear Programming (CLP) [2], [3], GNU Linear Programming Kit (GLPK) [4], lp_solve [5] and Modular In-core Nonlinear Optimization System (MINOS) [6]. As no open-source solver outperforms CPLEX, this study demonstrates the power of commercial linear programming software. CLP was found to be the top performing open-source solver considered in terms of capability and speed. GLPK also performed well but cannot match the speed of CLP or CPLEX. lp_solve and MINOS were considerably slower and encountered issues when solving several test problems.

Stochastic global optimization as a filtering problem

International Nuclear Information System (INIS)

Stinis, Panos

2012-01-01

We present a reformulation of stochastic global optimization as a filtering problem. The motivation behind this reformulation comes from the fact that for many optimization problems we cannot evaluate exactly the objective function to be optimized. Similarly, we may not be able to evaluate exactly the functions involved in iterative optimization algorithms. For example, we may only have access to noisy measurements of the functions or statistical estimates provided through Monte Carlo sampling. This makes iterative optimization algorithms behave like stochastic maps. Naive global optimization amounts to evolving a collection of realizations of this stochastic map and picking the realization with the best properties. This motivates the use of filtering techniques to allow focusing on realizations that are more promising than others. In particular, we present a filtering reformulation of global optimization in terms of a special case of sequential importance sampling methods called particle filters. The increasing popularity of particle filters is based on the simplicity of their implementation and their flexibility. We utilize the flexibility of particle filters to construct a stochastic global optimization algorithm which can converge to the optimal solution appreciably faster than naive global optimization. Several examples of parametric exponential density estimation are provided to demonstrate the efficiency of the approach.

Closed-form solutions for linear regulator design of mechanical systems including optimal weighting matrix selection

Science.gov (United States)

Hanks, Brantley R.; Skelton, Robert E.

1991-01-01

Vibration in modern structural and mechanical systems can be reduced in amplitude by increasing stiffness, redistributing stiffness and mass, and/or adding damping if design techniques are available to do so. Linear Quadratic Regulator (LQR) theory in modern multivariable control design, attacks the general dissipative elastic system design problem in a global formulation. The optimal design, however, allows electronic connections and phase relations which are not physically practical or possible in passive structural-mechanical devices. The restriction of LQR solutions (to the Algebraic Riccati Equation) to design spaces which can be implemented as passive structural members and/or dampers is addressed. A general closed-form solution to the optimal free-decay control problem is presented which is tailored for structural-mechanical system. The solution includes, as subsets, special cases such as the Rayleigh Dissipation Function and total energy. Weighting matrix selection is a constrained choice among several parameters to obtain desired physical relationships. The closed-form solution is also applicable to active control design for systems where perfect, collocated actuator-sensor pairs exist.

Some Optimization Problems for p-Laplacian Type Equations

International Nuclear Information System (INIS)

Del Pezzo, L. M.; Fernandez Bonder, J.

2009-01-01

In this paper we study some optimization problems for nonlinear elastic membranes. More precisely, we consider the problem of optimizing the cost functional over some admissible class of loads f where u is the (unique) solution to the problem -Δ p u+ vertical bar u vertical bar p-2 u=0 in Ω with vertical bar ∇u vertical bar p-2 u ν =f on ∂Ω

Optimal Piecewise Linear Basis Functions in Two Dimensions

Energy Technology Data Exchange (ETDEWEB)

Brooks III, E D; Szoke, A

2009-01-26

We use a variational approach to optimize the center point coefficients associated with the piecewise linear basis functions introduced by Stone and Adams [1], for polygonal zones in two Cartesian dimensions. Our strategy provides optimal center point coefficients, as a function of the location of the center point, by minimizing the error induced when the basis function interpolation is used for the solution of the time independent diffusion equation within the polygonal zone. By using optimal center point coefficients, one expects to minimize the errors that occur when these basis functions are used to discretize diffusion equations, or transport equations in optically thick zones (where they approach the solution of the diffusion equation). Our optimal center point coefficients satisfy the requirements placed upon the basis functions for any location of the center point. We also find that the location of the center point can be optimized, but this requires numerical calculations. Curiously, the optimum center point location is independent of the values of the dependent variable on the corners only for quadrilaterals.

Multiparameter Optimization for Electromagnetic Inversion Problem

Directory of Open Access Journals (Sweden)

M. Elkattan

2017-10-01

Full Text Available Electromagnetic (EM methods have been extensively used in geophysical investigations such as mineral and hydrocarbon exploration as well as in geological mapping and structural studies. In this paper, we developed an inversion methodology for Electromagnetic data to determine physical parameters of a set of horizontal layers. We conducted Forward model using transmission line method. In the inversion part, we solved multi parameter optimization problem where, the parameters are conductivity, dielectric constant, and permeability of each layer. The optimization problem was solved by simulated annealing approach. The inversion methodology was tested using a set of models representing common geological formations.

Solving Multiobjective Optimization Problems Using Artificial Bee Colony Algorithm

Directory of Open Access Journals (Sweden)

Wenping Zou

2011-01-01

Full Text Available Multiobjective optimization has been a difficult problem and focus for research in fields of science and engineering. This paper presents a novel algorithm based on artificial bee colony (ABC to deal with multi-objective optimization problems. ABC is one of the most recently introduced algorithms based on the intelligent foraging behavior of a honey bee swarm. It uses less control parameters, and it can be efficiently used for solving multimodal and multidimensional optimization problems. Our algorithm uses the concept of Pareto dominance to determine the flight direction of a bee, and it maintains nondominated solution vectors which have been found in an external archive. The proposed algorithm is validated using the standard test problems, and simulation results show that the proposed approach is highly competitive and can be considered a viable alternative to solve multi-objective optimization problems.

Global Optimization for Bus Line Timetable Setting Problem

Directory of Open Access Journals (Sweden)

Qun Chen

2014-01-01

Full Text Available This paper defines bus timetables setting problem during each time period divided in terms of passenger flow intensity; it is supposed that passengers evenly arrive and bus runs are set evenly; the problem is to determine bus runs assignment in each time period to minimize the total waiting time of passengers on platforms if the number of the total runs is known. For such a multistage decision problem, this paper designed a dynamic programming algorithm to solve it. Global optimization procedures using dynamic programming are developed. A numerical example about bus runs assignment optimization of a single line is given to demonstrate the efficiency of the proposed methodology, showing that optimizing buses’ departure time using dynamic programming can save computational time and find the global optimal solution.

Robust Optimization Using Supremum of the Objective Function for Nonlinear Programming Problems

International Nuclear Information System (INIS)

Lee, Se Jung; Park, Gyung Jin

2014-01-01

In the robust optimization field, the robustness of the objective function emphasizes an insensitive design. In general, the robustness of the objective function can be achieved by reducing the change of the objective function with respect to the variation of the design variables and parameters. However, in conventional methods, when an insensitive design is emphasized, the performance of the objective function can be deteriorated. Besides, if the numbers of the design variables are increased, the numerical cost is quite high in robust optimization for nonlinear programming problems. In this research, the robustness index for the objective function and a process of robust optimization are proposed. Moreover, a method using the supremum of linearized functions is also proposed to reduce the computational cost. Mathematical examples are solved for the verification of the proposed method and the results are compared with those from the conventional methods. The proposed approach improves the performance of the objective function and its efficiency

Students' errors in solving linear equation word problems: Case ...

African Journals Online (AJOL)

kofi.mereku

Development in most areas of life is based on effective knowledge of science and ... Problem solving, as used in mathematics education literature, refers ... word problems, on the other hand, are those linear equation tasks or ... taught LEWPs in the junior high school, many of them reach the senior high school without a.

Polyhedral and semidefinite programming methods in combinatorial optimization

CERN Document Server

Tunçel, Levent

2010-01-01

Since the early 1960s, polyhedral methods have played a central role in both the theory and practice of combinatorial optimization. Since the early 1990s, a new technique, semidefinite programming, has been increasingly applied to some combinatorial optimization problems. The semidefinite programming problem is the problem of optimizing a linear function of matrix variables, subject to finitely many linear inequalities and the positive semidefiniteness condition on some of the matrix variables. On certain problems, such as maximum cut, maximum satisfiability, maximum stable set and geometric r

An Alternate Approach to Optimal L 2 -Error Analysis of Semidiscrete Galerkin Methods for Linear Parabolic Problems with Nonsmooth Initial Data

KAUST Repository

Goswami, Deepjyoti; Pani, Amiya K.

2011-01-01

In this article, we propose and analyze an alternate proof of a priori error estimates for semidiscrete Galerkin approximations to a general second order linear parabolic initial and boundary value problem with rough initial data. Our analysis

A nonlinear plate control without linearization

Directory of Open Access Journals (Sweden)

Yildirim Kenan

2017-03-01

Full Text Available In this paper, an optimal vibration control problem for a nonlinear plate is considered. In order to obtain the optimal control function, wellposedness and controllability of the nonlinear system is investigated. The performance index functional of the system, to be minimized by minimum level of control, is chosen as the sum of the quadratic 10 functional of the displacement. The velocity of the plate and quadratic functional of the control function is added to the performance index functional as a penalty term. By using a maximum principle, the nonlinear control problem is transformed to solving a system of partial differential equations including state and adjoint variables linked by initial-boundary-terminal conditions. Hence, it is shown that optimal control of the nonlinear systems can be obtained without linearization of the nonlinear term and optimal control function can be obtained analytically for nonlinear systems without linearization.

First-order system least squares for the pure traction problem in planar linear elasticity

Energy Technology Data Exchange (ETDEWEB)

Cai, Z.; Manteuffel, T.; McCormick, S.; Parter, S.

1996-12-31

This talk will develop two first-order system least squares (FOSLS) approaches for the solution of the pure traction problem in planar linear elasticity. Both are two-stage algorithms that first solve for the gradients of displacement, then for the displacement itself. One approach, which uses L{sup 2} norms to define the FOSLS functional, is shown under certain H{sup 2} regularity assumptions to admit optimal H{sup 1}-like performance for standard finite element discretization and standard multigrid solution methods that is uniform in the Poisson ratio for all variables. The second approach, which is based on H{sup -1} norms, is shown under general assumptions to admit optimal uniform performance for displacement flux in an L{sup 2} norm and for displacement in an H{sup 1} norm. These methods do not degrade as other methods generally do when the material properties approach the incompressible limit.

Calibration of Mine Ventilation Network Models Using the Non-Linear Optimization Algorithm

Directory of Open Access Journals (Sweden)

Guang Xu

2017-12-01

Full Text Available Effective ventilation planning is vital to underground mining. To ensure stable operation of the ventilation system and to avoid airflow disorder, mine ventilation network (MVN models have been widely used in simulating and optimizing the mine ventilation system. However, one of the challenges for MVN model simulation is that the simulated airflow distribution results do not match the measured data. To solve this problem, a simple and effective calibration method is proposed based on the non-linear optimization algorithm. The calibrated model not only makes simulated airflow distribution results in accordance with the on-site measured data, but also controls the errors of other parameters within a minimum range. The proposed method was then applied to calibrate an MVN model in a real case, which is built based on ventilation survey results and Ventsim software. Finally, airflow simulation experiments are carried out respectively using data before and after calibration, whose results were compared and analyzed. This showed that the simulated airflows in the calibrated model agreed much better to the ventilation survey data, which verifies the effectiveness of calibrating method.

Linearly Adjustable International Portfolios

International Nuclear Information System (INIS)

Fonseca, R. J.; Kuhn, D.; Rustem, B.

2010-01-01

We present an approach to multi-stage international portfolio optimization based on the imposition of a linear structure on the recourse decisions. Multiperiod decision problems are traditionally formulated as stochastic programs. Scenario tree based solutions however can become intractable as the number of stages increases. By restricting the space of decision policies to linear rules, we obtain a conservative tractable approximation to the original problem. Local asset prices and foreign exchange rates are modelled separately, which allows for a direct measure of their impact on the final portfolio value.

Linearly Adjustable International Portfolios

Science.gov (United States)

Fonseca, R. J.; Kuhn, D.; Rustem, B.

2010-09-01

We present an approach to multi-stage international portfolio optimization based on the imposition of a linear structure on the recourse decisions. Multiperiod decision problems are traditionally formulated as stochastic programs. Scenario tree based solutions however can become intractable as the number of stages increases. By restricting the space of decision policies to linear rules, we obtain a conservative tractable approximation to the original problem. Local asset prices and foreign exchange rates are modelled separately, which allows for a direct measure of their impact on the final portfolio value.

Subpixel Mapping of Hyperspectral Image Based on Linear Subpixel Feature Detection and Object Optimization

Science.gov (United States)

Liu, Zhaoxin; Zhao, Liaoying; Li, Xiaorun; Chen, Shuhan

2018-04-01

Owing to the limitation of spatial resolution of the imaging sensor and the variability of ground surfaces, mixed pixels are widesperead in hyperspectral imagery. The traditional subpixel mapping algorithms treat all mixed pixels as boundary-mixed pixels while ignoring the existence of linear subpixels. To solve this question, this paper proposed a new subpixel mapping method based on linear subpixel feature detection and object optimization. Firstly, the fraction value of each class is obtained by spectral unmixing. Secondly, the linear subpixel features are pre-determined based on the hyperspectral characteristics and the linear subpixel feature; the remaining mixed pixels are detected based on maximum linearization index analysis. The classes of linear subpixels are determined by using template matching method. Finally, the whole subpixel mapping results are iteratively optimized by binary particle swarm optimization algorithm. The performance of the proposed subpixel mapping method is evaluated via experiments based on simulated and real hyperspectral data sets. The experimental results demonstrate that the proposed method can improve the accuracy of subpixel mapping.

Random Matrix Approach for Primal-Dual Portfolio Optimization Problems

Science.gov (United States)

Tada, Daichi; Yamamoto, Hisashi; Shinzato, Takashi

2017-12-01

In this paper, we revisit the portfolio optimization problems of the minimization/maximization of investment risk under constraints of budget and investment concentration (primal problem) and the maximization/minimization of investment concentration under constraints of budget and investment risk (dual problem) for the case that the variances of the return rates of the assets are identical. We analyze both optimization problems by the Lagrange multiplier method and the random matrix approach. Thereafter, we compare the results obtained from our proposed approach with the results obtained in previous work. Moreover, we use numerical experiments to validate the results obtained from the replica approach and the random matrix approach as methods for analyzing both the primal and dual portfolio optimization problems.

Hybrid Method for Solving Inventory Problems with a Linear ...

African Journals Online (AJOL)

Osagiede and Omosigho (2004) proposed a direct search method for identifying the number of replenishment when the demand pattern is linearly increasing. The main computational task in this direct search method was associated with finding the optimal number of replenishments. To accelerate the use of this method, the ...

On a Highly Nonlinear Self-Obstacle Optimal Control Problem

Energy Technology Data Exchange (ETDEWEB)

Di Donato, Daniela, E-mail: daniela.didonato@unitn.it [University of Trento, Department of Mathematics (Italy); Mugnai, Dimitri, E-mail: dimitri.mugnai@unipg.it [Università di Perugia, Dipartimento di Matematica e Informatica (Italy)

2015-10-15

We consider a non-quadratic optimal control problem associated to a nonlinear elliptic variational inequality, where the obstacle is the control itself. We show that, fixed a desired profile, there exists an optimal solution which is not far from it. Detailed characterizations of the optimal solution are given, also in terms of approximating problems.

The Expanded Invasive Weed Optimization Metaheuristic for Solving Continuous and Discrete Optimization Problems

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Henryk Josiński

2014-01-01

Full Text Available This paper introduces an expanded version of the Invasive Weed Optimization algorithm (exIWO distinguished by the hybrid strategy of the search space exploration proposed by the authors. The algorithm is evaluated by solving three well-known optimization problems: minimization of numerical functions, feature selection, and the Mona Lisa TSP Challenge as one of the instances of the traveling salesman problem. The achieved results are compared with analogous outcomes produced by other optimization methods reported in the literature.

A risk explicit interval linear programming model for uncertainty-based environmental economic optimization in the Lake Fuxian watershed, China.

Science.gov (United States)

Zhang, Xiaoling; Huang, Kai; Zou, Rui; Liu, Yong; Yu, Yajuan

2013-01-01

The conflict of water environment protection and economic development has brought severe water pollution and restricted the sustainable development in the watershed. A risk explicit interval linear programming (REILP) method was used to solve integrated watershed environmental-economic optimization problem. Interval linear programming (ILP) and REILP models for uncertainty-based environmental economic optimization at the watershed scale were developed for the management of Lake Fuxian watershed, China. Scenario analysis was introduced into model solution process to ensure the practicality and operability of optimization schemes. Decision makers' preferences for risk levels can be expressed through inputting different discrete aspiration level values into the REILP model in three periods under two scenarios. Through balancing the optimal system returns and corresponding system risks, decision makers can develop an efficient industrial restructuring scheme based directly on the window of "low risk and high return efficiency" in the trade-off curve. The representative schemes at the turning points of two scenarios were interpreted and compared to identify a preferable planning alternative, which has the relatively low risks and nearly maximum benefits. This study provides new insights and proposes a tool, which was REILP, for decision makers to develop an effectively environmental economic optimization scheme in integrated watershed management.

A Risk Explicit Interval Linear Programming Model for Uncertainty-Based Environmental Economic Optimization in the Lake Fuxian Watershed, China

Directory of Open Access Journals (Sweden)

Xiaoling Zhang

2013-01-01

Full Text Available The conflict of water environment protection and economic development has brought severe water pollution and restricted the sustainable development in the watershed. A risk explicit interval linear programming (REILP method was used to solve integrated watershed environmental-economic optimization problem. Interval linear programming (ILP and REILP models for uncertainty-based environmental economic optimization at the watershed scale were developed for the management of Lake Fuxian watershed, China. Scenario analysis was introduced into model solution process to ensure the practicality and operability of optimization schemes. Decision makers’ preferences for risk levels can be expressed through inputting different discrete aspiration level values into the REILP model in three periods under two scenarios. Through balancing the optimal system returns and corresponding system risks, decision makers can develop an efficient industrial restructuring scheme based directly on the window of “low risk and high return efficiency” in the trade-off curve. The representative schemes at the turning points of two scenarios were interpreted and compared to identify a preferable planning alternative, which has the relatively low risks and nearly maximum benefits. This study provides new insights and proposes a tool, which was REILP, for decision makers to develop an effectively environmental economic optimization scheme in integrated watershed management.

Optimization for decision making linear and quadratic models

CERN Document Server

Murty, Katta G

2010-01-01

While maintaining the rigorous linear programming instruction required, Murty's new book is unique in its focus on developing modeling skills to support valid decision-making for complex real world problems, and includes solutions to brand new algorithms.

Sub-optimal control of fuzzy linear dynamical systems under granular differentiability concept.

Science.gov (United States)

Mazandarani, Mehran; Pariz, Naser

2018-05-01

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.

A property of assignment type mixed integer linear programming problems

NARCIS (Netherlands)

Benders, J.F.; van Nunen, J.A.E.E.

1982-01-01

In this paper we will proof that rather tight upper bounds can be given for the number of non-unique assignments that are achieved after solving the linear programming relaxation of some types of mixed integer linear assignment problems. Since in these cases the number of splitted assignments is

Health physics problems encountered in the Saclay linear accelerator

International Nuclear Information System (INIS)

Delsaut, R.

1979-01-01

The safety and health physics problems specific to the Saclay linear accelerator are presented: activation (of gases, dust, water, structural materials, targets); individual dosimetry; the safety engineering [fr

Optimization of linear consecutive-k-out-of-n system with a Birnbaum importance-based genetic algorithm

International Nuclear Information System (INIS)

Cai, Zhiqiang; Si, Shubin; Sun, Shudong; Li, Caitao

2016-01-01

The optimization of linear consecutive-k-out-of-n (Lin/Con/k/n) is to find an optimal component arrangement where n components are assigned to n positions to maximize the system reliability. With the interchangeability of components in practical systems, the optimization of Lin/Con/k/n systems is becoming widely applied in engineering practice, which is also a typical component assignment problem concerned by many researchers. This paper proposes a Birnbaum importance-based genetic algorithm (BIGA) to search the near global optimal solution for Lin/Con/k/n systems. First, the operation procedures and corresponding execution methods of BIGA are described in detail. Then, comprehensive simulation experiments are implemented on both small and large systems to evaluate the performance of the BIGA by comparing with the Birnbaum importance-based two-stage approach and Birnbaum importance-based genetic local search algorithm. Thirdly, further experiments are provided to discuss the applicability of BIGA for Lin/Con/k/n system with different k and n. Finally, the case study on oil transportation system is implemented to demonstrate the application of BIGA in the optimization of Lin/Con/k/n system. - Highlights: • BIGA integrates BI and GA to solve the Lin/Con/k/n systems optimization problems. • The experiment results show that the BIGA performs well in most conditions. • Suggestions are given for the application of BIGA and BITA with different k and n. • The application procedure of BIGA is demonstrated by the oil transportation system.

Automatic optimal filament segmentation with sub-pixel accuracy using generalized linear models and B-spline level-sets.

Science.gov (United States)

Xiao, Xun; Geyer, Veikko F; Bowne-Anderson, Hugo; Howard, Jonathon; Sbalzarini, Ivo F

2016-08-01

Biological filaments, such as actin filaments, microtubules, and cilia, are often imaged using different light-microscopy techniques. Reconstructing the filament curve from the acquired images constitutes the filament segmentation problem. Since filaments have lower dimensionality than the image itself, there is an inherent trade-off between tracing the filament with sub-pixel accuracy and avoiding noise artifacts. Here, we present a globally optimal filament segmentation method based on B-spline vector level-sets and a generalized linear model for the pixel intensity statistics. We show that the resulting optimization problem is convex and can hence be solved with global optimality. We introduce a simple and efficient algorithm to compute such optimal filament segmentations, and provide an open-source implementation as an ImageJ/Fiji plugin. We further derive an information-theoretic lower bound on the filament segmentation error, quantifying how well an algorithm could possibly do given the information in the image. We show that our algorithm asymptotically reaches this bound in the spline coefficients. We validate our method in comprehensive benchmarks, compare with other methods, and show applications from fluorescence, phase-contrast, and dark-field microscopy. Copyright © 2016 The Authors. Published by Elsevier B.V. All rights reserved.