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Simulation-optimization via Kriging and bootstrapping: a survey

JOURNAL OF SIMULATION 2014年第4期8卷 241-250页

作者： Kleijnen, Jack P. C. Tilburg Univ NL-5000 LE Tilburg Netherlands

This article surveys optimization of simulated systems. The simulation may be either deterministic or random. The survey reflects the author's extensive experience with simulation-optimization through Kriging (or Gaussian process) metamodels, analysed through parametric bootstrapping for deterministic and random simulation and distribution-free bootstrapping (or resampling) for random simulation. The survey covers: (1) simulation-optimization through 'efficient global optimization' using 'expected improvement' (EI);this EI uses the Kriging predictor variance, which can be estimated through bootstrapping accounting for the estimation of the Kriging parameters;(2) optimization with constraints for multiple random simulation outputs and deterministic inputs through mathematical programming applied to Kriging metamodels validated through bootstrapping;(3) Taguchian robust optimization for uncertain environments, using mathematical programming-applied to Kriging metamodels-and bootstrapping to estimate the variability of the Kriging metamodels and the resulting robust solution;(4) bootstrapping for improving convexity or preserving monotonicity of the Kriging metamodel.

关键词： simulation optimization stochastic process non-linear programming risk

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A combined cutting-stock and lot-sizing problem

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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2000年第2期120卷 327-342页

作者： nonås, SL Thorstenson, A Univ Bergen Dept Informat N-5020 Bergen Norway Molde Coll Norwegian Sch Logist N-6401 Molde Norway

A combined cutting-stock and lot-sizing problem with a joint setup cost is formulated under static and deterministic conditions. Reducing this problem by disregarding the joint setup cost and integer lot sizes results in a non-linear minimization problem with a concave objective function and linear constraints. Solution procedures for this type of optimization problem are considered and some specialized heuristics are suggested. Numerical examples to indicate the performances of the procedures are also presented. (C) 2000 Elsevier Science B.V. All rights reserved.

关键词： cutting inventory manufacturing non-linear programming scheduling

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Design of Guidance and Control Systems for Tactical Missiles

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AERONAUTICAL JOURNAL 2020年第1282期124卷 2063-2066页

作者： Anderson, David

Though not as comprehensive as Zarchan(1) for example, it is not intended to compete with books covering state-of-the-art guidance and control strategies, but rather to provide an overview of the missile systems and design processes that must be considered, culminating in an exploration of the ubiquitous proportional navigation guidance strategy. [...]in chapter 8, we reach PN and extended PN guidance laws. [...]the optimal trajectory control is formed as a non-linear program with initial and terminal constraints whose solution is proposed via the transcription method (although not explained as such in the text).

关键词： non-linear programming Missile

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Maximizing the Lifetime of Wireless Sensor Networks with the Base Station Location

Maximizing the Lifetime of Wireless Sensor Networks with the...

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1st International Scientific Conference on Nature of Computation and Communication (ICTCC)

作者： Nguyen Thanh Tung Dinh Ha Ly Huynh Thi Thanh Binh Vietnam Natl Univ Int Sch Hanoi Vietnam Hanoi Univ Sci & Technol Hanoi Vietnam

ISBN: (纸本)9783319153926;9783319153919

Nowadays, wireless sensor networks (WSNs) have been increasingly applied in many different areas and fields. However, one major defect of WSNs is limited energy resources, which affects the network lifetime strongly. A wireless sensor network includes a sensor node set and a base station. The initial energy of each sensor node will be depleted gradually during data transmission to the base station either directly or through other sensor nodes, depending on the distance between the sending node and the receiving node. This paper considers specifying a location for the base station such that it can minimize the consumed energy of each sensor node in transmitting data to that base station, in other words, maximizing the network lifetime. We propose a nonlinear programming model for this optimal problem. Four methods, respectively named as the centroid, the smallest total distances, the smallest total squared distances and greedy method, for finding the base station location are also presented, experimented and compared to each other over 30 data sets that are created randomly. The experimental results show that a relevant location for the base station is essential.

关键词： Base Station Location Wireless Sensor Network Routing non-linear programming

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Path Planning for Concentric Tube Robots: A Toolchain with Application to Stereotactic Neurosurgery 22

Path Planning for Concentric Tube Robots: A Toolchain with A...

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22nd World Congress of the International Federation of Automatic Control (IFAC)

作者： Hoffmann, Matthias K. Esterhuizen, Willem Worthmann, Karl Flasskamp, Kathrin Univ Saarland Syst Engn Syst Modeling & Simulat Saarbrucken Germany Tech Univ Ilmenau Inst Math Optimizat Based Control Grp Ilmenau Germany

ISBN: (纸本)9781713872344

We present a toolchain for solving path planning problems for concentric tube robots through obstacle fields. First, ellipsoidal sets representing the target area and obstacles are constructed from labelled point clouds. Then, the nonlinear and highly nonconvex optimal control problem is solved by introducing a homotopy on the obstacle positions where at one extreme of the parameter the obstacles are removed from the operating space, and at the other extreme they are located at their intended positions. We present a detailed example (with more than a thousand obstacles) from stereotactic neurosurgery with real-world data obtained from labelled MRI scans. Copyright (c) 2023 The Authors.

关键词： optimal control non-linear programming homotopy methods optimal path planning concentric tube robots stereotactic neurosurgery

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Research of Modified Quantum Genetic Algorithm and It's Application in Collision Detection

Research of Modified Quantum Genetic Algorithm and It's Appl...

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6th International Conference on Intelligent Computing

作者： Wu, Jue Chen, LiXue Yang, Lei Peng, LingXi Guangzhou Univ Coll Comp Sci & Educ Software Guangzhou 510006 Guangdong Peoples R China SW Univ Sci & Technol Coll Comp Sci & Technol Mianyang 621010 Sichuan Peoples R China SouthWest Petroleum Univ Coll Comp Sci & Technol Chengdu Peoples R China Guangzhou univ Coll Comp sci & educat software Guangzhou 510006 Guangdong Peoples R China

ISBN: (纸本)9783642148309

Collision detection is very important for improving the truth and immersion in the virtual environment. The paper analyzes the problems that exist in the normal algorithm. And there is no algorithm which is suitable to every situation. And the more complex the situations are, the more inefficient the algorithm is. The paper converts the problem of the collision detection to the non-linear programming problem with restricted condition. And use the modified quantum genetic algorithm to solve this problem. The results show that this method is efficient, especially in large-scale scenes.

关键词： Collision detection Quantum genetic algorithm non-linear programming

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Expanding carbon stocks in existing forests - A methodological approach for cost appraisal at the enterprise level

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Mitigation and Adaptation Strategies for Global Change 2006年第3期11卷 579-605页

作者： Knoke, Thomas Weber, Michael Unit of Forest Inventory and Management Technische Universität München 85354 Freising Am Hochanger 13 Germany Institute of Silviculture Technische Universität München 85354 Freising Am Hochanger 13 Germany

The study presents a comprehensive methodology for the appraisal of C-stock expansion in existing forests as a forest management activity according to Art. 3.4 of the Kyoto Protocol. It allows for producer costs of carbon sequestration in forest enterprises to be derived. The methodology is based on a non-linear programming approach considering economic optimisation as well as ecological, social and sustainability needs through constraints and risk integration. While introducing further constraints on carbon stocks, the carbon stored in forest biomass was increased in periodic increments. However, while extending the carbon stocks, the ecological and social constraints as well as sustainability requirements are not to be violated. Costs were derived for every additional Mg (Megagrams) of C per ha sequestered in comparison to a baseline management. Two basic cases were considered: First, a permanent carbon sequestration was assumed. Secondly, a temporary storage of additional carbon over 10 years was supposed. The potential willingness of buyers of carbon certificates to pay for temporary carbon sequestration was derived by a financial consideration. We assumed that, for a buyer, the value of a temporary carbon sequestration certificate would be equivalent to the return on the savings because an investment in technical measures on reduction of carbon emissions can be postponed. Temporary carbon storage proved to be an interesting alternative when compared with permanent sequestration of carbon. Basically the costs of additional Mg C sequestered increased when carbon sequestration in periodic increments was enlarged. Given a market price of 11.42 Euro per Mg C for 10-year temporary carbon storage, the management of the forest could expand additional sequestration up to 6 Mg C per ha. Doing so, additional carbon sequestration generates an economic surplus as the costs of the last Mg C per ha would equal the market price. © Springer 2006.

关键词： Carbon prices non-linear programming Temporary carbon sequestration Uncertainty

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A Novel Multiple Attribute Group Decision Making Methodology Based on Intuitionistic Fuzzy TOPSIS

A Novel Multiple Attribute Group Decision Making Methodology...

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IEEE International Conference on Fuzzy Systems (FUZZ-IEEE)

作者： Ervural, Beyzanur Cayir Oner, S. Ceren Coban, Veysel Kahraman, Cengiz Istanbul Tech Univ Dept Ind Engn TR-34357 Istanbul Turkey

ISBN: (纸本)9781467374286

Intuitionistic Fuzzy TOPSIS (IFT) is an effective decision making technique for fuzziness nature of linguistic assessments. This paper proposes a novel methodology for Multiple Attribute Group Decision Making (MAGDM) problems in intuitionistic fuzzy environment. The proposed methodology is based on utilizing the hesitancy degree to determine decision makers' weights distinctively and, a non-linear programming (NLP) model additionally is formed for assigning weights to the related criteria in fuzzy environment. The developed approach is precise and practical for solving MCDM problems. Finally, to show the applicability of the proposed method, an illustrative example is used at the end of this paper.

关键词： Multiple attribute group decision making intuitionistic fuzzy sets TOPSIS hesitancy non-linear programming

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Bilateral Transactions Determination with Minimum Deviations in Economic Dispatch and Losses in Hybrid Electricity Markets

Bilateral Transactions Determination with Minimum Deviations...

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IEEE-Power-and-Energy-Society General Meeting

作者： Kumar, Ashwani Gao, Wenzhong NIT Dept Elect Engn Kurukshetra Haryana India Tennessee Technol Univ Dept Elect & Comp Engn Cookeville TN 38505 USA

ISBN: (纸本)9781424483570

Negotiation of secure bilateral transactions has become an important issue for better operation, planning and management of competitive electricity markets. In this paper, secure bilateral transactions have been determined with minimum deviations in economic generation schedule and real power losses for hybrid electricity markets. The generation pattern and real and reactive power loss has been obtained for both pool and bilateral demand. The secure bilateral transaction has also been determined minimizing only deviations from the scheduled transactions. The results obtained with different cases have been compared. AC Distribution Factors (ACDF) considering the impact of slack bus have been utilized for determining the line flows to consider the impact of bilateral contracts. The proposed approach has been applied on IEEE 24-bus reliability test system (RTS).

关键词： Secure bilateral transaction matrix Transaction matrix pattern Generation pattern non-linear programming and AC distribution factors

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Signaling system selection based on a full fuzzy hierarchical-TOPSIS algorithm

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INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE AND ENGINEERING MANAGEMENT 2010年第5期5卷 393-400页

作者： Lessan, Javad Mirabadi, Ahmad Jeddi, Yaser Gholamzadeh Iran Univ Sci & Technol Sch Railway Engn Tehran *** Iran Bu Ali Sina Univ Dept Ind Engn Hamadan 65174 Iran

This paper proposes a full fuzzy TOPSIS as an optimization model for railway signaling system selection issue. The study is a new approach to such problems in railway domain. Analysis of the obtained results is explained and they indicate that the proposed approach as full fuzzy decision support model is a feasible and practical approach. The approach needs no defuzzification and it considers both the qualitative and quantitative. The fuzzy approach is employed to cope with imprecision in the assessment of the relative importance of criteria and alternatives. In proposed method given a linguistic verbal judgment matrix, fuzzy normalized judgment matrix is constructed by implementing a new developed normalization method. Then the fuzzy scores of the alternatives are determined based on solving of a non-linear programming model. Finally the ranks of the alternatives are determined through a fuzzy ranking method. The aforementioned algorithm was applied in one of the railway lines of Iran.

关键词： signaling system selection fuzzy multi criteria decision making fuzzy-TOPSIS non-linear programming fuzzy ranking

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