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 ...
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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.
In this paper, we present an extension of the semi-definite programming formulation of the optimal rate code design in single link Binary Erasure Channel (BEC) proposed by the authors to the Binary Erasure Multiple Ac...
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ISBN:
(纸本)9781479953592
In this paper, we present an extension of the semi-definite programming formulation of the optimal rate code design in single link Binary Erasure Channel (BEC) proposed by the authors to the Binary Erasure Multiple Access Channel (BE-MAC) with two sources correlation. This new way can be easily extended to the multiple access senders. Simulation results show the efficiency and effectiveness of the new approach in practice.
In order to improve the energy efficiency, reduce the CO2 emission and decrease the cost, a cogenera- tion system for desalination water, heat and power production was studied in this paper. The superstructure of the ...
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In order to improve the energy efficiency, reduce the CO2 emission and decrease the cost, a cogenera- tion system for desalination water, heat and power production was studied in this paper. The superstructure of the cogeneration system consisted of a coal-based thermal power plant （TPP）, a multi-stage flash desalination （MSF） module and reverse osmosis desalination （RO） module. For different demands of water, heat and power production, the corresponding optimal production structure was different. After reasonable simplification, the process model ot each unit was built. The economical model, including the unit investment, and operation and maintenance cost, was presented. By solving this non-linear programming （NLP） model, whose objective is to minimize the annual cost, an optimal cogeneration system can be obtained. Compared to separate production systems, the optimal system can reduce 16.1%-21.7% of the total annual cost. showing this design method was effective.
We consider the problem of minimizing a class of quasi-concave functions over a convex set. Quasi-concave functions are generalizations of concave functions and NP-hard to minimize in general. We present a simple full...
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We consider the problem of minimizing a class of quasi-concave functions over a convex set. Quasi-concave functions are generalizations of concave functions and NP-hard to minimize in general. We present a simple fully polynomial time approximation scheme (FPTAS) for minimizing a class of low-rank quasi-concave functions. Our algorithm solves a polynomial number of linear minimization problems and computes an extreme point near-optimal solution. Therefore, it applies directly to combinatorial 0-1 problems where the convex hull of feasible solutions is known. (C) 2013 Elsevier B.V. All rights reserved.
This article presents a new model for pricing a new product considering a skimming pricing strategy in the presence of competition. We consider two periods for price setting, including skimming and an economy period. ...
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This article presents a new model for pricing a new product considering a skimming pricing strategy in the presence of competition. We consider two periods for price setting, including skimming and an economy period. The problem is to decide on skimming as well as economy price, in order to maximize total profit. The derived model is a non-linear programming model and we have analyzed the structure and properties of an optimal solution to develop a solution method. Analytical results, as well as managerial insights, are presented by mathematical and numerical analyses. (C) 2013 Sharif University of Technology. All rights reserved.
In this study, simultaneous chemical and phase equilibrium calculations were carried out by the method of direct Gibbs energy minimization to perform a thermodynamic analysis of transesterification reaction of soybean...
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In this study, simultaneous chemical and phase equilibrium calculations were carried out by the method of direct Gibbs energy minimization to perform a thermodynamic analysis of transesterification reaction of soybean oil with both ethanol and methanol in order to improve the processes for producing biodiesel. The CONOPT solver was used to solve the problem as a nonlinearprogramming model in the GAMS (R) 23.2.1 software. In addition, the UNIFAC model was employed to describe the liquid phase non-idealities. A strategy of balance of radicals is proposed to satisfy the requirement of conservation of number of moles in the specific case of transesterification reaction, in order to take into account the degrees of freedom of reacting system without explicitly writing all individual reactions. The results showed that the use of optimization techniques associated with the GAMS software are useful and efficient tools to calculate the chemical and phase equilibrium by minimizing of the Gibbs energy, provided that different initial guesses are used. Furthermore, the computational times spent in the calculations were quite small. (C) 2012 Elsevier B.V. All rights reserved.
This paper addresses the NP hard optimization problem of packing identical spheres of unit radii into the smallest sphere (PSS). It models PSS as a non-linear program (NIP) and approximately solves it using a hybrid h...
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This paper addresses the NP hard optimization problem of packing identical spheres of unit radii into the smallest sphere (PSS). It models PSS as a non-linear program (NIP) and approximately solves it using a hybrid heuristic which couples a variable neighborhood search (VNS) with a local search (LS). VNS serves as the diversification mechanism whereas LS acts as the intensification one. VNS investigates the neighborhood of a feasible local minimum u in search for the global minimum, where neighboring solutions are obtained by shaking one or more spheres of u and the size of the neighborhood is varied by changing the number of shaken spheres, the distance and the direction each sphere is moved. LS intensifies the search around a solution u by subjecting its neighbors to a sequential quadratic algorithm with non-monotone line search (as the NIP solver). The computational investigation highlights the role of LS and VNS in identifying (near) global optima, studies their sensitivity to initial solutions, and shows that the proposed hybrid heuristic provides more precise results than existing approaches. Most importantly, it provides computational evidence that the multiple-start strategy of non-linear programming solvers is not sufficient to solve PSS. Finally, it gives new upper bounds for 29 out of 48 benchmark instances of PSS. (C) 2012 Elsevier Ltd. All rights reserved.
This paper uses Kharitonov's theorem to present a new idea for assessment of the stability of linear systems that are described by fuzzy differential equations, while system uncertainty is expressed as fuzzy conve...
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This paper uses Kharitonov's theorem to present a new idea for assessment of the stability of linear systems that are described by fuzzy differential equations, while system uncertainty is expressed as fuzzy convex sets for coefficients of the characteristic equation. The paper then deals with determination of stability margins and the design of classical robust controllers of fuzzy type for those systems. In each part, illustrative examples and simulation results are provided.
Problems of planar covering with ellipses are tackled in this work. Ellipses can have a fixed angle or each of them can be freely rotated. Deterministic global optimization methods are developed for both cases, while ...
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Problems of planar covering with ellipses are tackled in this work. Ellipses can have a fixed angle or each of them can be freely rotated. Deterministic global optimization methods are developed for both cases, while a stochastic version of the method is also proposed for large instances of the latter case. Numerical results show the effectiveness and efficiency of the proposed methods. (C) 2012 Elsevier B.V. All rights reserved.
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