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Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Random Recourse

OPERATIONS RESEARCH 2010年第1期58卷 229-243页

作者： Ntaimo, Lewis Texas A&M Univ Dept Ind & Syst Engn College Stn TX 77843 USA

This paper introduces disjunctive decomposition for two-stage mixed 0-1 stochastic integer programs (SIPs) with random recourse. Disjunctive decomposition allows for cutting planes based on disjunctive programming to be generated for each scenario subproblem under a temporal decomposition setting of the SIP problem. A new class of valid inequalities for mixed 0-1 SIP with random recourse is presented. In particular, we derive valid inequalities that allow for scenario subproblems for SIP with random recourse but deterministic technology matrix and right-hand side vector to share cut coefficients. The valid inequalities are used to derive a disjunctive decomposition method whose derivation has been motivated by real-life stochastic server location problems with random recourse, which find many applications in operations research. Computational results with large-scale instances to demonstrate the potential of the method are reported.

关键词： Stochastic models Studies Integer programming optimization algorithms

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USING EXCURSIONS TO ANALYZE SIMULATION OUTPUT

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PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES 2010年第2期24卷 201-218页

作者： Calvin, James M. New Jersey Inst Technol Dept Comp Sci Newark NJ 07102 USA

We consider the steady-state simulation output analysis problem for a process that satisfies a functional central limit theorem. We construct an estimator for the time-average variance constant that is based on excursions of a process above the minimum. The resulting estimator does not require a fixed run length, and the memory requirement can be dynamically bounded. Standardized time series methods based on excursions are also described.

关键词： optimization algorithms Computer simulation Random variables

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Real-Time Identification of Indoor Pollutant Source Positions Based on Neural Network Locator of Contaminant Sources and Optimized Sensor Networks

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JOURNAL OF THE AIR & WASTE MANAGEMENT ASSOCIATION 2010年第9期60卷 1034-1048页

作者： Vukovic, Vladimir Tabares-Velasco, Paulo Cesar Srebric, Jelena Penn State Univ Dept Architectural Engn University Pk PA 16802 USA

A growing interest in security and occupant exposure to contaminants revealed a need for fast and reliable identification of contaminant sources during incidental situations. To determine potential contaminant source positions in outdoor environments, current state-of-the-art modeling methods use computational fluid dynamic simulations on parallel processors. In indoor environments, current tools match accidental contaminant distributions with cases from precomputed databases of possible concentration distributions. These methods require intensive computations in pre- and postprocessing. On the other hand, neural networks emerged as a tool for rapid concentration forecasting of outdoor environmental contaminants such as nitrogen oxides or sulfur dioxide. All of these modeling methods depend on the type of sensors used for real-time measurements of contaminant concentrations. A review of the existing sensor technologies revealed that no perfect sensor exists, but intensity of work in this area provides promising results in the near future. The main goal of the presented research study was to extend neural network modeling from the outdoor to the indoor identification of source positions, making this technology applicable to building indoor environments. The developed neural network Locator of Contaminant Sources was also used to optimize number and allocation of contaminant concentration sensors for real-time prediction of indoor contaminant source positions. Such prediction should take place within seconds after receiving real-time contaminant concentration sensor data. For the purpose of neural network training, a multizone program provided distributions of contaminant concentrations for known source positions throughout a test building. Trained networks had an output indicating contaminant source positions based on measured concentrations in different building zones. A validation case based on a real building layout and experimental data demonstrated the ability o

关键词： Studies Indoor air quality Inverse problems Accuracy Buildings optimization algorithms Sensors

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Dynamic Policy Modeling for Chronic Diseases: Metaheuristic-Based Identification of Pareto-Optimal Screening Strategies

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OPERATIONS RESEARCH 2010年第5期58卷 1269-1286页

作者： Rauner, Marion S. Gutjahr, Walter J. Heidenberger, Kurt Wagner, Joachim Pasia, Joseph Univ Vienna Sch Business & Econ Dept Innovat & Technol Vienna Austria Univ Vienna Sch Business & Econ Dept Stat & Decis Support Syst Vienna Austria Univ Vienna Sch Business & Econ Dept Accounting Vienna Austria Univ Vienna Sch Business & Econ Dept Prod & Operat Management Vienna Austria

We present a risk-group oriented chronic disease progression model embedded within a metaheuristic-based optimization of the policy variables. Policy-makers are provided with Pareto-optimal screening schedules for risk groups by considering cost and effectiveness outcomes as well as budget constraints. The quality of the screening technology depends on risk group, disease stage, and time. As the metaheuristic solution technique, we use the Pareto ant colony optimization (P-ACO) algorithm for multiobjective combinatorial optimization problems, which is based on the ant colony optimization paradigm. Our approach is illustrated by a numerical example for breast cancer. For a 10-year time horizon, we provide cost-effective screening schedules for selected annual and total budgets. We then discuss policy implications of 16 mammography screening scenarios varying the screening schedule (annual, biennial, triennial, quadrennial) and the rate of women tested (25%, 50%, 75%, 100%). Due to the model's flexible structure, interventions for multiple chronic diseases can be considered simultaneously.

关键词： Studies Chronic illnesses Heuristic Decision analysis Pareto optimum optimization algorithms Breast cancer Mammography

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Accurate Determination of the Bulk Electrical Conductivity with the TDR100 Cable Tester

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SOIL SCIENCE SOCIETY OF AMERICA JOURNAL 2010年第2期74卷 495-501页

作者： Bechtold, M. Huisman, J. A. Weihermueller, L. Vereecken, H. Forschungszentrum Julich Inst Chem & Dynam Geosphere Agrosphere ICG 4 D-52425 Julich Germany

Time domain reflectometry (TDR) is commonly used to determine the soil bulk electrical conductivity. To obtain accurate measurements, the three parameters of a series resistor model (probe constant, K-p;cable resistance, R-C;and remaining resistance, R-0) are typically calibrated using liquids with known electrical conductivity. Several studies have reported discrepancies between calibrated and directly measured parameters of the series resistor model. In this study, we examined the possibility that a technical issue with the TDR100 cable tester contributed to part of these inconsistencies. Our results showed that with an increasing level of waveform averaging, the reflection coefficient, as well as K-p, R-C, and R-0, approached a maximum value. A comparison with independently determined values indicated that a high level of waveform averaging provided the physically most plausible results. Based on our results, we propose averaging at least 16 waveforms, each consisting of at least 250 points. An oscilloscope-based signal analysis showed that the increase in the reflection coefficient with increasing waveform averaging in saline media is related to a capacitance associated with electrode polarization in combination with a change in the pulse period of the pulse train when the TDR100 starts collecting data points. This capacitance resulted in a slow change of the average voltage in the TDR pulse train until a stable average voltage was reached. Higher levels of waveform averaging cancel the impact of the first erroneous voltage measurements out. In practical applications, the errors in the determination of the bulk electrical conductivity can be as high as 5% for the low-conductivity range (<0.1 S m(-1)) and up to 370% in saline media (1.4 S m(-1)) when waveform averaging is changed after calibration.

关键词： Conductivity Sensors Studies optimization algorithms

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Mathematical modelling and comparisons of four heuristic optimization algorithms for WCDMA radio network planning

Mathematical modelling and comparisons of four heuristic opt...

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8th International Conference on Transparent Optical Networks

作者： Zhang, Jie Yang, Jun Aydin, Mehmet E. Wu, Joyce Y. Univ Luton Dept Comp & Informat Syst Ctr Wireless Network Design Luton LU1 3JU Beds England

ISBN: (纸本)1424402360

In order to obtain accurate and reliable network planning and optimization results. The characteristics of WCDMA networks such as power control, soft handover (SHO) and the strong couplings between coverage and capacity have to be modelled accurately. These characteristics lead to unprecedented complexity of WCDMA radio network planning and optimisation that has not been seen in previous cellular networks. In this paper, we will present mathematical models that consider the characteristics of WCDMA radio networks. We will also present and compare the performance of four optimisation algorithms based on meta-heuristics that can be used to find solutions for practical WCDMA radio network planning and optimisation.

关键词： WCDMA mathematical modelling radio network planning optimization algorithms

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A Genome-Scale Metabolic Model Accurately Predicts Fluxes in Central Carbon Metabolism under Stress Conditions

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PLANT PHYSIOLOGY 2010年第1期154卷 311-323页

作者： Williams, Thomas C. R. Poolman, Mark G. Howden, Andrew J. M. Schwarzlander, Markus Fell, David A. Ratcliffe, R. George Sweetlove, Lee J. Univ Oxford Dept Plant Sci Oxford OX1 3RB England Oxford Brookes Univ Sch Life Sci Oxford OX3 OBP England

Flux is a key measure of the metabolic phenotype. Recently, complete (genome-scale) metabolic network models have been established for Arabidopsis (Arabidopsis thaliana), and flux distributions have been predicted using constraints-based modeling and optimization algorithms such as linear programming. While these models are useful for investigating possible flux states under different metabolic scenarios, it is not clear how close the predicted flux distributions are to those occurring in vivo. To address this, fluxes were predicted for heterotrophic Arabidopsis cells and compared with fluxes estimated in parallel by (13) C-metabolic flux analysis (MFA). Reactions of the central carbon metabolic network (glycolysis, the oxidative pentose phosphate pathway, and the tricarboxylic acid [TCA] cycle) were independently analyzed by the two approaches. Net fluxes in glycolysis and the TCA cycle were predicted accurately from the genome-scale model, whereas the oxidative pentose phosphate pathway was poorly predicted. MFA showed that increased temperature and hyperosmotic stress, which altered cell growth, also affected the intracellular flux distribution. Under both conditions, the genome-scale model was able to predict both the direction and magnitude of the changes in flux: namely, increased TCA cycle and decreased phosphoenolpyruvate carboxylase flux at high temperature and a general decrease in fluxes under hyperosmotic stress. MFA also revealed a 3-fold reduction in carbon-use efficiency at the higher temperature. It is concluded that constraints-based genome-scale modeling can be used to predict flux changes in central carbon metabolism under stress conditions.

关键词： Pentose Phosphate Pathway Metabolic Networks scale models use efficiency carbon metabolism flux distribution multifibre agreement optimization algorithms Citric Acid Cycle glycolysis

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algorithms for Optimally Arranging Multicore Memory Structures

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EURASIP JOURNAL ON EMBEDDED SYSTEMS 2010年第1期2010卷 871510-871510页

作者： Tseng, Wei-Che Hu, Jingtong Zhuge, Qingfeng He, Yi Sha, Edwin H. -M. Univ Texas Dallas Dept Comp Sci Richardson TX 75080 USA

As more processing cores are added to embedded systems processors, the relationships between cores and memories have more influence on the energy consumption of the processor. In this paper, we conduct fundamental research to explore the effects of memory sharing on energy in a multicore processor. We study the Memory Arrangement (MA) Problem. We prove that the general case of MA is NP-complete. We present an optimal algorithm for solving linear MA and optimal and heuristic algorithms for solving rectangular MA. On average, we can produce arrangements that consume 49% less energy than an all shared memory arrangement and 14% less energy than an all private memory arrangement for randomly generated instances. For DSP benchmarks, we can produce arrangements that, on average, consume 20% less energy than an all shared memory arrangement and 27% less energy than an all private memory arrangement.

关键词： Multi-core processors Memory Structures Heuristic algorithms Embedded systems core Mission Assurance energy consumption shared memory PROCESSOR basic research Memory Sharing algorithms optimization algorithms Energy sources

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Nonlinear and filter based estimation for vehicle suspension control

Nonlinear and filter based estimation for vehicle suspension...

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2010 49th IEEE Conference on Decision and Control

作者： Guido Koch Tobias Kloiber Boris Lohmann Institute of Automatic Control Technische Universitat Munchen 85748 Garching Germany

ISBN: (纸本)9781424477456

The paper analyzes the performance of a new estimation method for vehicle suspensions, which incorporates three parallel Kalman filters and takes into account the nonlinear damper characteristic of the suspension. For the performance evaluation, an Extended Kalman filter (nonlinear estimator) is utilized as a benchmark. The estimator structures are tuned by means of a multiobjective genetic optimization algorithm in order to maximize their performance. The advantages of the parallel Kalman filter concept are its low computational effort and good estimation accuracy despite the presence of nonlinearities in the suspension setup. Both estimators are compared to a computationally simple concept that gains the estimates directly from measurement signals by conventional filtering techniques. The performance of the estimators is analyzed in simulations and experiments using a quarter-vehicle test rig and excitation signals gained from measurements of real road profiles.

关键词： nonlinearity Automobile suspensions Kalman filters Estimators Suspended load optimization algorithms Performance Evaluation excitation signal

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ON THE CONDITIONING OF THE PROPAGATION FUNCTION IN A NEAR-FIELD LOUDSPEAKER ARRAY

ON THE CONDITIONING OF THE PROPAGATION FUNCTION IN A NEAR-FI...

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European Signal Processing Conference

作者： Liang Wang Andy W. H. Khong Woon-Seng Gan School of Electrical and Electronic Engineering Nanyang Technological University

This paper presents an algorithm for computing the weights of a loudspeaker array based on a given set of listening locations and their respective desired sound field distribution. We achieve this by introducing the E-norm condition number to control the desired sound field distribution for our application. We show that the conditioning of the problem is determined by this E-norm condition number and that part of the computation of this number is independent of frequency. Exploiting this intrinsic property and through the use of an optimization algorithm, we develop an efficient algorithm for the computation of array weights to achieve desired sound field distribution in the spatial domain. The proposed algorithm can also be used to search for a set of alternative listening locations that give rise to a well-conditioned solution for the loudspeaker weights.

关键词： Conditioning acoustic field optimization algorithms field distribution condition number Tea arrays efficient algorithm Auscultation Listening

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