Polyhedral projection is a main operation of the polyhedron abstract domain. It can be computed via parametric linear programming (PLP), which is more efficient than the classic Fourier-Motzkin elimination method. In ...
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ISBN:
(纸本)9783030323042;9783030323035
Polyhedral projection is a main operation of the polyhedron abstract domain. It can be computed via parametric linear programming (PLP), which is more efficient than the classic Fourier-Motzkin elimination method. In prior work, PLP was done in arbitrary precision rational arithmetic. In this paper, we present an approach where most of the computation is performed in floating-point arithmetic, then exact rational results are reconstructed. We also propose a workaround for a difficulty that plagued previous attempts at using PLP for computations on polyhedra: in general the linearprogramming problems are degenerate, resulting in redundant computations and geometric descriptions.
We consider the problem of determining the interval hull solution l (au) to a parametric linear programming (PLP) problem l(x, p) = c (T) (p)x, where c (i) (p) can be in general nonlinear functions of p, and x satisfy...
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We consider the problem of determining the interval hull solution l (au) to a parametric linear programming (PLP) problem l(x, p) = c (T) (p)x, where c (i) (p) can be in general nonlinear functions of p, and x satisfy the constraint A(p)x = b(p), p a p. A new iterative method for determining l (au) is suggested. The method exploits the concept of the p-solution to a square linear interval parametric (LIP) system, having the parametric form x(p) = L p + a, p a p, where L is a real n x m matrix (n and m are, respectively, the sizes of the square matrix A and vector p), whereas a is an interval vector. A numerical example is provided to illustrate the new approach.
Convex polyhedra capture linear relations between variables. They are used in static analysis and optimizing compilation. Their high expressiveness is however barely used in verification because of their cost, often p...
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ISBN:
(数字)9783319667065
ISBN:
(纸本)9783319667065;9783319667058
Convex polyhedra capture linear relations between variables. They are used in static analysis and optimizing compilation. Their high expressiveness is however barely used in verification because of their cost, often prohibitive as the number of variables involved increases. Our goal in this article is to lower this cost. Whatever the chosen representation of polyhedra - as constraints, as generators or as both - expensive operations are unavoidable. That cost is mostly due to four operations: conversion between representations, based on Chernikova's algorithm, for libraries in double description;convex hull, projection and minimization, in the constraints-only representation of polyhedra. Libraries operating over generators incur exponential costs on cases common in program analysis. In the Verimag Polyhedra Library this cost was avoided by a constraints-only representation and reducing all operations to variable projection, classically done by Fourier-Motzkin elimination. Since Fourier-Motzkin generates many redundant constraints, minimization was however very expensive. In this article, we avoid this pitfall by expressing projection as a parametric linear programming problem. This dramatically improves efficiency, mainly because it avoids the post-processing minimization. We show how our new approach can be up to orders of magnitude faster than the previous approach implemented in the Verimag Polyhedra Library that uses only constraints and Fourier-Motzkin elimination, and on par with the conventional double description approach, as implemented in well-known libraries.
Electric energy market participants face risks and uncertainties associated with the ever-changing market environment. A profit-driven bidding decision tool is thus crucial for generation companies (GENCOs) to maintai...
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Electric energy market participants face risks and uncertainties associated with the ever-changing market environment. A profit-driven bidding decision tool is thus crucial for generation companies (GENCOs) to maintain a competitive position. Although optimal bidding strategies have been extensively studied in the literature, most previous research assumes continuous and differentiable generation offer curves, whereas actual offer curves are piecewise staircase curves. Based on the foregoing, this paper presents an optimal bidding strategy for GENCOs, derived by using parametric linear programming, and extends the proposed method to consider incomplete information. We show that the proposed algorithm is able to utilize the characteristics of piecewise staircase energy offer curves in contrast to the findings of previous researchers. (C) 2014 Elsevier Ltd. All rights reserved.
The Sustainable Development Goals (SDGs) were created under 17 important headings announced by the United Nations (UN) in 2015. Three interconnected principles of sustainable development - Social, Environmental, and E...
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The Sustainable Development Goals (SDGs) were created under 17 important headings announced by the United Nations (UN) in 2015. Three interconnected principles of sustainable development - Social, Environmental, and Economic- form the fundamental pillars of SDGs. No study has attempted to measure SDGs performances of countries in a single network model using these basic dimensions. To fill this gap, this study uses three-stage additive network Data Envelopment Analysis (DEA) to monitor the performance of 29 Organisation for Economic Co-operation and Development (OECD) countries from 2015 to 2018. Our analysis reveals that the performance of OECD member countries in the environmental balance division is much lower than in the social progress and socio-economic divisions. Each country should identify its weaknesses in specific divisions and allocate more effort accordingly. We find none of the countries are overall efficient but a few are efficient in one or two divisions such as Latvia, Norway, Ireland, Slovenia, Finland, and USA. Based on the findings we recommend that the OECD countries should primarily focus on environmental issues to promote their overall performance in achieving SDGs. Our results underscore the notion that economic strength does not invariably equate to the achievement of SDGs as well.
In this paper, we consider the pricing of financial derivatives that involve dynamic hedging strategies and payments within the planning horizon. Equity-indexed annuities (EIAs), guaranteed investment certificates (GI...
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In this paper, we consider the pricing of financial derivatives that involve dynamic hedging strategies and payments within the planning horizon. Equity-indexed annuities (EIAs), guaranteed investment certificates (GICs) and American and barrier options are typical examples of these products. Our exploration involves the use and comparison of alternative models that use risk measures. Although the hedging is done for each observation of the input stochastic process, the appropriate mix of risk measures and state dynamic equations helps the issuer to appropriately tailor the overall risk exercise. These different models are solved by a unified backward stochastic dynamic programming framework that we imbed with parametric techniques to shorten the running time and manage the curse of dimensionality in dynamic programming. To demonstrate the flexibility of this framework we present numerical examples featuring GICs and point-to-point EIAs. Finally, by using sampling techniques, optimal hedging strategies and specific indicators of the hedging performance, we make recommendations on how to fine tune the risk measure parameters.
Fertilization of crops used as feed in the dairy industry represents up to 50% of greenhouse gases (GHG) and 30% of milk production costs. The environmental impacts raised from this activity are mainly associated with...
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Fertilization of crops used as feed in the dairy industry represents up to 50% of greenhouse gases (GHG) and 30% of milk production costs. The environmental impacts raised from this activity are mainly associated with fertilizer manufacturing. Proper fertilizer selection for feed production is an alternative to improve the dairy industry's sustainability. This study proposes a strategy to mitigate the environmental and economic impacts in the dairy industry via optimization of crop fertilizer blends by using a parametric linear programming model. Individual fertilizers' environmental impacts and costs were evaluated through the ecoinvent database v. 3.3. and govern-mental information, respectively. The effect of the optimized fertilizer blends used in each crop on the life cycle of a dairy supply chain in the Mexican Bajio region was evaluated. Three analysis tiers were considered: livestock feed production, dairy cattle diet, and dairy farming system. The optimization results of fertilizer blends revealed an opposite behavior between the environmental and cost indicators for all crops;a reduction of 1% in the environmental impacts could increase the fertilization cost by 5.5%. In addition, the results indicated that with the use of optimized fertilizer blends, a reduction of GHG emissions up to 22 g CO2 eq kg(-1)& nbsp;of milk could be achieved compared with those conventional ones. Focused on the Mexican Bajio region, this contribution implies up to 2.2% of Mexico's commitments in the COP21 agreement for the livestock sector. Our results show that potential savings in costs of 29.6 MUSD y(-1) could be reached when the most economical fertilizer blends are used in the optimization. This work presents an alternative to improve the sustainability in the dairy sector, which could be easily implemented for the agricultural producers, especially in countries such as Mexico, where government budgets dedicated to mitigating environmental impacts are limited. (C)& nbsp;202
We present here a characterization of the Clarke subdifferential of the optimal value function of a linear program as a function of matrix coefficients. We generalize the result of Freund (1985) to the cases where der...
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We present here a characterization of the Clarke subdifferential of the optimal value function of a linear program as a function of matrix coefficients. We generalize the result of Freund (1985) to the cases where derivatives may not be defined because of the existence of multiple primal or dual solutions. (c) 2020 The Authors. Published by Elsevier B.V. This is an open access article under the CC BY-NC-ND license (http://***/licenses/by-nc-nd/4.0/)
Active distribution network is one of the important means to promote the safe consumption of clean energy and realize the sustainable development of power grid in the future. This paper presents a new non-iterative me...
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ISBN:
(纸本)9781728190952
Active distribution network is one of the important means to promote the safe consumption of clean energy and realize the sustainable development of power grid in the future. This paper presents a new non-iterative method for collaborative optimization model considering coordination of active distribution network and multi agents. Firstly, taking the technical economy of active distribution network as the objective, the optimization model of active distribution network is established, and the second-order cone relaxation is used to realize the non-convex constraint transformation of the model. Secondly, the optimization model of agent is established with the goal of the lowest total energy consumption cost, and then a three-layer optimization architecture of multi agents is proposed. Thirdly, fully considering the active distribution network and multi-agent information energy interaction, a non iterative collaborative optimization method based on the theory of parametric linear programming is proposed. Finally, the effectiveness of the model and algorithm proposed in this paper is verified through example analysis.
Identification of master regulatory genes is one of the primary challenges in systems biology. The minimum dominating set problem is a powerful paradigm in analyzing such complex networks. In these models, genes stand...
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Identification of master regulatory genes is one of the primary challenges in systems biology. The minimum dominating set problem is a powerful paradigm in analyzing such complex networks. In these models, genes stand as nodes and their interactions are assumed as edges. Here, members of a minimal dominating set could be regarded as master genes. As finitely many minimum dominating sets may exist in a network, it is difficult to identify which one represents the most appropriate set of master genes. In this paper, we develop a weighted gene regulatory network problem with two objectives as a version of the dominating set problem. Collective influence of each gene is considered as its weight. The first objective aims to find a master regulatory genes set with minimum cardinality, and the second objective identifies the one with maximum weight. The model is converted to a single objective using a parameter varying between zero and one. The model is implemented on three human networks, and the results are reported and compared with the existing model of weighted network. parametricprogramming in linear optimization and logistic regression are also implemented on the arisen relaxed problem to provide a deeper understanding of the results. Learned from computational results in parametric analysis, for some ranges of priorities in objectives, the identified master regulatory genes are invariant, while some of them are identified for all priorities. This would be an indication that such genes have higher degree of being master regulatory ones, specially on the noisy networks.
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