In this paper, we propose a chum management model based on a partial least square (PLS) optimization method that explicitly considers the management costs of controllable marketing variables for a successful churn man...
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In this paper, we propose a chum management model based on a partial least square (PLS) optimization method that explicitly considers the management costs of controllable marketing variables for a successful churn management program. A PLS prediction model is first calibrated to estimate the churn probabilities of customers. Then this PLS prediction model is transformed into a control model after relative management costs of controllable marketing variables are estimated through a triangulation method. Finally, a PLS optimization model with marketing objectives and constraints are specified and solved via a sequential quadratic programming method. In our experiments, we observe that while the training and test data sets are dramatically different in terms of churner distributions (50% vs. 1.8%), four controllable variables in three marketing strategies significantly changed through optimization process while other variables only marginally changed. We also observe that the most significant variable in a PLS prediction model does not necessarily change most significantly in our PLS optimization model due to the highest management cost associated, implying differences between a prediction and an optimization model. Finally, two marketing models designed for targeting the subsets of customers based on churn probability or management costs are presented and discussed. (C) 2012 Elsevier Ltd. All rights reserved.
In optimal motion planning and control, the complex time-varying nature of redundant robots, environments, and task requirements causes complex domains and conflicting constraints. Since predicting or recovering infea...
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In optimal motion planning and control, the complex time-varying nature of redundant robots, environments, and task requirements causes complex domains and conflicting constraints. Since predicting or recovering infeasibility is not always possible, infeasibilities occur frequently and are not completely avoidable. We introduce a constrained nonlinear programming framework of controlled (as opposed to recovered) infeasibility for physically valid solutions while preserving the original problem and variable space. The constraint prioritization hierarchy includes a comprehensive classification of physical consistency, design requirements, and tasks. Priority weight functions having features of normalization and prioritization are incorporated into a sequential quadratic programming (SQP) algorithm to ensure generality and strict satisfaction of high-priority constraints, while lower-priority constraint violations are minimized. These are embedded in SQP through its merit function and composite cost function, in which general nonlinear functions including unilateral, time-dependent, and nonholonomic, can be incorporated in a unified approach. Also, the avoidance of the discontinuity problem with unilateral constraints is due to the time-dependent constraints strategy, which actively adapts to varying states. Numerical examples using multibody dynamic models of a redundant manipulator demonstrate these advantages. (C) 2013 Elsevier Ltd. All rights reserved.
We introduce a new and very simple algorithm for a class of smooth convex constrained minimization problems which is an iterative scheme related to sequentialquadratically constrained quadraticprogramming methods, c...
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We introduce a new and very simple algorithm for a class of smooth convex constrained minimization problems which is an iterative scheme related to sequentialquadratically constrained quadraticprogramming methods, called sequential simple quadratic method (SSQM). The computational simplicity of SSQM, which uses first-order information, makes it suitable for large scale problems. Theoretical results under standard assumptions are given proving that the whole sequence built by the algorithm converges to a solution and becomes feasible after a finite number of iterations. When in addition the objective function is strongly convex then asymptotic linear rate of convergence is established.
A method is presented to calculate optimal trajectories to near-Earth asteroids that incorporate free-return trajectory segments. These trajectories are useful because they return to Earth with no fuel penalty, which ...
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A method is presented to calculate optimal trajectories to near-Earth asteroids that incorporate free-return trajectory segments. These trajectories are useful because they return to Earth with no fuel penalty, which is useful for risk mitigation on manned missions. The algorithm minimizes total velocity change over an entire nominal mission, encompassing a single impulsive maneuver each for Earth departure, leaving the free-return trajectory, rendezvous with and departure from the asteroid, culminating with unpowered reentry into Earth's atmosphere. Two example cases are presented in the circular restricted three-body model: a mission to 2000 SG344 from 23 August 2028 to 9 October 2029 with a cost of 5.307 km/s, and a mission to 2006 BZ147 from 9 February 2033 to 21 December 2033 with a cost of 7.000 km /s. The results presented here showcase the usage of the algorithm, which may be applied to free-return trajectories to a wide variety of near-Earth objects.
The large volume principle proposed by Vladimir Vapnik, which advocates that hypotheses lying in an equivalence class with a larger volume are more preferable, is a useful alternative to the large margin principle. In...
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The large volume principle proposed by Vladimir Vapnik, which advocates that hypotheses lying in an equivalence class with a larger volume are more preferable, is a useful alternative to the large margin principle. In this paper, we introduce a new discriminative clustering model based on the large volume principle called maximum volume clustering (MVC), and then propose two approximation schemes to solve this MVC model: A soft-label MVC method using sequential quadratic programming and a hard-label MVC method using semi-definite programming, respectively. The proposed MVC is theoretically advantageous for three reasons. The optimization involved in hard-label MVC is convex, and under mild conditions, the optimization involved in soft-label MVC is akin to a convex one in terms of the resulting clusters. Secondly, the soft-label MVC method possesses a clustering error bound. Thirdly, MVC includes the optimization problems of a spectral clustering, two relaxed k-means clustering and an information-maximization clustering as special limit cases when its regularization parameter goes to infinity. Experiments on several artificial and benchmark data sets demonstrate that the proposed MVC compares favorably with state-of-the-art clustering methods.
The aim of this work is to optimize the geometric shape in enclosures similar to the square cavity in natural convection regime. The desired configuration differs from the classical cavity by the geometrical form of t...
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The aim of this work is to optimize the geometric shape in enclosures similar to the square cavity in natural convection regime. The desired configuration differs from the classical cavity by the geometrical form of the hot wall to be defined. The procedure is based on a sequential quadratic programming in which the wall is parameterized by Bezier curves. The numerical optimization method developed is the outcome of combining a flow calculation method and a constrained minimization method. Investigations have been performed for different inclination angles and various Rayleigh numbers. The numerical results show that optimization is relevant since the heat transfer rate decreases considerably by comparison with the square and the undulated cavities. It is also found that the beneficial optimization occurs for high Rayleigh numbers. (C) 2012 Elsevier Ltd. All rights reserved.
A T-tail's structural design is a complex engineering problem, and multiple factors are often taken into consideration, especially flutter failure. This approach combining sequential quadratic programming and mult...
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A T-tail's structural design is a complex engineering problem, and multiple factors are often taken into consideration, especially flutter failure. This approach combining sequential quadratic programming and multi-island genetic algorithm handles this design problem. In the first stage, the use of sequential quadratic programming can rapidly assist in initial design by obtaining a proper model for the next optimization, with the weight as an optimization goal, subjected to constraints in conventional performance. In the second stage, multi-island genetic algorithm is used to optimize the previous result model with special requirements, mainly referring to flutter speed. The optimization-analysis results are compared and discussed with insight into the use of sequential quadratic programming and multi-island genetic algorithm. In light of the second optimization, the special flutter performance of the T-tail is illustrated, again. Improving the torsional stiffness of the horizontal tail increases the flutter speed.
A globally convergent algorithm based on the stabilized sequential quadratic programming (sSQP) method is presented in order to solve optimization problems with equality constraints and bounds. This formulation has at...
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A globally convergent algorithm based on the stabilized sequential quadratic programming (sSQP) method is presented in order to solve optimization problems with equality constraints and bounds. This formulation has attractive features in the sense that constraint qualifications are not needed at all. In contrast with classic globalization strategies for Newton-like methods, we do not make use of merit functions. Our scheme is based on performing corrections on the solutions of the subproblems by using an inexact restoration procedure. The presented method is well defined and any accumulation point of the generated primal sequence is either a Karush-Kuhn-Tucker point or a stationary (maybe feasible) point of the problem of minimizing the infeasibility. Also, under suitable hypotheses, the sequence generated by the algorithm converges Q-linearly. Numerical experiments are given to confirm theoretical results.
In this paper, a trust-region sequential quadratic programming algorithm with a modified filter acceptance mechanism is proposed for nonlinear equality constrained optimization. The most important advantage of the pro...
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In this paper, a trust-region sequential quadratic programming algorithm with a modified filter acceptance mechanism is proposed for nonlinear equality constrained optimization. The most important advantage of the proposed algorithm is its avoidance of any feasibility restoration phase, a necessity in traditional filter methods. We solve quadraticprogramming subproblems based on the well-known Byrd-Omojokun trust-region method. Inexact solutions to these subproblems are allowed. Under some standard assumptions, global convergence of the proposed algorithm is established. Numerical results show our approach is potentially useful. (C) 2012 Elsevier Inc. All rights reserved.
Dynamic economic dispatch problem in power system considering valve-point effects of generators is a non-smooth, non-convex and multi-dimensional constrained optimisation problem. In allusion to those characteristics,...
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Dynamic economic dispatch problem in power system considering valve-point effects of generators is a non-smooth, non-convex and multi-dimensional constrained optimisation problem. In allusion to those characteristics, this study proposes a hybrid algorithm which integrates low-discrepancy sequences, improved shuffled frog leaping algorithm and sequential quadratic programming. The effectiveness of the proposed method has been verified by using case studies based on 5-unit, 10-unit and 30-unit test systems over a period of 24 h. The results show that the proposed method has improved solution quality and computation efficiency, compared with most current approaches.
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