检索结果-内蒙古大学图书馆

Solving long-term financial planning problems via global optimization

JOURNAL OF ECONOMIC DYNAMICS & CONTROL 1997年第8-9期21卷 1405-1425页

作者： Maranas, CD Androulakis, IP Floudas, CA Berger, AJ Mulvey, JM PRINCETON UNIV DEPT CHEM ENGNPRINCETONNJ 08544 PRINCETON UNIV DEPT CIVIL ENGN & OPERAT RESPRINCETONNJ 08544

A significant multi-stage financial planning problem is posed as a stochastic program with decision rules. The decision rule - called dynamically balanced - requires the purchase and sale of assets at each time stage so as to keep constant asset proportions in the portfolio composition. It leads to a nonconvex objective function. We show that the rule performs well as compared with other dynamic investment strategies. We specialize a global optimization algorithm for this problem class - guaranteeing finite E-optimal convergence. Computational results demonstrate the procedure's efficiency on a real-world financial planning problem. The tests confirm that local optimizers are prone to erroneously underestimate the efficient frontier. The concepts can be readily extended for other classes of long-term investment strategies.

关键词： global optimization algorithm financial planning problems fixed-mix problem

来源：评论

学校读者我要写书评

暂无评论

Heap-based optimizer inspired by corporate rank hierarchy for global optimization

引用

EXPERT SYSTEMS WITH APPLICATIONS 2020年 161卷 113702-113702页

作者： Askari, Qamar Saeed, Mehreen Younas, Irfan GIFT Univ Dept Comp Sci Gujranwala Pakistan Natl Univ Comp & Emerging Sci Dept Comp Sci Lahore Pakistan

In an organization, a group of people working for a common goal may not achieve their goal unless they organize themselves in a hierarchy called Corporate Rank Hierarchy (CRH). This principle motivates us to map the concept of CRH to propose a new algorithm for optimization that logically arranges the search agents in a hierarchy based on their fitness. The proposed algorithm is named as heap-based optimizer (HBO) because it utilizes the heap data structure to map the concept of CRH. The mathematical model of HBO is built on three pillars: the interaction between the subordinates and their immediate boss, the interaction between the colleagues, and self-contribution of the employees. The proposed algorithm is benchmarked with 97 diverse test functions including 29 CEC-BC-2017 functions with very challenging landscapes against 7 highly-cited optimization algorithms including the winner of CEC-BC-2017 (EBO-CMAR). In the first two experiments, the exploitative and explorative behavior of HBO is evaluated by using 24 unimodal and 44 multimodal functions, respectively. It is shown through experiments and Friedman mean rank test that HBO outperforms and secures 1st rank. In the third experiment, we use 29 CEC-BC-2017 benchmark functions. According to Friedman mean rank test HBO attains 2nd position after EBO-CMAR;however, the difference in ranks of HBO and EBO-CMAR is shown to be statistically insignificant by using Bonferroni method based multiple comparison test. Moreover, it is shown through the Friedman test that the overall rank of HBO is 1st for all 97 benchmarks. In the fourth and the last experiment, the applicability on real-world problems is demonstrated by solving 3 constrained mechanical engineering optimization problems. The performance is shown to be superior or equivalent to the other algorithms, which have been used in the literature. The source code of HBO is publicly available at https://***/qamar-askari/HBO. (c) 2020 Elsevier Ltd. All rights rese

关键词： Social optimization algorithm Corporate hierarchy based optimization Nature-inspired meta-heuristic global optimization algorithm

来源：评论

学校读者我要写书评

暂无评论

Multi-Channel Absolute Distance Measurement Based on Optical Carrier-Based Microwave Scanning Interferometry

引用

JOURNAL OF LIGHTWAVE TECHNOLOGY 2024年第17期42卷 5830-5838页

作者： Zhang, Zhen Kang, Jiehu Liu, Ruihao Cao, Yulei Hao, Yu Sun, Zefeng Feng, Luyuan Zhao, Zongyang Wu, Bin Xue, Ting Tianjin Univ State Key Lab Precis Measurement Technol & Instrum Tianjin 300072 Peoples R China Tianjin Univ Coll Elect Informat Engn Tianjin 300072 Peoples R China

Cost-efficient multi-objective synchronous ranging solutions are highly desired in many fields such as manufacturing and infrastructure. However, traditional laser ranging methods have limitations in absolute ranging and multi-channel expansion. In this paper, a multi-channel absolute distance measurement method based on optical carrier-based microwave scanning interferometry (OCMSI) is proposed. After microwave scanning and synchronous demodulation, the amplitude spectrums and phase spectrums of interference signals are established. The transmission signals of each channel can be separated and reconstructed by using the discrete Fourier inverse transform. Additionally, it is demonstrated that the designed global optimization algorithm for extracting free spectral range can effectively reduce the impact of detection errors and channel interference. Existing interferometers can achieve multi-channel parallel absolute distance measurement without the need for additional modulation, demodulation, and optoelectronic detection devices. Experimental results have shown that the system structure is simple, and the ranging accuracy of for 3 channels is higher than +/- 60 mu m within at least 35 m optical path.

关键词： Distance measurement Masers Optical interferometry Microwave measurement Measurement by laser beam Microwave photonics Microwave filters Multi-channel distance measurement optical carrier-based microwave global optimization algorithm

来源：评论

学校读者我要写书评

暂无评论

Using TDR and inverse modeling to characterize solute transport in a layered agricultural volcanic soil

引用

VADOSE ZONE JOURNAL 2005年第2期4卷 300-309页

作者： Ritter, A Muñoz-Carpena, R Regalado, CM Javaux, M Vanclooster, M ICIA San Cristobal la Laguna 38200 Spain Univ Florida Dept Agr & Biol Engn Gainesville FL 32611 USA Catholic Univ Louvain Unite Genie Rural Dept Environm Sci & Land Use Planning B-1348 Louvain Belgium

Volcanic soils exhibit particular physical-chemical properties (i.e., strong and stable natural aggregation and high content of variable-charge minerals) that may influence solute transport. To determine if such techniques like TDR and inverse modeling are useful for analyzing solute transport in volcanic soils, we studied the governing transport processes by means of a miscible displacement experiment of Br- in a large undisturbed soil monolith. Bromide resident concentrations at several depths were monitored successfully with TDR technology, while parameters for the convective - dispersive (CDE) and mobile immobile (MIM) transport models were estimated by inverse modeling. For the relatively high soil moisture conditions, typical of high frequency-irrigation systems that we considered, Br- was found to move slowly by convection - dispersion. Simulations with the CDE and MIM transport models yielded very similar results. Although Br- is generally assumed to behave as a tracer, we found that anion in our experiment was subject to adsorption at the bottom of the monolith. This may be explained by the variable-charge nature of the minerals Fe and Al oxihydroxides) present in this volcanic soil, which exhibited anion exchange when the pH of the soil solution decreased below the zero point of charge.

关键词： BTC breakthrough curves CDE convective-dispersive equation EC electrical conductivity GMCS global optimization algorithm MIM mobile-immobile model NMS Nelder-Mead-Simplex nMSE normalized mean squared error TDR time domain reflectometry

来源：评论

学校读者我要写书评

暂无评论

Progressive design of gradually stiffer metamaterial using surrogate model

引用

COMPOSITE STRUCTURES 2021年 264卷 113715-113715页

作者： Ye, Mengli Li, Hao Cai, Xiwen Gao, Liang Zhang, Anfu Zhao, Zhigao Huazhong Univ Sci & Technol State Key Lab Digital Mfg Equipment & Technol 1037 Luoyu Rd Wuhan 430074 Hubei Peoples R China Wuhan Second Ship Design & Res Inst Wuhan 430205 Peoples R China

Gradually stiffer metamaterial has great value in many applications such as transportation, construction and aviation due to their adaptive characteristics under nonlinear varying loads. However, complex deformation mechanisms and high non-linearity between parameters and performance in designing the gradually stiffer metamaterial hinder its development. This study proposes an efficient progressive design framework for the optimization of gradually stiffer metamaterial, in which topology optimization, parametric optimization and experiment analysis are considered as three main parts. Compared with the traditional design methods, the progressive design can reduce the design complexity and improve the optimization efficiency. For designing 3D gradually stiffer metamaterial, an initial configuration is obtained by the topology optimization. Then, the parametric optimization by means of an efficient global optimization algorithm based on the kriging surrogate model is developed to enhance the gradually stiffer property of the 3D periodic structure constructed by the initial configuration. Finally, the additive manufacturing is implemented to obtain various test pieces with typical structural parameters among the optimization process. Their mechanical characteristics are analyzed by compression experiments. Comparative analyses on the experimental and simulation data of various 3D structures demonstrate the effectiveness of the progressive design based on surrogate model in devising metamaterials with specific performances.

关键词： Gradually stiffer metamaterial Surrogate model Progressive design Additive manufacturing global optimization algorithm

来源：评论

学校读者我要写书评

暂无评论

A new hybrid differential evolution algorithm with self-adaptation for function optimization

引用

APPLIED INTELLIGENCE 2018年第7期48卷 1657-1671页

作者： Nama, Sukanta Saha, Apu Kumar Natl Inst Technol Agartala Dept Math Jirania 799046 West Tripura India

In this study, a new hybrid algorithm, hDEBSA, is proposed with the aid of two evolutionary algorithms, Differential Evolution (DE) and Backtracking Search optimization algorithm (BSA). The control parameters of both algorithms are simultaneously considered as a self-adaptation basis such that the values of the parameters update automatically during the optimization process to improve performance and convergence speed. To validate the proposed algorithm, twenty-eight CEC2013 test functions are considered. The performance results of hDEBSA are validated by comparing them with several state-of-the-art algorithms that are available in literature. Finally, hDEBSA is applied to solve four real-world optimization problems, and the results are compared with the other algorithms, where it was found that the hDEBSA performance is better than that of the other algorithms.

关键词： global optimization algorithm Backtracking search optimization algorithm Differential evolution Hybrid algorithm CEC2013

来源：评论

学校读者我要写书评

暂无评论

global convergence of a class of discrete-time interconnected pendulum-like systems

引用

JOURNAL OF optimization THEORY AND APPLICATIONS 2007年第2期133卷 257-273页

作者： Yang, Y. Duan, Z. S. Huang, L. Peking Univ Dept Engn Sci & Mech State Key Lab Turbulence & Complex Syst Beijing 100871 Peoples R China

This paper focuses on a class of discrete-time interconnected pendulum-like systems. Sufficient conditions for the global convergence of systems with both structured and unstructured uncertainties in its linear part are established in terms of linear matrix inequalities (LMIs). In the traditional decentralized control of large scale systems, the effects of interconnections were seldom studied. In this paper, a square matrix specifying the interconnecting structure is introduced in order to discuss the effects of nonlinear interconnections. It is shown that the global convergence of the whole interconnected system can be achieved by designing an appropriate interconnection matrix. In order to solve the nonlinear matrix inequalities (NMIs) arising in the synthesis problem, a global optimization algorithm is presented which can be used to handle a class of NMI problems. An illustrative example is given to demonstrate the applicability and validity of the main results and the presented algorithm.

关键词： pendulum-like systems global convergence interconnected systems linear matrix inequalities global optimization algorithm

来源：评论

学校读者我要写书评

暂无评论

Efficient multicriterial optimization based on intensive reuse of search information

引用

JOURNAL OF global optimization 2018年第1期71卷 73-90页

作者： Gergel, Victor Kozinov, Evgeny Lobachevsky State Univ Nizhni Novgorod Inst Informat Technol Math & Mech Nizhnii Novgorod Russia

This paper proposes an efficient method for solving complex multicriterial optimization problems, for which the optimality criteria may be multiextremal and the calculations of the criteria values may be time-consuming. The approach involves reducing multicriterial problems to global optimization ones through minimax convolution of partial criteria, reducing dimensionality by using Peano curves and implementing efficient information-statistical methods for global optimization. To efficiently find the set of Pareto-optimal solutions, it is proposed to reuse all the search information obtained in the course of optimization. The results of computational experiments indicate that the proposed approach greatly reduces the computational complexity of solving multicriterial optimization problems.

关键词： Decision making Multicriterial optimization Scalarization Dimensionality reduction global optimization algorithm Search information Computational complexity

来源：评论

学校读者我要写书评

暂无评论

optimization of Magnetic Pole Shifting to Reduce Cogging Torque in Solid-Rotor Permanent-Magnet Synchronous Motors

引用

IEEE TRANSACTIONS ON MAGNETICS 2010年第5期46卷 1228-1234页

作者： Wang, Daohan Wang, Xiuhe Yang, Yubo Zhang, Ran Shandong Univ Sch Elect Engn Jinan 250061 Peoples R China

In this paper, the method of magnetic poles shifting was combined with optimization method to reduce cogging torque in solid-rotor permanent-magnet synchronous motors. Although the finite-element method (FEM) can calculate the cogging torque accurately, to find the peak value of cogging torque, the cogging torque for different relative positions between permanent magnets and slots must be calculated;thus, the optimization will take a long time. To reduce optimization time, a novel analytical method was proposed to determine the initial value and feasible range of the shifting angles. Then the optimization method and FEM were used to minimize the cogging torque. Two prototype motors were analyzed and optimized, respectively. It was proved that the cogging torque can be greatly reduced by the proposed method.

关键词： Cogging torque FEM global optimization algorithm solid-rotor permanent-magnet synchronous motors

来源：评论

学校读者我要写书评

暂无评论

An algorithm for global solution to bi-parametric linear complementarity constrained linear programs

引用

JOURNAL OF global optimization 2015年第2期62卷 263-297页

作者： Lee, Yu-Ching Pang, Jong-Shi Mitchell, John E. Univ Illinois Dept Ind & Enterprise Syst Engn Urbana IL 61801 USA Univ So Calif Daniel J Epstein Dept Ind & Syst Engn Los Angeles CA 90089 USA Rensselaer Polytech Inst Dept Math Sci Troy NY 12180 USA

A linear program with linear complementarity constraints (LPCC) is among the simplest mathematical programs with complementarity constraints. Yet the global solution of the LPCC remains difficult to find and/or verify. In this work we study a specific type of the LPCC which we term a bi-parametric LPCC. Reformulating the bi-parametric LPCC as a non-convex quadratically constrained program, we develop a domain-partitioning algorithm that solves a series of the linear subproblems and/or convex quadratically constrained subprograms obtained by the relaxations of the complementarity constraint. The choice of an artificial constants-pair allows us to control the domain on which the partitioning is done. Numerical results of robustly solving 105 randomly generated bi-parametric LPCC instances of different structures associated with different numbers of complementarity constraints by the algorithm are presented.

关键词： Mathematical program with complementarity constraints Bi-parametric program Domain partitioning global optimization algorithm

来源：评论

学校读者我要写书评

暂无评论

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案：

请选择收藏分类：

通借通还

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：