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Dynamic facility location with supplier selection under quantity discount

COMPUTERS & INDUSTRIAL ENGINEERING 2019年第0期134卷 64-74页

作者： Emirhuseyinoglu, Gorkem Ekici, Ali Ozyegin Univ Dept Ind Engn Istanbul Turkey

Retailers have to consider several factors when making facility location decisions including suppliers' and customers' locations, customer demand and price offered by suppliers. In this study, we analyze the multi-period facility location decisions of a retailer which procures the products from multiple suppliers under an incremental quantity discount scheme and in turn satisfies an exogenous demand. The retailer decides (i) where and when to open a facility, (ii) how much to order from each supplier in each time period, and (iii) from which facility locations to satisfy the demand. We formulate the problem as a mixed-integer mathematical model. To handle large instances, we develop a decomposition-based solution approach which considers the decisions in the first echelon (suppliers and facilities) and the second echelon (facilities and customers) in an iterative manner until convergence. We propose two implementations of the proposed solution approach. The first one limits the search space by considering only a subset of the facility locations for each customer. In the second implementation of the proposed solution approach, we develop a novel two-phase strategy where we first eliminate some of the facility locations entirely from the problem using a simplified version of the first approach and then implement the first approach to the reduced set of facility locations. We demonstrate the effectiveness of the heuristic approaches through an extensive computational study. The proposed heuristics provide significantly better results compared to a simple heuristic inspired by a related study. Moreover, we observe that for small instances both heuristics provide solutions with quite low optimality gaps and for larger instances they find better solutions in less amount of time when compared against CPLEX results obtained within a 12-h time limit.

关键词： Dynamic facility location Supplier selection Quantity discount iterative algorithm

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A Fast and Effective Sensitivity Calculation Method for Circuit Input Vectors

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IEEE TRANSACTIONS ON RELIABILITY 2019年第3期68卷 938-953页

作者： Xiao, Jie Lou, Jungang Jiang, Jianhui Zhejiang Univ Technol Coll Comp Sci & Technol Hangzhou 313000 Zhejiang Peoples R China Huzhou Univ Coll Informat Sci Huzhou 313000 Peoples R China Tongji Univ Software Engn Dept Shanghai 200072 Peoples R China

The sensitivity of circuit input vectors plays an important role in estimating circuit reliability bounds and identifying reliability-critical gates. Consequently, to effectively calculate the circuit sensitivity for the input vectors is becoming a necessity for nanocircuits, helping circuit designers to select the architecture that best optimizes the tradeoffs between reliability and area power delay. Combining probability signals and employing the iterative strategy presented inMonte Carlo method, this paper proposes an iterative algorithm based on a probabilistic transfer matrix to investigate the circuit sensitivity for the given input vectors, ensuring computational precision and speed. Simulation results on benchmark circuits show that the proposed algorithm is an efficient and accurate method to calculate the sensitivity of the applied input vectors, and that it can be used to improve circuit reliability at a small cost in the early stages of circuit design.

关键词： Circuit input vectors iterative algorithm probabilistic transfer matrix probability signal reliability improvement sensitivity analysis

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Speckle-reduced holographic beam shaping with modified Gerchberg-Saxton algorithm

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OPTICS COMMUNICATIONS 2019年 433卷 44-51页

作者： Pang, Hui Liu, Wenjing Cao, Axiu Deng, Qiling Chinese Acad Sci Inst Opt & Elect Chengdu 610209 Sichuan Peoples R China

Holographic laser beam shaping using a spatial light modulator can provide flexible adaptation of the intensity profile. However, speckle noise exists in the shaped beams, which reduces the beam quality seriously. In this paper, a new method is proposed to implement noise reduced flat-top beam shaping. The Gerchberg-Saxton (GS) algorithm with special spherical initial phase profile is adopted to calculate the phase-only hologram. When the spherical phase distribution is properly selected, the speckle free flat-top beam with high diffraction efficiency and low root-mean-square error can be obtained. Both simulations and experiments are performed to verify the feasibility of the proposed method. The comparison with the conventional GS algorithm using a random initial phase distribution is also carried out.

关键词： Laser beam shaping Computer holography iterative algorithm

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Frequency domain sequence design algorithm minimising weighted integrated sidelobe level

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IET RADAR SONAR AND NAVIGATION 2019年第3期13卷 464-472页

作者： Biskin, Osman Tayfun Akay, Olcay Dokuz Eylul Univ Dept Elect & Elect Engn Tinaztepe Campus TR-35160 Buca Izmir Turkey

Unimodular sequences with low-autocorrelation sidelobes are employed in various applications of radar and communication systems. Suppressing some predetermined autocorrelation sidelobes of a designed sequence can be accomplished by performing minimisation of the metric of weighted integrated sidelobe level (WISL). In this study, the authors propose a new algorithm to design unimodular sequences utilising the majorisation minimisation (MM) method for directly minimising WISL in the frequency domain. The proposed algorithm allows the design of long sequences in a computationally efficient manner. As the first step of the algorithm, a function majorising the frequency domain representation of the WISL metric is introduced. Then, a closed-form solution for the minimisation of WISL is derived followed by its realisation as an iterative algorithm. They also provide an acceleration scheme to allow efficient implementation of the designed algorithm. Numerical experiments show that the proposed algorithm not only outperforms existing cyclic algorithms with respect to computation time and suppression of desired autocorrelation sidelobes but also converges in less number of iterations than its time domain MM-based counterparts.

关键词： frequency-domain analysis sequences correlation methods minimisation iterative methods computational complexity low-autocorrelation sidelobes predetermined autocorrelation sidelobes majorisation minimisation method frequency domain representation WISL metric iterative algorithm cyclic algorithms time domain MM-based counterparts frequency domain sequence design algorithm closed-form solution acceleration scheme

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Robust Secure Beamforming for Multibeam Satellite Communication Systems

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IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY 2019年第6期68卷 6202-6206页

作者： Lin, Zhi Lin, Min Ouyang, Jian Zhu, Wei-Ping Panagopoulos, Athanasios D. Alouini, Mohamed-Slim Army Engn Univ PLA Coll Commun Engn Nanjing 210007 Jiangsu Peoples R China Nanjing Univ Posts & Telecommun Key Lab Broadband Wireless Commun & Sensor Networ Minist Educ Nanjing 210003 Jiangsu Peoples R China Concordia Univ Dept Elect & Comp Engn Montreal PQ H3G 1M8 Canada Nanjing Univ Posts & Telecommun Sch Commun & Informat Engn Nanjing 210003 Jiangsu Peoples R China Natl Tech Univ Athens Sch Elect & Comp Engn Zografos 15780 Greece King Abdullah Univ Sci & Technol Div Comp Elect & Math Sci & Engn Thuwal 239556900 Saudi Arabia

This paper proposes a robust beamforming (BF) scheme to enhance the physical layer security (PLS) of a multibeam satellite system operating at Ka band. By considering the effects of beam gain, path loss, and rain attenuation, we first formulate a constrained optimization problem to maximize the minimal achievable secrecy rate of multiuser under the assumption of imperfect eavesdropping channel and the constraint of total transmit power on the satellite. Since the problem is non-convex and mathematically intractable, we exploit the sequential convex approximation approach and S-procedure method to transform the original problem into one with a series of linear matrix inequality and second-order cone constraints, and then propose an iterative scheme to obtain the optimal BF weight vectors. Finally, simulation results showing the effectiveness and superiority of the proposed algorithm are provided.

关键词： Multibeam satellite system secrecy rate iterative algorithm sequential convex approximation

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Active Polynomial Chaos Expansion for Reliability-Based Design Optimization

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AIAA JOURNAL 2019年第12期57卷 5431-5446页

作者： Zhou, Yicheng Lu, Zhenzhou Northwestern Polytech Univ Sch Aeronaut POB 120 Xian 710072 Shaanxi Peoples R China

The aim of the present paper is to develop a strategy for solving reliability-based design optimization (RBDO) problems by sparse polynomial chaos expansion (PCE). Because classic sparse regression methods cannot provide the surrogate error measure that can be employed to improve the sampling performance for failure probability estimation in RBDO, Bayesian compressed sensing with state-of-the-art performance is employed to build sparse PCE in the paper. In the meanwhile, a new active learning function is proposed to adaptively select new training points. Two goals can be achieved using this criterion;that is, most of the selected training points are selected from the desired regions to approximate limit state surfaces, and these points tend to be far away from the existing points in the current design to avoid the clustering problem. Because the sparse PCEs are built in an augmented space, it is made numerically affordable to solve the RBDO problem with no extra computational cost. The computation capability of the proposed method is demonstrated by several analytical RBDO problems. Meanwhile, the design optimization of a stiffened rib of the wing edge in a certain aircraft also verifies its good engineering applicability.

关键词： Numerical Stability Cumulative Distribution Function Sequential Quadratic Programming Finite Element Modeling Design of Experiments Mathematical Models Monte Carlo Simulation Support Vector Machine Sensitivity Analysis iterative algorithm

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algorithmic strategy for optimizing product design considering the production costs

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INTERNATIONAL JOURNAL OF INTERACTIVE DESIGN AND MANUFACTURING - IJIDEM 2019年第4期13卷 1313-1329页

作者： Adjoul, Oussama Benfriha, Khaled Aoussat, Ameziane Arts & Metiers ParisTech Lab Concept Prod & Innovat 151 Blvd Hop F-75013 Paris France

This article describes a new interactive design approach integrating the constraints associated with production include manufacturing and assembling. The proposed method, in the form of an algorithm, allows optimisation of product design by minimizing production costs at each iteration, without compromising its functionality. The novelty of this algorithm in terms of modeling and optimisation of production costs in the design phase is its ability to dynamically evaluate the cumulative costs of production as a function of design and procedural choices. The availability of this information first allows the identification of design points and/or procedural points that generate significant production costs, and second, suggests improvements and recommendations that aim to optimize production costs. These experiments were conducted at a smart factory installed in our organisation. The proposed algorithm involves four steps. To optimise production costs, the designer must input all of the required data into the simulation and thereby identify the most significant cost elements to optimise. Then, the designer uses the suggested recommendation list to modify the relevant design and/or manufacturing parameters, thus obtaining the new, optimised production costs. If the first result is unsatisfactory, other iterations can be performed.

关键词： Design Manufacturing iterative algorithm Optimization of production costs Dynamic modeling Smart factory

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Stable recovery of compressed sensing signals via optimal dual frame based lq-minimisation for 0 <q ≤ 1

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IET SIGNAL PROCESSING 2019年第3期13卷 296-303页

作者： Cao, Chunhong Gao, Xieping Xiangtan Univ MOE Key Lab Intelligent Comp & Informat Proc Xiangtan 411105 Peoples R China

Compressed sensing with sparse frame representation has received much greater attention than the orthonormal bases for its practical application in signal processing. One can expect exact recovery from undersampled data via an $\ell _q$lq-minimisation under some proper conditions imposed on the sensing/measurement matrix and sparse representation matrix. In this study, the authors first introduce a recovery condition named by B-GRIP, which is actually a generalisation of the well-known restricted isometry property that most of the compressed sensing problems depend on. Under this condition, they expand the performance analysis of compressed sensing problem by an $\ell _q$lq-minimisation problem for $0 \lt q \le 1$0iterative algorithm concerning the restoration of compressed sensing signals based on $\ell _q$lq-minimisation for $0 \lt q \le 1$0algorithm, and prove that the iterative sequence can not only approximate the original signal, but be the exact one.

关键词： compressed sensing signal restoration signal representation matrix algebra iterative methods minimisation convergence of numerical methods stable compressed sensing signal recovery optimal dual frame (q)-minimisation problem sparse frame representation undersampled data sensing-measurement matrix sparse representation matrix B-GRIP restricted isometry property iterative algorithm compressed sensing signal restoration iterative sequence

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The calibration of volatility for option pricing models with jump diffusion processes

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APPLICABLE ANALYSIS 2019年第4期98卷 810-827页

作者： Xu, Zuoliang Jia, Xiangyu Renmin Univ China Sch Informat Beijing Peoples R China

This paper is devoted to calibrate smooth local volatility surface under jump-diffusion processes. This calibration problem is posed as an inverse problem: given a finite set of observed European option prices, find a local volatility function such that the theoretical option prices matches the observed ones optimally with respect to a prescribed performance criterion. Firstly, we obtain an Euler-Lagrange equation for the calibration problem using Tikhonov regularization method. Then we solve the Euler-Lagrange equation using an iterative algorithm and obtain the volatility. Finally, numerical experiments show the effectiveness of the proposed method.

关键词： Jump-diffusion model Tikhonov regularization Euler-Lagrange equation the finite difference method iterative algorithm

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Transmit Beamforming and Integer Matrix Design for MISO SWIPT Systems With Integer Forcing

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IEEE WIRELESS COMMUNICATIONS LETTERS 2019年第1期8卷 229-232页

作者： Tung, Sangwon Lee, Jang-Won Lee, Chungyong Yonsei Univ Sch Elect & Elect Engn Seoul 03722 South Korea

This letter considers simultaneous wireless information and power transfer (SWIPT) in multiple-input single-output broadcasting systems based on the integer forcing (IF) technique where multiple receivers are equipped with a power splitting circuit and able to harvest energy and decode information at the same time. The optimization problem that incorporates the beamforming matrix and IF coefficients matrix designs is formulated to minimize the transmit power at transmitter, while guaranteeing the achievable rate and harvested energy threshold of each receiver. To tackle the NP-hardness and non-convexity of the optimization problem, we propose an iterative algorithm consisting of two sub-problems. Simulation results provide the comparison of the performance of SWIPT systems with and without IF technique.

关键词： Simultaneous wireless information and power transfer (SWIPT) integer forcing optimization problem iterative algorithm

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