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Exploiting Negative Curvature in Conjunction with Adaptive Sampling: Theoretical Results and a Practical Algorithm

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arXiv 2024年

作者： Berahas, Albert S. Bollapragada, Raghu Dong, Wanping Department of Industrial and Operations Engineering University of Michigan United States Operations Research and Industrial Engineering Program University of Texas at Austin United States

In this paper, we propose algorithms that exploit negative curvature for solving noisy nonlinear nonconvex unconstrained optimization problems. We consider both deterministic and stochastic inexact settings, and develop two-step algorithms that combine directions of negative curvature and descent directions to update the iterates. Under reasonable assumptions, we prove second-order convergence results and derive complexity guarantees for both settings. To tackle large-scale problems, we develop a practical variant that utilizes the conjugate gradient method with negative curvature detection and early stopping to compute a step, a simple adaptive step size scheme, and a strategy for selecting the sample sizes of the gradient and Hessian approximations as the optimization progresses. Numerical results on two machine learning problems showcase the efficacy and efficiency of the practical method. Copyright © 2024, The Authors. All rights reserved.

关键词： Optimization algorithms

Joint optimization of logistics operations and reliability-based replacement policies in a geographically distributed service parts logistic system

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CIRP Annals 2025年

作者： Wang, Po-Han Djurdjanovic, Dragan Graduate Program on Operations Research and Industrial Engineering The University of Texas at Austin AustinTX United States Walker Department of Mechanical Engineering The University of Texas at Austin AustinTX United States

A joint location-inventory-maintenance model is proposed for a geographically distributed Service Parts Logistics problem. The model uses a reliability-based replacement strategy and is formulated as a quadratic Mixed Integer Linear program which jointly optimizes logistic and preventive part replacement decisions. The proposed solution method employs piecewise linearization to provide a level of tractability and scalability to the method. The newly proposed joint location-inventory-maintenance model is evaluated and benchmarked against traditional local optimum-based replacement approaches. It consistently outperformed the benchmark models, with the efficiency of cost effect improvements determined by the relative prevalence of logistics factors versus asset management costs. © 2025

关键词： Piecewise linear techniques

Function Based Damage Resistance Modeling for Multi-Phase CPS System Reliability 29

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Function Based Damage Resistance Modeling for Multi-Phase CP...

29th ISSAT International Conference on Reliability and Quality in Design, RQD 2024

作者： Lin, Huizhong Zhu, Mengmeng Department of Textile Engineering Chemistry and Science North Carolina State University RaleighNC United States Operations Research Graduate Program North Carolina State University RaleighNC United States

ISBN: (纸本)9798986576138

The damage resistance cyber-physical system (CPS) has gained growing attention in research communities. Recent studies typically describe a system's resistance to shock damage using a constant factor ranging from 0 to 1, which may not accurately represent the system's true resistance due to operational intricacies. This paper introduces a resistance function employing a logarithmic form to illustrate the system's dynamic resistance to shock damage. Initially, we present the process of modeling this resistance function and examine its statistical characteristics. Subsequently, we expand upon the three types of non-fatal shocks outlined in previous studies, applying them to a multi-phase context and exploring the impact of each type of non-fatal shock across the system's three degradation phases. Using the proposed resistance function, we formulate an explicit solution for a damage resistance multiphase system reliability model. Finally, numerical examples are provided to show that the reliability model developed offers a good depiction of the system's reliability characteristics. © Conference Proceedings of the 29th ISSAT International Conference on Reliability and Quality in Design, RQD 2024.

关键词： Shock problems

Integrating Microfluidic and Biosensors: A Mini Review 1

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Integrating Microfluidic and Biosensors: A Mini Review

1st Annual International Conference on Sensor Technology, INCOST 2023

作者： Tanjaya, Hengky Harito, Christian Industrial Engineering Department Faculty of Engineering Bina Nusantara University Jakarta11480 Indonesia Industrial Engineering Department BINUS Graduate Program - Master of Industrial Engineering Bina Nusantara University Jakarta11480 Indonesia Waste-Food-Environmental Nexus Research Interest Group Bina Nusantara University K.H. Syahdan No. 9 Jakarta11480 Indonesia

In recent years, the field of analytical research has witnessed a significant transformation driven by the emergence of integrated microfluidic sensors. This ground-breaking technology has been extensively studied, resulting in the resolution of diverse challenges and a revolutionary impact on experiments, particularly in the biomedical domain. By combining the biosensors with microfluidics, there is a tremendous potential to enhance measurement accuracy and expand the capacity of specimens utilized in biomedical applications and experiments. The integration of biosensors with microfluidics enables effective sample separation, precise control over chemical reactions, and the measurement of various critical parameters. Furthermore, the primary objective of this research is to identify gaps in the existing literature concerning integrated microfluidic sensors. This pursuit involves employing comprehensive bibliometric analysis and conducting a systematic literature review of Scopus-indexed publications that are relevant to the field of integrated microfluidic sensors. PRISMA method was being used to filter the documents that are gathered from Scopus database. The outcomes of this study underscore the pressing need for further research in leveraging electrochemical sensors for specimen analysis by integrating them with the advanced technique of microfluidics. The paper emphasizes the significance of continuous research and development efforts in the realm of integrated microfluidic sensors to fully exploit the potential of electrochemical sensors and enhance the overall research process. © Published under licence by IOP Publishing Ltd.

关键词： Biosensors

Enhancing Safety Measures in a Steel Manufacturing Facility;Factory X Case Study

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Enhancing Safety Measures in a Steel Manufacturing Facility;...

2024 International Conference on Decision Aid Sciences and Applications, DASA 2024

作者： Ali, Mariam Kassem, Sally S. Elatriby, Sherif A. Nile University Industrial Engineering Program Smart Engineering Systems Research Center Giza12613 Egypt Cairo Univesityt Faculty of Computers and Artificial Intelligence Operations Research and Decision Support Department Giza12613 Egypt University Helwan Faculty of Engineering Helwan Cairo11792 Egypt

ISBN: (纸本)9798350369106

Productivity and safety of the workers have been issues in most manufacturing facilities in Egypt and all over the world, as the main aim of any manufacturing facility is to increase profit and limit costs as much as possible. Through analysis and simulation, this paper aims to create a safe workplace for the worker;risk assessment and Failure Mode and Effect Analysis (FMEA) and the basics of the international standards ISO 31000 and ISO 45001 have been conducted to evaluate different hazards and potential risks. Moreover, lean tools such as 6S and Visual Management are proposed solutions to enhance workplace safety and decrease the possibility or severity of potential risks. Therefore, a new workplace design, an example of a high-level hazard in industry in Egypt's local market, has been established for the steel manufacturing facility under consideration using Sketch Up. The results of the proposed solutions, such as new frameworks, worker safety training, equipment replacements, and applying lean tools, have shown a practically acceptable percentage of safety improvements and a decreasing risk priority number (RPN). The percentage decrease for (RPN) ranges between 31.43% to 90.47% for different potential risks. © 2024 IEEE.

关键词： Agile manufacturing systems

Identification of benefits, challenges, and pathways in E-commerce industries: An integrated two-phase decision-making model

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Sustainable operations and Computers 2023年第1期4卷 200-218页

作者： Gupta, Srikant Kushwaha, Pooja.S. Badhera, Usha Chatterjee, Prasenjit Gonzalez, Ernesto D.R. Santibanez Department of Operations and Decision Sciences Jaipuria Institute of Management Jaipur India Department of Business Analytics Jaipuria Institute of Management Indore India Department of Business Analytics Jaipuria Institute of Management Jaipur India Department of Mechanical Engineering MCKV Institute of Engineering West Bengal 711204 India Post-Doctoral Fellow Management Graduate Program Universidade Paulista Indianópolis Campus Brazil Department of Industrial Engineering and CES 4.0 Faculty of Engineering University of Talca Curico Chile

The e-commerce industry has seen significant growth over the past decade as it focuses on convenience and accessibility, leading to a surge in online shopping with more and more consumers opting for it. At the same time, the e-commerce industry faces various challenges. In order to fully harness the potential of this industry, it is important to identify its benefits and challenges and focus on pathways to mitigate the challenges and harness its growth. This study utilizes the Delphi approach and involves experts from the e-commerce domain to get their opinions to identify the top ten benefits, challenges, and pathways for the e-commerce industry. Analytic Hierarchy Process (AHP) and Criteria Importance Through Intercriteria Correlation (CRITIC) methods are subsequently, employed to prioritize the identified factors. Results of the study revealed that factors such as affordable advertising & marketing;availability and product variety;and Global reachability are the most important benefits, while technological upgradation;returns or refunds;and counterfeit products posed the greatest challenges for the industry. Government compliance check;better relationship with delivery partners;and strong data privacy and online security policies emerged as the best pathways. This study also provides valuable insights to businesses, policymakers, and researchers in the e-commerce industry on how to navigate the benefits, challenges, and pathways of this rapidly growing sector. © 2023

关键词： Electronic commerce

Scenario-based Optimization Models for Power Grid Resilience to Extreme Flooding Events

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arXiv 2023年

作者： Shukla, Ashutosh Kutanoglu, Erhan Hasenbein, John J. Graduate Program in Operations Research and Industrial Engineering The University of Texas at Austin Austin United States

We propose two scenario-based optimization models for power grid resilience decision making that integrate output from a hydrology model with a power flow model. The models are used to identify an optimal substation hardening strategy against potential flooding from storms for a given investment budget, which if implemented enhances the resilience of the power grid, minimizing the power demand that is shed. The same models can alternatively be used to determine the optimal budget that should be allocated for substation hardening when long-term forecasts of storm frequency and impact (specifically restoration times) are available. The two optimization models differ in terms of capturing risk attitude: one minimizes the average load shed for given scenario probabilities and the other minimizes the worst-case load shed without needing scenario probabilities. To demonstrate the efficacy of the proposed models, we further develop a case study for the Texas Gulf Coast using storm surge maps developed by the National Oceanic and Atmospheric Administration and a synthetic power grid for the state of Texas developed as part of an ARPA-E project. For a reasonable choice of parameters, we show that a scenario-based representation of uncertainty can offer a significant improvement in minimizing load shed as compared to using point estimates or average flood values. We further show that when the available investment budget is relatively high, solutions that minimize the worst-case load shed can offer several advantages as compared to solutions obtained from minimizing the average load shed. Lastly, we show that even for relatively low values of load loss and short post-hurricane power restoration times, it is optimal to make significant investments in substation hardening to deal with the storm surge considered in the NOAA flood scenarios. © 2023, CC BY.

关键词： Hurricanes

Modified Line Search Sequential Quadratic Methods for Equality-Constrained Optimization with Unified Global and Local Convergence Guarantees

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arXiv 2024年

作者： Berahas, Albert S. Bollapragada, Raghu Shi, Jiahao Department of Industrial and Operations Engineering University of Michigan United States Operations Research Program University of Texas Austin United States

In this paper, we propose a method that has foundations in the line search sequential quadratic programming paradigm for solving general nonlinear equality constrained optimization problems. The method employs a carefully designed modified line search strategy that utilizes second-order information of both the objective and constraint functions, as required, to mitigate the Maratos effect. Contrary to classical line search sequential quadratic programming methods, our proposed method is endowed with global convergence and local superlinear convergence guarantees. Moreover, we extend the method and analysis to the setting in which the constraint functions are deterministic but the objective function is stochastic or can be represented as a finite-sum. We also design and implement a practical inexact matrix-free variant of the method. Finally, numerical results illustrate the efficiency and efficacy of the method. Copyright © 2024, The Authors. All rights reserved.

关键词： Constrained optimization

Balancing Communication and Computation in Gradient Tracking Algorithms for Decentralized Optimization

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arXiv 2023年

作者： Berahas, Albert S. Bollapragada, Raghu Gupta, Shagun Department of Industrial and Operations Engineering University of Michigan United States Operations Research and Industrial Engineering Program University of Texas at Austin United States

Gradient tracking methods have emerged as one of the most popular approaches for solving decentralized optimization problems over networks. In this setting, each node in the network has a portion of the global objective function, and the goal is to collectively optimize this function. At every iteration, gradient tracking methods perform two operations (steps): (1) compute local gradients, and (2) communicate information with local neighbors in the network. The complexity of these two steps varies across different applications. In this paper, we present a framework that unifies gradient tracking methods and is endowed with flexibility with respect to the number of communication and computation steps. We establish unified theoretical convergence results for the algorithmic framework with any composition of communication and computation steps, and quantify the improvements achieved as a result of this flexibility. The framework recovers the results of popular gradient tracking methods as special cases, and allows for a direct comparison of these methods. Finally, we illustrate the performance of the proposed methods on quadratic functions and binary classification problems. Copyright © 2023, The Authors. All rights reserved.

关键词： Iterative methods