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A cut and branch approach for the capacitated p-median problem based on fenchel cutting planes

Journal of Mathematical Modelling and Algorithms 2008年第1期7卷 43-58页

作者： Boccia, Maurizio Sforza, Antonio Sterle, Claudio Vasilyev, Igor RCOST - Research Center on Software Technology Università del Sannio 82100 Benevento C.so Garibaldi 107 Italy Dipartimento di Informatica e Sistemistica Università degli Studi di Napoli Federico II 80125 Napoli Via Claudio 21 Italy Institute of System Dynamics and Control Theory Siberian Branch Russian Academy of Sciences 664033 Irkutsk Lermontov Srt. 134 Russian Federation

The capacitated p-median problem (CPMP) consists of finding p nodes (the median nodes) minimizing the total distance to the other nodes of the graph, with the constraint that the total demand of the nodes assigned to each median does not exceed its given capacity. In this paper we propose a cutting plane algorithm, based on Fenchel cuts, which allows us to considerably reduce the integrality gap of hard CPMP instances. The formulation strengthened with Fenchel cuts is solved by a commercial MIP solver. Computational results show that this approach is effective in solving hard instances or considerably reducing their integrality gap. © 2007 Springer Science+Business Media B.V.

关键词： Cutting planes Fenchel cuts P-Median problem

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Computational technology for the study of atomic-molecular Morse clusters of extremely large dimensions

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IOP Conference Series: Materials Science and Engineering 2020年第1期734卷

作者： P Sorokovikov A Gornov A Anikin Matrosov Institute for System Dynamics and Control Theory of SB RAS 134 Lermontov Street Irkutsk 664033 Russian Federation

The paper considers the problem of finding low-potential Morse clusters, which reduces to the global minimization of the non-convex potential function. The main difficulty of this class of problems is the astronomical increase in the number of local extremums with increasing dimension. We propose algorithms and computational techniques for the study of Morse clusters. Problems with a small, a medium and a large number of atoms are investigated to check the performance of the developed methods. system computational experiments were performed to search for a global extremum in the Morse model of extremely large dimensions (from 241 to 300 atoms). The authors are not aware of other attempts to carry out system computations for Morse clusters of the specified number of atoms.

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On exact solutions of a heat-wave type with logarithmic front for the porous medium equation

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Journal of Physics: Conference Series 2017年第1期894卷

作者： A L Kazakov A A Lempert S S Orlov Matrosov Institute for System Dynamics and Control Theory SB RAS Irkutsk Russia Irkutsk State University Irkutsk Russia

The paper deals with a nonlinear second-order parabolic equation with partial derivatives, which is usually called 'the porous medium equation'. It describes the processes of heat and mass transfer as well as filtration of liquids and gases in porous media. In addition, it is used for mathematical modeling of growth and migration of population. Usually this equation is studied numerically like most other nonlinear equations of mathematical physics. So, the construction of exact solution in an explicit form is important to verify the numerical algorithms. The authors deal with a special solutions which are usually called 'heat waves'. A new class of heat-wave type solutions of one-dimensional (plane-symmetric) porous medium equation is proposed and analyzed. A logarithmic heat wave front is studied in details. Considered equation has a singularity at the heat wave front, because the factor of the highest (second) derivative vanishes. The construction of these exact solutions reduces to the integration of a nonlinear second-order ordinary differential equation (ODE). Moreover, the Cauchy conditions lead us to the fact that this equation has a singularity at the initial point. In other words, the ODE inherits the singularity of the original problem. The qualitative analysis of the solutions of the ODE is carried out. The obtained results are interpreted from the point of view of the corresponding heat waves' behavior. The most interesting is a damped solitary wave, the length of which is constant, and the amplitude decreases.

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Simulation modeling in heterogeneous distributed computing environments to support decisions making in warehouse logistics

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Procedia Engineering 2017年 201卷 524-533页

作者： I. Bychkov G. Oparin A. Tchernykh A. Feoktistov V. Bogdanova Yu. Dyadkin V. Andrukhova O. Basharina Matrosov Institute for System Dynamics and Control Theory of SB RAS 134 Lermontov st. Irkutsk 664033 Russia CICESE Research Center Carretera Ensenada-Tijuana No. 3918 Zona Playitas Ensenada B.C. 22860 Mexico Irkutsk State University 1 KarlMarks St. Irkutsk 664003 Russia Irkutsk National Research Technical University 83 Lermontov St. Irkutsk 664074 Russia

We address an important problem of automation in simulation modeling of logistics warehouses. An effective solution for such a large-scale problem is difficult to obtain without high-performance computing. To this end, we propose a new approach for adjusting management system parameters of the warehouse in its production use. It is based on the integration of conceptual, wireframe, and service-oriented programming used to develop parameter sweep applications and data analysis in simulation modeling in heterogeneous distributed computing environments. We design a toolkit to support modeling of warehouse logistics. Using this toolkit, we develop a parameter sweep application and solve three optimization tasks for adjusting parameters of a warehouse management system. The practical experiments are focused on the refrigerated warehouse. The developed applications demonstrate high efficiency and scalability capabilities to optimize nine criteria to cope with different production demands.

关键词： simulation modeling queue systems toolkit distributed computing parameter sweep applications

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An approach to fractional programming via D.C. optimization

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AIP Conference Proceedings 2016年第1期1776卷

作者： Tatiana Gruzdeva Alexander Strekalovskiy 1Matrosov Institute for System Dynamics and Control Theory of SB RAS Lermontov str. 134 Irkutsk Russia

In this paper, we address the development of efficient global search methods for a sum of ratios (i.e. a fractional programming) problem. This is, in general, a nonconvex problem (with numerous local extremum) which belongs to a class of global optimization problems. We proved the reduction theorem for the fractional programming problem with the d.c. functions and one equation with the vector parameter that satisfy the nonnegativity assumption. This theorem allows a justified use of the Dinkelbach’s approach to solving fractional programming problems with the goal function given by d.c. functions.

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Development of a computer risk-return model for the formation of a real estate investment portfolio

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AIP Conference Proceedings 2023年第1期2948卷

作者： O. Basharina S. Begicheva E. Butsenko Ural State University of Economics Yekaterinburg Russia Matrosov Institute for System Dynamics and Control Theory of SB RAS Irkutsk Russia

The article demonstrates the application of the Return-Risk model to develop a synthesized investment strategy. The following parameters of the model are determined as the main sought-for parameters: the size of the time interval, the frequency of portfolio structure revision and the optimal length of the training set. On the example of indices of real estate investment trusts, computational experiments were carried out. Most databases on prices and dividends of financial instruments are updated monthly, so 1 month is chosen as the time interval. The sliding verification method was used to calculate the optimal frequency of revising the portfolio structure in terms of profitability – twice a year. With this frequency, the average portfolio returns increased by 1.5 times. More frequent restructuring reduces the profitability and stability of the portfolio. The search for the optimal length of the training sample was made by the method of coordinate descent and amounted to 5 years. The average monthly expected return on one instrument with this parameter was 0.4%. The evaluation of the resulting synthesized portfolio showed its superiority in terms of profitability over the S&P 500 stock index by almost 2 times.

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An exact penalty method for D.C. optimization

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AIP Conference Proceedings 2016年第1期1776卷

作者： Alexander Strekalovskiy 1Matrosov Institute for System Dynamics and Control Theory of SB RAS Lermontov str. 134 Irkutsk Russia

In the paper we address the d.c. optimization problem with inequality constraints. Further we use the Exact Penalization Approach to develop new global optimality conditions (GOC) for a penalized problem. In addition, we study the properties of GOC and its relations to classical optimization theory. Finally, we demonstrate the effectiveness of GOC in comparison with the classical tools on an example.

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Mott dissociation of pions and kaons in hot, dense quark matter

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Physical Review D 2017年第9期96卷 094008-094008页

作者： D. Blaschke A. Dubinin A. Radzhabov A. Wergieluk Institute for Theoretical Physics University of Wroclaw 50-204 Wroclaw Poland Bogoliubov Laboratory for Theoretical Physics JINR Dubna 141980 Dubna Russia National Research Nuclear University (MEPhI) 115409 Moscow Russia Marian Smoluchowski Institute of Physics Jagellonian University Cracow 30-348 Cracow Poland Matrosov Institute for System Dynamics and Control Theory Irkutsk 664033 Russia Department of Physics and Astronomy University of California Los Angeles California 90095-1547 USA

We describe the Mott dissociation of pions and kaons within a Beth-Uhlenbeck approach based on the Polyakov-loop improved Nambu–Jona-Lasinio model, which allows for a unified description of bound, resonant and scattering states. Within this model we evaluate the temperature and chemical potential dependent modification of the phase shifts both in the pseudoscalar and scalar isovector meson channels for Nf=2+1 quark flavors. We show that the character change of the pseudoscalar bound states to resonances in the continuum at the Mott transition temperature is signaled by a jump of the phase shift at the threshold from π to zero, in accordance with the Levinson theorem. In particular, we demonstrate the importance of accounting for the scattering continuum states, which ensures that the total phase shift in each of the meson channels vanishes at high energies, thus eliminating mesonic correlations from the thermodynamics at high temperatures. In this way, we prove that the present approach provides a unified description of the transition from a meson gas to a quark-gluon plasma. We discuss the occurrence of an anomalous mode for mesons composed of quarks with unequal masses which is particularly pronounced for K+ and κ+ states at finite densities a a possible mechanism to explain the “horn” effect for the K+/π+ ratio in heavy-ion collisions.

关键词： Bound states Finite temperature field theory Nonperturbative effects in field theory Quark-gluon plasma Relativistic heavy-ion collisions

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Positive Constructed Formulas Preprocessing for Automatic Deduction

Positive Constructed Formulas Preprocessing for Automatic De...

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International Convention on Information and Communication Technology, Electronics and Microelectronics

作者： Evgeny Cherkashin Artem Davydov Alexander Larionov Irkutsk National Research Technical University 83 Lermontov str. Irkutsk Russia Institute for System Dynamics and Control Theory at Siberian Branch of Russian Academy of Sciences 134 Lermontov str. Irkutsk Russia

ISBN: (纸本)9781509025435

The preprocessing of positively-constructed formulas (PCFs) for automatic deduction search algorithms is considered in this paper. A new efficient algorithm for conversion of the predicate calculus language formulas to the language of PCFs and equivalent rules of reducing PCFs, preserving the original heuristic structure of knowledge represented by the formulas of the predicate calculus language, are presented.

关键词： Calculus Syntactics Heuristic algorithms Algorithm design and analysis control theory Electronic mail Planning

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Automation of multi-agent control for complex dynamic systems in heterogeneous computational network

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AIP Conference Proceedings 2017年第1期1798卷

作者： Gennady Oparin Alexander Feoktistov Vera Bogdanova Ivan Sidorov Matrosov Institute for System Dynamics and Control Theory Siberian Branch of Russian Academy of Sciences 134 Lermontov str. Irkutsk 664033 Russia

The rapid progress of high-performance computing entails new challenges related to solving large scientific problems for various subject domains in a heterogeneous distributed computing environment (e.g., a network, Grid system, or Cloud infrastructure). The specialists in the field of parallel and distributed computing give the special attention to a scalability of applications for problem solving. An effective management of the scalable application in the heterogeneous distributed computing environment is still a non-trivial issue. control systems that operate in networks, especially relate to this issue. We propose a new approach to the multi-agent management for the scalable applications in the heterogeneous computational network. The fundamentals of our approach are the integrated use of conceptual programming, simulation modeling, network monitoring, multi-agent management, and service-oriented programming. We developed a special framework for an automation of the problem solving. Advantages of the proposed approach are demonstrated on the parametric synthesis example of the static linear regulator for complex dynamic systems. Benefits of the scalable application for solving this problem include automation of the multi-agent control for the systems in a parallel mode with various degrees of its detailed elaboration.

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