20 results
Search Results
2. A central path interior point method for nonlinear programming and its local convergence.
- Author
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Qiu, Songqiang and Chen, Zhongwen
- Subjects
NONLINEAR programming ,STOCHASTIC convergence ,ALGORITHMS ,NUMERICAL analysis ,MATHEMATICAL models - Abstract
In this paper, we present an interior point method for nonlinear programming that avoids the use of penalty function or filter. We use an adaptively perturbed primal dual interior point framework to computer trial steps and a central path technique is used to keep the iterate bounded away from 0 and not to deviate too much from the central path. A trust-funnel-like strategy is adopted to drive convergence. We also use second-order correction (SOC) steps to achieve fast local convergence by avoiding Maratos effect. Furthermore, the presented algorithm can avoid the blocking effect. It also does not suffer the blocking of productive steps that other trust-funnel-like algorithm may suffer. We show that, under second-order sufficient conditions and strict complementarity, the full Newton step (combined with an SOC step) will be accepted by the algorithm near the solution, and hence the algorithm is superlinearly local convergent. Numerical experiments results, which are encouraging, are reported. [ABSTRACT FROM AUTHOR]
- Published
- 2018
- Full Text
- View/download PDF
3. Multitasking scheduling problems with a rate-modifying activity.
- Author
-
Zhu, Zhanguo, Zheng, Feifeng, and Chu, Chengbin
- Subjects
SCHEDULING ,MATHEMATICAL models ,HUMAN multitasking ,MANUFACTURING processes ,PROBLEM solving ,NUMERICAL analysis ,ALGORITHMS - Abstract
Motivated by the behavioral phenomena that occur while human operators are carrying out tasks, we study multitasking scheduling problems with a rate-modifying activity. In the problems, the processing of a selected task suffers from interruptions by other tasks that are available but unfinished, and the human operators regularly engage rest breaks during work shifts allowing them to recover or mitigate some of the negative effects of fatigue. The objectives are to respectively minimize: makespan, total completion time, maximum lateness, and due-date assignment related cost by determining when to schedule the rate modifying activity and the optimal task sequence in the presence of multitasking. Scheduling models and algorithms are proposed to solve the problems. The numerical examples are presented to illustrate the theorems and algorithms. [ABSTRACT FROM PUBLISHER]
- Published
- 2017
- Full Text
- View/download PDF
4. Sparse recovery by the iteratively reweighted algorithm for elastic minimization.
- Author
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Zhang, Yong and Ye, WanZhou
- Subjects
MATHEMATICAL optimization ,STOCHASTIC convergence ,NUMERICAL analysis ,ALGORITHMS ,MATHEMATICAL models - Abstract
In this paper, we propose an iteratively reweightedminimization algorithm (IRL1 algorithm) for solving the elasticminimization problem. We prove that any sequence generated by the IRL1 algorithm is bounded and asymptotically regular. We also prove that the sequence is convergent for any rationaland the limit is a stationary point of the elasticminimization problem. Moreover, under certain conditions, we present an error bound between the limit point of convergent sequence and the sparse solution of underdetermined linear system. Numerical experiments on sparse vector recovery are presented to demonstrate the effectiveness of the proposed algorithm. [ABSTRACT FROM AUTHOR]
- Published
- 2017
- Full Text
- View/download PDF
5. A reduced modal parameter based algorithm to estimate excitation forces from optimally placed accelerometers.
- Author
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Gupta, Deepak K. and Dhingra, Anoop K.
- Subjects
ACCELEROMETERS ,ALGORITHMS ,ESTIMATION theory ,NUMERICAL analysis ,MATHEMATICAL models ,FINITE element method - Abstract
This paper presents a time domain technique for estimating dynamic loads acting on a structure from acceleration time response measured experimentally at a finite number of optimally placed accelerometers on the structure. The technique utilizes model reduction to obtain precise load estimates. The structure essentially acts as its own load transducer. The approach is based on the standard equilibrium equations of motion in modal coordinates. The modal parameters of a system – natural frequencies, mode shapes and damping factors – can be estimated experimentally from measured data, analytically for simple problems, or using the finite element method. For measurement of the acceleration response, there can be a large number of locations on the structure where the accelerometers can be mounted, and the precision with which the applied loads are estimated from measured acceleration response may be strongly influenced by the locations selected for accelerometer placements. A solution approach, based on the construction of D-optimal designs, is presented to determine the number and optimum locations of accelerometers that will provide the most precise load estimates. An improvement in the algorithm, based on reduced modal matrix, is further proposed to reconstruct the input forces accurately. Numerical examples that help understand the main characteristics of the proposed approach are also presented. The numerical results illustrate the effectiveness of the proposed technique in accurately recovering the loads imposed on discrete as well as continuous systems. [ABSTRACT FROM AUTHOR]
- Published
- 2017
- Full Text
- View/download PDF
6. Iterative solutions of the inverse problems of frequency sounding and electrical prospecting of layered media.
- Author
-
Timonov, A.
- Subjects
NUMERICAL analysis ,INVERSE problems ,ITERATIVE methods (Mathematics) ,ALGORITHMS ,COEFFICIENTS (Statistics) ,ELECTROMAGNETISM ,MATHEMATICAL models - Abstract
The paper presents the iterative solutions of two coefficient inverse problems (CIPs) arising in frequency sounding and electrical prospecting. An iterative algorithm is constructed to obtain such solutions. Exploiting the Beilina–Klibanov approach to CIPs, this algorithm possesses the new iterative and refinement procedures. These features enhance significantly both the spatial and contrast resolutions of reconstructed coefficients. The computational effectiveness of the proposed numerical technique is demonstrated in computational experiments with two applied CIPs: electromagnetic or acoustic frequency sounding and electrical prospecting of layered media. The Slichter–Langer–Tikhonov formulation is exploited as a mathematical model of the latter. [ABSTRACT FROM PUBLISHER]
- Published
- 2014
- Full Text
- View/download PDF
7. Topology-preserving hexagonal thinning.
- Author
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Kardos, Péter and Palágyi, Kálmán
- Subjects
TOPOLOGY ,ALGORITHMS ,LATTICE theory ,STATISTICAL sampling ,MATHEMATICAL models ,NUMERICAL analysis - Abstract
Thinning is a well-known technique for producing skeleton-like shape features from digital binary objects in a topology-preserving way. Most of the existing thinning algorithms work on input images that are sampled on orthogonal grids; however, it is also possible to perform thinning on hexagonal grids (or triangular lattices). In this paper, we point out to the main similarities and differences between the topological properties of these two types of sampling schemes. We give various characterizations of simple points and present some new sufficient conditions for topology-preserving reductions working on hexagonal grids. [ABSTRACT FROM AUTHOR]
- Published
- 2013
- Full Text
- View/download PDF
8. Alternative friction models for braking train dynamics.
- Author
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Oprea, Razvan Andrei, Cruceanu, Catalin, and Spiroiu, Marius Adrian
- Subjects
RAILROAD brakes ,FRICTION ,MATHEMATICAL models ,RAILROAD safety measures ,NUMERICAL analysis ,MATRIX inversion ,STICK-slip response ,ALGORITHMS - Abstract
Braking dynamics plays an essential role in ensuring the comfort and running safety of trains. Due to the complexity of the phenomena involved and the presence of dry friction, studies have been carried out by numerical methods using smoothening. Based on the non-smooth dynamics framework, in the present paper, an efficient and comprehensive alternative model is defined. Set-valued friction of Coulomb's law type is accounted for and motion equations are formulated as a differential inclusion. Some of the fundamental issues of contact dynamics are briefly reviewed. Static friction forces which arise in buffers are computed in a very intuitive and efficient manner, using an original method involving generalised inverses of matrices. The corresponding algorithm is described. Numerical integration is done by an event-driven algorithm. Indeterminate system configurations can be appropriately handled. The number of vehicles on which tests have been carried out ranged from 5 to 50. Comparison with the smoothening method reveals significant differences. Computational efficiency is dramatically improved. Computation speed can rise by a few orders of magnitude. Specific phenomena such as stick–slip or persistent longitudinal forces can be evidenced. Computed values of the system states differ substantially. In addition to this, any wagon connection model can be embedded. [ABSTRACT FROM AUTHOR]
- Published
- 2013
- Full Text
- View/download PDF
9. Genetic algorithm to solve the p -centre and p -radius problem on a network.
- Author
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Abu Nayeem, SK.MD. and Pal, Madhumangal
- Subjects
GENETIC algorithms ,COMBINATORIAL optimization ,ALGORITHMS ,NUMERICAL analysis ,MATHEMATICAL models ,MATHEMATICS - Abstract
The p -centre problem is to locate p facilities on a network so as to minimize the largest distance from a demand point to its nearest facility. The problem is NP-complete for an arbitrary network. In this paper, genetic algorithms (GAs) to solve this problem are developed via two different representations. The nodes are taken as weighted, and the demand points are assumed to coincide with the nodes. Computational results obtained from the proposed GAs for different network sizes and different values of p are presented and compared for two different representations. [ABSTRACT FROM AUTHOR]
- Published
- 2005
- Full Text
- View/download PDF
10. DIRECTED STEINER TREE PROBLEM ON A GRAPH: MODELS, RELAXATIONS AND ALGORITHMS.
- Author
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Dror, Moshe, Gavish, Bezalel, and Choquette, Jean
- Subjects
STEINER systems ,GRAPH theory ,ALGORITHMS ,RELAXATION methods (Mathematics) ,MATHEMATICAL models ,NUMERICAL analysis ,SIMULATION methods & models ,MATHEMATICS - Abstract
The Steiner Problem in graphs is the problem of finding a set of edges (arcs) with minimum total weight which connects a given set of nodes in an edge-weighted graph (directed or undirected). This paper develops models for the directed Steiner tree problem on graphs. New and old models are examined in terms of their amenability to solution schemes based on Lagrangean relaxation. As a result, three alogrithms are presented and their performance compared on a number of problems originally tested by Beasley (1984, 1987) in the case of undirected graphs. [ABSTRACT FROM AUTHOR]
- Published
- 1990
- Full Text
- View/download PDF
11. An EOQ model for deteriorating items under trade credits.
- Author
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Ouyang, L.-Y., Chang, C.-T., and Teng, J.-T.
- Subjects
MATHEMATICAL models ,NUMERICAL analysis ,INVENTORIES ,ALGORITHMS ,CONSUMERS ,SALES forecasting - Abstract
In the classical inventory economic order quantity (or EOQ) model, it was assumed that the supplier is paid for the items immediately after the items are received. However, in practices, the supplier may simultaneously offer the customer: (1) a permissible delay in payments to attract new Customers and increase sales, and (2) a cash discount to motivate faster payment and reduce credit expenses. In this paper, we provide the optimal policy for the Customer to obtain its minimum cost when the supplier offers not only a permissible delay but also a cash discount. We first establish a proper model, and then characterize the optimal solution and provide an easy-to-use algorithm to find the optimal order quantity and replenishment time. Furthermore, we also compare the optimal order quantity under supplier credits to the classical economic order quantity. Finally, several numerical examples are given to illustrate the theoretical results. [ABSTRACT FROM AUTHOR]
- Published
- 2005
- Full Text
- View/download PDF
12. On the Applicability of an Isochronous Integration Framework for Parabolic/Hyperbolic Heat Conduction Type Problems.
- Author
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Wheeler, V.M., Masuri, S., Tamma, K.K., Zhou, X., and Sellier, M.
- Subjects
HEAT conduction ,NUMERICAL analysis ,ALGORITHMS ,MATHEMATICAL models ,PARABOLIC differential equations ,HEAT equation - Abstract
We demonstrate the applicability of a new isochronous integration (iIntegration) computational framework for the analysis of transient first/second-order systems via the new generalized single step single solve (GS4) family of algorithms, capable of simultaneously being applied to first- and second-order systems in time while providing attractive numerical and order-preserving attributes to capture the problem physics. To illustrate, we consider a recently developed model of heat conduction that was proposed to govern thermal transport from nano- to macro-scales, and is known in the literature as the C- and F-processes heat conduction model. This model inherits unique features and can represent either first- or second-order parabolic/hyperbolic heat conduction governing equations. A derivation of the model is first summarized, followed by the numerical discretization procedure and illustrative examples demonstrating the practicality and convenience of the new unified approach for modeling and analysis. [ABSTRACT FROM AUTHOR]
- Published
- 2012
- Full Text
- View/download PDF
13. Numerical modelling of tilt casting process for γ-TiAl alloys.
- Author
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Wang, H, Djambazov, G, Pericleous, K, Harding, R A, and Wickins, M
- Subjects
NUMERICAL analysis ,MATHEMATICAL models ,TITANIUM-aluminum alloys ,INTERFACES (Physical sciences) ,METAL castings ,PARAMETER estimation ,HEAT treatment of metals ,ALGORITHMS - Abstract
The tilt casting method is used to achieve tranquil filling of γ-TiAl turbine blades up to 400 mm long. The reactive titanium alloy is induction melted in a cold crucible, and the crucible with the attached mould is then rotated through 180° to transfer the metal into the mould. In the cold crucible, heat losses to the water cooled copper walls and base limit the superheat available, increasing the risk of premature freezing during mould filling. A compromise is required between fast and slow rotations to minimise the casting defects, such as misruns or gas entrainment. Simulations are presented using the authors' Computational Fluid Dynamics code with several novel developments in front tracking, heat transfer algorithms and turbulence model adaptation, which accounts for an advancing solid front. The computational results are validated against prototype castings produced at the University of Birmingham, and the model is then used to optimise the tilt casting process. [ABSTRACT FROM AUTHOR] - Published
- 2012
- Full Text
- View/download PDF
14. Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps.
- Author
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Albrecher, Hansjörg, Kortschak, Dominik, and Zhou, Xiaowen
- Subjects
JUMP processes ,BROWNIAN bridges (Mathematics) ,MATHEMATICAL models ,ALGORITHMS ,PROBABILITY theory ,NUMERICAL analysis ,MONTE Carlo method - Abstract
Using the solution of one-sided exit problem, a procedure to price Parisian barrier options in a jump-diffusion model with two-sided exponential jumps is developed. By extending the method developed in Chesney, Jeanblanc-Picqué and Yor (1997; Brownian excursions and Parisian barrier options, Advances in Applied Probability, 29(1), pp. 165–184) for the diffusion case to the more general set-up, we arrive at a numerical pricing algorithm that significantly outperforms Monte Carlo simulation for the prices of such products. [ABSTRACT FROM AUTHOR]
- Published
- 2012
- Full Text
- View/download PDF
15. Two-warehouse inventory model with ramp-type demand and partially backlogged shortages.
- Author
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Agrawal, Swati and Banerjee, Snigdha
- Subjects
MATHEMATICAL models ,INVENTORIES ,ECONOMIC demand ,WAREHOUSES ,ALGORITHMS ,SENSITIVITY analysis ,NUMERICAL analysis - Abstract
In this article, we consider an inventory model for items that are stored in two-warehouses when demand is a general ramp-type function of time. Shortages are allowed and a constant fraction of shortages is backlogged. The existence and uniqueness of optimal solution is proved for both - the single-warehouse and the two-warehouse models. An algorithm is developed to facilitate the choice between the two-warehouse and the single-warehouse systems and hence to obtain the optimal replenishment policy. Numerical examples are presented. Sensitivity analysis with respect to the parameters of the model is performed. [ABSTRACT FROM AUTHOR]
- Published
- 2011
- Full Text
- View/download PDF
16. A Novel Method for Visualization of Clustering Results.
- Author
-
Gao, Chao and Zhang, Caiya
- Subjects
CLUSTER analysis (Statistics) ,MATHEMATICAL mappings ,ALGORITHMS ,MATHEMATICAL models ,NUMERICAL analysis - Abstract
Sammon mapping is an approach of nonlinear dimension reduction and can be used for visualization. To avoid numerical complexity of the algorithm of traditional Sammon mapping, Kovacs and Abonyi (2004) proposed a modified Sammon mapping method. However, this improvement can only be applied to fuzzy clustering results. By using the property of Fermat point, we develop a new method in this article that can be applied to any clustering results. Different from other methods of visualization, we transfer information of clustering results into concentric circles around the Fermat points. So our procedure can demonstrate the data structure in a more informative way and the clustering results become easier to understand, especially for nonprofessionals. The effectiveness of the proposed method is studied by application to a real data in this article. [ABSTRACT FROM AUTHOR]
- Published
- 2010
- Full Text
- View/download PDF
17. A scale-explicit model for checking directional consistency in multi-resolution spatial data.
- Author
-
Du, Shihong, Guo, Luo, and Wang, Qiao
- Subjects
GEOGRAPHIC information systems ,ALGORITHMS ,TOPOLOGY ,NUMERICAL analysis ,MATHEMATICAL models - Abstract
Multi-resolution spatial data always contain the inconsistencies of topological, directional, and metric relations due to measurement methods, data acquisition approaches, and map generalization algorithms. Therefore, checking these inconsistencies is critical for maintaining the integrity of multi-resolution or multi-source spatial data. To date, research has focused on the topological consistency, while the directional consistency at different resolutions has been largely overlooked. In this study we developed computation methods to derive the direction relations between coarse spatial objects from the relations between detailed objects. Then, the consistency of direction relations at different resolutions can be evaluated by checking whether the derived relations are compatible with the relations computed from the coarse objects in multi-resolution spatial data. The methods in this study modeled explicitly the scale effects of direction relations induced by the map generalization operator - merging, thus they are efficient for evaluating consistency. The directional consistency is an essential complement to topological and object-based consistencies. [ABSTRACT FROM AUTHOR]
- Published
- 2010
- Full Text
- View/download PDF
18. Convergence of a Least-Squares Monte Carlo Algorithm for Bounded Approximating Sets.
- Author
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Zanger, DanielZ.
- Subjects
ALGORITHMS ,MATHEMATICAL optimization ,MATHEMATICAL programming ,MONTE Carlo method ,NUMERICAL analysis ,MATHEMATICAL models ,STATISTICAL sampling ,SIMULATION methods & models - Abstract
We analyse the convergence properties of the Longstaff-Schwartz algorithm for approximately solving optimal stopping problems that arise in the pricing of American (Bermudan) financial options. Based on a new approximate dynamic programming principle error propagation inequality, we prove sample complexity error estimates for this algorithm for the case in which the corresponding approximation spaces may not necessarily possess any linear structure at all and may actually be any arbitrary sets of functions, each of which is uniformly bounded and possesses finite VC-dimension, but is not required to satisfy any further material conditions. In particular, we do not require that the approximation spaces be convex or closed, and we thus significantly generalize the results of Egloff, Clement et al., and others. Using our error estimation theorems, we also prove convergence, up to any desired probability, of the algorithm for approximating sets defined using L2 orthonormal bases, within a framework depending subexponentially on the number of time steps. In addition, we prove estimates on the overall convergence rate of the algorithm for approximation spaces defined by polynomials. [ABSTRACT FROM AUTHOR]
- Published
- 2009
- Full Text
- View/download PDF
19. On a cubically convergent derivative-free root finding method.
- Author
-
Petković, MiodragS. and Petković, LjiljanaD.
- Subjects
NUMERICAL analysis ,STOCHASTIC convergence ,ALGORITHMS ,MATHEMATICAL models ,MATHEMATICAL linguistics - Abstract
Using a method for accelerating convergence and Weierstrass' correction, a cubically convergent method without derivatives for the simultaneous determination of polynomial zeros is derived. The proposed method possesses approximately the structure of Halley's method. Using the Gauss-Seidel approach, the single-step method is outlined. Convergence analysis and computational aspects are reported. [ABSTRACT FROM AUTHOR]
- Published
- 2007
- Full Text
- View/download PDF
20. OPTIMAL CONTROL BY EVOLUTIONARY ALGORITHM TECHNIQUE COMBINED WITH SPLINE APPROXIMATION METHOD.
- Author
-
PARK, CHUNGSIK and LEE, TAI-YONG
- Subjects
ALGORITHMS ,EVOLUTIONARY computation ,MATHEMATICAL programming ,DYNAMICS ,NUMERICAL analysis ,MATHEMATICAL models ,ECONOMETRIC models - Abstract
Optimal control problems are notoriously difficult to solve analytically or numerically except for limited cases of simple dynamics. Evolutionary algorithms are a promising method of solving various optimal control problems arising in practice since they do not require the expression of Lagrange's adjoint system and can easily implement the inequality constraints on the control variable. In this article, the evolutionary algorithm method is combined with the spline method so that the smooth control profile and switching time of bang-bang control could be obtained simultaneously. The optimal profiles obtained by the proposed method are compared with exact solutions if available. The proposed method could solve the problems only if there are only model equations and performance index functions, and even then the solution profiles are complicated. It is demonstrated that the evolutionary algorithm with the spline method can solve a wide range of optimal control problems including those of the bang-bang type. [ABSTRACT FROM AUTHOR]
- Published
- 2004
- Full Text
- View/download PDF
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