Search results for " optimization."

Dynamic Economic Load Dispatch using Levenberg Marquardt Algorithm

2018

Abstract Economic Load Dispatch (ELD) is a very important feature of power system network. This work proposes the novel approach which considers the constraint of ramp rate limit (RRL) to solve the ELD problem. It build up the time varying dynamic economic load dispatch in which load dispatching is calculated for each specified time interval, first it is tested with conventional lambda iteration technique and then the outcomes are used to train artificial neural network (ANN) it is based on Levenberg Marquardt algorithm (LMA).As compared with any other ANN method, the Levenberg Marquardt algorithm based dynamic economic load dispatch is more swift and precise. The propose algorithm is teste…

Value preserving portfolio strategies in continuous-time models

1997

We present a new approach for continuous-time portfolio strategies that relies on the principle of value preservation. This principle was developed by Hellwig (1987) for general economic decision and pricing models. The key idea is that an investor should try to consume only so much of his portfolio return that the future ability of the portfolio should be kept constant over time. This ensures that the portfolio will be a long lasting source of income. We define a continuous-time market setting to apply the idea of Hellwig to securities markets with continuous trading and examine existence (and uniqueness) of value-preserving strategies in some widely used market models. Further, we discuss…

Fuzzy Mathematical Programming for Portfolio Management

2000

The classical portfolio selection problem was formulated by Markowitz in the 1950s as a quadratic programming problem in which the risk variance is minimized. Since then, many other models have been considered and their associated mathematical programming formulations can be viewed as dynamic, stochastic or static decision problems. In our opinion, the model formulation depends essentially on two factors: the data nature and the treatment given to the risk and return goals. In this communication, we consider several approaches to deal with the data uncertainty for different classical formulations of the portfolio problem. We make use of duality theory and fuzzy programming techniques to ana…

Looking for the best modes helps solving the MRCPSP/max

2013

The multi-mode resource-constrained project scheduling problem with minimum and maximum time lags MRCPSP/max is a very general project scheduling problem with multiple execution modes per activity, renewable and non-renewable resources and minimum and maximum time lags between activities. In this paper, we describe SA-EVA, an algorithm for the problem. SA-EVA first searches for the best mode for each activity, without considering renewable resources. In this phase a simulated annealing is applied. Once a mode vector has been chosen, the problem reduces to the RCPSP/max, which SA-EVA solves with EVA, an algorithm designed in Ballestin et al. [2009. An evolutionary algorithm for the resource-…

Approximation algorithm for constrained coupled-tasks scheduling problem

2014

International audience; We tackle the makespan minimization coupled-tasks problem in presence of compatibility constraints. In particular, we focus on stretched coupled-tasks, i.e. coupled-tasks having the same sub-tasks execution time and idle time duration. In such context, we propose some complexity results according to several parameters and we design an efficient polynomial-time approximation algorithm.

An approximate/exact objective based search technique for solving general scheduling problems

2018

Abstract In this paper, we analyze single machine scheduling problems under the following minimization objectives: the maximum completion time (makespan), the total completion time and the maximum lateness, including fundamental practical aspects, which often occur in industrial or manufacturing reality: release dates, due dates, setup times, precedence constraints, deterioration (aging) of machines, as well as maintenance activities. To solve the problems, we propose an efficient representation of a solution and a fast neighborhood search technique, which calculates an approximation of criterion values in a constant time per solution in a neighborhood. On this basis, a novel approximate/ex…

Two Job Cyclic Scheduling with Incompatibility Constraints

2001

The present paper deals with the problem of scheduling several repeated occurrences of two jobs over a finite or infinite time horizon in order to maximize the yielded profit. The constraints of the problem are the incompatibilities between some pairs of tasks which require a same resource.

Innovative systems based on optical nanoantennas for energy harvesting application

The purpose of this study is to outline the main guidelines for the design of arrays of optical rectennas aiming to harvest energy and for the optimization of the power transfer to an external load. In particular, the novelty of this study consists in introducing the concept of the integrated design between the array of optical rectennas and the harvesting circuit able to exploit the available energy. The design of the array represents the crucial point in order to optimize the power transfer between the antenna and the load and can influence the rectenna design. On the other hand, the maximum power transfer to the load has to be obtained under matching conditions between the array and the …

Successive Reduction of Arms in Multi-Armed Bandits

2011

The relevance of the multi-armed bandit problem has risen in the past few years with the need for online optimization techniques in Internet systems, such as online advertisement and news article recommendation. At the same time, these applications reveal that state-of-the-art solution schemes do not scale well with the number of bandit arms. In this paper, we present two types of Successive Reduction (SR) strategies - 1) Successive Reduction Hoeffding (SRH) and 2) Successive Reduction Order Statistics (SRO). Both use an Order Statistics based Thompson Sampling method for arm selection, and then successively eliminate bandit arms from consideration based on a confidence threshold. While SRH…

Staggering Periodic Replenishments

1999

The paper deals with the problem of staggering periodic replenishment orders associated to different frequencies. The particular multi-item, instantaneous replenishment case with known demand is considered. The practical interest for such a problem is twofold: staggering orders allows both a reduction of the costs incurred in holding goods and an efficient use of space in warehouses. Some specific models allowing staggering are considered and, for them, theoretical results and properties are provided.