Search results for " optimization."

showing 10 items of 2333 documents

Risk management optimization for sovereign debt restructuring

2015

Debt restructuring is one of the policy tools available for resolving sovereign debt crises and, while unorthodox, it is not uncommon. We propose a scenario analysis for debt sustainability and integrate it with scenario optimization for risk management in restructuring sovereign debt. The scenario dynamics of debt-to-GDP ratio are used to define a tail risk measure, termed "conditional Debt-at-Risk". A multi-period stochastic programming model minimizes the expected cost of debt financing subject to risk limits. It provides an operational model to handle significant aspects of debt restructuring: it collects all debt issues in a common framework, and can include contingent claims, multiple…

Sovereign debtPortfolio optimizationValue-at-RiskStochastic programmingGreek crisisDebt restructuringScenario analysisConditional Value-at-Risk
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A measurement-based channel model for vehicular communications in tunnels

2014

Wireless Communications and Networking Conference (WCNC), 2014 IEEE, Istanbul, TURQUIE, 06-/04/2014 - 09/04/2014; In this paper, we present a new version of the iterative nonlinear least square approximation (INLSA) algorithm for the design of measurement-based channel simulators. The proposed method aims to match the time-variant impulse response (TVIR) of the simulation model to that of the measured channel. The propagation delays are discerned directly from the measurements, whereas the gains, the Doppler frequencies, and the phases are computed iteratively by minimizing a matching error norm. We evaluate the performance of the proposed method in terms of the approximation of the transfe…

Spatial correlationCHANNEL SOUNDINGComputer scienceMIMOITERATIVE OPTIMIZATIONPROPAGATIONCOMMUNICATIONTransfer functionPrecodingTRAITEMENT DU SIGNALTECHNOLOGIE SANS FILChannel capacityImpulse responseSimulationANTENNEEmulationOPTIMISATIONCHANNEL MODELINGMOBILE FADING CHANNELSMODELISATIONTUNNELChannel state informationTRANSMISSION DES DONNEESTUNNEL CHANNELSAlgorithm[SPI.SIGNAL]Engineering Sciences [physics]/Signal and Image processingCommunication channel
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Finding near-perfect parameters for hardware and code optimizations with automatic multi-objective design space explorations

2012

Summary In the design process of computer systems or processor architectures, typically many different parameters are exposed to configure, tune, and optimize every component of a system. For evaluations and before production, it is desirable to know the best setting for all parameters. Processing speed is no longer the only objective that needs to be optimized; power consumption, area, and so on have become very important. Thus, the best configurations have to be found in respect to multiple objectives. In this article, we use a multi-objective design space exploration tool called Framework for Automatic Design Space Exploration (FADSE) to automatically find near-optimal configurations in …

SpeedupComputer Networks and CommunicationsDesign space explorationComputer sciencebusiness.industryParallel computingProgram optimizationMulti-objective optimizationComputer Science ApplicationsTheoretical Computer ScienceMicroarchitectureComputational Theory and MathematicsScalabilityCode (cryptography)Engineering design processbusinessSoftwareComputer hardwareConcurrency and Computation: Practice and Experience
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Automatic multi-objective optimization of parameters for hardware and code optimizations

2011

Recent computer architectures can be configured in lots of different ways. To explore this huge design space, system simulators are typically used. As performance is no longer the only decisive factor but also e.g. power usage or the resource usage of the system it became very hard for designers to select optimal configurations. In this article we use a multi-objective design space exploration tool called FADSE to explore the vast design space of the Grid Alu Processor (GAP) and its post-link optimizer called GAPtimize. We improved FADSE with techniques to make it more robust against failures and to speed up evaluations through parallel processing. For the GAP, we present an approximation o…

SpeedupParallel processing (DSP implementation)Computer architectureComputer engineeringComputer scienceDesign space explorationPareto principleProgram optimizationGridMulti-objective optimizationSpace exploration
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Modeling and Experimental Validation of a Voltage-Controlled Split-Pi Converter Interfacing a High-Voltage ESS with a DC Microgrid

2023

The Split-pi converter can suitably interface an energy storage system (ESS) with a DC microgrid when galvanic isolation is not needed. Usually, the ESS voltage is lower than the grid-side voltage. However, limitations in terms of the ESS current make the use of a high-voltage ESS unavoidable when high power levels are required. In such cases, the ESS voltage can be higher than the microgrid voltage, especially with low microgrid voltages such as 48 V. Despite its bidirectionality and symmetry, the Split-pi exhibits a completely different dynamic behavior if its input and output ports are exchanged. Thus, the present work aims to model the Split-pi converter operating with an ESS voltage hi…

Split-pidroop controlControl and OptimizationRenewable Energy Sustainability and the Environmentenergy storage systemfeed-forward controlEnergy Engineering and Power TechnologyBuilding and ConstructionSplit-pi bidirectional converter energy storage system droop control feed-forward control DC microgridbidirectional converterSettore ING-INF/04 - AutomaticaDC microgridElectrical and Electronic EngineeringEngineering (miscellaneous)Energy (miscellaneous)
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Strengthened splitting methods for computing resolvents

2021

In this work, we develop a systematic framework for computing the resolvent of the sum of two or more monotone operators which only activates each operator in the sum individually. The key tool in the development of this framework is the notion of the “strengthening” of a set-valued operator, which can be viewed as a type of regularisation that preserves computational tractability. After deriving a number of iterative schemes through this framework, we demonstrate their application to best approximation problems, image denoising and elliptic PDEs. FJAA and RC were partially supported by the Ministry of Science, Innovation and Universities of Spain and the European Regional Development Fund …

Splitting algorithmControl and Optimization0211 other engineering and technologies47H05 90C30 65K05Elliptic pdesMonotonic function02 engineering and technology01 natural sciencesMonotone operatorOperator (computer programming)Development (topology)Estadística e Investigación OperativaFOS: Mathematics0101 mathematicsImage denoisingResolventMathematics - Optimization and ControlMathematicsResolvent021103 operations researchApplied Mathematics010102 general mathematicsAlgebraComputational MathematicsMonotone polygonOptimization and Control (math.OC)StrengtheningKey (cryptography)Computational Optimization and Applications
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Unfolding dynamics of small peptides biased by constant mechanical forces

2018

We show how multi-ensemble Markov state models can be combined with constant-force equilibrium simulations. Besides obtaining the unfolding/folding rates, Markov state models allow gaining detailed insights into the folding dynamics and pathways through identifying folding intermediates and misfolded structures. For two specific peptides, we demonstrate that the end-to-end distance is an insufficient reaction coordinate. This problem is alleviated through constructing models with multiple collective variables, for which we employ the time-lagged independent component analysis requiring only minimal prior knowledge. Our results show that combining Markov state models with constant-force simu…

State modelQuantitative Biology::BiomoleculesMathematical optimization010304 chemical physicsMarkov chainProcess Chemistry and TechnologyDynamics (mechanics)Biomedical EngineeringEnergy Engineering and Power TechnologyFolding (DSP implementation)010402 general chemistry01 natural sciencesIndependent component analysisIndustrial and Manufacturing Engineering0104 chemical sciencesReaction coordinateChemistry (miscellaneous)0103 physical sciencesSmall peptideMaterials ChemistryChemical Engineering (miscellaneous)Statistical physicsConstant (mathematics)MathematicsMolecular Systems Design & Engineering
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A comparison of simplex and simulated annealing for optimization of a new rear underrun protective device

2012

In this paper, two optimization approaches to improve the product design process have been analysed. Through the analysis of a case study, concerning the designing of a new High Energy Absorption Rear Underrun Protective Device (HEARUPD), two different optimization approaches (simplex and simulated annealing) have been compared. In the implemented optimization processes, the crash between an economy car and the rear part of a truck has been simulated by dynamic numerical (FEM) analyses. Moreover, authors have proposed the use of a suitable linear function of four variables with the purpose of reducing the multi-objective optimization processes to mono-objective ones. That has been made to s…

State variableEngineeringMathematical optimizationSimplexOptimization problembusiness.industryGeneral EngineeringOptimization Simulated annealing Simplex Numerical crash analysisAdaptive simulated annealingLinear functionFinite element methodComputer Science ApplicationsSimplex algorithmModeling and SimulationSimulated annealingSettore ING-IND/15 - Disegno E Metodi Dell'Ingegneria IndustrialebusinessSoftwareEngineering with Computers
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Analysis of multi degree of freedom systems with fractional derivative elements of rational order

2014

In this paper a novel method based on complex eigenanalysis in the state variables domain is proposed to uncouple the set of rational order fractional differential equations governing the dynamics of multi-degree-of-freedom system. The traditional complex eigenanalysis is appropriately modified to be applicable to the coupled fractional differential equations. This is done by expanding the dimension of the problem and solving the system in the state variable domain. Examples of applications are given pertaining to multi-degree-of-freedom systems under both deterministic and stochastic loads.

State variableMathematical optimizationDifferential equationcomplex eigenvalue analysiRational functionfrequency domain analysisDomain (mathematical analysis)Fractional calculusfractional state variablesymbols.namesakeFourier transformDimension (vector space)Multi-degree-of-freedom systems; complex eigenvalue analysis; fractional state variables; frequency domain analysisFrequency domainsymbolsMulti-degree-of-freedom systemSettore ICAR/08 - Scienza Delle CostruzioniMathematics
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Solving some optimal control problems using the barrier penalty function method

2005

In this paper we present a new approach to solve the two-level optimization problem arising from an approximation by means of the finite element method of optimal control problems governed by unilateral boundary value problems. The minimized functional depends on control variables and state variables x. The latter are the optimal solution of an auxiliary quadratic programming problem, whose parameters depend on u.

State variableMathematical optimizationOptimization problemControl variablePenalty methodBoundary value problemQuadratic programmingOptimal controlFinite element methodMathematics
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